Essentials of CFD: Pressure Countours Over NACA 0012 Wing Section On Transonic Flow

CFD Open Series/Revision 2.
65
Essentials of CFD
Adapted & Edited by : Ideen Sadrehaghighi
Pressure
countours over
NACA 0012
wing section on
transonic flow
High Lifting
Surfaces
Aerodynamics
ANNAPOLIS, MD
Contents
1 Introduction ................................................................................................................................ 22
1.1 Some Preliminaries ............................................................................................................................................ 22
1.2 Fluid & Aerodynamic Flow Regions as Characterized By Mach Number .................................... 23
1.2.1 Subsonic Flow (M < 1 everywhere)................................................................................................. 24
1.2.2 Transonic Flow (Mixed Regions M < 1 & M > 1) ....................................................................... 24
1.2.3 Supersonic Flow (M > 1 Everywhere) ............................................................................................ 26
1.2.4 Hypersonic Flow (Very High Supersonic Speeds)..................................................................... 26
1.3 Motivation .............................................................................................................................................................. 26
1.4 CFD Processes....................................................................................................................................................... 28
1.4.1 Partial Differential Equations (PDEs) & Their Methods of Solution .................................. 28
1.4.2 Boundary Conditions............................................................................................................................. 29
1.4.3 Math Modeling and Simulation of Physical Processes............................................................. 30
1.4.4 Numerical Algorithms Evolution ...................................................................................................... 30
1.4.4.1 References ........................................................................................................................................... 32
1.5 Verification, Validation & Calibration ......................................................................................................... 33
1.6 History and Success Stories ............................................................................................................................ 33
1.7 Advantages of using CFD.................................................................................................................................. 37
1.8 Vision for Further................................................................................................................................................ 37
1.9 CFD in Aerospace Industry.............................................................................................................................. 39
1.10 CFD vs. Wind Tunnel.......................................................................................................................................... 40
2 Linear PDE’s and Exact Solution of Some Model Equations ....................................... 43

2.1 Mathematical Character of Basic Equations ............................................................................................ 43
2.2 Behavior of the Different Classes of PDE ................................................................................................... 44
2.2.1 Hyperbolic Equations............................................................................................................................ 44
2.2.1.1 Steady Inviscid Supersonic Flow ................................................................................................ 45
2.2.1.2 Unsteady Inviscid Compressible Flow ..................................................................................... 45
2.2.2 Parabolic Equations ............................................................................................................................... 46
2.2.3 Elliptic Equations .................................................................................................................................... 46
2.2.4 Some Observation................................................................................................................................... 47
2.2.5 The 'Par-Elliptic' Problem ................................................................................................................... 47
2.3 Nonsingular Transformation.......................................................................................................................... 48
2.4 Exact (Closed Form) Solution to Linear Model Equations ................................................................. 48
2.4.1 Linear Wave Equation (1st Order).................................................................................................... 49
2.4.2 Inviscid Burgers Equation ................................................................................................................... 49
2.4.3 Diffusion (Heat) Equation ................................................................................................................... 49
2.4.4 Viscous Burgers Equation ................................................................................................................... 50
2.4.5 Tricomi Equation .................................................................................................................................... 50
2.4.6 2D Laplace Equation .............................................................................................................................. 51
2.4.6.1 Boundary Conditions ...................................................................................................................... 51
2.4.7 Poisson’s Equation ................................................................................................................................. 52
2.4.8 Viscous Burgers Equation ................................................................................................................... 52
2.4.9 The Advection-Diffusion Equation .................................................................................................. 52
2.4.10 The Korteweg-De Vries Equation..................................................................................................... 52
2.4.11 Helmholtz Equation ............................................................................................................................... 52
2.4.12 Summary List of Exact Solution Methods ..................................................................................... 53
3 Solving System of Linear Algebraic Equation.................................................................. 54
3.1 Interpolation (Morphing) ................................................................................................................................ 54
3.2 Numerical Integration ....................................................................................................................................... 55
3.3 Algebraic Eigenvalues & Eigenvectors Problems .................................................................................. 56
3.3.1 Eigenvalues Calculation ....................................................................................................................... 57
3.3.1.1 Eigenvector Calculation ................................................................................................................. 57
3.3.1.2 Right and Left Eigenvectors ......................................................................................................... 57
3.3.1.3 Diagonalization of a Matrix........................................................................................................... 58
3.3.1.4 Case Study 1 - Eigenvalues and Eigenvectors of 3D Euler Equation ........................... 58
3.3.1.5 Governing Equations ....................................................................................................................... 58
3.3.1.6 Transformation Matrix ................................................................................................................... 58
3.3.2 Case Study 2 – Non-Reflecting Boundary Condition in 2D ................................................... 59
3.3.2.1 General Fourier Analysis and Eigenvectors........................................................................... 60
3.4 Solving Systems of Linear Algebraic Equations...................................................................................... 61
3.4.1 Direct Methods ......................................................................................................................................... 61
3.4.1.1 Cramer’s Rule ..................................................................................................................................... 61
3.4.1.2 Gaussian Elimination ................................................................................................................ 62
3.4.1.3 Thomas Algorithm............................................................................................................................ 62
3.4.1.4 Advanced-Direct Methods............................................................................................................. 62
3.4.2 Iterative Methods.................................................................................................................................... 62
3.4.2.1 Stationary Iterative Methods ....................................................................................................... 63
3.4.2.1.1 Jacobi Method ........................................................................................................................ 63
3.4.2.1.2 Gauss-Seidel Iteration......................................................................................................... 63
3.4.2.1.3 Successive Over-Relaxation (SOR) ................................................................................ 64
3.4.2.1.4 SOR by Line ............................................................................................................................. 64
3.4.2.1.5 Block-Iterative Methods .................................................................................................... 65
3.4.2.1.6 Strongly–Implicit Methods ............................................................................................... 65
3.4.2.1.7 ADI Methods ........................................................................................................................... 65
3.4.2.2 Non-Stationary Iterative Methods ............................................................................................. 66
3.4.2.2.1 Conjugate Gradient (CG) .................................................................................................... 66
3.4.2.2.2 Minimum Residual (MINRES) and Symmetric LQ (SYMMLQ) ........................... 66
3.4.2.2.3 Generalized Minimal Residual (GMRES)..................................................................... 66
3.4.2.2.4 Bi-Conjugate Gradient (BiCG).......................................................................................... 66
3.4.2.2.5 Quasi-Minimal Residual (QMR) ...................................................................................... 66
3.4.2.2.6 Conjugate Gradient Squared (CGS) ............................................................................... 67
3.4.2.2.7 Chebyshev Iteration ............................................................................................................ 67
3.4.3 Classical (Stationary) Iterative Schemes vs. Krylov Subspace Methods .......................... 67
3.5 Converting Conservative to Primitive Variables for 2D Euler Equations .................................... 68
3.5.1 Symmetrizing Matrix Variables ........................................................................................................ 69
3.6 Programming Languages & Paradigms for CFD ..................................................................................... 70
3.6.1 Difference Between Object Oriented (OO) vs. Procedural Programming ....................... 70
3.6.1.1 Object Oriented Programming (OOP) ...................................................................................... 70
3.6.1.2 Procedural ........................................................................................................................................... 70
3.6.2 Pillars of Object Oriented Programming (OOP) ......................................................................... 70
3.6.2.1 Abstraction .......................................................................................................................................... 70
3.6.2.2 Encapsulation ..................................................................................................................................... 70
3.6.2.3 Inheritance .......................................................................................................................................... 71
3.6.2.4 Polymorphism .................................................................................................................................... 71
3.6.3 Main Language Styles ............................................................................................................................ 71
3.6.4 Comparison Between MATLAB, C/C++, Python and FORTRAN .......................................... 71
3.6.4.1 FORTRAN ............................................................................................................................................. 72
3.6.4.2 C/C++ ..................................................................................................................................................... 72
3.6.4.3 Python ................................................................................................................................................... 72
3.6.4.4 MATLAB ................................................................................................................................................ 73
3.6.4.5 Graphics and GUI programming in MATLAB ........................................................................ 73
4 CFD Basics .................................................................................................................................... 75

4.1 Preliminaries......................................................................................................................................................... 75
4.2 Marching vs. Equilibrium Problems ............................................................................................................ 76
4.3 Non-Linear CFD Equations .............................................................................................................................. 76
4.4 Coupled vs Segregated Algorithms .............................................................................................................. 76
4.5 Explicit vs. Implicit Methods .......................................................................................................................... 77
4.6 Model Finite Difference Schemes ................................................................................................................. 78
4.7 General Discretization Scheme (Beam-Warming) ................................................................................ 79
4.8 Linearization of Equations .............................................................................................................................. 80
4.8.1 Frozen (Lagging) Coefficient Method ............................................................................................. 80
4.8.2 Simple Iterative Method....................................................................................................................... 80
4.8.3 Newton Raphson Linearization Method........................................................................................ 80
4.8.3.1 Newton Linearization with Coupling........................................................................................ 81
4.8.4 Extrapolating the Coefficients ........................................................................................................... 81
4.8.5 Case Study – Linearization of 1D Unsteady Euler Equation.................................................. 81
4.8.6 Multi-Dimensional (2D) Problem and Approximate Factorization (AF) Scheme ........ 82
4.8.7 Recommendation on Linearization ................................................................................................. 84
4.9 Convection & Diffusion Terms Discretization ......................................................................................... 84
4.9.1 Upwind Differencing For Convection ............................................................................................. 85
4.9.1.1 Flux Vector Splitting Schemes ..................................................................................................... 86
4.9.1.2 Flux Difference Splitting (Godunov) Schemes ...................................................................... 87
4.9.2 Diffusion Term Discretization ........................................................................................................... 87
4.10 Pressure Based (Incompressible) Schemes ............................................................................................. 89
4.10.1 Methods Based on the Vorticity Equation .................................................................................... 90
4.10.2 Methods Based on Artificial (Pseudo) Compressibility .......................................................... 90
4.10.3 Methods Based on Pressure Iterations or Pressure Correction .......................................... 91
4.10.3.1 Case Study 1 - Numerical Study of Compressible Lid Driven Cavity Flow.......... 92
4.10.3.2 Case Study 2 - Hyperbolic Method to Explore Multiplicity Flow Solutions in a
Four-Sided Lid-Driven Cavity ........................................................................................................................ 94
4.10.3.2.1 Abstract .................................................................................................................................... 94
4.10.3.2.2 Introduction............................................................................................................................ 94
1.1.1.1.1 Model and Numerical Method (Navier-Stokes Model) ......................................... 95
4.10.3.2.3 Artificial Compressibility Method ................................................................................. 95
4.10.3.2.4 The Hyperbolic Method ..................................................................................................... 96
4.10.3.2.5 Discretization and Implementation in One Dimension ........................................ 96
4.10.3.2.6 Left/Right Interfaces Interpolation .............................................................................. 97
4.10.3.2.7 Discretization and Implementation in Two Dimensions ..................................... 98
4.10.3.2.8 Application to the Lid-Driven Cavity-One Sided Case ........................................... 98
4.10.3.2.9 Application to the Lid-Driven Cavity-Four Sided Case ......................................... 99
4.10.3.2.10 Conclusion .......................................................................................................................... 100
4.10.3.2.11 References .......................................................................................................................... 100
4.10.4 PISO Algorithm ..................................................................................................................................... 102
4.10.4.1 Case Study - Second Order Non-Iterative PISO-Algorithm vs Iterative PISO . 102
4.10.4.1.1 Introduction......................................................................................................................... 103
4.10.4.1.2 Preliminary Results .......................................................................................................... 103
4.10.5 Fast Fluid Dynamic (FFD)................................................................................................................. 104
4.11 Density Based (Compressible) Schemes ................................................................................................ 107
4.11.1 Case Study 1 - Density Based Solver for Turbulent Compressible Flows ..................... 108
4.11.1.1 Result for Subsonic and Transonic Flow over a Bump ............................................ 108
4.11.2 Case Study 2 - Transonic Flow Through a Turbine Cascade .............................................. 109
4.11.3 Case Study 3 - 3D Structured/Unstructured Hybrid Navier-Stokes Method for
Turbine Blade Rows .............................................................................................................................................. 110
4.11.3.1 Introduction ............................................................................................................................... 110
4.11.3.2 Governing Equation Unstructured Solver ..................................................................... 111
4.11.3.3 Inviscid Flux Spatial Discretization .................................................................................. 112
4.11.3.4 Viscous Flux Spatial Discretization .................................................................................. 113
4.11.3.5 Time Integration ...................................................................................................................... 113
4.11.3.6 Spatial Discretization ............................................................................................................. 114
4.11.3.7 Hybrid Coupling ....................................................................................................................... 114
4.11.3.8 Results and Discussion .......................................................................................................... 115
4.11.3.8.1 Case 1 : Transonic Wing.................................................................................................. 115
4.11.3.8.2 Case 2 : 3D Viscous Flow Through Turbine Blades-Hybrid Procedure ...... 116
4.11.3.9 Concluding Remarks .............................................................................................................. 116
4.11.3.10 References .................................................................................................................................. 117
4.12 Some Observations on Usage of Pressure Based vs. Density Based Schemes ....................... 119
4.13 Residual Implication ....................................................................................................................................... 120
4.13.1 Explicit Schemes ................................................................................................................................... 120
4.13.2 Implicit Schemes .................................................................................................................................. 121
4.13.2.1 Convergence Rate and Storage Requirement .............................................................. 122
4.13.2.2 Reflections on the Evolution of Implicit Navier-Stokes Algorithms ................... 124
4.13.2.2.1 The Noniterative Time-Linearized Block-Coupled ADI Scheme .................... 124
4.13.2.3 Use of Implicitly Coupled, Characteristic-Compatible Boundary Conditions . 124
4.13.2.3.1 Early Work at NASA Ames Research Center .......................................................... 125
4.13.2.3.2 Characteristic-Based Upwind Schemes .................................................................... 126
4.13.2.3.3 Reducing Factorization Error in Time-Linearized Schemes ........................... 126
4.13.2.3.4 Iterative Time-Linearized Schemes for Structured and Unstructured Grids
126
4.13.2.3.5 Iterative Newton-Linearized Unsteady Schemes ................................................. 127
4.13.2.3.6 Scalable Parallel Algorithms for Structured and Unstructured Grids ......... 127
4.14 Listing to CFD Numerical Methods ........................................................................................................... 128
4.15 What Constitute Solver in CFD ................................................................................................................... 131
4.15.1 Linear vs. Non-linear CFD Solver .................................................................................................. 131
4.16 Major Integration Schemes for CFD ......................................................................................................... 132
4.17 Elements of a CFD Code ................................................................................................................................. 132
4.17.1 Domain Discretization (Gridding/Meshing)............................................................................. 132
4.17.2 Numerical Discretization Schemes for Governing Equations............................................ 133
4.17.3 Linear System of Equations ............................................................................................................. 133
4.17.4 Solving Algorithms .............................................................................................................................. 133
5 Finite Differencing (FD) & Spatial Discretization ....................................................... 134

5.1 Finite Difference Method (FD) .................................................................................................................... 134
5.1.1 Some Issues Related Finite Differencing .................................................................................... 134
5.1.1.1 Truncation Error ............................................................................................................................ 134
5.1.1.2 Consistency ...................................................................................................................................... 135
5.1.1.3 Stability and Effect of CFL Number ........................................................................................ 136
5.1.1.4 Convergence .................................................................................................................................... 137
5.1.1.4.1 Numerical Convergence .................................................................................................. 138
5.2 Spatial Discretization Schemes................................................................................................................... 138
5.2.1 1st order Upwind (UD) ....................................................................................................................... 139
5.2.2 Central Differencing (CD) ................................................................................................................. 139
5.2.3 2nd order Upwind Differencing (UD)............................................................................................ 139
5.2.4 Power Law Scheme ............................................................................................................................. 139
5.2.5 Quadratic Upwind Interpolation for Convection Kinetics (QUICK) ................................ 140
5.2.6 Monotone Upstream-Centered Schemes for Conservation Laws (MUSCL) ................. 140
5.2.7 Total Variation Diminishing (TVD) .............................................................................................. 141
5.2.7.1 Total Variation Diminishing Cubic Interpolated Propagation (TVDCIP) ............... 141
5.2.8 Monotone Advection and Reconstruction Scheme (MARS) ............................................... 141
5.2.8.1 Reconstruction................................................................................................................................ 141
5.2.8.2 Advection .......................................................................................................................................... 141
5.2.9 Blended Differencing .......................................................................................................................... 142
5.2.10 Higher Order Upwind Schemes...................................................................................................... 142
5.2.10.1 Case Study 1 - Other High Resolution Differencing Scheme For Arbitrarily
Unstructured Meshes ..................................................................................................................................... 142
5.2.11 Other High-Order Differencing Schemes : ENO and WENO Schemes ............................ 144
5.2.11.1 Case Study 2 - Adaptive Central-Upwind Weighted Compact Non-linear
Scheme with Increasing Order of Accuracy .......................................................................................... 145
5.2.11.1.1 Abstract ................................................................................................................................. 145
5.2.11.1.2 Introduction......................................................................................................................... 145
5.2.11.1.3 References ............................................................................................................................ 146
5.2.11.2 Case Study 3 – Uniform Flow Preserving Property of High Order Upwind Finite
Difference Schemes on Generalized Coordinate System ................................................................. 148
5.2.11.2.1 Introduction......................................................................................................................... 148
5.2.11.2.2 WENO and WCNS .............................................................................................................. 149
5.2.11.2.3 Metric Computation for Each Case ............................................................................. 150
5.2.11.2.4 Uniform Flow and Vortex Preservation Tests ....................................................... 151
5.2.11.2.5 Conclusions .......................................................................................................................... 151
5.2.11.2.6 References ............................................................................................................................ 151
5.2.11.3 Case Study 4 - Increasing Order of Accuracy of Weighted Compact Non-Linear
Scheme 152
5.2.11.3.1 Order of WCNS.................................................................................................................... 152
5.2.11.3.2 2D Numerical Tests .......................................................................................................... 153
5.2.11.3.3 References ............................................................................................................................ 153
5.2.11.4 Case Study 5 - A Novel Improvement of Compact Nonlinear Scheme For
Simulating Compressible Flows ................................................................................................................. 153
5.2.11.4.1 Introduction......................................................................................................................... 154
5.2.11.4.2 Test Case : Rayleigh-Taylor Instability ..................................................................... 154
5.2.11.4.3 Conclusions .......................................................................................................................... 155
5.2.11.4.4 References ............................................................................................................................ 156
5.3 Implementation of Boundary Conditions............................................................................................... 157
6 Finite Volume Method (FVM) ............................................................................................. 159

6.1 Discretization of Control Volume .............................................................................................................. 159
6.1.1 Comparison and Evaluation of CCFV and VCFV ...................................................................... 160
6.1.2 Case Study - An example of Unstructured 2D Control Volume for CCFV Formulation
160
6.2 Cell Centered Finite Volume (CCFV) Discretization........................................................................... 162
6.3 Finite Volume Method using a 1D Example .......................................................................................... 163
6.4 Unsteady 2D Poisson Equation .................................................................................................................. 164
6.5 General Steady 2D Transport Equation in Finite Volume ............................................................... 164
6.5.1 Approximation of Surface and Volume Integrals ................................................................... 166
6.5.2 Discretization of Convective Fluxes ............................................................................................. 167
6.5.3 Central Differences .............................................................................................................................. 167
6.5.4 Upwind Techniques ............................................................................................................................ 168
6.5.5 Flux-Blending Technique.................................................................................................................. 169
6.5.6 Discretization of Diffusive Fluxes.................................................................................................. 170
6.5.7 Non-Cartesian Grids............................................................................................................................ 171
6.5.8 Discrete Transport Equation........................................................................................................... 173
6.5.9 Treatment of Boundary Conditions.............................................................................................. 174
6.5.10 Case Study - Numerical Analysis of Turbulent Flow Around 2D Bodies....................... 176
6.5.10.1 Introduction and Literature Survey................................................................................. 176
6.5.10.2 Governing Equations .............................................................................................................. 177
6.5.10.3 Boundary Conditions ............................................................................................................. 179
6.5.10.4 Finite Volume Discretization of Governing Equation ............................................... 180
6.5.10.5 The Wall Functions ................................................................................................................. 182
6.5.10.6 SIMPLE Algorithm ................................................................................................................... 182
6.5.10.7 Results and Discussion for NACA 0012 Hydrofoil ..................................................... 182
6.5.10.8 Conclusions ................................................................................................................................ 184
6.6 Some Irregularities Associated with Control Volume (CV) ............................................................ 185
6.6.1 Numerical Diffusion Effects ............................................................................................................. 186
6.6.2 Balancing the Diffusion vs. Convection using Peclet Number (Pe) ................................. 187
6.6.2.1 Case Study – 1D Convection / Diffusion Problem ............................................................ 187
6.7 Some Qualities to Spatial Discretization................................................................................................. 189
6.7.1 Cell-Centered (CC) vs. Node-Centered (NC) ............................................................................. 189
6.7.2 Staggered vs. Collocated Grids ....................................................................................................... 189
6.7.3 Desired Properties in Discretization Schemes ........................................................................ 190
6.8 Wall Distance Estimation .............................................................................................................................. 190
6.8.1 Case Study - Influence of Hybrid Grid and Turbulence Model .......................................... 192
6.8.1.1 Gridding ............................................................................................................................................. 192
6.8.1.2 Boundary Conditions ................................................................................................................... 192
6.8.1.3 Governing Equations and Solver Settings ........................................................................... 193
6.8.1.4 Drag findings ................................................................................................................................... 193
6.8.1.5 Impact of Turbulence Model ..................................................................................................... 194
6.8.1.6 Concluding Remarks..................................................................................................................... 194
6.9 Gradient Smoothing Method (GSM) ......................................................................................................... 195
6.9.1 Gradient Smooth Operation............................................................................................................. 195
6.9.2 Case Study 1 - Implicit Gradient Method for Cell-Centered Finite-Volume Solver on
Unstructured Meshes............................................................................................................................................ 196
6.9.2.1 Background and Introduction .................................................................................................. 196
6.9.2.2 Finite-Volume Discretization .................................................................................................... 198
6.9.3 Case Study 2 - Transonic Flow Over a Joukowsky Airfoil at M = 0.8 ............................ 198
6.9.4 Concluding Remarks ........................................................................................................................... 199
7 Boundary Conditions ............................................................................................................ 201
7.1 Introduction ....................................................................................................................................................... 201
7.2 Naming Convention for Different Types of Boundaries ................................................................... 201
7.2.1 Dirichlet Boundary Condition......................................................................................................... 201
7.2.2 Von Neumann Boundary Condition ............................................................................................. 201
7.2.3 Mixed or Combination of Dirichlet and von Neumann Boundary Condition .............. 201
7.2.4 Robin Boundary Condition .............................................................................................................. 201
7.2.5 Cauchy Boundary Condition............................................................................................................ 202
7.2.6 Periodic (Cyclic Symmetry) Boundary Condition .................................................................. 202
7.2.7 Generic Boundary Conditions ......................................................................................................... 202
7.3 Wall Boundary Conditions ........................................................................................................................... 203
7.3.1 Velocity Field ......................................................................................................................................... 203
7.3.2 Pressure ................................................................................................................................................... 203
7.3.3 Scalars/Temperature ......................................................................................................................... 204
7.3.3.1 Common Inputs for Wall Boundary Condition .................................................................. 204
7.4 Symmetry Planes .............................................................................................................................................. 204
7.5 Inflow Boundaries ........................................................................................................................................... 205
7.5.1 Velocity Inlet .......................................................................................................................................... 205
7.5.2 Pressure Inlet ........................................................................................................................................ 205
7.5.3 Mass Flow Inlet ..................................................................................................................................... 205
7.5.4 Inlet Vent ................................................................................................................................................. 206
7.6 Outflow Boundaries ........................................................................................................................................ 206
7.6.1 Pressure Outlet ..................................................................................................................................... 206
7.6.2 Pressure Far-Field ............................................................................................................................... 206
7.6.3 Outflow ..................................................................................................................................................... 207
7.6.4 Outlet Vent .............................................................................................................................................. 207
7.6.5 Exhaust Fan ............................................................................................................................................ 207
7.7 Free Surface Boundaries ............................................................................................................................... 208
7.7.1 Velocity Field and Pressure ............................................................................................................. 208
7.7.2 Scalars/Temperature ......................................................................................................................... 208
7.8 Pole (Axis) Boundaries .................................................................................................................................. 208
7.9 Periodic Flow Boundaries ............................................................................................................................ 208
7.9.1 Case Study – Boundary Condition on A 2D HPT Blade Subject to Strong Pressure
Gradient and Curvature Effects ........................................................................................................................ 209
7.10 Non-Reflecting Boundary Conditions (NRBCs) ................................................................................... 210
7.10.1 Case Study 1 - Turbomachinery Application of 2D Subsonic Cascade ........................... 211
7.10.2 Case Study 2 - CAA Application of Airfoil Turbulence Interaction Noise Simulation
212
7.11 Turbulence Intensity Boundaries .............................................................................................................. 212
7.11.1 Turbulence Intensity .......................................................................................................................... 212
7.12 Free Surface Boundary .................................................................................................................................. 213
7.12.1 The Kinematic Boundary Condition ............................................................................................. 213
7.12.2 The Dynamic Boundary Condition................................................................................................ 213
7.13 Other Boundary Conditions ......................................................................................................................... 214
7.14 Further Remarks .............................................................................................................................................. 214
8 Temporal Discretization and Time Marching .............................................................. 216

8.1 Preliminaries...................................................................................................................................................... 216
8.2 Transient 1D Diffusion with Source Term ............................................................................................. 217
8.2.1 Euler Implicit ......................................................................................................................................... 217
8.2.2 Crank-Nicolson ..................................................................................................................................... 217
8.2.3 Simple Explicit....................................................................................................................................... 218
Case Study – Numerical Solution of 1D Heat Model Equation .............................. 218
8.2.4 Runga-Kutta Method .......................................................................................................................... 220
8.2.4.1 Explicit Treatment......................................................................................................................... 220
8.2.4.2 Implicit Runge-Kutta Methods ................................................................................................. 220
8.2.4.3 Case Study - Time Integration Schemes for the Unsteady NS Equations ............... 221
8.2.5 Piecewise Analytical Method ......................................................................................................... 221
8.3 Transient Simulation ...................................................................................................................................... 221
8.3.1 Time Step Size ....................................................................................................................................... 222
8.3.2 Steady-State vs. Transient Run ...................................................................................................... 222
8.3.2.1 Case Study 1 - Vortex Shedding Behind a Cylinder - Ran as Steady State (Wrong!)
223
8.3.2.2 Case study 2 - Double Sided Membrane - Ran as Steady State (Right!) .................. 223
8.3.2.3 Case Study 3 – Evolution of the Wake of 3 Inline Square Prisms ............................. 224
8.3.3 Concept of Dual Time Stepping ...................................................................................................... 225
8.3.3.1 Backward Differencing Formula (BDF) ................................................................................ 225
8.4 Essence of Local Preconditioning in CFD ............................................................................................... 226
8.4.1 Pseudo (Artificial) Compressibility .............................................................................................. 227
8.4.2 Case Study 1 – Preconditioned Methods for Solving 2D Incompressible Flow.......... 227
8.4.3 Case Study 2 – Preconditioned Methods for 3D Unsteady Low Speed Compressible N-
S 229
8.4.3.1 Low Speed Preconditioning Formulation ............................................................................ 229
8.4.3.2 Numerical Integration ................................................................................................................. 230
8.4.4 Case Study 3 - Numerical Analysis of a Dual-Time Pseudo-Compressibility Method
231
8.4.4.1 Introduction and Background .................................................................................................. 232
8.4.4.2 Governing Equations .................................................................................................................... 233
8.4.4.3 Time Integration ............................................................................................................................ 234
8.4.4.4 Six-Degree-of-Freedom Rigid Body Motion ........................................................................ 235
8.4.4.5 3D Flow Evolution of a Dam Break......................................................................................... 236
8.4.4.6 Free-Surface Wave Around Surface-Piercing NACA Foils............................................. 238
8.4.4.7 Computational Model and on a NACA 66 Hydrofoil ........................................................ 238
8.4.4.8 Water Entry of Free-Falling Rigid Objects........................................................................... 239
8.4.4.8.1 Hemisphere.......................................................................................................................... 239
8.4.4.8.2 Sphere .................................................................................................................................... 241
9 Panel Methods ......................................................................................................................... 242

9.1 Preliminaries...................................................................................................................................................... 242
9.2 Gridding (Paneling) ......................................................................................................................................... 243
9.3 Method of Solving the Potential Equation ............................................................................................. 243
Case Study – Solving a Maze via a Laplace Equation............................................................ 244
9.3.1 Conservative Forms ............................................................................................................................ 245
9.4 Method for Transonic Flow.......................................................................................................................... 246
9.4.1 Case Study - Panel Methods for Solving the Laplace’s Equation ...................................... 246
9.5 Vortex Lattice Method (VLM)...................................................................................................................... 247
9.5.1 Case Study - Transonic and Viscous Potential Flow Method Applied to Flexible Wing
Transport Aircraft .................................................................................................................................................. 248
9.5.1.1 Abstract.............................................................................................................................................. 248
9.5.1.2 Introduction ..................................................................................................................................... 249
9.5.1.3 Aero-Structural Modeling .......................................................................................................... 251
9.5.1.3.1 Vortex Lattice Model ........................................................................................................ 251
9.5.1.3.2 Transonic Small Disturbance Model / Integral Boundary Layer Model ..... 251
9.5.1.3.3 Euler-IBL Model (MSES) ................................................................................................. 252
9.5.1.3.4 Static Aeroelastic Modeling Framework.................................................................. 253
9.5.1.3.5 Transonic and Viscous Corrections for the VLM .................................................. 254
9.5.1.4 Results ................................................................................................................................................ 257
9.5.1.4.1 Rigid Clean Wing GTM Results ..................................................................................... 257
9.5.1.4.2 Comparison of Viscous Aerodynamic Solutions ................................................... 257
9.5.1.4.3 Aeroelastic Clean Wing GTM Results ........................................................................ 258
9.5.1.4.4 Rigid GTM Wing with VCCTEF Deployed................................................................. 259
9.5.1.4.5 Wall Clock Time Comparison ....................................................................................... 261
9.5.1.5 Conclusion ........................................................................................................................................ 262
9.5.1.6 References ........................................................................................................................................ 262
9.6 VLM vs DLM ........................................................................................................................................................ 264
9.7 Vortex Panel Method (VPM) vs. DLM....................................................................................................... 265
10 Solution Methods for Inviscid (Euler) Equations........................................................ 266

10.1 Background......................................................................................................................................................... 266
10.2 Method of Characteristics ............................................................................................................................. 266
10.2.1 Linear Systems ...................................................................................................................................... 266
10.2.2 Non-Linear Systems ............................................................................................................................ 268
10.3 Shock Capturing Method ............................................................................................................................... 270
10.3.1 Explicit McCormack Method ........................................................................................................... 270
10.3.2 1D Upwind Flux-Splitting Scheme (Steger-Warming) ......................................................... 271
10.3.3 Total Variation Diminishing (TVD) as other Upwind Schemes ........................................ 272
10.3.3.1 The Upwind Connection to Explicit Artificial Dissipation ...................................... 272
10.3.4 3D Unsteady Euler Equation Solutions Using Flux Vector Splitting ............................... 273
10.3.4.1 Flux Splitting.............................................................................................................................. 275
10.4 The Riemann Problem ................................................................................................................................... 275
10.4.1 Roe Approximate Riemann Solver ................................................................................................ 276
10.4.2 Case Study – Further Discussion Regarding the Shock Capturing Techniques to
Evaluating the Discourteous Solution............................................................................................................ 277
10.4.3 References............................................................................................................................................... 279
10.5 Euler Equation With 2-Species ................................................................................................................... 279
10.5.1 Numerical Methods ............................................................................................................................. 281
10.5.2 References............................................................................................................................................... 281
11 Solution Methods for Viscous (Navier-Stokes) Equations ....................................... 283

11.1 Preliminaries...................................................................................................................................................... 283
11.2 General Transformation ................................................................................................................................ 284
11.3 Solution Methods for Compressible (Density Based) N-S Equation ........................................... 285
11.3.1 Explicit Scheme (Mac Cormack) .................................................................................................... 285
11.3.2 Case Study – Dual Block Applied to Navier-Stokes Equations in 2D ............................. 287
11.3.2.2 Numerical Method................................................................................................................... 288
11.3.2.3 Block Interface .......................................................................................................................... 288
11.3.2.4 Stability Consideration .......................................................................................................... 289
11.3.2.4.1 Test 1 - Flow Over a Backward-Facing Step ........................................................... 289
11.3.2.4.2 Test 2 - Flow Over a Curved Ramp ............................................................................. 291
11.3.2.5 Conclusions ................................................................................................................................ 292
11.3.3 Other Explicit Schemes ...................................................................................................................... 292
11.3.4.1 Beam-Warming ........................................................................................................................ 292
11.3.4.2 Mac Cormack ............................................................................................................................. 293
11.4 Solution Methods for Incompressible N-S Equations (Pressure Based) ................................... 293
11.4.1 Explicit Schemes ................................................................................................................................... 293
11.4.1.1 Vorticity-Stream Function Approach (2D).................................................................... 294
11.4.1.2 Primitive-Variable Approach .............................................................................................. 294
11.4.2.1 SIMPLE (Semi-Implicit Method for Pressure Linked Equation) for 2D N-S
Equation 296
11.4.3 Projection Methods ............................................................................................................................. 297
11.5 Approximation (Thin-Layer) of N-S Equation...................................................................................... 297
11.6 Parabolized N-S Equation ............................................................................................................................. 298
11.6.1 3D Compressible Implicit Numerical Solution of PNS Equation ...................................... 299
11.6.2 Case Study - New-Generation Hyperbolic Navier-Stokes Schemes: Speed-Up and
Accurate Viscous/Heat Fluxes .......................................................................................................................... 302
11.6.2.1 Introduction ............................................................................................................................... 302
11.6.2.2 Simplified Discretization ...................................................................................................... 303
11.6.2.3 Speed-up...................................................................................................................................... 303
11.6.2.4 Accurate Viscous/Heat Fluxes ........................................................................................... 303
11.6.2.5 First-Order 2D Hyperbolic Navier-Stokes System ..................................................... 304
11.6.2.6 Discretization ............................................................................................................................ 307
11.6.2.7 Results .......................................................................................................................................... 308
11.6.2.8 Concluding Remarks and Future Developments ........................................................ 311
11.7 Multigrid Methods ........................................................................................................................................... 312
11.7.1 Multigrid Cycle & Definitions .......................................................................................................... 313
11.7.2 Classification .......................................................................................................................................... 313
11.7.3 Unstructured Mesh Cycling ............................................................................................................. 314
11.7.4 Viscous Flow Consideration ............................................................................................................ 315
11.7.5 Case Study - Development and Application of Agglomerated Multigrid Methods for
Complex Geometries ............................................................................................................................................. 316
11.7.5.1 Introduction ............................................................................................................................... 316
11.7.5.2 Discretization ............................................................................................................................ 316
11.7.5.3 Agglomeration Scheme ......................................................................................................... 317
11.7.5.4 Single-Grid Iterations............................................................................................................. 323
11.7.5.5 Multigrid...................................................................................................................................... 323
11.7.5.5.1 Multigrid V-Cycle ............................................................................................................... 323
11.7.5.5.2 Inter-Grid Operators ........................................................................................................ 324
11.7.5.5.3 Coarse-Grid Discretization ............................................................................................ 324
11.7.5.5.4 Relaxations ........................................................................................................................... 325
11.7.5.5.5 Cost of Multigrid V-Cycle ................................................................................................ 326
11.7.5.6 Results for Complex Geometries ....................................................................................... 327
11.7.5.6.1 Model Diffusion Equation .............................................................................................. 327
11.7.5.6.2 Inviscid Flows ..................................................................................................................... 328
11.7.5.6.3 Turbulent Flows (RANS) ................................................................................................ 329
11.7.5.8 References .................................................................................................................................. 329
12 Finite Element Method (FE)................................................................................................ 331

12.1 Introduction ....................................................................................................................................................... 331
12.2 Galerkin Method ............................................................................................................................................... 331
12.3 Continuous & Discontinuous Galerkin (DG) ......................................................................................... 331
12.4 Steps in the Finite Element Discretization ............................................................................................ 332
12.5 Concept of Shape (Basis) Function ........................................................................................................... 333
12.5.1 Lagrangian Elements .......................................................................................................................... 333
12.6 Simple 1D Discretization Example using Shape (Basis) Function ............................................... 334
12.7 Mathematics Behind Finite Element Method ....................................................................................... 335
12.8 Summary of Math Procedure for Finite Element Analysis .............................................................. 336
12.9 Example with Heat Source ........................................................................................................................... 336
12.9.1 Steady State Heat Sink; Weak Formulation; Basis Functions & Test Functions ........ 337
12.9.2 Test Function ......................................................................................................................................... 337
12.9.3 Weak Formulation ............................................................................................................................... 338
12.10 Effect of Basis Function ................................................................................................................................. 339
12.11 Different Elements ........................................................................................................................................... 340
12.12 Error Estimation ............................................................................................................................................... 340
12.13 Additional Finite Element Formulations ................................................................................................ 341
12.14 Conceptual Differences Between 4 Most used Prediction Methods............................................ 341
12.14.1 Finite Differencing Method (FDM) .................................................................................... 342
12.14.2 Finite Volume Method (FVM) ................................................................................................... 342
12.14.3 Finite Element Method (FEM) .................................................................................................. 342
12.14.4 Discontinuous Galerkin Methods (DG) ................................................................................. 343
12.15 Comparing FV and FE for Spatial Convergence of 3D Benchmark Cases .................................. 343
12.15.1 Case Study - Subsonic Flow Over 3D Swept Bump Configuration............................. 344
12.15.1.1 Results and Discussion .......................................................................................................... 345
12.16 Case Study - A High Order Discontinuous Galerkin – Fourier Incompressible 3D Navier–
Stokes Solver with Rotating Sliding Meshes ..................................................................................................... 347
12.16.1 Introduction ..................................................................................................................................... 347
12.16.2 Methodology .................................................................................................................................... 350
12.16.2.1 Arbitrary Lagrangian–Eulerian Temporal Discretization ...................................... 351
12.16.2.2 3D Fourier Extension ............................................................................................................. 351
12.16.2.3 Rotating Cases ........................................................................................................................... 353
12.16.3 Case Study - Three Bladed Cross-Flow Turbine Case Study ........................................ 353
12.16.4 3D Flows ............................................................................................................................................ 355
12.16.5 Conclusions ...................................................................................................................................... 355
13 Spectral and Other High Degree Methods ..................................................................... 357

13.1 Myth about High Degree Methods............................................................................................................. 357
13.1.1 Myth 1- High-order methods are expensive ............................................................................. 357
13.1.2 Myth 2. High-order methods are not needed for engineering accuracy ....................... 358
13.1.3 References............................................................................................................................................... 359
13.2 Spectral Difference Method (SDM) ........................................................................................................... 359
13.3 Spectral Volume Method (SVM) ................................................................................................................. 360
13.3.1 Basic Formulation................................................................................................................................ 360
13.4 Fast Fourier Transform Methods (FFT).................................................................................................. 361
13.4.1 Case Study - Flow and Fast Fourier Transform (FFT) Analyses for Tip Clearance
Effect in an Operating Kaplan Turbine .......................................................................................................... 362
13.4.1.1 Background and Literature Survey .................................................................................. 363
13.4.1.3 Validation of Numerical Results ........................................................................................ 368
13.4.1.3.1 Performance Characteristics ........................................................................................ 368
13.4.1.3.2 Effect of Tip Clearance..................................................................................................... 369
13.4.1.4 Conclusions ................................................................................................................................ 370
13.5 Finite Differences vs. Spectral Methods .................................................................................................. 371
13.6 Weighted Residual Method (WRM) .......................................................................................................... 371
13.6.1 General Formulation .......................................................................................................................... 372
13.7 Boundary Element Method (BEM) ............................................................................................................ 372
13.7.1 Comparison to Other Methods ....................................................................................................... 373
13.8 Dispersion-Relation-Preserving (DRP) Algorithms for 3D Problems ....................................... 373
13.8.1 Effects of AeroAcoustics .................................................................................................................... 374
14 Components of CFD Simulation ......................................................................................... 376

14.1 Introduction ....................................................................................................................................................... 376
14.2 Simulation vs. Modeling ................................................................................................................................ 377
14.2.1 Part I .......................................................................................................................................................... 377
14.2.2 Part II ........................................................................................................................................................ 377
14.2.3 Part III ....................................................................................................................................................... 377
14.2.4 Part IV ....................................................................................................................................................... 377
14.2.5 Part V......................................................................................................................................................... 377
14.3 Integrated Simulations (Multiphysics & Multiscale) ......................................................................... 378
14.3.1 References............................................................................................................................................... 380
14.4 Simulation Components as Envisioned by NASA ................................................................................ 380
14.4.1 Formulate the Flow Problem .......................................................................................................... 380
14.4.2 Model the Geometry and Flow Domain ...................................................................................... 380
14.4.3 Establish the Boundary and Initial Conditions ........................................................................ 381
14.4.4 Generate the Grid ................................................................................................................................. 381
14.4.5 Establish the Simulation Strategy ................................................................................................. 381
14.4.6 Establish the Input Parameters and Files .................................................................................. 381
14.4.7 Perform the Simulation ..................................................................................................................... 381
14.4.8 Monitor the Simulation for Completion ..................................................................................... 381
14.4.9 Post-Process the Simulation to get the Results ....................................................................... 381
14.4.10 Make Comparisons of the Results ........................................................................................... 381
14.4.11 Repeat the Process to Examine Sensitivities ...................................................................... 381
14.4.12 Document .......................................................................................................................................... 382
14.5 Comparison of Some Commercially Available CFD Software ........................................................ 382
14.5.1 AcuSolve© (www.altair.com)......................................................................................................... 383
14.5.2 OpenFOAM© (www.openfoam.com) ............................................................................................ 383
14.5.3 OpenFlower (sourceforge.net/projects/openflower) .......................................................... 383
14.5.4 FLASH (flash.uchicago.edu) ............................................................................................................. 383
14.5.5 GADGET© (www.mpa-garching.mpg.de/~volker/gadget)............................................... 383
14.5.6 HYDRA© (hydra.mcmaster.ca/hydra) ......................................................................................... 384
14.5.7 ZEUS-MP (lca.ucsd.edu/portal/software) ................................................................................. 384
14.5.8 ANSYS CFX© (www.ansys.com/Products/Simulation+Technology/Fluid+Dynamics)
384
14.5.9 ANSYS ICEM CFD© (www.ansys.com/Products/Other+Products/ANSYS+ICEM+CFD)
384
14.5.10 FLUENT© (www.fluent.com)..................................................................................................... 384
14.5.11 COMSOL Multi-physics© (www.comsol.com/products/multiphysics) ................... 384
14.5.12 CFDRC© (www.cfdrc.com) ......................................................................................................... 385
14.5.13 STAR-CD/STAR-CCM© (www.cd-adapco.com) ................................................................. 385
14.5.14 FLOW3D© (www.flow3d.com) ................................................................................................. 385
14.5.15 TACOMA© (www.ge.com) .......................................................................................................... 385
14.5.16 CONVERGE™ ( www.convergecfd.com) ............................................................................... 385
14.5.17 FLUBIO (https://doi.org/10.1016/j.softx.2020.100655) ............................................ 386
14.5.18 SU2: An Open-Source Suite for Multiphysics Simulation and Design ...................... 386
14.6 NASA Developed CFD Software .................................................................................................................. 386
14.6.1 FUN3D ...................................................................................................................................................... 386
14.6.2 USM3D ...................................................................................................................................................... 387
14.6.3 CFL3D........................................................................................................................................................ 388
14.6.4 Case Study 1 - Grid Convergence for 3D Benchmark Turbulent Flows ......................... 388
14.6.4.1 Subsonic Flow Around a Hemisphere Cylinder .......................................................... 388
14.6.4.2 Geometry, Flow Parameters, and Boundary Conditions ......................................... 389
14.6.4.3 Results for Hemisphere Cylinder ...................................................................................... 390
14.6.4.4 Forces and Pitching Moment .............................................................................................. 390
14.6.4.5 Fine Grid Surface Pressure, Skin Friction, and Off-Body Variation ................... 392
14.6.4.6 Effect of Grid Refinement on Surface Pressure and Skin Friction ....................... 393
14.6.5 Case Study 2 - Transonic Flow Around an M6 Wing ............................................................. 394
14.6.5.1 Geometry, Flow Parameters and Boundary Conditions .......................................... 394
14.6.5.2 Grids for M6 Wing ................................................................................................................... 394
14.6.5.3 Results for M6 Wing ............................................................................................................... 395
14.7 CFD Inter Code Coupling ............................................................................................................................... 399
14.7.1 Interface Coupling Schemes ............................................................................................................ 399
14.7.1.1 Fixed Point.................................................................................................................................. 399
14.7.1.2 Implicit Predictor-Corrector ............................................................................................... 400
14.7.1.3 Quasi-Newton Algorithm...................................................................................................... 400
14.8 Symbolic Math Packages ............................................................................................................................... 401
14.8.1 Maxima (maxima.sourceforge.net) ............................................................................................ 401
14.8.2 Mathematica (www.wolfram.com) ............................................................................................ 401
14.8.3 Maple (www.maplesoft.com) ....................................................................................................... 402
14.8.4 MatLab (www.mathworks.com) ................................................................................................ 402
14.8.5 MATHGL (http://mathgl.sourceforge.net/doc_en/index.html)..................................... 402
15 Best Guidelines for Optimal CFD Simulation ................................................................ 403

15.1 Preliminaries...................................................................................................................................................... 403
15.2 Element of Uncertainty .................................................................................................................................. 404
15.2.1 Geometry & Grid Generation........................................................................................................... 404
15.2.2 Convergence........................................................................................................................................... 404
15.2.3 Numerical ................................................................................................................................................ 405
15.2.4 Reaction ................................................................................................................................................... 405
15.2.5 Multiphase Flows ................................................................................................................................. 405
15.2.5.1 Not Knowing the Most Important Physical Mechanisms ........................................ 405
15.2.5.2 Closure Models ......................................................................................................................... 405
15.2.5.3 Time-Scale and Length-Scale Separation....................................................................... 406
15.2.5.4 Choice of Model and Governing Equations ................................................................... 406
15.2.5.5 Numerical Errors ..................................................................................................................... 406
15.2.5.6 Avoiding Risks in Multiphase Flows ................................................................................ 406
15.3 Verification, Validation, Calibration and Certification ...................................................................... 406
15.3.1 Validation for an Intended Purpose. ............................................................................................ 407
15.4 Simulation for Everyone ............................................................................................................................... 407
15.5 CFD on a Deadline ............................................................................................................................................ 408
15.5.1 Optimizing your Modeling Workflow .......................................................................................... 409
15.6 Myths of Computational Fluid Dynamics ............................................................................................... 409
15.6.1 CFD is Difficult and Take Too Long to be Used in the Design Process ........................... 409
15.6.2 Accuracy has to be sacrificed to use CFD during the Design Process ............................ 410
15.6.3 Experts are Needed to Get Accurate CFD Simulation Results ........................................... 411
List of Tables
Table 1.2.1 Classification of Mach Number ............................................................................................................ 23
Table 1.4.1 Solution Methods for PDEs .................................................................................................................... 29
Table 3.4.1 Comparison of Iterative Schemes ....................................................................................................... 64
Table 3.6.1 Differences between OOP vs Procedural ......................................................................................... 70
Table 4.6.1 Implicit Discretization Methods of Model Equations ................................................................. 78
Table 4.6.2 Explicit Discretization Methods of Model Equations .................................................................. 79
Table 4.7.1 Choice of Parameters ............................................................................................................................... 80
Table 5.1.1 Solution Error (rms) Reduction with Grid Refinement – Courtesy of Fletcher ........... 138
Table 5.2.1 Results of uniform flow preserving test. is number of the grid points) .......................... 150
Table 6.5.1 Approximations for Surface Integrals Over the Face Se - Courtesy of [Schafer] ......... 166
Table 9.5.1 Automated Mesh Refinement Sequence for MSES .................................................................... 253
Table 9.5.2 Comparison of 3D Inviscid Lift Curve and Drag Polar Metrics of Interest for the Rigid
GTM .......................................................................................................................................................................................... 256
Table 9.5.3 Comparison of 3D Viscous Lift Curve and Drag Polar Metrics of Interest for the Rigid
GTM .......................................................................................................................................................................................... 257
Table 9.5.4 Drag Reduction (counts) for the Top Five GTM VCCTEF Configurations ........................ 260
Table 10.1.1 Classification of the Euler Equation on Different Regimes ................................................. 266
Table 11.3.1 Comparation of the Results For Flow Over a Backward Facing Step ............................. 290
Table 11.7.1 Admissible Agglomerations ............................................................................................................. 318
Table 11.7.2 Summary of discretization used to define the residual, ^R ................................................ 325
Table 11.7.3 Summary of costs and typical numbers of linear-sweeps. The multigrid cycle is a 5-
level V (2; 1) with a typical coarsening ratio 8. The numbers in parenthesis denote the number of
point and line sweeps, respectively, and the second set for RANS denotes the number of point and
line sweeps of the turbulent equation. ...................................................................................................................... 326
Table 11.7.4 Summary of Jacobians, ∂^R*/∂U .................................................................................................... 326
Table 11.7.5 Cost of V-cycle relative to a single-grid iteration and speed-up factor. The expected
speed-up factors have been computed with the actual coarsening ratio.................................................... 327
Table 11.7.6 Summary of grid sizes and parameters for the inviscid cases .......................................... 328
Table 12.14.1 Summarizing the Discontinuous Galerkin (DG) Finite Element Method ................... 343
Table 12.15.1 Tetrahedral Grids for Finite-Volume and Finite-Element Solutions ............................ 345
Table 13.4.1 Main Design Parameters of the prototype Kaplan Turbine................................................ 366
Table 13.4.2 Mesh Quality of the Kaplan Turbine............................................................................................. 367
Table 14.5.1 An Overview of some commercially available CFD software ............................................ 382
Table 14.6.1 Statistics of four finest grids for hemisphere cylinder grid families. ............................. 389
Table 14.6.2 Hemisphere Cylinder: Variation of Aerodynamic Coefficients on L1 Grids ............... 392
Table 14.6.3 Statistics of Grids for OM6 Wing Grid Families ....................................................................... 395
Table 14.6.4 Variations of Aerodynamic Coefficients ..................................................................................... 396
List of Figures
Figure 1.1.1 CFD Application in Various Industries ............................................................................................. 22
Figure 1.2.1 An F/A-18 Hornet Creating a Vapor Cone at Transonic Speed ............................................. 23
Figure 1.2.2 Block Diagram Categorizing the Types of ...................................................................................... 24
Figure 1.2.3 Different Regimes of Flow (Courtesy of John D. Anderson) ................................................... 25
Figure 1.3.1 Flow over a Supersonic Blunt Body ................................................................................................. 27
Figure 1.4.1 Relationship Between Physics Fidelity & Numerical Algorithm .......................................... 30
Figure 1.4.2 A range of V & V techniques and their interaction with each other.................................... 33
Figure 1.5.1 Simulation of the Hyper-X Scramjet Vehicle in Operation by NASA ................................... 35
Figure 1.5.2 Required fine-scale geometric details space shuttle external tank ... Error! Bookmark
not defined.
Figure 1.5.3 CFD simulation of space shuttle launching configuration ...................................................... 37
Figure 1.7.1 Road Map for CFD Studies .................................................................................................................... 38
Figure 1.8.1 Impact of CFD at Boeing. Green areas have strong CFD penetration; Purple areas have
some penetration; Red areas present future opportunities ................................................................................ 40
Figure 1.9.1 Typical Design Project ........................................................................................................................... 41
Figure 2.2.1 Domain and Boundaries for the Solution of Hyperbolic Equations (Steady) ................. 44
Figure 2.2.2 Domain and Boundaries for the Solution of Hyperbolic Equations (Unsteady) ............ 45
Figure 2.2.3 Domain and Boundaries for the Solution of Parabolic Equations in Two Dimensions
....................................................................................................................................................................................................... 46
Figure 2.2.4 Domain and Boundaries of Elliptic Equations in Two Dimensions .................................... 46
Figure 2.2.5 Two-way interchange of information between Parabolic and Elliptic flows.................. 48
Figure 2.4.1 Solution of linear Wave equation ...................................................................................................... 49
Figure 2.4.2 Formulation of discontinuities in non-linear Burgers (wave) equation........................... 49
Figure 2.4.3 Rate of Decay of solution to diffusion equation .......................................................................... 50
Figure 2.4.4 Solution to Laplace equation ............................................................................................................... 51
Figure 2.4.5 Solution to Poisson's Equation ........................................................................................................... 52
Figure 3.1.1 Bi-linear (middle) and Bi-Cubic (far right) Interpolation ....................................................... 54
Figure 3.1.2 Depiction of Image Morphing Using a single Parameter α .................................................... 55
Figure 3.4.1 Iteration Methods Path .......................................................................................................................... 62
Figure 3.4.2 SOR by line .................................................................................................................................................. 64
Figure 3.4.3 ADI Stencil for Implicit Method.......................................................................................................... 65
Figure 3.6.1 3D Representation of a Sine Function using MATLAB ............................................................. 73
Figure 4.1.1 Contributions from other disciplines to CFD ............................................................................... 75
Figure 4.1.2 Linkage between CFD, Experimental & Analytical approach ................................................ 76
Figure 4.4.1 Segregated Solution ................................................................................................................................ 77
Figure 4.5.1 Coupled Solutions .................................................................................................................................... 78
Figure 4.9.1 Schematic physical representation of a propagating wave in the positive x direction
....................................................................................................................................................................................................... 85
Figure 4.9.2 An Arbitrary Polyhedral Control Volume ...................................................................................... 88
Figure 4.9.3 Geometric Interpretation of the Diffusion Term Approximation –[H. Jasak] ................. 89
Figure 4.10.1 Accessible Pressure Solvers in Fluent .......................................................................................... 90
Figure 4.10.2 Streamlines of the Base Flow in the Symmetry Plane z = 0.5 and Re = 1000 .............. 93
Figure 4.10.3 Distribution of Velocities (u, v) along Centerline Horizontal Distance for Re = 10093
Figure 4.10.4 Colored iso-contours of a stream function (deduced from the velocity field) showing
the flow stream lines for a one-sided cavity flow, obtained for a run using Re = 1000. Negative
values in the two lower corners indicate reversal of the vortices rotation compared to the rest of
the domain................................................................................................................................................................................ 98
Figure 4.10.5 Vx profile obtained for y =1/2 in two runs using Re = 100 and 1000 Re = 1000 A
few selected values (see points) extracted from Ghia et al. (1982) are also shown for these two
Reynolds number values. ................................................................................................................................................... 98
Figure 4.10.6 Colored contours of a stream function (deduced from the velocity field) showing the
flow stream lines for a four-sided cavity case, obtained for a run using ........................................................ 99
Figure 4.10.7 Residual term taken on one velocity flow component (that is Vx ) as a function of
the iteration counter, for runs of a four-sided cavity flow using Re=100,120,140,160 ........................... 99
Figure 4.10.8 The two stable steady state flow solutions (stream lines) obtained in two runs of
.................................................................................................................................................................................................... 100
Figure 4.10.9 PISO algorithm flow chart (Courtesy of Giannopapa, and G. Papadakis ) ................. 102
Figure 4.10.10 Flow Around Circular Cylinder in a Channel........................................................................ 103
Figure 4.10.11 Lift Force as a Function of Time, using Different PISO-Algorithms for the Flow
Around Fixed Cylinder in a Channel (Courtesy of Tukovic et al.) ................................................................. 104
Figure 4.10.12 Solution Method for FFD .............................................................................................................. 104
Figure 4.11.1 Mach number distribution for flow over a Bump ................................................................. 109
Figure 4.11.2 2D Mach Number Distribution in the Test Turbine Cascade (left) - 3D Pressure
Distribution at the Blades (right)................................................................................................................................. 109
Figure 4.11.3 Structured-Unstructured Mesh Overlapping......................................................................... 114
Figure 4.11.4 Pressure contour lines across the structured-unstructured zonal interface –
Courtesy of [Tsung et al.]................................................................................................................................................. 115
Figure 4.11.5 Pressure Contour Across the Structured-Unstructured Interface – Courtesy of
[Tsung et al.] ......................................................................................................................................................................... 116
Figure 4.12.1 Scope of Incompressible Vs. Compressible Flow Solvers .................................................. 120
Figure 4.13.1 Cost increases as Mach number decreases (NACA 0012) ................................................. 122
Figure 4.13.2 Comparing the Convergence Rates of the ILU-Preconditioned Newton-Krylov
Method .................................................................................................................................................................................... 123
Figure 5.1.1 Correlation between truncation error and order of accuracy ........................................... 135
Figure 5.1.2 Free Jet Flow profile for different order of accuracy ............................................................. 135
Figure 5.1.3 Conceptual Relationship Between Consistency, Stability and Convergence – Courtesy
of Fletcher (160) ................................................................................................................................................................ 136
Figure 5.1.4 1D Stability Analysis Based on CFL Number; (a) CFL < 1 Unstable; (b) CFL ≥ 1 Stable
.................................................................................................................................................................................................... 137
Figure 5.2.1 Different Spatial Scheme.................................................................................................................... 140
Figure 5.2.2 Viscous & Inviscid Stencil for a 2nd order accurate MUSCL ................................................. 140
Figure 5.2.3 Deciding the Upwind Direction in Arbitrary Unstructured Mesh .................................... 143
Figure 5.2.4 Testing Grid ............................................................................................................................................. 150
Figure 5.2.5 Results of vortex preserving test on the wavy grid ............................................................... 151
Figure 5.2.6 Density of Mach 3 forwarding step problem with higher order WCNS; (a)WCNS5E
with SHUS, (b)WCNS5E.................................................................................................................................................... 152
Figure 5.2.7 Rayleigh-Taylor instability problem: 30 density contour lines ranging from 0.9 to 2.2.
.................................................................................................................................................................................................... 155
Figure 5.3.1 Grid Points at a Boundary .................................................................................................................. 157
Figure 6.1.1 Control-Volume Partitioning For Finite-Volume Discretization ....................................... 159
Figure 6.1.2 The control volume (a) and reconstruction stencil (b) for 2D unstructured grids. The
cell colored with gray and green mean the target cell 𝛺𝑖 and neighboring cells 𝛺𝑖𝑗 – Courtesy of Xie
et al. .......................................................................................................................................................................................... 161
Figure 6.4.1 Definition of CVs and Nodes for Triangular Grids with Donald Polygons ..................... 164
Figure 6.5.2 Finite Volume in a 2D Hexahedra Cell – Courtesy of [Schafer] ......................................... 165
Figure 6.5.3 Cartesian Control Volume with Notations in Formulas Analogous to Finite-Difference
Methods – Courtesy of [Schafer] ................................................................................................................................. 167
Figure 6.5.4 Approximation of φe with CDS Method – Courtesy of [Schafer] ....................................... 168
Figure 6.5.5 Mass flux Dependent Approximation of φe with UDS Method .......................................... 168
Figure 6.5.6 Mass flux dependent approximation of φe with QUICK method – Courtesy of
[Schafer] ................................................................................................................................................................................. 169
Figure 6.5.7 Central Differencing Formula for Approximation of 1st Derivative at CV face –
Courtesy of [Schafer]........................................................................................................................................................ 170
Figure 6.5.8 Central difference approximation .................................................................................................. 171
Figure 6.5.9 Approximation of diffusive fluxes for non-Cartesian control volumes – Courtesy of
[Schafer] ................................................................................................................................................................................. 172
Figure 6.5.10 Interpolation of values in CV edges for discretization of diffusive fluxes for non-
Cartesian CV – Courtesy of [Schafer] ......................................................................................................................... 173
Figure 6.5.11 Cartesian boundary CV at west boundary ............................................................................... 174
Figure 6.5.12 Coordinate System and C-type Control Volume .................................................................... 179
Figure 6.5.13 Collocated Grid Arrangement ....................................................................................................... 180
Figure 6.5.14 Cp Contours for NACA 0012 Hydrofoil at 6 Degree Incidence ........................................ 183
Figure 6.6.1 Potent Numerical Errors in CFD ..................................................................................................... 185
Figure 6.6.2 Progression of Shock Wave on Supersonic Flow over a Backward Step ....................... 186
Figure 6.6.3 Effects a) exact b) 1ST order (Dissipation) c) 2nd order (Dispersion) 186
Figure 6.6.4 Effect of retaining TE terms .............................................................................................................. 187
Figure 6.6.5 Correlation Between CD and UD Schemes for Different (Pe) Number ........................... 187
Figure 6.6.6 Ratio of Convection Vs Diffusion - Effect of (Pe) number .................................................... 188
Figure 6.6.7 Spatial effects of (Pe) number on 1D flow .................................................................................. 189
Figure 6.7.1 Cell Centered and Node Centered .................................................................................................. 189
Figure 6.7.2 Control Volume for spatial discretization of staggered grid vs collocated ................... 190
Figure 6.8.1 Near Wall Velocity Profile ................................................................................................................. 191
Figure 6.8.2 Wall Function Relation in Boundary Layer ................................................................................ 191
Figure 6.8.3 Grid 1 - Tetrahedral Cell Growth(Left) vs, Grid 2 – Hybrid Prism Layer Growth
(Right) ..................................................................................................................................................................................... 192
Figure 6.8.4 Drag Force (N) on the Pilot and Stoker using Different Grids ............................................ 193
Figure 6.8.5 CP for Different Grids ........................................................................................................................... 193
Figure 6.8.6 Drag/ Lift and Lateral Forces (N) Acting on the Pilot and the Stoker ............................. 194
Figure 6.9.1 Stencil for Cell-Centered Finite-Volume Discretization – (Courtesy of Nishikawa) 197
Figure 6.9.2 Inviscid Flow over a Joukowsky Airfoil at M1 = 0.85 using Unstructured Mesh -
(Courtesy of Nishikawa) ................................................................................................................................................. 199
Figure 7.2.1 Mixed Boundary Conditions ............................................................................................................. 201
Figure 7.4.1 Symmetry Plane to Model one Quarter of a 3D Duct............................................................. 204
Figure 7.8.1 Pole (Axis) Boundary .......................................................................................................................... 208
Figure 7.9.1 Periodic Boundary ................................................................................................................................ 209
Figure 7.9.2 Schematic for HPT case setup. The computational grid is showing every fifteenth . 209
Figure 7.9.3 Overview of the Flow Field ............................................................................................................... 210
Figure 7.10.1 Pressure contours plot for 2nd order spatial discretization scheme ............................. 211
Figure 7.10.2 Aero-Acoustics Application for NRBC’....................................................................................... 212
Figure 7.12.1 Sketch Exemplifying the conditions at a Free Surface Formed by the Interface
Between Two Fluids .......................................................................................................................................................... 213
Figure 8.2.1 Numerical Stability of 1D Heat Equation using Explicit & Implicit Algorithms
(Wikipedia) ........................................................................................................................................................................... 219
Figure 8.3.1 Transient Solution Sequences ......................................................................................................... 222
Figure 8.3.2 Vortex shedding behind a cylinder run wrongly as a Steady State .................................. 223
Figure 8.3.3 Steady-State Force and Monitoring for a flow over a double sided membrane case 224
Figure 8.3.4 Contours of instantaneous vorticity field showing vortex shedding from the prisms
.................................................................................................................................................................................................... 225
Figure 8.4.1 Flowchart of the Strong coupling of NS/VOF Flow Solver and 6DOF Model (Courtesy
of Nguyen & Park) .............................................................................................................................................................. 235
Figure 8.4.2 Snapshots of 3D dam-break flow: (a) experimental image and (b) simulation result at
0.5 s (Courtesy of Nguyen & Park) .............................................................................................................................. 236
Figure 8.4.3 Image sequences of the 3D evolution of a dam break in the case of closed
downstream walls, where the color of the free surface denotes the water level (red, z = 0.6 m; green,
z = 0) ........................................................................................................................................................................................ 237
Figure 8.4.4 Visual Comparison of Simulated and Experimental Free-Surface Wave Profiles ...... 238
Figure 8.4.5 Grid and Wave Breaking by a NACA 66 Hydrofoil (Courtesy of Nguyen & Park) ...... 239
Figure 8.4.6 Wave profile Around a Surface-Piercing NACA 0024 Hydrofoil at Fr = 0.37obtained
from Grid Refinement ....................................................................................................................................................... 239
Figure 8.4.7 Impact Pressure Distributions over the Surface of a Water Entry Hemisphere over
time (Courtesy of V.T. Nguyen, W.-G. Park) ............................................................................................................ 240
Figure 8.4.8 Chimera Grids for Water Entry of a Sphere: (a) Curvilinear Background Grid (b)
Body-Fitted Grid (Courtesy of Nguyen & Park) ..................................................................................................... 241
Figure 8.4.9 Center-depth variation for a free-falling sphere with time at various entry velocities
(Courtesy of Nguyen & Park) ......................................................................................................................................... 241
Figure 9.1.1 Physical domain for Laplace's equation ...................................................................................... 242
Figure 9.1.2 Illustration of a panel geometry; any three dimensional shape can be constructed;
shown here is a surface of what could be a three dimensional object such as an entire airplane ... 243
Figure 9.3.1 Resolving a Maze by solving a Laplace Equation ..................................................................... 245
Figure 9.4.1 Cp Contours for a Rotor using Panel Method ............................................................................ 247
Figure 9.5.1 Simulation of an Airplane Based in the VLM ............................................................................. 247
Figure 9.5.2 VCCTEF Configuration on a Generic Transport Model (GTM) ........................................... 249
Figure 9.5.3 VCCTEF Section with 3 Camber Segments (Green) Compared to a Traditional Flap
System (Blue) ....................................................................................................................................................................... 250
Figure 9.5.4 Illustration of the GTM Aircraft Equipped with the VCCTEF .............................................. 250
Figure 9.5.5 GTM Aircraft Wing-Body Model in Vorview .............................................................................. 251
Figure 9.5.6 TSFOIL Mesh Sensitivity Study; Lift (a) and Drag (b) ........................................................... 252
Figure 9.5.7 MSES Mesh Sensitivity Study ; Lift (a) and Drag (b) .............................................................. 253
Figure 9.5.8 Static Aeroelastic Modeling Framework for Fixed Angle of Attack (α) and Fixed Lift
Coefficient (b)....................................................................................................................................................................... 254
Figure 9.5.9 Transonic and Viscous Correction Method Flow Chart ........................................................ 255
Figure 9.5.10 Streamwise Slices of the GTM wing for 2D Aerodynamic Analysis ................................ 255
Figure 9.5.11 Lift Curve (Left) and Drag Polar (Right) for the Rigid GTM Using Inviscid Aero
Solvers ..................................................................................................................................................................................... 257
Figure 9.5.12 Lift Curve (Left) and Drag Polar (Right) for the Rigid GTM Using Viscous Aero
Solvers ..................................................................................................................................................................................... 258
Figure 9.5.13 Lift Curve (a) and Drag Polar (b) for the Aeroelastic GTM with Transonic and
Viscous Flow VLM Models .............................................................................................................................................. 258
Figure 9.5.14 Aeroelastic Effect on Lift Distribution using TSD/IBL (a) and MSES (b) at CL = 0.497
.................................................................................................................................................................................................... 259
Figure 9.5.15 Contour Plots of Pressure Coefficient Obtained with the Transonic and Viscous
Potential Flow Models for the Flexible GTM at ...................................................................................................... 259
Figure 9.5.16 Lift Distribution with the Best Performing VCCTEF Candidate Calculated with
TSD/IBL (a) and MSES (b) .............................................................................................................................................. 260
Figure 9.5.17 Change in Cp due to the Best Performing VCCTEF Candidate Calculated with the
TSD/IBL (a) and MSES (b) Models .............................................................................................................................. 261
Figure 9.5.18 Wall Clock Comparison Between Multiple Aerodynamic Codes for a Single Fixed Lift
Aeroelastic Solution........................................................................................................................................................... 262
Figure 10.2.1 Characteristics of Linear Equation.............................................................................................. 267
Figure 10.2.2 Characteristics of Nonlinear solution point (exaggerated) .............................................. 269
Figure 10.3.1 Supersonic Flow Over Circular Arc with Inlet M=1.4 - Courtesy of [Mahdi and Al-
Kwarizmi] .............................................................................................................................................................................. 270
Figure 10.3.2 Coefficient of Pressure for a Shock ............................................................................................. 273
Figure 10.4.1 Comparison of dispersion error of compact-difference scheme with others methods
.................................................................................................................................................................................................... 278
Figure 11.3.1 Velocity Contours for Flow Over a Backward Facing Step ................................................ 290
Figure 11.3.2 Flow Field Over a Curved Ramp................................................................................................... 291
Figure 11.4.1 Vorticity-Stream Function Approach For 2D Incompressible N-S Equations ........... 295
Figure 11.4.2 SIMPLE Procedure as applied to 2D Equation ....................................................................... 297
Figure 11.6.1 Dual control volume for node-centered finite-volume schemes with unit normal
associated with an edge {j , k}. ...................................................................................................................................... 307
Figure 11.6.2 Irregular Triangular Grid for the Viscous Shock-Structure .............................................. 309
Figure 11.6.3 Comparison of Convergence for the 2D Problem. Stars: the Traditional Scheme.
Circles: the Hyperbolic Scheme .................................................................................................................................... 309
Figure 11.6.4 Error Convergence Results for the Viscous Stresses and the Heat Fluxes in the 2D
problem .................................................................................................................................................................................. 310
Figure 11.7.1 Multi-Gridding Cycle ......................................................................................................................... 313
Figure 11.7.2 Sequence of gridding in unstructured multigrid scheme ................................................ 314
Figure 11.7.3 Illustration of a node-centered median-dual control volume ......................................... 317
Figure 11.7.4 Trailing-edge area of a 3D wing agglomerated by the hierarchical scheme. Primal
grid is shown by thin lines; agglomerated grid is shown by thick lines. ..................................................... 318
Figure 11.7.5 Typical implicit line-agglomeration showing a curved solid body surface on the left
and a symmetry plane on the right. The projection of the line-agglomerations can be seen on the
symmetry plane................................................................................................................................................................... 319
Figure 11.7.6 Grids and convergence of the model diffusion equation for the F6 wing-body
combination .......................................................................................................................................................................... 320
Figure 11.7.7 Grids and Convergence of the Model Diffusion Equation for the DPW-W2 case ..... 321
Figure 11.7.8 Grids and Convergence for the wing-ap inviscid case. ....................................................... 322
Figure 11.7.9 Residual versus CPU time for the F6 wing-body case (RANS) ........................................ 328
Figure 12.3.1 Continuous vs. Discontinuous Galerkin Finite Element Method ................................... 332
Figure 12.5.1 Illustration of Different Shape, Basis, and Blending Functions ....................................... 334
Figure 12.9.1 Mathematical Model of a Steady State Heat Sink. ................................................................. 337
Figure 12.10.1 Basis functions sharing two triangular elements in 2D................................................... 339
Figure 12.11.1 Finite element approximation of the temperature field in the heat sink ................. 340
Figure 12.14.1 Conceptual Differences Between Three Most used Prediction Methods ................. 342
Figure 12.15.1 Propagation Mean Flow Residuals on Different Mesh Density (Courtesy of Pandya,
et al.) ........................................................................................................................................................................................ 344
Figure 12.15.2 Convergence of Cp along symmetry plane (y = 0) using Tetrahedral cells .............. 346
Figure 12.16.1 Mixed Triangular–Quadrilateral Mesh for a Symmetric Airfoil with Curved
Boundaries and a Circular Sliding Mesh. Static and Rotating Subdomains are Distinguished........... 349
Figure 12.16.2 Snapshots of the Rotating NACA0015 for Polynomial Order k = 5 and Rotational
Speed Lx/U = 0.05 for (a) AOA = 17.2 deg. and (b) AOA = 28.6 deg ............................................................ 353
Figure 12.16.3 Solution Snapshots of Flow Through a 3D Cross-Flow Turbine: (a) 11 pressure
contours [_1.6:0.8] and (b) iso-surfaces of z-velocity w = ±1 x10-6 ............................................................... 354
Figure 12.16.4 Solution Snapshots of a 3 Bladed Cross-Flow Turbine for Polynomial Order k = 3
for (a) Unconstrained and (b) Ducted Cases. .......................................................................................................... 354
Figure 12.16.5 Solution Snapshots of a 3D Circular Cylinder Shadowed by a Rotating NACA Blade
(a) Pressure Contours (b) Iso-surfaces of z velocity w = ±1.5 x 10-6............................................................. 355
Figure 13.2.1 Placement of Unknown ( Red Dot) and Flux (Blue ) Points for a Triangular Element;
From left to right - Case (a): First Order; Case (b): Second Order; Case (c): Third Order.................... 360
Figure 13.3.1 Partitions of a Triangular SV . Linear, Quadratic and Cubic Reconstructions
Publicized in Case (a), Case(b) and Case(c) respectively................................................................................... 361
Figure 13.4.1 Runner Vane of the Kaplan Turbine ........................................................................................... 363
Figure 13.4.2 3D Geometry of the prototype Kaplan Turbine ..................................................................... 364
Figure 13.4.3 The Block Diagram ............................................................................................................................ 365
Figure 13.4.4 Tip Cearance Gap of the Kaplan Turbine .................................................................................. 365
Figure 13.4.5 Mesh Independence Test of the Kaplan Turbine .................................................................. 366
Figure 13.4.6 Turbine Domain for Computational Analysis ......................................................................... 367
Figure 13.4.7 Comparison Between Computed and Experimental Results as a Function of Runner
Vane.......................................................................................................................................................................................... 368
Figure 13.4.8 Tip Clearance (a) Velocity and (b) Pressure Profiles Between the Runner Blade and
the ............................................................................................................................................................................................. 369
Figure 13.4.9 Blade-to-Blade Velocity Contours ............................................................................................... 369
Figure 13.4.10 Distribution of the Turbulence Kinetic Energy at Draft Tube ....................................... 370
Figure 13.5.1 Partial Sums of the Fourier Series of a Square Wave .......................................................... 371
Figure 13.8.1 Typical Cross Sectional View of a Square Channel Showing Wall Bisectors and
Corner Bisectors (Courtesy of Sriramkrishnan) .................................................................................................... 374
Figure 14.1.1 A typical CFD Simulation ................................................................................................................. 376
Figure 14.2.1 Streamlined CFD Simulation Process......................................................................................... 378
Figure 14.3.1 Diagram of the various physics and scales to simulate for turbulent flow within a
nuclear reactor core – top-to-bottom zooming in reveals finer and finer scales, each with different
physics to model. AI-driven computational fluid dynamics (CFD) can radically improve the
resolution and efficiency of such simulations [3, 4]............................................................................................. 379
Figure 14.6.1 Projectile Simulation (BMI Corporation) ................................................................................. 386
Figure 14.6.2 Global view of hemisphere cylinder geometry and boundary conditions ................. 389
Figure 14.6.3 Global View of Hemisphere Cylinder Pressure Contours using L1 grid at surfaces y =
0 (left) and x = 6 (right) ................................................................................................................................................... 390
Figure 14.6.4 Grid Convergence of Aerodynamic Forces for Hemisphere Cylinder........................... 391
Figure 14.6.5 Global View of Surface Pressure and Skin Friction at symmetry plane (y = 0) for
Hemisphere Cylinder ........................................................................................................................................................ 393
Figure 14.6.6 M6 wing: pressure contours computed by USM3D on family 4 prism/hex L1 grid394
Figure 14.6.7 M6 Grid Convergence of Aerodynamic Forces CL, CD........................................................... 395
Figure 14.6.8 M6 Grid Convergence of Pitching Moment .............................................................................. 396
Figure 14.6.9 M6 section (η=x/c=0.2) Global View of leeside Pressure Grid Refinement ............... 397
Figure 14.7.1 Example of the spatial discretization in our coupling between LBM and FEM
(Courtesy of Astorino et al. (2015) ............................................................................................................................. 399
Figure 14.7.2 Interface Coupling Algorithms...................................................................................................... 401
Figure 15.1.1 Component of Uncertainty within a Simulation .................................................................... 403
1 Introduction
1.1 Some Preliminaries
Computational fluid dynamics, usually abbreviated as CFD, is a branch of fluid mechanics that uses
numerical analysis and algorithms to solve and analyze problems that involve fluid flows. Computers
are used to perform the calculations required to simulate the interaction of liquids and gases with
surfaces defined by boundary conditions. With high-speed supercomputers, better solutions can be
achieved. Ongoing research yields software that improves the accuracy and speed of complex
simulation scenarios such as transonic or turbulent flows. Initial experimental validation of such
software is performed using a wind tunnel with the final validation coming in full-scale testing, e.g.
flight tests1. In design and development, CFD programs are now considered to be standard numerical
tools which predict not only fluid flow behavior, but also the transfer of heat, mass (such as in
perspiration or dissolution), phase change (such as in freezing, melting or boiling), chemical reaction
Industrial Environmental Physiological

applications applications applications
•Aerospace •Atmospheric pollution •Cadiovascular flows

•Architecture •Climate calculations (heart, major vessels)
•Automotive •Fire in buildings •Flow in lungs and
•Biomedical •Oceanic flows breathing passages
•Chemical Process •Pollution of natural waters
•Combustion •Safety
•Electronics and computers
•Food Processing
•Glass manufacturing
•HVAC (heat, ventilation
and cooling)
•Petroleum
•Power
•Marine
•Mechanical
•Metallurgical
•Nuclear
•Train design
•Turbo Machinery
•Water Treatment
Figure 1.1.1 CFD Application in Various Industries
(such as combustion or rusting), mechanical movement (such as an impeller turning, pistons, fans or
rudders) and stress or deformation of related solid structures (such as a mast bending in the wind).
Furthermore, CFD has been applied to deal with problems in environment and architecture.
1 From Wikipedia.
Figure 1.1.1 summarizes the scope of CFD application2.
1.2 Fluid & Aerodynamic Flow Regions as Characterized By Mach Number

In fluid dynamics, the Mach number (M or Ma) is a dimensionless quantity representing the ratio of
flow velocity past a boundary to the local speed of sound 3-4,
V
M=
a
Eq. 1.2.1
Where M is the Mach number, V is the local flow velocity with respect to the boundaries (either
internal, such as an object immersed in the flow, or
external, like a channel), and a is the speed of sound in
the medium. The local speed of sound, and thereby the
Mach number, depends on the condition of the
surrounding medium, in particular the temperature and
pressure. Figure 1.2.1 shows an F/A-18 creating a vapor
cone at transonic speed just before reaching Mach 1 (By
Ensign John Gay, U.S. Navy). The Mach number is
primarily used to determine the approximation with
which a flow can be treated as an incompressible flow.
The medium can be a gas or a liquid.
While the terms "subsonic" and "supersonic," in the
purest sense, refer to speeds below and above the local
speed of sound respectively, aerodynamicists often use
the same terms to talk about particular ranges of Mach Figure 1.2.1 An F/A-18 Hornet
values. This occurs because of the presence of a Creating a Vapor Cone at Transonic
"transonic regime" around M = 1 where approximations Speed
of the Navier-Stokes equations used for subsonic design actually no longer apply; the simplest
explanation is that the flow locally begins to exceed M = 1 even though the freestream Mach number
is below this value. Meanwhile, the "supersonic regime" is usually used to talk about the set of Mach
numbers for which linearized theory may be used, where for example the (air) flow is not chemically
reacting, and where heat-transfer between air and vehicle may be reasonably neglected in
Flow Regime Mach knots mph Km/h m/s

Subsonic < 0.8 < 530 < 609 < 980 < 273
Transonic 0.8 - 1.2 530-794 609-914 980-1470 273-409
Supersonic 1.2 - 5.0 794-3308 915-3806 1470-6126 410-1702
Hypersonic 5.0 - 10.0 3308-6615 3806-7680 6125-12251 1702-3403
High-Hypersonic 10.0 -24.0 6615-16537 7680-19031 12251-30626 3403-8508
Re-Entry Speeds > 24.0 > 16537 > 19031 > 30626 > 8508
Table 1.2.1 Classification of Mach Number
2 Bin Xia, Da-Wen Sun, “Applications of computational fluid dynamics (CFD) in the food industry: a review”,
Computers and Electronics in Agriculture 34 (2002) 5–24.
3 Young, Donald F.; Bruce R. Munson; Theodore H. Okiishi; Wade W. Huebsch (2010). A Brief Introduction to
Fluid Mechanics (5 Ed.). John Wiley & Sons. p. 95.

4 Graebel, W.P. (2001). Engineering Fluid Mechanics. Taylor & Francis. p. 16.
calculations. In the
following table (see Table
1.2.1), the "regimes" or
"ranges of Mach values" are
referred to, and not the
"pure" meanings of the
words "subsonic" and
"supersonic". Generally,
NASA defines "high"
hypersonic as any Mach
number from 10 to 25, and
re-entry speeds as anything
greater than Mach 24.
Aircraft operating in this
regime include the Space
Shuttle and various space
planes in development.
Further details regarding
the Mach number regimes
can be obtained from
[Anderson]5.
The local speed of sound, Figure 1.2.2 Block Diagram Categorizing the Types of
and thereby the Mach Aerodynamic Flows (Courtesy of John D. Anderson)
number, depends on the
condition of the
surrounding medium, in particular the temperature and pressure.
In summary, we attempt to organize our study of aerodynamic flows according to one or more of the
various categories discussed. The block diagram in Figure 1.2.2 is presented to help emphasize
these categories and to show how they are related. Looking at the whole field simultaneously, four
different speed regimes can be identified using Mach number as the criterion:
1.2.1 Subsonic Flow (M < 1 everywhere)
A flow field is defined as subsonic if the Mach number is less than 1 at every point. Subsonic flows
are characterized by smooth streamlines (no discontinuity in slope), as sketched in Figure 1.2.3(a).
Moreover, since the flow velocity is everywhere less than the speed of sound, disturbances in the flow
(say, the sudden deflection of the trailing edge of the airfoil in Figure 1.2.3(a)) propagate both
upstream and downstream, and are felt throughout the entire flow field. Note that a freestream Mach
number M∞ less than 1 does not guarantee a totally subsonic flow over the body. In expanding over
an aerodynamic shape, the flow velocity increases above the freestream value, and if M ∞ is close
enough to 1, the local Mach number may become supersonic in certain regions of the flow. This gives
rise to a rule of thumb that M∞ < 0.8 for subsonic flow over slender bodies. For blunt bodies, M∞ must
be even lower to ensure totally subsonic flow. (Again, emphasis is made that the above is just a loose
rule of thumb and should not be taken as a precise quantitative definition). Also, we will show later
that incompressible flow is a special limiting case of subsonic flow where M → 0.
1.2.2 Transonic Flow (Mixed Regions M < 1 & M > 1)
As stated above, if M∞ is subsonic but is near unity, the flow can become locally supersonic (M > 1).
This is sketched in Figure 1.2.3(b), which shows pockets of supersonic flow over both the top and
bottom surfaces of the airfoil, terminated by weak shock waves behind which the flow becomes
5 John D. Anderson, “Fundamentals of Aerodynamics”, McGraw Hill Inc. pp.37-39, 1976.

subsonic again. Moreover, if M∞ is increased slightly above unity, a bow shock wave is formed in front
of the body; behind this shock wave the flow is locally subsonic, as shown in Figure 1.2.3(c). This
subsonic flow subsequently expands to a low supersonic value over the airfoil. Weak shock waves
are usually generated at the trailing edge, sometimes in a “fishtail” pattern as shown in Figure
1.2.3(c). The flow fields shown in Figure 1.2.3(b) and (c) are characterized by mixed subsonic-
Figure 1.2.3 Different Regimes of Flow (Courtesy of John D. Anderson)
supersonic flows and are dominated by the physics of both types of flow. Hence, such flow fields are
called transonic flows. Again, as a rule of thumb for slender bodies, transonic flows occur for
freestream Mach numbers in the range 0.8 < M∞ < 1.2.
1.2.3 Supersonic Flow (M > 1 Everywhere)
A flow field is defined as supersonic if the Mach number is greater than 1 at every point. Supersonic
flows are frequently characterized by the presence of shock waves across which the flow properties
and streamlines change discontinuously. This is illustrated in Figure 1.2.3(d) for supersonic flow
over a sharp-nosed wedge; the flow remains supersonic behind the oblique shock wave from the tip.
Also shown are distinct expansion waves, which are common in supersonic flow. (Again, the listing
of M∞ > 1.2 is strictly a rule of thumb. For example, in Figure 1.2.3(d), if θ is made large enough,
the oblique shock wave will detach from the tip of the wedge and will form a strong, curved bow
shock ahead of the wedge with a substantial region of subsonic flow behind the wave. Hence, the
totally supersonic flow sketched in Figure 1.2.3(d) is destroyed if θ is too large for a given M∞. This
shock detachment phenomenon can occur at any value of M∞ > 1, but the value of θ at which it occurs
increases as M∞ increases. In turn, if θ is made infinitesimally small, the flow field in Figure 1.2.3(d)
holds for M∞ ≥ 1.0.
The above discussion clearly shows that the listing of M∞ > 1.2 in Figure 1.2.3(d) is a very tenuous
rule of thumb and should not be taken literally.) In a supersonic flow, because the local flow velocity
is greater than the speed of sound, disturbances created at some point in the flow cannot work their
way upstream (in contrast to subsonic flow). This property is one of the most significant physical
differences between subsonic and supersonic flows. It is the basic reason why shock waves occur in
supersonic flows, but do not occur in steady subsonic flow6.
1.2.4 Hypersonic Flow (Very High Supersonic Speeds)
Refer again to the wedge in Figure 1.2.3(d). Assume θ is a given, fixed value. As M∞ increases above
the shock wave moves closer to the body surface. Also, the strength of the shock wave increases,
leading to higher temperatures in the region between the shock and the body (the shock layer). If
M∞ is sufficiently large, the shock layer becomes very thin, and interactions between the shock
wave and the viscous boundary layer on the surface occur. Also, the shock layer temperature
becomes high enough that chemical reactions occur in the air. The O2 and N2 molecules are torn apart;
that is, the gas molecules dissociate. When M∞ becomes large enough such that viscous interaction
and/or chemically reacting effects begin to dominate the flow (Figure 1.2.3(e)), the flow field is
called hypersonic. (Again, a somewhat arbitrary but frequently used rule of thumb for hypersonic
flow is M∞ > 5). Hypersonic aerodynamics received a great deal of attention during the period 1955
–1970 because atmospheric entry vehicles encounter the atmosphere at Mach numbers between 25
(ICBMs) and 36 (the Apollo lunar return vehicle). Again during the period 1985–1995, hypersonic
flight received a great deal of attention with the concept of air-breathing supersonic-combustion
ramjet-powered trans atmospheric vehicles to provide single-stage-to-orbit capability. Today,
hypersonic aerodynamics is just part of the whole spectrum of realistic flight speeds7.
1.3 Motivation
Imagine that you are an aeronautical engineer in the later 1950s. You have been given the task of
designing an atmospheric entry vehicle in those days it would have been an intercontinental ballistic
missile8. You are well aware of the fact that such vehicles will enter the earth’s atmosphere at very
high velocities, about 7.9 km/s for entry from earth orbit and about 11.2 km/s for entry after
returning from a lunar mission. At these extreme hypersonic speeds, aerodynamic heating of the
entry vehicle becomes very severe, and is the dominant concern in the design of such vehicles.
Therefore, you know that your task involves the design of a blunt body for hypersonic speed.
6 John D. Anderson, Jr, Professor Emeritus University of Maryland, “Fundamentals of Aerodynamics”, 5th edition,
The McGraw-Hill Companies, Inc., 1221 Avenue of the Americas, New York, NY 10020, 2011.
7 See Previous.
8 John D. Anderson Jr., Joris Degroote, Gérard Degrez, Erik Dick, Roger Grundmann and Jan Vierendeels,
“Computational Fluid Dynamics - An Introduction”, 3rd Edition, ISBN: 978-3-540-85055-7, 2009.

Moreover, you know from supersonic wind tunnel experiments that the flow field over the blunt body
is qualitatively like that sketched in Figure 1.3.1. You know that a strong curved bow shock wave
sits in front of the blunt nose, detached from the nose by the distance δ, called the shock detachment
distance. You know that the gas temperatures between the shock and the body can be as high as
7000K for an ICBM, and 11000K for entry from a lunar mission.
And you know that you must understand some of the details of this flow field in order to intelligently
design the entry vehicle. So, your first logical step is to perform an analysis of the aerodynamic flow
over a blunt body in order to provide detailed information on the pressure and heat transfer
distributions over the body surface, and to examine the properties of the high-temperature shock
layer between the bow shock wave and the body. You ask such questions as: what is the shape of the
bow shock wave; what is the detachment distance δ; what are the velocity, temperature and pressure
distributions throughout the shock layer, etc.? However, much to your dismay, you find that no
reliable, accurate aerodynamic theory exists to answer your questions. You quickly discover that an
accurate and practical analysis of supersonic blunt body flows is beyond your current state-of-the-
art. As a result, you ultimately resort to empirical information along with some simplified but
approximate theories (such as Newtonian theory) in order to carry out your designated task of
designing the entry vehicle.
The above paragraph illustrates one of the most important, yet perplexing, aerodynamic problems of
the 1950s and early 1960s. The application of blunt bodies had become extremely important due to
the advent of ICBMs, and later
the manned space program. Yet,
no aerodynamic theory existed
to properly calculate the flow
over such bodies. Indeed, entire
sessions of technical meetings
(such as meetings of the Institute
for Aeronautical Sciences in the
USA, later to become the
American Institute for
Aeronautics and Astronautics)
were devoted exclusively to
research on the supersonic blunt
body problem. Moreover, some
of the best aerodynamicists of
that day spent their time on this
problem, funded and strongly
encouraged by the NACA (later Figure 1.3.1 Flow over a Supersonic Blunt Body
NASA), the US Air Force and
others. What was causing the
difficulty? Why was the flow field over a body moving at supersonic and hypersonic speeds so hard
to calculate? The answer rests basically in the sketch shown in Figure 1.3.1, which illustrates the
steady flow over a supersonic blunt body. The region of steady flow near the nose region behind the
shock is locally subsonic, and hence is governed by elliptic partial differential equations. In contrast,
the flow further downstream of the nose becomes supersonic, and this locally
steady supersonic flow is governed by hyperbolic partial differential equations. (What is meant by
‘elliptic’ and ‘hyperbolic’ equations, and the mathematical distinction between them, will be
discussed them later). The dividing line between the subsonic and supersonic regions is called the
sonic line, as sketched in Figure 1.3.1.
The change in the mathematical behavior of the governing equations from elliptic in the subsonic
region to hyperbolic in the supersonic region made a consistent mathematical analysis, which
included both regions, virtually impossible to obtain. Techniques were developed for just the
subsonic portion, and other techniques (such as the standard ‘method of characteristics’) were
developed for the supersonic region. Unfortunately, the proper patching of these different techniques
through the transonic region around the sonic line was extremely difficult. Hence, as late as the mid-
1960s, no uniformly valid aerodynamic technique existed to treat the entire flow field over the blunt
body. This situation was clearly noted in the classic textbook by [Liepmann and Roshko]9 published
in 1957, where in a discussion of blunt body they state: The shock shape and detachment distance
cannot, at present, be theoretically predicted. The purpose of this lengthy discussion on the status
of the blunt body problem in the late 1950s is to set the background for the following important point.
In 1966, a breakthrough occurred in the blunt body problem. Using the developing power of
Computational Fluid Dynamics (CFD) at that time, and employing the concept of a ‘time-dependent’
approach to the steady state, [Moretti and Abbett]10 developed a numerical, finite-difference solution
to the supersonic blunt body problem which constituted the first practical, straightforward
engineering solution for this flow. After 1966, the blunt body problem was no longer a real problem.
Industry and government laboratories quickly adopted this computational technique for their blunt
body analyses. Perhaps the most striking aspect of this comparison is that the supersonic blunt body
problem, which was one of the most serious, most difficult, and most researched theoretical
aerodynamic problems of the 1950s and 1960s, is today assigned as a homework problem in a
computational fluid dynamics graduate course at the University of Maryland. Therein lies an example
of the power of Computational Fluid Dynamics (CFD). The purpose of these notes is to provide an
introduction to computational fluid dynamics. The above example concerning blunt body flows
serves to illustrate the importance of computational fluid dynamics to modern aerodynamic
applications. Here is an important problem which was impossible to solve in a practical fashion
before the advent of computational fluid dynamics (CFD), but which is now tractable and
straightforward using the modern techniques of CFD. Indeed, this is but one example out of many
where CFD is revolutionizing the world of aerodynamics. The purpose of the present author writing
these notes, and your reading these notes and attending the VKI short course, is to introduce you to
this revolution.
1.4 CFD Processes

1.4.1 Partial Differential Equations (PDEs) & Their Methods of Solution
PDEs are mathematical models of continuous physical phenomenon in which a dependent variable,
say u, is a function of more than one sovereign variable, say t (time), and x (spatial position). PDEs
derived by applying a physical principle such as conservation of mass, momentum or energy. These
equations, governing the kinematic and mechanical behavior of general bodies are referred to as
Conservation Laws. These laws can be written in either the differential (strong) form or an
integral (weak) form. What is the difference? A typical answer is provided by Ville Viitanen11 as
followed. Both form of equations tell the same tale: the conservation of momentum. One is
formulated for an infinitesimal fluid particle (the differential form) whilst the other is applied to a
region in space, the control volume. These two are linked by the Gauss theorem, and can be derived
via almost ten different ways. Both originate from the same first principles (the Newton's 2nd law of
motion). Mathematically, they are equivalent in the infinitesimal limit or uniform grids.
9 Liepmann, H.W. and Roshko, A., “Elements of Gas dynamics”, Wiley, New York, 1957.
10 Moretti, G. and Abbett, M., ‘A Time-Dependent Computational Method for Blunt Body Flows,’ AIAA Journal,
Vol. 4, No. 12, December 1966, pp. 2136–2141.
11 Ville Viitanen, “What is the difference between differential and integral forms of Navier-Stokes Equations and
their usage ?”, ResearchGate.

For numerical solutions, the differential form is used together with difference approximations (FDM).
Integral form is used with the finite volume method, FVM. The differential form does not have a
solution in the classical sense in presence of discontinuities (e. g., compressible flows with shocks),
hence, one uses the weak form of the integral equations.
Numerical methods for partial differential equations is the branch of numerical analysis that studies
the numerical solution of partial differential equations (PDEs). Figure 1.4.1 shows the different
numeric methods of solving the PDE’s. In subsequent chapters we will acquainted with most of their
terminology.
Numerical PDEs
Finite Difference Finite Volume Finite Element Meshless/Meshfree
Elliptic and
Parabolic Hyperbolic Godunov hp-FEM Smoothed-particle
Others
hydrodynamics (SPH)
Forward- Lax– Alternating High-
time Friedrichs direction- Extended
resolution Moving particle
central- implicit (ADI) (XFEM)
semi-implicit
space method (MPS)
Lax– Monotonic
(FTCS) Wendroff Finite- upstream- Discontinuous
difference centered Galerkin (DG) Material point
Crank– time-domain
MacCormack (MUSCL) method (MPM)
Nicolson (FDTD)
Spectral
Advection element (SEM) Particle-in-
upstream- cell (PIC)
Upwind
splitting
Mortar
(AUSM)
Method of
characteristics Gradient discretisation
Riemann solver
(GDM)
essentially non-
Loubignac
oscillatory
iteration
(ENO)
Smoothed (S-FEM)
weighted
essentially non-
oscillatory
(WENO)
Figure 1.4.1 Solution Methods for PDEs
1.4.2 Boundary Conditions

Conditions on the (finite) boundary of the domain and/or initial conditions (for transient problems)
are required to obtain for a well posed problem. The Well Posed Problems indicate that conditions
on the (finite) boundary of the domain and/or initial conditions (for transient problems) are required
to obtain a well posed problem. The properties of a well posed problem are:
1. Solution exists
2. Solution is unique
3. Solution depends continuously on the data
1.4.3 Math Modeling and Simulation of Physical Processes
Altogether, the CFD process can be lumped together as:
1. Define the physical problem
2. Create a mathematical (PDE) model
3. Systems of PDEs, ODEs, algebraic equations
4. Define Initial and or boundary conditions to get a well-posed problem
5. Create a Discrete (Numerical) Model
6. Discretize the domain, generate the grid and obtain discrete model
7. Solve the discrete system
8. Analyze Errors in the discrete system
9. Consistency, stability and convergence analysis
1.4.4 Numerical Algorithms Evolution
Following is a direct replica from paper by [J.S. Shang]12. The numerical algorithm is the heart of
computational fluid dynamic, because it is the necessary translator between numerical analysis for
fluid dynamics via computers. The history of CFD is also ultimately related to the development of
programmable digital computers: In 1833 Charles Baggage originated the idea of a programmable
computer, but the first patent for the ENIAC computer (electronic numerical integrator and
computer) was recorded in 1947 for the truly programmable computer using transistors.
Figure 1.4.2 Relationship Between Physics Fidelity & Numerical Algorithm
12Joseph J. S. Shang, “Landmarks and new frontiers of computational fluid dynamics”, Shang Advances in
Aerodynamics (2019) 1:5, https://doi.org/10.1186/s42774-019-0003-x
The interrelation between numerical algorithms and computational results is depicted by a graphic
presentation in Figure 1.4.2. The illustrated algorithm is the diminishing residue return (DRR)
scheme; the right-hand-side of the conservative law represents the physics to be simulated. The left-
hand-side of the equation is the numerical process and its sole purpose is keeping a stable
computation. In fact, the illustration also implies the equivalent principle held for which if a stable
numerical algorithm leading to a converged asymptote, the numerical result is ensured to be the
unique solution.
There are two entirely different concepts for CFD formulations, and the most widely adopted
approach is the Eulerian frame of reference. In this formulation the fluid dynamics is analyzed in a
control volume fixed in space. Whereas, the Lagrangian approach is analyzing fluid dynamics by
following a group moving gas particles in an enclosed control volume. The well-known direct
simulation Monte Carlo (DSMC) method is built on the Largangian formulation, together with the
particle-in-cell (PIC) method by Harlow [10]. For the PIC method, the fluid dynamics is represented
by Lagrangian mass particles within a control volume. At each time step, the calculated internal
energy and velocity are obtained and the conservation properties are checked by the sum of these
final values before the process advances to the next time level. The DSMC and PIC methods have
demonstrated to be well suited to study the time dependent and multi-spices fluid medium, and had
been widely used for simulating rarefied gas dynamics and plasma dynamics [11].
The most predominant CFD algorithm pioneers are led by Richardson who introduced point iterative
scheme to solve the elliptic partial differential equation as far back as 1910 [12]. Then Courant,
Friedrichs and Lewy initiated the rigorous investigation procedure for examining the stability of a
numerical algorithm by Fourier analysis in 1928. They also addressed the uniqueness and existence
of the numerical results for partial differential equations [13]. It was Southwell who introduced a
relaxation scheme to solve both the fluid dynamic and structure problem to become an accepted
procedure for engineering application in 1940 [14]. Lax [15] and Godunov [16] addressed the most
challenging and difficult issues in numerical analyses for resolving discontinuous fluid phenomena
in a discrete space the approximate Riemann problem. As it will be seen later, it remains to be the
most studied problem in CFD.
In the early 1960s, the dominated numerical algorithms are mostly explicit schemes, such as the Lax-
Wendroff, leap-frog, and fractional step methods for multi-dimensional problems [17]. When CFD
ventures into increasingly complex fluid phenomena, the more efficient and stable implicit schemes
are required. Especially, the ADI method [18, 19] has been effectively applied to all type of partial
equations, except when applying to the time-dependent, three-dimensional hyperbolic system for
which some forms of artificial dissipative terms must be appended to maintain computational
stability. This shortcoming is removed by finite-volume formulation with an iterative solving scheme.
In the subsequent developments, the basic ADI scheme has evolved into the strong implicit scheme
(SIP) and the diminishing residual return (DRR) formulations. The matrix inversion procedures for
ADI have also expanded to include the lower-upper (LU) decomposition technique, as well as, the
line, Jacobi, Gauss-Seidel, conjugate relaxation procedures. In short, the ADI scheme still remains as
the mainstay for most multi-dimensional solving procedure even to date [20].
The increasing demand of greater numerical efficiency and maintaining computational stability was
met by the multi-grid approach [21]. The convergence rate of an iterative scheme has a close tie to
the spectral radius of eigenvalues of the equation system and the residue error reduction process
from the initial estimate. For the multi-grid approach, the data is processing through a sequence of
different grid-point spacings in the computational domain to filter out the undesirable high
frequency, unstable Fourier components from the solution. Another popular approach is adopting
the unstructured grid technique to cluster cells where the high grid density is needed; the Delaunay
Scheme [22] was introduced first for generating two-dimensional triangular and three-dimensional
tetrahedron meshes.
From the analytic geometry viewpoint, the pyramidal control volume topology is natural to uniquely
define the control volume. The numerical results of an unstructured grid however can be inaccurate
by introducing numerous artificial slip streams in evaluating the viscous-inviscid interaction from
multiple intersecting shock waves. This issue and the high-order method development for the
unstructured grid method remain as the mainstay for CFD research into the future.
A major pacing item for CFD adopting shock capturing techniques is evaluating discontinuous
solution generated by shock waves and slip streams from shock interceptions. A breakthrough by
Godunov demonstrates a multi-dimensional flow field that contains shock waves and contact
surfaces can still be analyzed [16]. The discontinuities of the hyperbolic differential systems are
treated as a piecewise continuous data distribution within a control volume and to be solved across
the singular point as the Riemann problem. The underpinning principle is the monotonicity
preserving property of the hyperbolic difference equation; namely, temporal increment/decrement
of dependent variable is monotonic. Based on this property, Harten originates the total variation
diminishing (TVD) scheme and spans off a huge amount of research on TVD schemes and a variety of
flux limiters for analyzing piecewise discontinuous solutions for CFD [23].
From the physics viewpoint, the treatment of shock jump by flux splitting can be easily understood
through the concept of zone of dependence for supersonic flows. By solving a set of Riemann
problems over the entire computational domain according to their distinctive characteristics, this
approach actually honors the physics of domain of influence. The directional wave propagation is
constructed according to the phase velocity from the permissible database. In an outstanding work
by Steger and Warming, it has shown a systematic relationship of the real eigenvalue and eigenvector
for the split flux formulation. They also demonstrate the Euler equations, together with the equation
of state for gas, possessing the homogeneous function of degree one property [24].
1.4.4.1 References
10. Harlow FH (1964) The particle-in-cell computing method for fluid dynamics, method in
computational physics, vol 3, p 319
11. Shang JS, Surzhikov ST (2018) Plasma dynamics for aerospace engineering. Cambridge
University Press, Cambridge, New York
12. Richardson LF (1910) The approximate arithmetical solution by definite differences of physical
problems involving differential equations, with an application to the stresses in a masonry dam.
Philos Trans Res Soc London, Series A 210: 307–357
13. Courant R, Friederichs KO, Lewy H (1928) Uber die partiellen differenzengleichungen der
mathematischen physik. Mathenmatishe Annalen 100:32–74
14. Southwell RV (1940) Relaxation method in engineering science. Oxford University Press, London
15. Lax PD (1954) Weak solution of nonlinear hyperbolic equations and their numerical computation.
Commun Pure Appl Math 7:159–163
16. Godunov SK (1959) Finite-difference method for numerical computational of discontinuous
solution of the equations of fluid dynamics. Mat Sb 47:271–306
17. Anderson DA, Tannehill JC, Pletcher RH (1984) Computational fluid mechanics and heat transfer,
2nd edn. Taylor & Francis, Bristol
18. Peaceman DW, Rachford HH (1955) The numerical solution of parabolic and elliptic differential
equations. J Soc Ind Appl Mat 3:28–41
19. Richtmyer RD, Morton KW (1967) Differential methods for initial-value problem, 2nd Ed. Inter
science Publishers, Wiley, New York
20. Shang JS (2009) Computational fluid dynamics application to aerospace science. Aeronaut J 113
(1148)
21. Brandt A (1973) Multi-level adaptive technique (MALT) for fast numerical solution to boundary
value problem, lecture notes in physics, vol 18. Springer-Verlag, Berlin, pp 82–89
22. Delaunay, B., Sur la Sphere Vide, Bull. Acad. Science, USSR, VII, Class. Sci. Mat. Nat. 793–800, 1934
23. Harten A (1983) High-resolution schemes for hyperbolic conservation Laws. J Comp Phys
49:375–385
24. Steger JL, Warming RF (1981) Flux vector splitting of the inviscid Gas dynamics equations with
application to finite difference methods. [ J Comp. Phys 40 . 263–293].
1.5 Verification, Validation & Calibration

Verification is a procedure to ensure that the program solves the equations correctly. Validation is
done to test how accurately the model represents reality, and Calibration is often used to adjust the
simulation to known experimental data in order to study parameter sensitivity in the design process.
The distinction between Verification and Validation is rather important. While validation is
concerned with checking that the system will meet the customer’s actual needs, verification is
concerned with whether the system is well-engineered, error-free, and so on. In other word,
Verification will help to determine whether the software is of high quality, but it will not ensure that
the system is useful. Verification includes all the activities associated with the producing high quality
Figure 1.5.1 A range of V & V techniques and their interaction with each other
software namely, testing, inspection, design analysis, specification analysis, and so on. It is a relatively
objective process, in that if the various products and documents are expressed precisely enough, no
subjective judgements should be needed in order to verify software. In contrast, validation is an
extremely subjective process. It involves making subjective assessments of how well the (proposed)
system addresses a real-world need. Validation includes activities such as requirements modelling,
prototyping and user evaluation. Having thus carefully distinguished the two terms, the advice to
V&V practitioners was then to forget about the distinction, and think instead about V & V as a toolbox,
which provides a wide range of tools for asking different kinds of questions about software. And to
master the use of each tool and figure out when and how to use it. Figure 1.5.1 shows an attempts
to visualize such a toolbox13.
1.6 History and Success Stories

The fundamental basis of almost all CFD problems are the Navier–Stokes equations, which define
13 Serendipity 2017®.
many single-phase (gas or liquid, but not both) fluid flows. These equations can be simplified by
removing terms describing viscous actions to yield the Euler equations. Further simplification, by
removing terms describing vorticity yields the full potential equations. Finally, for small
perturbations in subsonic and supersonic flows (not transonic or hypersonic) these equations can be
linearized to yield the linearized potential equations. Historically, methods were first developed to
solve the linearized potential equations. Two-dimensional (2D) methods, using conformal
transformations of the flow about a cylinder to the flow about an airfoil were developed in the
1930s14. One of the earliest type of calculations resembling modern CFD are those by Lewis Fry
Richardson, in the sense that these calculations used finite differences and divided the physical space
in cells. Although they failed dramatically, these calculations, together with Richardson's book
"Weather prediction by numerical process", set the basis for modern CFD and numerical
meteorology15.
The computer power available paced development of 3D. Probably the first work using computers to
model fluid flow, as governed by the Navier-Stokes equations, was performed at Los Alamos National
Lab, in the T3 group16-17. This group was led by Francis H. Harlow, who is widely considered as one
of the pioneers of CFD. From 1957 to late 1960s, this group developed a variety of numerical methods
to simulate transient 2D fluid flows, such as Particle-in-cell method, Fluid-in-cell method18, Vorticity
stream function method, and Marker-and-cell method. Fromm's vorticity-stream-function method
for 2D, transient, incompressible flow was the first treatment of strongly contorting incompressible
flows in the world. The first paper with three-dimensional model was published by John Hess and
A.M.O. Smith of Douglas Aircraft in 1967. This method discretized the surface of the geometry with
panels, giving rise to this class of programs being called Panel Methods. Their method itself was
simplified, in that it did not include lifting flows and hence was mainly applied to ship hulls and
aircraft fuselages. The first lifting Panel Code was described in a paper written by [Paul Rubbert and
Gary Saaris] of Boeing Aircraft19. In time, more advanced three-dimensional Panel Codes were
developed at Boeing (PANAIR, A502), Lockheed (Quadpan), Douglas (HESS), McDonnell Aircraft
(MACAERO), NASA (PMARC) and Analytical Methods (WBAERO, USAERO and VSAERO). Some
(PANAIR, HESS and MACAERO) were higher order codes, using higher order distributions of surface
singularities, while others (Quadpan, PMARC, USAERO and VSAERO) used single singularities on each
surface panel. The advantage of the lower order codes was that they ran much faster on the
computers of the time. Today, VSAERO has grown to be a multi-order code and is the most widely
used program of this class. It has been used in the development of many submarines, surface ships,
automobiles, helicopters, aircraft, and more recently wind turbines. Its sister code, USAERO is an
unsteady panel method that has also been used for modeling such things as high speed trains and
racing yachts. The NASA PMARC code from an early version of VSAERO and a derivative of PMARC,
named CMARC, is also commercially available. Figure 1.6.1 pictures the simulation of the Hyper-X
scramjet vehicle in operation at Mach 7 developed by NASA.
In the two-dimensional realm, a number of Panel Codes have been developed for airfoil analysis and
design. The codes typically have a boundary layer analysis included, so that viscous effects can be
14 Milne-Thomson, L.M. (1973), “Theoretical Aerodynamics”, Dover Publications. ISBN 0-486-61980-X.

15 Hunt (1998). "Lewis Fry Richardson and his contributions to mathematics, meteorology, and models of conflict".
Annual Review of Fluid Mechanics.
16 "The Legacy of Group T-3". Retrieved March 13, 2013.
17 Harlow, F. H. (2004). "Fluid dynamics in Group T-3 Los Alamos National Laboratory:(LA-UR-03-3852)".
Journal of Computational Physics (Elsevier) 195 (2): 414–433.

18 Gentry, R. A., Martin, R. E., Daly, J. B. (1966). "An Eulerian differencing method for unsteady compressible
flow problems". Journal of Computational Physics 1 (1): 87–118.

19 Rubbert, Paul and Saaris, Gary, "Review and Evaluation of a Three-Dimensional Lifting Potential Flow Analysis
Method for Arbitrary Configurations," AIAA paper 72-188, presented at the AIAA 10th Aerospace Sciences
Meeting, San Diego California, January 1972.
modeled. Professor Richard Eppler of the University of Stuttgart developed the PROFILE code, partly
with NASA funding, which became available in the early 1980s. This was soon followed by MIT
Professor Mark Drela's XFOIL code. Both PROFILE and XFOIL incorporate two-dimensional panel
codes, with coupled boundary layer codes for airfoil analysis work. PROFILE uses a conformal
transformation method for inverse airfoil design, while XFOIL has both a conformal transformation
and an inverse panel method for airfoil design.
An intermediate step between Panel Codes and Full Potential codes were codes that used the
Transonic Small Disturbance equations. In particular, the three-dimensional WIBCO code, developed
by Charlie Boppe of Grumman Aircraft in the early 1980s has seen heavy use. Developers turned to
Figure 1.6.1 Simulation of the Hyper-X Scramjet Vehicle in Operation by NASA
Full Potential codes, as panel methods could not calculate the non-linear flow present at transonic
speeds. The first description of a means of using the Full Potential equations was published by Earll
Murman and Julian Cole of Boeing in 1970. Antony Jameson, originally at Grumman Aircraft and the
Courant Institute of NYU, worked with David Caughey to develop the important three-dimensional
Full Potential code FLO22 in 1975. Many Full Potential codes emerged after this, culminating in
Boeing's Tranair (A633) code, which still sees heavy use. The next step was the Euler equations,
which promised to provide more accurate solutions of transonic flows. The methodology used by
Jameson in his 3D code (1981) was used by others to produce such programs as Lockheed's TEAM
program and Analytical Methods' MGAERO program. MGAERO is unique in being a structured
Cartesian mesh code, while most other such codes use structured body-fitted grids (with the
exception of NASA's highly successful CART3D code, Lockheed's SPLITFLOW code and Georgia Tech's
NASCART-GT).
Antony Jameson also developed the 3D AIRPLANE code which made use of unstructured tetrahedral
grids. In the two-dimensional realm, Mark Drela and Michael Giles, then graduate students at MIT,
developed the ISES Euler program (actually a suite of programs) for airfoil design and analysis. This
code first became available in 1986 and has been further developed to design, analyze and optimize
single or multi-element airfoils, as the MSES program. MSES sees wide use throughout the world. A
derivative of MSES, for the design and analysis of airfoils in a cascade, is MISES, developed by Harold
"Guppy" Youngren while he was a graduate student at MIT. The Navier–Stokes equations were the
ultimate target of development. Two-dimensional codes, such as NASA Ames' ARC2D code first
emerged. A number of 3D codes were developed (ARC3D, OVERFLOW, CFL3D are three successful
NASA contributions), leading to numerous commercial packages.
The CFD applications in the 1990s’ were dominated by NASP and Space Shuttle operations20. The
NASP Program initiated from 1986 through to 1994 was the principal motivator for progresses in
CFD. Nearly all sectors of the US national laboratories, NASA Centers, aerospace industry, and more
than fourteen major universities are actively participated in this program21. The NASP design was
and still is a quantum leap from the traditional approaches to aircraft and space vehicle design. The
demonstration aircraft, X-30, was to operate through the atmosphere from subsonic to orbital
velocities at a Mach number exceeding 25. The challenge in developing the high-temperature
material for vehicle fabrication was one of the major issues. The design and analysis of X-30 must
integrate multiple engineering disciplines consisting of aerodynamics, propulsion, structure, and
flight control. The capability for airframe design and flight control/stability was not an overreach,
but the required propulsion systems
based on subsonic and supersonic
ramjet combustion faced a
formidable challenge.
The CFD application to the Space
Shuttle accelerated after the
Challenger (STS51-L) accident in
1986. A higher accuracy requirement
was imposed to predict the orbiter
wing root shear to within 5% of the
maximum structural capability of the
wing. The multiple-zonal grid
consists 111 grid blocks with a 16 M
grid point system, and the surface
resolution on average was about 10
cm22-23.
Figure 1.6.2 depicting all the
possible perturbations to flow field
by fine-scale structures in the grid
generation process on the external
tank. The full-scale, high fidelity grid
generation of the Space Shuttle Figure 1.6.2 Required fine-scale geometric details space
launch vehicle with all fine-scale shuttle external tank
20 Joseph J. S. Shang, “Landmarks and new frontiers of computational fluid dynamics”, Advances in Aerodynamics.
21 Barthelemy RR (1989) The National Aero-Space Plane program. AIAA:1989–5053
22 Buning PG, Parks SJ, Chan WM, Renze KJ (1991) Application of the chimera overlapped grid scheme to
simulation of space shuttle accent flows, proceedings of the 4th international symposium on CFD, Davis
23 Sotnick JP, Kandula M (1994–1860) Buning P (1994) Navier-Stokes simulation of the space shuttle launch
vehicle flight transonic flow field using a large scale chimera grid system. AIAA.
details was using the ICEM/CFD CAD
and gridding software. The earlier
numerical solutions for the vehicle were
obtained using the chimera domain
decomposition technique, and then
logically transitioned into the
unstructured grid method to describe
the complex and multi-component
configurations. The simulated Space
Shuttle configuration consists of the
orbiter, external tanks, plus two solid
rocket boosters, and the complex
multiple shock-on-shock interactions
are capturing by the solving procedure.
The CFD simulation for space shuttle in
launching configuration represents the
state-of-the-art at that period and is
displaying by Figure 1.6.324.
1.7 Advantages of using CFD

CFD has grown from a mathematical Figure 1.6.3 CFD simulation of space shuttle launching
curiosity to become an essential tool in configuration
almost every branch of fluid dynamics. It
allows for a deep analysis of the fluid mechanics and local effects in a lot of equipment. Most of the
CFD results will give an improved performance, better reliability, more confident scale-up, improved
product consistency, and higher plant productivity. Some design engineers actually use CFD to
analyze new systems before deciding which and how many validation tests need to be performed.
The advantages of CFD can be categorized as (Wanot, 1996):
• It provides a detailed understanding of flow distribution, weight losses, mass and heat
transfer, particulate separation, etc. Consequently, all these will give plant managers a much
better and deeper understanding of what is happening in a particular process or system.
• It makes it possible to evaluate geometric changes with much less time and cost than would
be involved in laboratory testing.
• It can answer many ‘what if’ questions in a short time.
• It is able to reduce scale-up problems because the models are based on fundamental physics
and are scale independent.
• It is particularly useful in simulating conditions where it is not possible to take detailed
measurements such as high temperature or dangerous environment in an oven.
• Since it is a pro-active analysis and design tool, it can highlight the root cause not just the
effect when evaluating plant problems.
1.8 Vision for Further

But of course with advances comes shortcoming like the complaint by [Dimitri Mavriplis]25 which
seems valid. Chief among them are Lack of investment in new fundamental Algorithm Development,
lack of reliable Turbulence modeling, better collaboration between NASA, government agencies and
24 Gomez RJ (2011) 20+ years of CFD for space shuttle, NASA Johnson Space Center.
25 Dimitri Mavriplis, “Exascale Opportunities for Aerospace Engineering”, Department of Mechanical Engineering
University of Wyoming and the Vision CFD2030 Team.

private companies, and Poorly positioned to exploit coming Exascale revolution in HPC. It criticizes
while in recent years the design cycle enjoyed considerable advances in isolated development such
as airplane wings, it lacks on the other arenas such as full flight envelope in airplane design. This
might be contributed to either deficiency of robust algorithm and turbulence, or both. It also
contributed this to lack of Holy grail of product development, namely Certification. Borrowing
concepts from John D. Anderson’s book, we try to established a road map to help you keep track of
our building blocks. Figure 1.8.1 shows such a road map. Another point of view, expressed by
Navier Stokes
and Family
Viscous
Boundary
Layer
Steady State Incompressible Turbulent
Euler
Flow Field
Transient Compressible Laminar Velocity
Potentials
Invscid Laplace
Bernouli
Elementry
Flows
Figure 1.8.1 Road Map for CFD Studies
[Charles Hirsch], indicates that there are key issues and major challenges for industrial CFD analysis
and design26, namely:
• To Create Automatic Structured Grid Generation Tools For Families of Topologies, For
Instance for Turbomachinery Passages.
• Efficient full automatic grid generation systems and flow solvers are to be developed further,
particularly for very complex geometries.
• The necessity for improvements in physical modeling, in particular turbulence and
combustion models.
• Fast, full parallel, CFD algorithms are required to reduce design cycle times (provided by
Exascale HPC).
• The development of robust design methodologies taking into account the presence of
uncertainties.
• Next generation of industrial software systems requires high levels of integration of pre and
post-processors, with CFD/CHT/FSI solvers within a global optimization environment, with
highly effective GUI’s to minimize the engineering time associated to simulations and design.
26Charles Hirsch, Prof. Em. Vrije Universiteit Brussel and President, NUMECA int. “The Challenges Of Present
And Future Industrial CFD”, AIAA-Scitech 2015.
In this regard, The CFD Vision 2030 Roadmap: 2020 Status, Progress and Challenges,27
developed an assessment of the Technology Development Roadmap established based on the
state of CFD technology in 2020, six years after the release of the28. In addition to highlighting
2020’s accomplishments relative to the Roadmap, an overall review of the different tracks has
been performed to assess progress to date29. The Roadmap the development of CFD technology
as categorized into six domains.
1. High Performance Computing (HPC)
2. Physical Modeling
3. Algorithms
4. Geometry Modeling and Mesh Generation
5. Knowledge Extraction
6. MDAO
Which echoes closely with what Prof. Charles Hirsch proposed earlier.
1.9 CFD in Aerospace Industry

Here we concern with the perspective of (external) aerodynamics, although many of the issues
identified carry over to the other application areas [Spalart and Venkatakrishnan]30. Turbomachinery
is covered elsewhere in this special issue of the journal. It is fair to write that CFD has had a
tremendous although gradual impact on both commercial and military aircraft. The use of CFD in
commercial aircraft is well documented, with particular success in the design of the high-speed wing
(cruise shape) and its close integration with the engine, dating back to the Boeing 737 Classic of the
late 1980s. The extensive use of CFD in the latest aircraft from Boeing is illustrated in the ‘walk-
around’ chart depicted in Figure 1.9.1; Airbus has presented a similar chart. It is seen that in certain
areas the use of CFD is at a mature state but there are also emerging areas where CFD is expected to
affect aircraft design in significant ways only in the future.
CFD is increasingly being used in multi-disciplinary design and analysis of aerospace products.
Examples of these include high-speed aerodynamic design taking into account the flexibility of wings
(aero-elastics), icing models, far-field noise propagation models and conjugate heat transfer. An
attractive development is the use of a range of CFD tools to calculate the benefits of formation flight
for large aircrafts. Increasingly, CFD results are compared directly with flight test, rather than wind
tunnel, and the status of the two sources of information in the engineering process and company
culture is slowly shifting, with enlightened organizations drawing on both to good effect. It is
important to transition from wind tunnel to CFD for the right reasons, such as wall effects or Reynolds
number and aero-elastics, whereas doing so only for speed and cost advantages has its dangers. We
believe there is a tendency towards overconfidence in CFD in some circles, even to the extent of
ignoring well-known sources of error, which creates a risk of backlash, were CFD to be blamed for
costly mistakes.
27 Andrew Cary, The Boeing Company ; John Chawner, Pointwise, Inc.; Earl Duque, Intelligent Light ; William
Gropp, University of Illinois at Urbana-Champaign; Bil Kleb, NASA ; Ray Kolonay, Air Force Research Lab ; Eric
Nielsen, NASA ; Brian Smith, Lockheed Martin , “ THE CFD VISION 2030 ROADMAP: 2020 STATUS, PROGRESS
AND CHALLENGES”, 2021 United States Government as represented by the Administrator of the National
Aeronautics and Space Administration; Lockheed Martin Corporation; The Boeing Company; Intelligent Light;
Pointwise, Inc., and The Board of Trustees of the University of Illinois.
28 J. Slotnick, A. Khodadoust, J. Alonso, D. Darmofal, W. Gropp, E. Lurie and D. Mavriplis, "CFD Vision 2030 Study:
A Path to Revolutionary Computational Aero sciences," NASA/CR-2014-218178, 2014.

29 See 27
30 P. R. Spalart, V. Venkatakrishnan, “On the role and challenges of CFD in the aerospace industry”, Boeing
Commercial Airplanes, Seattle, USA.

CFD still faces several challenges that need to be addressed. The turnaround time associated with
CFD is one of the factors limiting the use of CFD in the design and creation of databases and also in
multi-disciplinary applications. Another limiting factor is the level of skills required of the user of
CFD. CFD practiced in industry is vastly different from the CFD theory taught in universities,
especially in the late 20th century. A long lead time can be required for a user of CFD to become
proficient in all the various phases of CFD (geometry preparation, gridding, solution set-up, post-
processing). Other limitations include various uncertainties in CFD related to numeric, physical
modelling (especially transition and turbulence), and the time involved in preparing geometries for
carrying out grid generation and aerodynamic analyses. The latter two tasks are still highly manual
Figure 1.9.1 Impact of CFD at Boeing. Green areas have strong CFD penetration; Purple areas have
some penetration; Red areas present future opportunities
and in many instances dominate in terms of effort, compared to the solution of the fluid-dynamic
equations.
1.10 CFD vs. Wind Tunnel

In addressing CFD, it is essential to compare CFD with Wind tunnels as a validation tool, where
possible. This has indeed been the case, supported by the relentless development in computational
technology and modelling techniques of the modern era. However, CFD has not yet advanced enough
to replace Wind Tunnels entirely, as was initially forecasted years ago. The first thing to understand
is that despite the CFD vs Wind Tunnel debate, the two tools actually measure very different
aerodynamic performance parameters. This was highlighted by Professor Jochen Wiedemann, who
suggested that the primary strength of Wind Tunnel testing is to establish the integral values such as
drag coefficients and lift coefficients. Whereas CFD is more focused on understanding the local and
internal flow field properties that would be almost impossible to define in a full scale Wind Tunnel,
due to the practical constraints. For example, areas such as brake cooling are best investigated
through the use of CFD. The detailed behavior in this specific area would be extremely difficult to
obtain reliably during a Wind Tunnel test, unless the test went on for months, which no company,
motorsport or automotive, has the time or budget to do. However, in areas which are not yet fully
understood such as the complex downstream effects of tire wake, this cannot be accurately measured
in the wind tunnel or precisely simulated by CFD. In fact the head of Aerodynamics Thermal
Management and Acceleration Performance at Honda R&D suggested that only in 2044 will
computing power be fast enough to fully predict such airflows and match the accuracies of wind
tunnels. It is also highlights how no two wind tunnels are the same, and their different designs results
in a wide array of inaccuracies. Whenever you measure something, whether it be by software
algorithms or with a physical instrument there is always some degree of error. For Wind tunnels that
error can be due to either the effects of blockage, the interference between the freestream air with
the walls or the boundary layer strategy. None of which are present in CFD. With each wind tunnel
differing in design, these inaccuracies vary for each individual wind tunnel, making any direct
comparisons unreliable and inaccurate, or as Professor Wiedemann said ‘comparing apples and
oranges’. Therefore, not only do you need to correlate the CFD results with those obtained from the
Wind Tunnel, but you also need to establish a correlation factor between Wind Tunnels. So, CFD is
accurate in some of the areas that wind tunnels are not, while wind tunnels allow investigation into
areas that cannot be done in CFD and both are unreliable in some areas. This is why wind tunnels
have to be used hand-in-hand with CFD. Other researchers such as [John C. Chien] express similar
results below:
In testing, there are two environments to consider, one is the almost real test environment, and the other
is the simulated test environment. The hardware can be either the real hardware or the scaled model.
So, in wind tunnel testing, the issue is in the simulation of the real environment. Sometimes it is easy,
sometimes it is difficult, and sometimes it is impossible. In the CFD approach, the specification of the
flow condition is in general not a problem. The computer simply has no feeling about the inlet or free
stream conditions, whether it is hot or cold. In a way, the simulation of the real environment in the CFD
approach is not an issue. At this point, the CFD approach is slightly better than the wind tunnel testing
approach, in simulating the real environment. Beyond this point, it is really hard to say which approach
will produce more reliable results. For simple problems, CFD approach can generate highly accurate
results easily on computer. But for more complex geometry, the demand for a lot of mesh points, and the
lack of reliable turbulence models always create difficulties in getting a converged solution. These
problems in principle can be resolved in the future, for now, these are big problems. The only advantage
of using CFD approach now is, the cost effectiveness. Simpler problems can now be simulated on
workstations or PC workstations. The cost of
wind tunnel testing can be improved in the
rate of data handling, that is high volume of
high quality data can be obtained in shorter
time. Thus the cost of testing can be reduced.
I think, we will be talking about the optimum
use of both the wind tunnel testing and CFD
simulation, instead of which one can better
simulate the free stream conditions. What I
am saying is "We have long past the era of
Wind Tunnel vs. CFD". Since there is no short
term solutions to the shortage of wind tunnel
testing and CFD simulation, we are forced to
combined these two approaches in the Figure 1.10.1 Typical Design Project
design loops.
Figure 1.10.1 illustrates today’s characteristics of CFD and the wind tunnel31, for a typical design
process, in terms of relative cost and flow time. The optimal usage of the two is concentrated at
opposite corners of the spectrum. Keep in mind, one complete airplane development requires about
31Edward N. Tinoco, “The Changing Role of Computational Fluid Dynamics in Aircraft Development”, AIAA-98-
2512.
2.5 million aerodynamic simulations. Recently, the US Air Force released a wind tunnel model image
of an F-15 fighter jet with a laser weapon pod mounted on its centerline station32. The extensive flow
disturbances surrounding, (displaying ρ), an F-15 Eagle with a pod can be seen in a simulated color
schlieren image published by the service (see Figure 1.10.2).
Figure 1.10.2 A simulated-color schlieren image shows the extensive flow disturbances around an F-15
Eagle model with the pod
32 The Eur Asian Times

2 Linear PDE’s and Exact Solution of Some Model Equations
2.1 Mathematical Character of Basic Equations
The general theory concerning the character of PDE has been developed based on following relation
where A, B, C, D, E, F are assumed to be function of (x , y) only for the time being; making Eq. 2.1.1
linear in nature
∂2 φ ∂2 φ ∂2 φ ∂φ ∂φ
A 2 +B +C 2 +D +E + F(φ) = G(x , y)
∂x ∂x ∂y ∂y ∂x ∂y
Eq. 2.1.1
It is found that character of Eq. 2.1.1 depends upon the sign of determinate function B2 - 4AC as the
flow dependencies for each case shown by solid line. In summary,
 2  2  2   2  2
+ =0 − =0 − =0
x 2 y 2 x 2 y x 2 y 2
B2- 4AC < 0 B2- 4AC = 0 B2- 4AC > 0
Elliptic Parabolic Hyperbolic

Boundary Value mixed initial and
initial value problem
problem Boundary value problem
complete contour boundary conditions must be specifying boundary
closed at one end but remain conditions at one end but
boundary specification open at other remain open at others
Laplace equation Heat conduction equation Wave equation
No real charateristics One real charateristics Two real charateristics
In reality, the viscous flow equations are simply too complicated to fit into a single mode. They can
be elliptic, parabolic, and hyperbolic or mixture of all three, depending to specific flow, geometry
and time dependencies. Some examples of these model equations will be dealt extensively later. For
example, the unsteady compressible N-S equations are a mixed set of hyperbolic-parabolic equations,
while, for 2D unsteady incompressible N-S for x-momentum is mixed set of elliptic-parabolic-
hyperbolic equations as depicted below:
Parabolic
⏞
∂u ∂u ∂u 1 ∂P μ ∂2 u ∂2 u
+u +v = + ( + )
∂t
⏟ ∂x ∂y ρ ∂x ρ ⏟∂x 2 ∂y 2
Hyperbolic Elliptic
Eq. 2.1.2
Consequently, different numerical techniques must be used in to solve the N-S equations in
compressible and incompressible flow regions. Similarly the Euler equations governing an in-viscid,
non-heat conducting gas have a different character in different flow regions. If the time dependent
terms are retained, the resulting unsteady equations are hyperbolic and solutions can be obtained by
marching procedures. The situation is different when a steady flow is assumed. In that case, the Euler
equations are elliptic when flow is subsonic and hyperbolic when it is supersonic. It could be said
that Euler’s equation is hyperbolic in temporal domain and elliptic in special domain. Therefore,
different flow regions means different characteristics and demands different solving procedure. A
major difference between subsonic and supersonic flows is that flow disturbances propagate
everywhere throughout a subsonic flow; whereas they cannot propagate upstream in supersonic
flow.
2.2 Behavior of the Different Classes of PDE

In this section we simply discuss, without proof, some of the behavior of hyperbolic, parabolic and
elliptic partial differential equations, and relate this behavior to the solution of problems in fluid
dynamics33. For more details on the characteristics of partial differential equations, see any good text
on advanced mathematics, such as [Hildebrand]34.
2.2.1 Hyperbolic Equations
For hyperbolic equations, information at a given point P influences only those regions between the
advancing characteristics. For example, examine Figure 2.2.1-(B), which is sketched for a two-
dimensional problem with two independent space variables. Point P is located at a given (x , y).
Consider the left and right-running characteristics through point P, as shown. Information at point P
influences only the shaded region the region labelled I between the two advancing characteristics
through P as demonstrated in Figure 2.2.1-(B). This has a direct effect on boundary conditions for
hyperbolic equations. Assume that the x-axis is a given boundary condition for the problem, i.e. the
dependent variables u and v are known along the x-axis. Then the solution can be obtained by
‘marching forward’ in the distance y, starting from the given boundary. However, the solution for u
and v at point P will depend only on that part of the boundary between a and b, as shown. Information
at point c, which is outside the interval ab, is propagated along characteristics through c, and
influences only region II in Figure 2.2.1-(B). Point P is outside region II, and hence does not feel the
(A) 3D Steady Flow (B) 2D Steady Flow
Figure 2.2.1 Domain and Boundaries for the Solution of Hyperbolic Equations (Steady)
33 John D. Anderson Jr., Joris Degroote, Gérard Degrez, Erik Dick, Roger Grundmann and Jan Vierendeels,
“Computational Fluid Dynamics - An Introduction”, 3rd Edition, ISBN: 978-3-540-85055-7, 2009.
34 Hildebrand, F.B., “Advanced Calculus for Applications”, Prentice-Hall, New Jersey, 1976.
information from point c. For this reason, point P depends on only that part of the boundary which is
intercepted by and included between the two retreating characteristic lines through point P, i.e.
interval ab. As a general rule, in fluid dynamics, the following types of flows are governed by
hyperbolic partial differential equations, and hence exhibit the behavior described above:
2.2.1.1 Steady Inviscid Supersonic Flow
If the flow is 3D, there are characteristic surfaces in xyz space, as sketched in Figure 2.2.1-(A).
Consider point P at a given (x, y, z) location. Information at P influences the shaded volume within
the advancing characteristic surface. In addition, if the x−y plane is a boundary surface, then only that
portion of the boundary shown as the cross-hatched area in the x−y plane, intercepted by the
retreating characteristic surface, has any effect on P. In Figure 2.2.1-(A) , the dependent variables
are solved by starting with data given in the xy-plane, and ‘marching’ in the z-direction. For an
inviscid supersonic flow problem, the general flow direction would also be in the z-direction.
2.2.1.2 Unsteady Inviscid Compressible Flow
For unsteady one and two-dimensional inviscid flows, the governing equations are hyperbolic, no
matter whether the flow is locally subsonic or supersonic. Here, time is the marching direction. For
one dimensional unsteady flow, consider a point P in the (x , t) plane shown in Figure 2.2.2-(B).
Once again, the region influenced by P is the shaded area between the two advancing characteristics
through P, and the interval ab is the only portion of the boundary along the x-axis upon which the
solution at P depends. For two-dimensional unsteady flow, consider a point P in the (x, y, t) space as
shown Figure 2.2.2-(B). The region influenced by P, and the portion of the boundary in the xy-plane
upon which the solution at P depends, are shown in this figure. Starting with known initial data in
the xy-plane, the solution ‘marches’ forward in time. Standard spacial 3D hyperbolic equations
include the wave equation is (see Eq. 2.2.1 and Eq. 2.2.2),
(A) 2D Unsteady Flow (B) 1D Unsteedy Flow
Figure 2.2.2 Domain and Boundaries for the Solution of Hyperbolic Equations (Unsteady)
∂2 u
= ∇2 u
∂t 2
Eq. 2.2.1
and the advection (convection or transport) equation:
∂u ∂u
=
∂t ∂x
Eq. 2.2.2
These equations are time-dependent; they model the transient movement of signals. The wave
equation models acoustic and electromagnetic fields, the advection equation models the translation
of waves such as water waves.
2.2.2 Parabolic Equations
For parabolic equations, information at point P
in the xy-plane influences the entire region of
the plane to one side of P. This is sketched in
Figure 2.2.3 where the single characteristic
line through point P is drawn. Assume the x-
and y-axes are boundaries; the solution at P
depends on the boundary conditions along the
entire y axis, as well as on that portion of the x-
axis from a to b. Solutions to parabolic
equations are also ‘marching’ solutions;
starting with boundary conditions along both
the x- and y-axes, the flow-field solution is
obtained by ‘marching’ in the general x- Figure 2.2.3 Domain and Boundaries for the
Solution of Parabolic Equations in Two Dimensions
direction. In fluid dynamics, there are reduced
forms of the Navier–Stokes equations which
exhibit parabolic-type behavior. If the viscous stress terms involving derivatives with respect to x are
ignored in these equations, we obtain the ‘parabolized’ Navier Stokes equations, which allows a
solution to march downstream in the x-direction, starting with some prescribed data along the x- and
y-axes. A further reduction of the Navier–Stokes equations for the case of high Reynolds number
leads to the well-known boundary layer equations.
These boundary layer equations exhibit the
parabolic behavior shown in Figure 2.2.3. The
prototypical parabolic partial differential equation is
the diffusion equation. As the term suggests, such
equations diffusion phenomena in physics, such as
the spreading of heat in a conducting material (see
Eq. 2.2.3).
∂u
= ∇2 u
∂t
Eq. 2.2.3
2.2.3 Elliptic Equations
For elliptic equations, information at point P in the
xy-plane influences all other regions of the domain.
Figure 2.2.4 Domain and Boundaries of
This is sketched in Figure 2.2.4, which shows a
Elliptic Equations in Two Dimensions
rectangular domain. Here, the domain is fully closed,
surrounded by the closed boundary. This is in
contrast to the open domains for parabolic and hyperbolic equations discussed earlier. For elliptic
equations, because point P influences all points in the domain, then in turn the solution at point P is
influenced by the entire closed boundary. Therefore, the solution at point P must be carried out
simultaneously with the solution at all other points in the domain. This is in stark contrast to the
‘marching’ solutions germane to parabolic and hyperbolic equations. For this reason, problems
involving elliptic equations are frequently called ‘equilibrium’, or ‘jury’ problems, because the
solution within the domain depends on the total boundary around the domain35. In fluid dynamics
steady, subsonic, inviscid flow is governed by elliptic equations. As a sub-case, this also includes
incompressible flow (which theoretically implies that the Mach number is zero). Hence, for such
flows, physical boundary conditions must be applied over a closed boundary that totally surrounds
the flow, and the flow-field solution at all points in the flow must be obtained simultaneously because
the solution at one point influences the solution at all other points. Elliptic equations (such as Laplace
or Poisson’s equations) are usually used to model steady state phenomena. When the solution to
either hyperbolic or parabolic equations are assumed to be invariant with time then they reduce to
elliptic equations. (See
Eq. 2.2.4).
∇2 𝐮 = 0 or ∇2 𝐮 = f
Eq. 2.2.4
2.2.4 Some Observation
At this stage it is instructive to return to our discussion of the inviscid flow over a supersonic blunt
body in particular to Figure 1.3.1. There we pointed out that the locally subsonic steady flow is
governed by elliptic partial differential equations, and that the locally supersonic steady flow is
governed by hyperbolic partial differential equations. Now we have a better understanding of what
this means mathematically; and because of the totally different mathematical behavior of elliptic and
hyperbolic equations, we have a new appreciation for the difficulties that were encountered by early
researchers in trying to solve the blunt body problem. The sudden change in the nature of the
governing equations across the sonic line virtually excluded any practical solution of the steady flow
blunt body problem involving a uniform treatment of both the subsonic and supersonic regions.
However, recall that unsteady inviscid flow is governed by hyperbolic equations no matter whether
the flow is locally subsonic or supersonic. This provides the following opportunity. Starting with
rather arbitrary initial conditions for the flow field in the xy-plane in Figure 2.2.2-(B), solve the
unsteady, two-dimensional inviscid flow equations, marching forward in time as sketched in Figure
2.2.2-(A). At large times, the solution approaches a steady state, where the time derivatives of the
flow variables approach zero. This steady state is the desired result, and what you have when you
approach this steady state is a solution for the entire flow field including both the subsonic and
supersonic regions. Moreover, this solution is obtained with the same, uniform method throughout
the entire flow. The above discussion gives the elementary philosophy of the time-dependent
technique for the solution of flow problems. Its practical numerical implementation by [Moretti and
Abbett]36 in 1966 constituted the major scientific breakthrough for the solution of the supersonic
blunt body problem. We will examine the actual, closed-form solution to some linear partial
differential equations of the elliptic, parabolic and hyperbolic types.
2.2.5 The 'Par-Elliptic' Problem
An important practical use of the parabolic solution procedure is to refine an elliptic flow solution
of the region outside the boundary layer. In this case it is from the elliptic flow solution that the
pressure must be extracted: pressures for the nearest-to-surface cells of the elliptic grid are
transferred to all the cells in the parabolic grid, at the same z location. In general, because the cells of
the parabolic and elliptic grids are likely to be of different sizes, as shown below, interpolation is
needed. The above sketch contains a reminder that a two-way interchange of information may take
place between the elliptic and parabolic calculations (Figure 2.2.5). Thus the elliptic calculation
35 Anderson, D.A., Tannehill, John C. and Pletcher, Richard

H., Computational Fluid Mechanics and Heat Transfer,
McGraw-Hill, New York, 1984.
36 Moretti, G. and Abbett, M., ‘A Time-Dependent Computational Method for Blunt Body Flows,’ AIAA Journal, Vol.
4, No. 12, December 1966, pp. 2136–2141.

may take place at first, with the assumption
that friction at the solid surfaces is absent. Its
predicted pressure distribution is for that
reason not quite correct. However the
ensuing parabolic calculation takes detailed
account of friction and can report the so-
called 'displacement thickness' of the
boundary layer. If this is transmitted back to
the elliptic solver, that can repeat its
calculation on the assumption that the
effective size of the solid object is larger than
it first supposed. Its second flow prediction
will be correspondingly more accurate37.
2.3 Nonsingular Transformation Figure 2.2.5 Two-way interchange of information

Suppose a we would like to transform (x , y) ⇾ between Parabolic and Elliptic flows
(ξ , η), which means x and y are transformed
into new independent variables ξ and η. We also require that this transformation be nonsingular
which provides that a one to one relationship exists between (x , y) and (ξ , η)38. We are also assumed
of a nonsingular mapping provided that the Jacobian of Transformation is nonzero.
∂ξ ∂ξ
∂(ξ, η) ∂x ∂y
J= = || |=ξ η −ξ η ≠0
∂(x,y) ∂η ∂η| x y y x
∂x ∂y
Eq. 2.3.1
Therefore, any real nonsingular transformation does not change the type of PDE39.
2.4 Exact (Closed Form) Solution to Linear Model Equations

Since the exact solutions of Naver-Stokes , Boundary Layer, or Euler methods is not available yet, we
resort to model equation with reduced order to find a closed form solution. For example the viscous
Burger equation can be modelled as a reduced NS equation. The discussion here has centered on the
2nd order equation given by Wave, Heat, and Laplace Equations. In addition, system of 1st order
equations were examined. A number of other very important equations should be mentioned since
they govern common physical phenomena or they are used as simple models for more complex
problems. In many cases, exact analytical solutions for these equations exist.
37 Parabolic Flows by “PHOENICS”.

38 Anderson, Dale A; Tannehill, John C; Plecher Richard H; 1984:”Computational Fluid Mechanics and Heat
Transfer”, Hemisphere Publishing Corporation.
39 Taylor, A., E., “Advanced Calculus”, Ginn and Company, Boston, 1955.
2.4.1 Linear Wave Equation (1st Order)
The first and widely used is the 1st order linear u u
+a =0
wave equation which governs the propagation t x
of a wave moving to the right at a constant speed
a. This is also called the advection equation
(see Figure 2.4.1). A classic example of
hyperbolic equation also requires an initial
condition, u(x, 0) = u0(x). The question of what
boundary conditions are appropriate for this
equation can be more easily be answered after
considering its solution. It is easy to verify that
the solution is given by u(x, t) = u0(x − at). This
describes the propagation of the quantity u(x, t)
moving with speed “a” in the x-direction. The
solution is constant along the characteristic line
x − at = c with u(x, t) = u0(c). From the knowledge Figure 2.4.1 Solution of linear Wave equation
of the solution, we can appreciate that for a > 0
a boundary condition should be prescribed at x = 0, (e.g., u (0) = α0) where information is being fed
into the solution domain. The value of the solution at x = 1 is determined by the initial conditions or
the boundary condition at x = 0 and cannot, therefore, be prescribed. This simple argument shows
that, in a hyperbolic problem, the selection of appropriate conditions at a boundary point depends
on the solution at that point. If the velocity is negative, the previous treatment of the boundary
conditions is reversed.
2.4.2 Inviscid Burgers Equation
This is also called non-linear 1st order wave u u
equation and governs the propagation of +u =0
t x
nonlinear wave for 1-D case. An analogous
analysis to that used for the advection equation
u ( x, t ) =  Am e  mt sin k m x
m
shows that u(x , t) is constant if we are moving
with a local velocity also given by u(x , t). This
means that some regions of the solution
advance faster than other regions leading to the
formation of sharp gradients. This is illustrated
in Figure 2.4.2. The initial velocity is
represented by a triangular “zig-zag” wave.
Peaks and troughs in the solution will advance,
in opposite directions, with maximum speed.
This will eventually lead to an overlap as
depicted by the dotted line. This also results in
a non-uniqueness of the solution which is
obviously non-physical and to resolve this
problem we must allow for the formation and Figure 2.4.2 Formulation of discontinuities in
propagation of discontinuities when two non-linear Burgers (wave) equation
characteristics intersect.
2.4.3 Diffusion (Heat) Equation
Which is parabolic in nature and in addition to appropriate boundary conditions of the form used for
elliptic equations, we also require an initial condition at t = 0 of the form u(x, 0) = u0(x) where u0 is a
given function. If b is constant, this equation admits solutions of the form u(x, t) = Aeβt sin kx if β +
k2a = 0. A notable feature of the solution is that it decays when b is positive as the exponent β < 0.
The rate of decay is a function of a. The more diffusive the equation (i.e., larger a) the faster the decay
of the solution is. In general the solution can be made up of many sine waves of different frequencies,
i.e., a Fourier expansion of the form
u(x, t) = ∑ Am eβmt sin k m x

m
Eq. 2.4.1
Where Am and km represent the u  2u
amplitude and the frequency of a −a 2 =0
Fourier mode, respectively. The decay t x
of the solution depends on the Fourier
contents of the initial data since βm =
−k2m b. High frequencies decay at a
faster rate than the low frequencies
which physically means that the
solution is being smoothed. This is
illustrated in Figure 2.4.3 which
shows the time evolution of u(x , t) for
an initial condition u0(x) = 20x for 0 ≤ x
≤ 1/2 and u0(x) = 20(1 − x) for 1/2 ≤ x ≤
1. The solution shows a rapid
smoothing of the slope discontinuity of
the initial condition at x = 1/2. The
presence of a positive diffusion (a > 0) Figure 2.4.3 Rate of Decay of solution to diffusion
physically results in a smoothing of the equation
solution which stabilizes it. On the other
hand, negative diffusion (a < 0) is de-
stabilizing but most physical problems have positive diffusion.
2.4.4 Viscous Burgers Equation
This is the nonlinear equation with diffusion added. This particular form is very similar to the
equations of governing fluid flow and can be used as a simple nonlinear model for numeric.
u u  2u
+u =υ 2
t x x
1 + (2a 0 − 1)exp((1 − a 0 )/ )
with solution u = where ξ = x − a 0 t − x 0
1 + exp((1 − a 0 )/ )
Eq. 2.4.2
2.4.5 Tricomi Equation
This equation governs problems of the mixed type such as inviscid transonic flows. The properties
of Tricomi equations include a change of form from elliptic to hyperbolic character depending upon
sign of y.
 2u  2u
y 2 + 2 =0
x y
Eq. 2.4.3
2.4.6 2D Laplace Equation
The linear Elliptic 2D Laplace equation (Figure 2.4.4) has following solutions
∂2 φ ∂2 φ
+ =0 φ ∈ [0,1] , have a solution:
∂2 x ∂y 2
2y
φ = xy , φ = x 2 − y 2 , φ = ,
(1 + x)2 + y 2
φ = ekx sin(kx) k = constant and
sinh(πx) sin(πy) + sinh(πy) sin(πx)
φ=
sinh(π)
Eq. 2.4.4
2.4.6.1 Boundary Conditions  2  2
The Dirichlet problem for Laplace's equation + =0
 2 x y 2
consists of finding a solution φ on some domain D
such that φ on the boundary of D is equal to some
given function. Since the Laplace operator appears
in the heat equation, one physical interpretation of
this problem is as follows: fix the temperature on
the boundary of the domain according to the given
specification of the boundary condition. Allow heat
to flow until a stationary state is reached in which
the temperature at each point on the domain
doesn't change anymore. The temperature
distribution in the interior will then be given by the
solution to the corresponding Dirichlet problem40.
Figure 2.4.4 Solution to Laplace equation
The Neumann boundary conditions for Laplace's
equation specify not the function φ itself on the
boundary of D, but its normal derivative. Physically, this corresponds to the construction of a
potential for a vector field whose effect is known at the boundary of D alone. Solutions of Laplace's
equation are called harmonic functions; they are all analytic within the domain where the equation
is satisfied. If any two functions are solutions to Laplace's equation (or any linear homogeneous
differential equation), their sum (or any linear combination) is also a solution. This property,
called the principle of superposition, is very useful, e.g., solutions to complex problems can be
constructed by summing simple solutions41-42.
40 From Wikipedia, the free encyclopedia.

41 Hazewinkel, Michiel, ed. (2001), "Laplace equation", Encyclopedia of Mathematics, Springer, ISBN 978-1-
55608-010-4.
42 Example initial-boundary value problems using Laplace's equation from exampleproblems.com.
2.4.7 Poisson’s Equation
This elliptic equation governs the temperature distribution in the solid with heat source described
by f(x, y). Poisson’s equation (see Figure 2.4.5) also determines the electric field in a region
containing a charge density f(x, y). The f(x, y) in this case is sin(πx)Sin(πy) and the B.C. is u (x, y)= 0
subject to 0 ≤ x , 1 ≤ y, ux(0,y) =-sin(yπ)/2π. The solution is obtained in bottom of Figure 2.4.5.
2.4.8 Viscous Burgers Equation
This is the nonlinear equation with diffusion added. This particular form is very similar to the
equations of governing fluid flow and can be used as a simple nonlinear model for numeric.
u u  2u
+u =υ 2
t x x
Eq. 2.4.5
1 + (2a 0 − 1)exp((1 − a 0 )/ )
with solution u = where ξ = x − a 0 t − x 0
1 + exp((1 − a 0 )/ )
2.4.9 The Advection-Diffusion Equation
This particular expression represents the advection of a quantity ξ in a region with velocity u. The
quantity υ is a diffusion or viscosity coefficient and a is a constant > 0.
   2
+a = 2
t x x
 (x, t) = exp( −kxt) sin(kx − at) where k = constant and  (x) = sin(kx)   [0,1]
Eq. 2.4.6
2.4.10 The Korteweg-De Vries Equation  2u  2u
In 1895, the Korteweg-De Vries (KDV) equation was + = f(x, y) = sin(π x) sin(π y)
created as a means to model water waves. Since the x 2 y 2
equation doesn’t introduce dissipation, the waves sin( x ) sin( y )
travel seemingly forever. These waves are now u ( x, y ) =
− 2 2
called solitons, which are seen as single “humps” that
can travel over long distances without altering their
shape or speed43. The motion of nonlinear dispersive
wave is governed by this example.
∂u ∂u ∂3 u
+u + 3 =0
∂t ∂x ∂x
Eq. 2.4.7
Today, engineers use the KDV equation to
understand light waves. As a result, one of the main
modern applications of solitons is in optical fibers.
2.4.11 Helmholtz Equation
This equation governs the motion of time dependent Figure 2.4.5 Solution to Poisson's Equation
harmonic waves where k is a frequency parameter.
Application includes the propagation of acoustics waves.
43 Caty Fairclough, “COMSOL Blog”, December 20, 2017.

∇2 u + k 2 u = (∇2 + k 2 )u = 0
Eq. 2.4.8
2.4.12 Summary List of Exact Solution Methods
The solution is obtained from the list provided below. This list by no means exclusive and many more
exists in literature. They are commonly considered Boundary Value Problems (BVP).
1. Method of Characteristics
2. Shock Capturing Methods
3. Similarity Solutions
4. SCM (Split Coefficient Method)
5. Methods for solving Potential Equation
6. Methods for solving Laplace equation
7. Separation of Variable
8. Complex Variables
9. Superposition of Non-Linear Equation
10. Transformation of Variables
11. Manufacturing Solutions
3 Solving System of Linear Algebraic Equation
In the study of numerical methods, the distinction can be made between a set of methods such as
solving linear systems of equations, solving matrix eigenvalue problems, interpolation,
numerical integration and finding the roots or zeros of equations, which can be somewhat
considered as the building blocks for larger that arise in engineering/applied mathematics/physics.
As an example, the problem of solving ordinary differential equations, optimization and solving
integral equations. But from the point of view of applied mathematics or engineering, perhaps the
most significant problems in numerical methods is the solution of partial differential equations by
Finite Difference Methods, Finite Element Methods or Boundary Element Methods. The study of
the behavior of numerical methods is called numerical analysis. This is a mathematical subject that
considers the modelling of the error in the processing of numerical methods and the subsequent re-
design of methods44.
3.1 Interpolation (Morphing)

Interpolation or morphing is a method of finding new values for any function using the given set of
values. The unknown value at a particular point can be found using many interpolation formula's. If
the new value has to be found from the two given points then the linear interpolation formula is
used whereas if 'n' set of numbers are available the new value is found using the Lagrange's
interpolation formula. The Linear Interpolation Formula is given as,
y − y1 y2 − y1
=
x − x1 x2 − x1
Eq. 3.1.1
Among non-linear interpolation schemes, Lagrange interpolating polynomial is the prominent
one which can be expressed as the polynomial P(x) of degree ≤ (n - 1) that passes through the n points
(x1, y1 = f(x1), x2,y2 = f(x2), , , , , , , , xn,yn= f(xn)) , and is given by
n n
x − xk
P(x) = ∑ Pj (x) → Pj (x) = yj ∏
xj − xk
j=1 k=1
k≠j
Eq. 3.1.2
Figure 3.1.1 Bi-linear (middle) and Bi-Cubic (far right) Interpolation
44 Numerical Methods.com
Cubic splines are other non-linear example such as Non-Rational B-Splines (NURBS) or Bezier
functions. Interpolation schemes are vast and different. For example, Multivariate interpolation is
the interpolation of functions of more than one variable45. Methods include bilinear interpolation and
bi-cubic interpolation in two dimensions, and trilinear interpolation in three dimensions. They can
be applied to gridded or scattered data as depicted in Figure 3.1.1-a. An example of linear morphing
can be mathematically expressed as Eq. 3.1.3 and each step is characterized by one value of a single
parameter (α), called interpolation or morphing factor, as shown at the bottom of Figure 3.1.2
where Sˆ2 (Pres. Bush) and Sˆ1 (Pres. Obama).
M(α, t) = α(t)Ŝ1 + [1 − α(t)]Ŝ2

Eq. 3.1.3
The morphing factor should vary between 0 and 1, such that α = 1 and α = 0 produce source and
target respectively. Convex combinations of more than two objects (images, sounds) are also
possible, as well as using a time varying morphing factor, giving rise to dynamic transformations.
Figure 3.1.2 Depiction of Image Morphing Using a single Parameter α
3.2 Numerical Integration

Numerical integration is the numerical approximation of the integral of a function. For a function of
one variable, it amounts to finding the area under the graph of the function. That is finding the
integral I where the numerical method for integration generally replace the integral by a weighted
sum of n weights and n function evaluations, so that
b n
I = ∫ f(x)dx ≈ ∑ wi f(xi )
a i=1
Eq. 3.2.1
For a function of two variables it is equivalent to finding an approximation to the volume under the
surface. Numerical integration is often also referred to as quadrature or sometimes cubature for
functions of two or more variables. Returning to the one variable case, numerical integration involves
finding the approximation to an integral of a function f(x) through its evaluation at a set of discrete
points. There are two distinct approaches to this. Firstly methods like the trapezium rule or
Simpson's rule determine the integral through evaluating f(x) at regularly spaced points. These are
generally referred to as Newton-Cotes formulae. Alternative methods termed Gaussian Quadrature
45 Wikipedia,
methods have arisen that select irregularly-placed evaluation points, chosen to determine the
integral as accurately as possible with a given set of points.
Gaussian Quadrature methods are important as they often lead to very efficient methods. In
numerical integration the efficiency of the method relates to the accuracy obtained with respect to
the number of evaluations of the function f(x). In intensive methods such as the boundary element
method integrations may need to be performed millions of times so the efficiency of the methods
needs to be considered sometimes. In general, care must be taken to match the numerical integration
method to the expected nature of the function f(x). Typically, it may be known that f(x) is regular. On
the other hand f(x) may be singular or oscillatory and will then need special treatment. Often a special
method called a product integration method can be developed for the integration of functions of the
form f(x) = w(x)g(x) where w(x) is a pre-set function and the function and g(x) is known to be a
relatively nice function.
3.3 Algebraic Eigenvalues & Eigenvectors Problems

Before we attend the next section about the solution of model PDE’s, we better familiar ourselves
with the concept of Eigenvalues and Eigenvectors because they play an essential rule in solving the
PDE’s. In linear algebra, an eigenvector or characteristic vector of a linear transformation is a non-
zero vector that does not change its direction when that linear transformation is applied to it. In other
words, if v is a vector that is not the zero vector, then it is an eigenvector of a linear transformation T
if T(v) is a scalar multiple of v. This condition can be written as the equation:
T(v) = λv
Eq. 3.3.1
Where λ is a scalar known as the eigenvalue or characteristic value associated with the eigenvector
v. If the linear transformation [T] is expressed as a square matrix [A] then the equation can be
expressed as the matrix multiplication:
𝐀𝐱 = λ𝐱
Eq. 3.3.2
Where x is a column vector. There is a correspondence between n by n square matrices and linear
transformations from an n-dimensional vector space to itself. For this reason, it is equivalent to define
eigenvalues and eigenvectors using either the language of matrices or the language of linear
transformations. Geometrically, an eigenvector corresponding to a real, nonzero eigenvalue points
in a direction that is stretched by the transformation and the eigenvalue is the factor by which it is
stretched. If the eigenvalue is negative, the direction is reversed. The hyperbolic equations have a
both positive distingue eigenvectors, parabolic has one, while the elliptic has complex one.
a11 − λ a12 .... a1n x1 0

a a22 − λ .... a2n x 2 0
[ 21 ] [ .... ] = [ ] or (𝐀 − λ𝐈) 𝐱 = 0
.... .... .... .... ....
an1 an2 .... ann − λ x n 0
Eq. 3.3.3
Where I is the identity matrix. As shown in Cramer's rule, a linear system of equations has nontrivial
solutions if the determinant vanishes, so the solutions of Eq. 3.3.3 are given by
|(A − λI)| = 0 or (λ1 - λ)(λ2 − λ) ...... (λn − λ) = 0

Eq. 3.3.4
Each λi may be real but in general is a complex number. The numbers λ1, λ2…. λn, which may not all
have distinct values, are roots of the polynomial and are the eigenvalues of A. This equation is known
as the characteristic equation of A, and the left-hand side is known as the characteristic polynomial.
3.3.1 Eigenvalues Calculation
The eigenvalues of a matrix [A] can be determined by finding the roots of the characteristic
polynomial. Explicit algebraic formulas for the roots of a polynomial exist only if the degree n is 4 or
less. According to the Abel–Ruffini theorem there is no general, explicit and exact algebraic formula
for the roots of a polynomial with degree 5 or more. It turns out that any polynomial with degree n is
the characteristic polynomial of some companion matrix of order n. Therefore, for matrices of order
5 or more, the eigenvalues and eigenvectors cannot be obtained by an explicit algebraic formula, and
must therefore be computed by approximate numerical methods. In theory, the coefficients of the
characteristic polynomial can be computed exactly, since they are sums of products of matrix
elements; and there are algorithms that can find all the roots of a polynomial of arbitrary degree to
any required accuracy. However, this approach is not viable in practice because the coefficients
would be contaminated by unavoidable round-off errors, and the roots of a polynomial can be an
extremely sensitive function of the coefficients46.
3.3.1.1 Eigenvector Calculation
The eigenvalues must be determined first. Once these are known, the corresponding eigenvectors
can be calculated directly from the linear system. It should be noted that if vector v is an eigenvector.
(𝐀 − λ𝐈)𝐯⃗ = 0
Eq. 3.3.5
3.3.1.2 Right and Left Eigenvectors
Given an eigenvalue λ, The eigenvector r that satisfies [A]r = λr is sometimes called a (right)
eigenvector for the matrix [A] corresponding to the eigenvalue λ. If λ1, λ2, ..., λr are the eigenvalues and
r1, r2, ..., rr are the corresponding right eigenvectors, then is easy to see that the set of right
eigenvectors form a basis of a vector space. If this vector space is of dimension n, then we can
construct an n × n matrix [R] whose columns are the components of the right eigenvectors, which has
the property that [A][R] = [R][Λ] where [Λ] is the diagonal matrix whose diagonal elements are the
eigenvalues as shown in Eq. 3.3.6. By appropriate numbering of the eigenvalues and eigenvectors,
λ1 0 0 .... 0
0 λ2 0 .... 0
[Λ] = 0 0 λ3 .... 0
.... .... .... .... ....
[0 0 0 .... λn ]
Eq. 3.3.6
it is possible to arrange the columns of the matrix [R] so that λ1 ≥ λ2 ≥ … ≥ λn. In the same spirite, If
this vector space is of dimension n, then we can construct an n × n matrix [L] whose rows are the
components of the left eigenvectors, which has the property that [L][A] = [Λ][L]. This is easily done
if we define [L ] = [R]−1 and define the components of the left eigenvectors to be the elements of the
respective rows of [L]. Beginning with [A][R] = [R][Λ] and multiplying both sides on the left by [R]−1,
we obtain [R]−1[A][R] = [Λ] and multiplying on the right by [R]−1, we have [R]−1[A] = [Λ][R]−1 which
implies that any row of [R]−1 satisfies the properties of a left eigenvector47 or [L][A][R]=[Λ].
46From Wikipedia.
47Kenneth I. Joy, “Eigenvalues and Eigenvectors”, Visualization and Graphics Research Group Department of
Computer Science University of California, Davis.
3.3.1.3 Diagonalization of a Matrix
Given an n by n matrix [A], we say that [A] is diagonalizable if there is a matrix [X] so that [X]−1[A][X]
= [Λ]. It is clear from the above discussions that if all the eigenvalues are real and district, then we
can use them as matrix of right eigenvectors [R] instead of [X].
3.3.1.4 Case Study 1 - Eigenvalues and Eigenvectors of 3D Euler Equation
The Eigen system/eigenvalues and eigenvectors of the Euler equations of inviscid flow form the
basis of total variation diminishing (TVD) algorithms in computational fluid dynamics (CFD)48.
Whether the conservation equations are solved in a finite difference or finite volume format, the
matrices of right and left eigenvectors that can be found in the literature are generally decomposed
along the directions of a global (x, y, z) or local (ξ, η, ζ) coordinate system. Such matrix decomposition,
however, is not necessary. The eigenvalues and eigenvector matrix of 3D inviscid flow can be
expressed along any given direction, e.g. through a unit vector (nx, ny, nz) normal to a surface. The
resulting expression is relatively simple and allows for more efficient code implementation in finite
volume solvers.
3.3.1.5 Governing Equations
The 3D unsteady Euler equations of inviscid flow, a system of integral conservation equations for
mass, momentum, and energy, can be written in vector notation as the sum of a volume and surface
integral,
 ρ   ρv n 
 ρu   ρuv + pn 
    n x

t CV
Q dV + CSF dA = 0 where Q =  ρv 
 
, F =  ρvv n + pny 
 
 ρw  ρwvn + pnz 
ρe 0   ρh 0 v n 

v n = v.n̂ = un x + vn y + wn z , n 2x + n 2y + n 2z = 1
e0 = e + ek , h 0 = h + ek , ek =
2
(
1 2
u + v2 + w 2 )
Eq. 3.3.7
with ek being the kinetic energy per unit mass. Static energy, enthalpy, and pressure can all be
expressed in terms of the local speed of sound a , a function of temperature, and the ratio of specific
heats γ,
a2 a2 ρa 2 cp
e= , h= , p= , a 2 = γRT , λ = Eq. 3.3.8
γ(γ − 1) (γ − 1) γ cv
3.3.1.6 Transformation Matrix
The first step in determining the Eigen system of the above conservation equations is to derive the
corresponding Jacobian or transformation matrix, which can be found by taking partial derivatives
of the flux
48 Axel Rohde, “Eigenvalues and Eigenvectors Of The Euler Equations In General Geometries”, AIAA 2001-2609.
∂𝐅
𝐀=
∂𝐐
0 nx ny nz 0
(γ − 1)ek nx − uvn vn (γ − 2)unx uny − (γ − 1)vnx unz − (γ − 1)wnx (γ − 1)nx
= (γ − 1)ek ny − vvn vnx (γ − 1)uny vn − (γ − 2)vny vnz − (γ − 1)wny (γ − 1)ny
(γ − 1)ek nz − wvn wnx (γ − 1)unz wvy − (γ − 1)vny vn − (γ − 2)wnz (γ − 1)nz
[[(γ − 1)ek − h0 ]vn h0 nx (γ − 1)uvn h0 ny − (γ − 1)vny h0 nz − (γ − 1)wnn γ vn ]
Eq. 3.3.9
We can now rewrite the Euler equations in the format of a general wave equation,
∂
∫ 𝐐 dV + ∮ 𝐅(𝐐) dA = 0 where 𝐅(𝐐) = [𝐀] 𝐐
∂t CV CS
Eq. 3.3.10
The transformation matrix [A] can be interpreted as a wave speed with local and directional
dependence for a nonlinear multi-dimensional wave. The multidimensional character is really
twofold: (1) we are working in a 3D flow field, where waves can travel in any direction; (2) there are
different types of waves, all traveling at their own characteristic speeds, which are determined by the
eigenvalues of the matrix [A]. The eigenvalues of the transformation matrix [A] are the roots λ of the
characteristic equation,
det (𝐀 − λ𝐈) = 0
Eq. 3.3.11
where [I] is the identity matrix. It turns out that three eigenvalues are distinct and two are repeated
λ = {Vn , Vn , Vn , Vn + a, Vn − a} , a is speed of sound

Eq. 3.3.12
where the left and right eigenvector of A is provided in [Rohde]49. Choosing the first set of
eigenvectors, both left and right, the matrix of right eigenvectors for 2D flow is obtained after
eliminating the fourth row and fifth column from the general result, whereas the left eigenvector
matrix is found by deleting the fifth row and fourth column from its original 5x5 matrix. It is
interesting to note that after applying the above 2D definitions, the singularities in the last row of the
new 4x4 left eigenvector matrix disappear. It was demonstrated earlier that two of the five right
eigenvectors form a 2-dimensional subspace, within the general 5-dimensional space spanned by all
right eigenvectors, and that every member of this subspace is itself an eigenvector. This phenomenon
was attributed to the fact that their corresponding eigenvalues are repeated, which creates a
“symmetry” within the eigenvector space. Although it may seem difficult to visualize any symmetry
within a 5-dimensional vector space, part of this symmetry reveals itself when we geometrically
interpret the 2-dimensional subspace as a plane. The Euler equations contain three types, or families
of waves, one for every distinct eigenvalue. Each family of waves carries a different signal. The waves
traveling at the speed of the flow (vn) are called entropy waves, their signal being entropy, whereas
waves traveling at the speed of sound relative to the flow (vn+_ a) are called acoustic waves.
Unfortunately, the signal carried by acoustic waves is not quantifiable in simple thermodynamic
terms, but let us just say that they carry acoustic information [Rohde]48.
3.3.2 Case Study 2 – Non-Reflecting Boundary Condition in 2D
When calculating a numerical solution to an unsteady, hyperbolic, partial differential equation on an
infinite domain, it is normal to perform the calculation on a truncated finite domain. This raises the
49 Axel Rohde, “Eigenvalues and Eigenvectors of the Euler Equations in General Geometries”, AIAA 2001-2609.
problem of choosing appropriate boundary conditions for this far-field boundary. Ideally, these
should prevent any non-physical reflections of the outgoing waves, and should be straightforward to
implement numerically. Also, they must produce a well-posed analytic problem since this is a basic
requirement for the corresponding numerical approximation to be consistent and stable. Here the
aim is at turbomachinery flows. In some ways, these flows are more complex than the flow past
isolated airfoils. Wherever the far-field boundary for isolated airfoils can be many chords away from
airfoils, with turbomachinery the far-field can be typically less than one chord away from the blade.
Consequently, whereas for isolated airfoils the steady-state far-field can be modeled as a vortex
correction to the free stream flow, in turbomachinery the far-field contains a significant component
of several different spatial wavenumbers. This is particularly true for flows which are supersonic in
the flow direction but subsonic in axial direction, in which case shocks propagate indefinitely and can
be reflected by improper boundary conditions. Thus, one of the two aims here to correct formulation
of steady-state non-reflecting boundary conditions which will not produce artificial reflections of
steady waves such as shocks [Giles]50. The other objective is the formulation of accurate non-
reflecting boundary conditions for unsteady waves. Here again isolated airfoils generally have few
issues. The reason is that the primary concern for isolated airfoils is unsteady flow caused by either
airfoils motion (Airfoil flutter) or a fluid dynamics instability (transonic buzz or install). In either case
the unsteadiness originates in the vicinity of the airfoil and radiates outward. Typically the grids on
which such calculations are tend to perfumed becoming progressively coarser as the waves moves
outwards toward the far field boundary, until a radius is reached at which the wavelength of the
unsteady wave is of the order of a few mesh cells. At this point the numerical viscosity will dissipate
the wave and so the unsteadiness will not reach the far-field boundary and accurate non-reflecting
boundary conditions are unnecessary. One of the main concerns in turbomachinery is the
unsteadiness caused by incoming shock waves and wakes from upstream blade rows. The need to
retain an accurate representation of these incoming waves’ represents the use of coarser grids in the
far-field, an instead one must concentrates on accurate non-reflecting boundary conditions.
Unsteady flows can be split into two classes, nonlinear and linear, depending on the amplitude of the
unsteadiness. If the amplitude is sufficiently small that the disturbance everywhere can be
considered to be linear perturbations to a steady flow, then by the principal of superposition the
solution can be decomposed into a sum of modes with different temporal frequencies and different
inter-blade phase angles. Each of these modes can be analyzed separately and so the problem is
reduced to finding the complex amplitude of the harmonic disturbance. This can be achieved be
either a direct method or a pseudo-time marching method, in either case, there is a need for accurate
boundary condition, and it is found that because there is only a single frequency it is possible to
construct the ext. non-reflecting boundary conditions. In nonlinear unsteady flow there are regions
where the amplitude of the unsteadiness is great enough for a second order effects to become
extremely important. This produces a coupling between the different frequencies, and so they cannot
be separated. In the far-field however it is again assumed that the unsteadiness amplitude are small
so that linear theory can be applied. It is no longer possible to construct exact non-reflecting
boundary conditions which can be implemented numerically, but approximate boundary conditions
can be derived instead.
3.3.2.1 General Fourier Analysis and Eigenvectors
Consider the following general unsteady, two dimensional, hyperbolic PDE,
∂𝐔 ∂𝐔 ∂𝐔
+𝐀 +𝐁 =0
∂t ∂x ∂y
Eq. 3.3.13
50 M. Giles, “Non-Reflecting Boundary Conditions for the Euler Equations”, CFDL-TR-88-1, Feb. 1988.
Where U is an n-component vector, A and B are constant N x N matrices. Fourier analysis considers
wave like solutions of the form
𝐔(x,y,t) = u ei(kx+ly−ωt)
Eq. 3.3.14
Substituting this into the PDE, results in
(−ω𝐈 + k𝐀 + 𝑙𝐁) u = 0 or det(−ω𝐈 + k𝐀 + 𝑙𝐁) = 0

Eq. 3.3.15
This is called the dispersion relation and is a polynomial of degree N in each ω, k, and l. The right
eigenvectors requires that
(−ω𝐈 + k𝐀 + 𝑙𝐁)uR = 𝐮L (−ω𝐈 + k𝐀 + 𝑙𝐁) = 0

Eq. 3.3.16
Where uR and uL are right and left eigenvectors of (kA+lB) with eigenvalues ω. By pre-multiplying
Eq. 3.3.16 by A-1 the left eigenvectors we obtain:
𝐮𝐿 (−𝜔𝐀−1 + k𝐈 + 𝑙𝐀−1 𝐁) = 𝐯 L 𝐀−1 (−𝜔𝐈 + k𝐀 + 𝑙𝐁) = 0

Eq. 3.3.17
From above relation it is obvious that uL is equivalent to vLA-1 and uR is right eigenvector of –k also.
The difference between two sets of left eigenvectors lies in their orthogonality relation with the right
eigenvectors. Since uL is the left eigenvector of (kA+lB), it is orthogonal to the all of the right
eigenvectors of the same matrix except for the ones with the same eigenvalue ω. The key point here
is that the orthogonality for the same k and l but different ω. Thus if ωn and ωm are two different roots
of the dispersion equation for the same values of k and l, then
𝐯 L (ωn , k, l) 𝐮R (ωm , k, l ) = 0
Eq. 3.3.18
Normally in discussing wave motion one is concerned with propagation on an infinite domain, and
so usually one considers a group of waves with the same k and l and different ω. In that case uR and
uL would be relevant right and left eigenvectors. In analyzing boundary conditions however, a general
solution U at the boundary x=0 can be decomposed into sum of Fourier modes with different values
of ω and l. Each of these modes is then a collection of waves with the same value of ω and l and
different
𝐯 𝐿 (ω, k n , 𝑙) 𝐮𝑅 (ω, k m , 𝑙) = 0
Eq. 3.3.19
3.4 Solving Systems of Linear Algebraic Equations

The system is often written in the form [A] x = b where [A] is an M x N matrix, x is an N-vector and b
is M-vectors.
3.4.1 Direct Methods
The full description of these methods are provided in details in [Anderson et al.]51. Here, a brief
overview are given.
3.4.1.1 Cramer’s Rule
This is one of the most elementary methods used. Unfortunately the algorithm is immensely time
51Anderson, Dale A; Tannehill, John C; Plecher Richard H; 1984: ”Computational Fluid Mechanics and Heat
consuming. The number of operations being approximately proportional to (N+1)! where there are
N unknowns. Therefore, Cramer’s rule should be avoided.
3.4.1.2 Gaussian Elimination
This is very useful and efficient tool for solving systems of algebraic equations, particularly for special
cases of tridiagonal systems. However, the method is not as fast as some others. Approximately, N 3
multiplication are required in solving N equations. Also, round-off errors which can be accumulate
through the many algebraic operation when N is large. Rearranging the equations to extend possible
in order to put the coefficients of the largest on the main diagonal (pivoting) will tend to improve
accuracy. The main objective is to transform the system to upper triangle array by eliminating some
of unknowns.
3.4.1.3 Thomas Algorithm
Referring the tridiagonal matrix of coefficients, the system is put into an upper triangle form. Some
flexibility exists in the way in which boundary conditions are handled.
3.4.1.4 Advanced-Direct Methods
Direct methods for systems of algebraic equations which are faster than Gaussian elimination exists.
Unfortunately, none of these methods are general. That is, they are applicable only special class of
equations and associated boundary conditions. Many of these Methods are “field size” limits.
Examples of these are “Error Vector Propagation (EVP), and “Odd-Even Reduction” methods. Clearly,
the fast direct methods should be considered for the problem where overriding consideration is
expected to be CPU time. Again these algorithms are complex and limited.
3.4.2 Iterative Methods
This class of methods is referred as “Relaxation Methods”. It may be further broken into point or
Explicit iterative, and block or Implicit iterative methods 52. The implementation of an elliptic
equation like Laplace Equation can be best suited for this purpose. While iterative methods can
sometimes be viewed as integration in time,
the fact that we are only interested in the
“steady-state” solution allows us to take
“short cuts” to get there as fast as possible as
shown in
Figure 3.4.1. We will cover two types of
iterative methods. Stationary methods are
older, simpler to understand and implement,
but usually not as effective. Nonstationary
methods are a relatively recent
development; their analysis is usually harder
to understand, but they can be highly
effective. The nonstationary methods we
present are based on the idea of sequences of
orthogonal vectors. (An exception is the
Chebyshev iteration method, which is based
on orthogonal polynomials). The rate at Figure 3.4.1 Iteration Methods Path
which an iterative method converges
depends greatly on the spectrum of the coefficient matrix. Hence, iterative methods usually involve
a second matrix that transforms the coefficient matrix into one with a more favorable spectrum. The
transformation matrix is called a preconditioner. A good preconditioner improves the convergence
of the iterative method, sufficiently to overcome the extra cost of constructing and applying the
52 See previous.
preconditioner. Indeed, without a preconditioner the iterative method may even fail to converge53.
Below are short descriptions of each of the methods to be discussed, along with brief notes on the
classification of the methods in terms of the class of matrices for which they are most appropriate. In
later sections of this chapter more detailed descriptions of these methods are given.
3.4.2.1 Stationary Iterative Methods
Iterative methods that can be expressed in the simple form
x k = [𝐁]x k−1 + 𝐜
Eq. 3.4.1
where neither [B] nor c depend upon the iteration count k are called stationary iterative methods.
(see Eq. 3.4.1).
3.4.2.1.1 Jacobi Method
The Jacobi method is a method of solving a matrix equation on a matrix that has no zeros along its
main diagonal [Bronshtein & Semendyayev]54. Each diagonal element is solved for, and an
approximate value plugged in. The process is then iterated until it converges. This algorithm is a
stripped-down version of the Jacobi transformation method of matrix diagonalization. The Jacobi
method is easily derived by examining each of the n equations in the linear system of equations Ax =
b in isolation. If, in the i-th equation
n
bi − ∑j≠i aij xjk−1
∑ aij xj = bi ⇒ xik =
aii
j=1
Eq. 3.4.2
Solve for the value of xi while assuming the other entries of x remain fixed.
3.4.2.1.2 Gauss-Seidel Iteration
Among the many iteration schemes available, Gauss-Seidel in one of the most efficient and useful
point-iterative procedure for large system of equations. The method is extremely simple but
converges under certain conditions related to “diagonal dominance” of the coefficients matrix.
Fortunately, the differencing of many steady-state conservation statements provide this diagonal
dominance. The method uses explicit use of the sparseness of matrix coefficients. A sufficient
condition for convergence of GS procedure is
| aii | > ∑| aij |

j=1
j≠i
Eq. 3.4.3
The simplicity of the procedure will be demonstrated below,
• Make initial guess of all unknowns (except one).
• Solve each equation for the unknowns whose coefficients are largest in magnitude using
guessed value initially, and the most recent it computed value thereafter.
• Repeat iteratively until changes in unknown becomes small (x = xcalculated + error).
53Numerical-Methods.com
N. and Semendyayev, K. A.,”Handbook of Mathematics “, 3rd ed. New York: Springer-Verlag, p. 892,
54 Bronshtein, I.
1997.
Finally, for a general system of equations, the multiplications per iteration could be as great as N2 but
could be much less if matrix is spares.
3.4.2.1.3 Successive Over-Relaxation (SOR)
Successive Over-Relaxation (SOR) is a technique which can be used to accelerate any iterative
procedure, chief among them Gauss Seidel method. As we apply Gauss-Seidel iteration to a system
of equations, we expect to make several recalculations or iterations before convergence to the
acceptable level. Why not go head and make a correction before the next iteration, hopefully,
accelerating the convergence. According to the form:
n +1*
(
u i, j = u i,n j + ω u i,n +j 1 − u i,n j
* *
)
n = iteration level , u i,n +j 1 = the most recent value , u i,n j = value from previous iteration
*
u i,n +j 1 = newly adjusted and 1 ω  2

*
Eq. 3.4.4
Where ω is the relaxation parameter and Iterative Method Number of iterations

when 1 < ω < 2, over-relaxation is being
Jacobi 1989
employed. In some problems under-
Gauss-Seidel 986
relaxation 0 < ω < 1 is appears to be
SOR 91
most appropriate when the convergence
is taking oscillatory pattern tends to Table 3.4.1 Comparison of Iterative Schemes
over-shoot the final solution. As a
comparison on convergence for the 2D
Laplace equation with Dirichlet boundary conditions on, been made by [Grétar Tryggvason-2013]
and the results are for average absolute error (0.001) is presented in Table 3.4.1.
3.4.2.1.4 SOR by Line
Although this procedure is workable with almost any
iterative schemes, it make the most sense to work with
Gauss-Seidel method with SOR. We can chose either
rows or columns for grouping with equal ease. In the
SOR by line, one iterative cycle is completed when the
tridiagonal inversion has been applied to all the rows.
The process then repeated until convergence is
achieved. The improved convergence rate observed for
block-iterative methods compared with point-iterative
methods might be due to greater influence by boundary
values. Where ω is the relaxation parameter and when Figure 3.4.2 SOR by line
1 < ω < 2, over-relaxation is being employed. In some
problems under-relaxation 0 < ω < 1 is appears to be most appropriate when the convergence is
taking oscillatory pattern tens to over-shoot the final solution. The final results, shown in Figure
3.4.2 will be
u i,n +j 1 = (1 − ω)u i,n j +

ω
2(1 + β )
2
 (
u in++1,1 j + u in−+1,1 j + β 2 u i,n j+1 + u i,n +j−11 ) Eq. 3.4.5
Where n denotes the iteration level, i, j, are represents rows and columns. Thomas Algorithm can be
used to sweep by rows and then advances to the next row. β = Δx/Δy is the grid aspect ratio and ω ≤
(1+ β) in order to ensures the diagonal dominance.
3.4.2.1.5 Block-Iterative Methods
The Gauss-Seidel iteration method with SOR stands as the best all-around method for finite-
difference solution of elliptic equation. The number of iterations can be usually reduced even further
by use of block-iterative concepts, but number of algebraic operations required per iterative cycle
generally increase. In block iterative group, subgroups of the unknown are singled out and their value
modified simultaneously by obtaining a solution to the simultaneous algebraic equations be
eliminating method. Thus, the block iterative have an implicit nature and sometimes called implicit-
iterative method. The simplest block procedure is SOR by line.
3.4.2.1.6 Strongly–Implicit Methods
Another type of block-iterative procedure has been gaining favor as an efficient method for solving
the system of equations, arising from elliptic PDE. To illustrate,
[A]u = C Eq. 3.4.6
Where [A] is the relatively sparse matrix of unknown coefficients, u is the column vector of unknown,
and C is a column vectors on known quantities. The objective is to replace the sparse matrix [A] by a
modified matrix [A+P] which can be decomposed into an upper and lower triangle matrices [U] and
[L]. An iterative procedure is defined by
A + P u n +1 = C + P u n or LU u n +1 = C + P u n

Define : V n +1 = U u n +1 Eq. 3.4.7
Step1: L V n +1 = C + P  u n Step2 : U u n +1 = V n +1
Which is repeated iteratively. Step 1 consists simply of a forward substation. This is followed by the
backward substitution of Step 2.
3.4.2.1.7 ADI Methods
The SOR by lines proceeds by taking all
the lines in the same direction in a
repetitive manner. The convergence rate
often improved by following the
sequence by rows by a second sequence
in the column. Thus the complete
iteration cycle would consists of a sweep
over all rows followed sweeps over the
columns. The procedure best illustrated
in Figure 3.4.3. In numerical analysis,
the Alternating Direction Implicit (ADI)
method is a finite difference method for
solving parabolic, hyperbolic and elliptic
partial differential equations. It is most
notably used to solve the problem of heat
conduction or solving the diffusion
equation in two or more dimensions. It is Figure 3.4.3 ADI Stencil for Implicit Method
an example of an operator splitting method. This method results in a very complicated set of
equations in multiple dimensions, which are costly to solve. The advantage of the ADI method is that
the equations that have to be solved in each step have a simpler structure and can be solved efficiently
with the tridiagonal matrix algorithm. Alternatively, we could include the over-relaxation as part of
row and column sweeps in two steps as:
Step1: u i,n +j 1/2 = (1 − ω)u i,n j +

ω
2(1 + β )
2

u in++1,1/2j + u in−+1,1/2j + β 2 (u i,n j+1 + u i,n +j−1/2
1 )
Step2 : u i,n +j 1 = (1 − ω)u i,n +j 1/2 +
ω
2(1 + β )
2
 
u in++1,1/2j + u in−+1,1 j + β 2 (u i,n +j+11 + u i,n +j−11 )
Eq. 3.4.8
To preserve the diagonal dominance in Thomas Algorithm we require that ω ≤ (1+β 2) in the sweep
by row and ω ≤ (1+β2)/β2 in the sweep by column.
3.4.2.2 Non-Stationary Iterative Methods
Nonstationary methods differ from stationary methods in that the computations involve information
that changes at each iteration. Typically, constants are computed by taking inner products of
residuals or other vectors arising from the iterative method55.
3.4.2.2.1 Conjugate Gradient (CG)
The conjugate gradient method derives its name from the fact that it generates a sequence of
conjugate (or orthogonal) vectors. These vectors are the residuals of the iterates. They are also the
gradients of a quadratic functional, the minimization of which is equivalent to solving the linear
system. CG is an extremely effective method when the coefficient matrix is symmetric positive
definite, since storage for only a limited number of vectors is required.
3.4.2.2.2 Minimum Residual (MINRES) and Symmetric LQ (SYMMLQ)
These methods are computational alternatives for CG for coefficient matrices that are symmetric but
possibly indefinite. SYMMLQ will generate the same solution iterates as CG if the coefficient matrix
is symmetric positive definite.
3.4.2.2.3 Generalized Minimal Residual (GMRES)
The Generalized Minimal Residual method computes a sequence of orthogonal vectors (like
MINRES), and combines these through a least-squares solve and update. However, unlike MINRES
(and CG) it requires storing the whole sequence, so that a large amount of storage is needed. For this
reason, restarted versions of this method are used. In restarted versions, computation and storage
costs are limited by specifying a fixed number of vectors to be generated. This method is useful for
general non-symmetric matrices.
3.4.2.2.4 Bi-Conjugate Gradient (BiCG)
The Bi-conjugate Gradient method generates two CG-like sequences of vectors, one based on a system
with the original coefficient matrix A, and one on AT . Instead of orthogonalizing each sequence, they
are made mutually orthogonal, or “bi-orthogonal”. This method, like CG, uses limited storage. It is
useful when the matrix is non-symmetric and nonsingular; however, convergence may be irregular,
and there is a possibility that the method will break down. BiCG requires a multiplication with the
coefficient matrix and with its transpose at each iteration.
3.4.2.2.5 Quasi-Minimal Residual (QMR)
The Quasi-Minimal Residual method applies a least-squares solve and update to the BiCG residuals,
55 Numerical-Methods.com.
thereby smoothing out the irregular convergence behavior of BiCG. Also, QMR largely avoids the
breakdown that can occur in BiCG. On the other hand, it does not effect a true minimization of either
the error or the residual, and while it converges smoothly, it does not essentially improve on the
BiCG.
3.4.2.2.6 Conjugate Gradient Squared (CGS)
The Conjugate Gradient Squared method is a variant of BiCG that applies the updating operations for
the A-sequence and the AT -sequences both to the same vectors. Ideally, this would double the
convergence rate, but in practice convergence may be much more irregular than for BiCG. A practical
advantage is that the method does not need the multiplications with the transpose of the coefficient
matrix.
3.4.2.2.7 Chebyshev Iteration
The Chebyshev Iteration recursively determines polynomials with coefficients chosen to minimize
the norm of the residual in a min-max sense. The coefficient matrix must be positive definite and
knowledge of the extremal eigenvalues is required. This method has the advantage of requiring no
inner products56.
3.4.3 Classical (Stationary) Iterative Schemes vs. Krylov Subspace Methods
The iterative schemes discussed so far are belong to Classic or Stationary Iterative methods which
solve a linear system with an operator approximating the original one or relaxation. They based on a
measurement of the error in the result (the residual), form a "correction equation" for which this
process is repeated. While these methods are simple to derive, implement, and analyze, convergence
is only guaranteed for a limited class of matrices. Oppositely, Krylov Subspace iteration methods
which work by forming a basis of the sequence of successive matrix powers times the initial residual
(the Krylov sequence). The approximations to the solution are then formed by minimizing the
residual over the subspace formed. It is an iterative method for the numerical solution of a non-
symmetric system of linear equations, which are trademarks of CFD. The prototypical method in this
class is the Conjugate Gradient method (CG). Other include the Generalized Minimal Residual
method (GMRES), the bi-conjugate gradient method (BiCG), and stabilized CG method (CGSTAB).
Conjugate Gradient methods currently are losing favor to more general Krylov subspace methods
based largely on the GMRES algorithm. As with conjugate gradient, this method is based on the
construction of a set of basis vectors, and formally will converge to the exact solution. Rapid
convergence in the initial iterations requires preconditioning of the matrix in both approaches.
GMRES type algorithms have the advantage that residuals decrease monotonically, and that the
algorithms are generally more robust. They have the disadvantage that they must store an additional
basis vector in the Krylov subspace for each iteration. The partial solution to this problem has been
to restart the solution algorithm after some number of iterations. Providing a recommendation for a
"best" solution algorithm is not currently possible. In fact variability of algorithm performance with
machine architecture and problem type suggests that a "best" algorithm exists only in an average
sense57.
Many methods work only for symmetric systems. While the pressure equation is usually symmetric,
implicit methods usually do not lead to symmetric matrices. Usually the system is preconditioned to
make it better behaved [Tryggvason]58. Generally iterative methods generate a sequence of
approximations that are used to construct a new approximation. Ideally, we only need to keep a few
approximations, but one of the more popular technique, GMRES, requires all the previous iterates.
This leads to the restarted GMRES. At the present time there does not seem to be a “best” Krylov
method. In addition to the relatively simple early methods like the conjugate gradient method, GMRES
56 Numerical-Methods.com.
57 Class Notes, “Iterative Solution of Linear Equations”.
58 Grétar Tryggvason, “Numerical Methods for Elliptic Equations-III”, lecture slides, spring 2013.
is fairly popular (particularly the restarted version) and BiCGSTAB has been used by a number of
people. A large number of pre-written software packages for the solution of elliptic equations are
also available on-line. It is worth mentioning that for set non-linear equations, it is best to use
classical Newton’s method which of course is heavily dependent on initial guess. For further
discussion, a variation on these method is detailed in [ J. M. McDonough]59.
3.5 Converting Conservative to Primitive Variables for 2D Euler Equations

We begin with the Euler equations in the conservative form and following closely the work by
[Nishikawa]60, we have
ρ ρu ρv
∂𝐔 ∂𝐅 ∂𝐆 ρu ρu2 + p ρuv
+ + = 0 where 𝐔 = [ ρv ] , 𝐅 = [ ] ,𝐆=[ 2 ]
∂t ∂x ∂y ρuv ρv + p
ρE ρuH ρvH
1 p 1 2 γ p 1 2
E= + (u + v 2 ) , H = + (u + v 2 )
γ-1 ρ 2 γ-1 ρ 2
Eq. 3.5.1
The vector of primitive variables is given by
1 0 0 0
ρ u ρ 0 0
u
𝐖 = [v] , ∂U = 𝐓 −1 ∂𝐖 , 𝐓 −1 = v 0 ρ 0
q2 1
p ρu ρv
[2 γ − 1]
Eq. 3.5.2
Now, we can transform the conservation form into the primitive variable form by multiplying:
∂𝐔 ∂𝐅 ∂𝐆 ∂𝐔 ∂𝐅 ∂𝐔 ∂𝐆 ∂𝐔
𝐓 + 𝐓( + ) = 0 , 𝐓 + 𝐓( + )=0
∂t ∂x ∂y ∂t ⏟ ∂x ∂𝐔
∂𝐔 ⏟ ∂y
𝐀 𝐁
∂𝐖 ∂𝐖 ∂𝐖
or 𝐓𝐀𝐓 −𝟏 (
+⏟ 𝐓𝐁𝐓 −𝟏 (
)+⏟ )
∂t 𝐀𝐖
∂x 𝐁𝐖
∂y
u ρ 0 0 v 0 p
0
1 0 v 0
0
0 u 0 1
where 𝐀W = ρ , 𝐁W = 0 0 v
0 0 u 0 ρ
[0 γp 0 v] [0 0 γp v]
Eq. 3.5.3
59 J. M. McDonough,” Lectures on Computational Numerical Analysis Of Partial Differential Equations“.

Departments of Mechanical Engineering and Mathematics, University of Kentucky, 1985, 2002, 2008 ©.
60 Hiroaki Nishikawa. “Forms of the Euler Equations”, January 2000.
3.5.1 Symmetrizing Matrix Variables
This will have a major impact in preconditioning of governing equations in order to expedite the
convergence rate, as we will see later. Again, sympathizing the work by [Nishikawa]61, the vector of
the symmetrizing variables is
∂p 1
0 0 0
∂u 𝜌𝑎
∂𝐔c = ∂u , ∂𝐔c = 𝐓c ∂𝐖 , 𝐓c = 0 1 0 0
∂v 0 0 1 0
{ ∂s } [−𝑎2 0 0 1]
∂𝐔c ∂𝐔c ∂𝐔c
or +⏟𝐓𝐀𝐓 −𝟏 ( )+⏟𝐓𝐁𝐓−𝟏 ( )=0
∂t 𝐀𝐜
∂x 𝐁𝐜
∂y
u a 0 0 v 0 a 0
a u 0 0 0 v 0 0
where 𝐀c = [ ] , 𝐁c = [ ]
0 0 u 0 a 0 v 0
0 0 0 u 0 0 0 v
Eq. 3.5.4
Similar procedures same can be applied to anther symmetrizing variables as dUm={dp/ρa, dq, qdθ,
ds}T .
61 See previous.
3.6 Programming Languages & Paradigms for CFD
As mentioned above, computer programming is one of the essentials of CFD learning. The aim here
is for user do not need to be a programming expert, but only to be familiar with different
programming paradigms. Therefore, a brief discussion of different programs used in CFD and their
comparison is provided below. Let first start with difference between Object-Oriented (OO) and
Procedural programming.
3.6.1 Difference Between Object Oriented (OO) vs. Procedural Programming
3.6.1.1 Object Oriented Programming (OOP)
Object-oriented Programming is a programming language that uses classes and objects to create
models based on the real world environment. It is a programming languages are organized around
'objects' rather than 'actions' and 'data' rather than 'logic'. An Object-oriented Programming
application may use a collection of objects which will pass messages when called upon to request a
specific service or information. Objects are able to pass, receive messages or process information in
the form of data. One reason to use Object-oriented Programming is because it makes it easy to
maintain and modify existing code as new objects are created inheriting characteristics from existing
ones. This cuts down the development time considerably and makes adjusting the program much
simpler.
3.6.1.2 Procedural
Procedural Programming which at times has been referred to as inline programming takes a more
top down approach to programming. Object-oriented Programming uses classes and objects,
Procedural Programming takes on applications by solving problems from the top of the code down
to the bottom. This happens when a program starts with a
problem and then breaks that problem down into smaller OOP Procedural
sub-problems or sub-procedures. These sub-procedures are method procedure
continually broken down in the process called functional
object record
decomposition until the sub-procedure is simple enough to
be solved. The issue that is obvious in Procedural class module
Programming is that if an edit is needed to the program, the message procedure call
developer must edit every line of code that corresponds to
the original change in the code. An example would be if at Table 3.6.1 Differences between
the beginning of a program a variable was set to equal the OOP vs Procedural
value of 1. If other sub-procedures of the program rely on
that variable equaling 1 to function properly they will also need to be edited. As more and more
changes may be needed to the code, it becomes increasingly difficult to locate and edit all related
elements in the program. The similarities and dissimilarities, as detailed in Wikipedia, are depicted
in Table 3.6.1.
3.6.2 Pillars of Object Oriented Programming (OOP)
Due to simplicity of maintenance and reusability, as well as straightforward design, as relates to CFD,
we describe the 4 pillars of Object Oriented Programming (OOP) as envisioned by [Shri Ram Patel],
which outlined below.
3.6.2.1 Abstraction
Abstraction is a process of exposing essential feature of an entity while hiding other irrelevant detail.
abstraction reduces code complexity and at the same time it makes your aesthetically pleasant.
3.6.2.2 Encapsulation
We have to take in consideration that Encapsulation is somehow related to Data Hiding.
Encapsulation is when you hide your modules internal data and all other implementation
details/mechanism from other modules. it is also a way of restricting access to certain properties or
component. Remember, Encapsulation is not data hiding, but Encapsulation leads to data hiding.
3.6.2.3 Inheritance
The ability of creating a new class from an existing class. Like there word Inheritance literally means
it is a practice of passing on property, titles, debts, rights and obligations upon the death of an
individual. in OOP this is somehow true(Except the death of an individual), where The base class(the
existing class sometimes called as the Parent class) has properties and methods that will be inherited
by the sub class (sometimes called a subtype or child class) and it can have additional properties or
methods. Inheritance is also a way to use code of an existing objects.
3.6.2.4 Polymorphism
Just like in biology, Polymorphism refers to the ability to take into different forms or stages. A
subclass can define its own unique behavior and still share the same functionalities or behavior of its
parent/base class. Yes, you got it right, subclass can have their own behavior and share some
behavior from its parent class BUT!! not vice versa. A parent class cannot have the behavior
of its subclass.
3.6.3 Main Language Styles
The following are widely considered the main programming paradigms, as seen when measuring
programming language popularity. There is some overlap between paradigms, inevitably, but the
main features or identifiable differences are summarized in this table62:
➢ Procedural or Structured Languages
• Based on Individual statements, specifies the steps a program must take to reach a
desired state.
• FORTRAN, ALGOL60, ALGOL68, Cobol, Pascal, C, Ada
➢ Functional Languages
• When you tell the computer to do something it does it. Treats programs as evaluating
mathematical functions and avoids state and mutable data.
• LISP, Scheme, CLOS, ML, Haskel
➢ Logic Languages
• Inference engine that drives things. Defines program logic, but not detailed control
flow.
• Prolog, GHC
➢ Object-Oriented Languages
• Bring together data and operations. Organizes programs as objects: data structures
consisting of data fields and methods together with their interactions.
• Smalltalk, C/C++, Eiffel, Sather, Python, Ada95, Java, OCAML
Note that none of the main programming paradigms have a precise, globally unanimous definition,
nor official international standard. Nor is there any agreement on which paradigm constitutes the
best method to developing software. The subroutines that implement OOP methods may be
ultimately coded in an imperative, functional, or procedural style that may, or may not, directly alter
state on behalf of the invoking program
3.6.4 Comparison Between MATLAB, C/C++, Python and FORTRAN
On the subject of comparing programming languages such as FORTRAN, C and C++, John C. Chien,
among others, writes the following distinction:

3.6.4.1 FORTRAN
In Fortran, you deal with main program, subroutines, data and variables separately. The main
program calls the subroutines which then operate on the data and variables, to print, to compute etc...
For example, to print a number in Fortran, you first define the number, and then write the number
to the screen. In Fortran, data and related functions are defined separately. For example, to print a
number in Fortran, you first define the number, and then write the number to the screen.
3.6.4.2 C/C++
In C++, you deal with main program, classes and objects and functions separately. The class includes
its data and related functions as members. By changing the data, you can define different objects from
the class. In this area, it is like a parametric representation. Member functions are just functions
which operate on the data members. In C++, you declare a class called, say "class print number", then
inside the class you put in the number as the data member, and the function which print the number
as the member function, say "prt()". Then, in the main function (program) you first create an object
from the class, this is a copy of class with number and function in it. You exercise the member function
of the object to print the number. If you had defined the object as "print number myprint", then
"myprint.prt" will print the number for you. The difference is "packaging", in Fortran, there are parts,
in C++ the parts are packaged into many different classes. In this way you can protect your data
similar to your bank account, or money in your pocket instead of money on the desk top with your
name in front of it. With this concept, you can also derive other classes with additional functions in
it, something like custom made PC with add-on in it.
As you see, Fortran and C++ are different things, especially related to the use of classes and objects.
So, if you treat data and the related functions as separate things, then Fortran and C are the way to
go. On the other hand, if you group the data and the related function into classes and use it as object,
then C++ has some nice features for you. Unfortunately, the transformation from Fortran and C to
C++ is not simple because it requires the change in concept. By the way, JAVA is also object-oriented
,without the complexity of the pointer. If your main interest is the solver and number crunching,
then Fortran is the one designed for that purpose, on the other hand, C++ will improve your
vision of the current picture of computer programming technology, therefore, it is essential to
understand its basis concepts.
Similar point of view is in complementing above is expressed by [Taked] of Department of
Aeronautics and Astronautics University of Southampton England. Fortran 77 is about the fastest
high-level language for doing numerical computation. Good C code can go about as fast, but it is easier
to write fast F77 than fast C. The reason is that F77 compilers can do a better job optimizing the code.
With C, C++ and FORTRAN 90 the existence of pointers can be detrimental for performance. The
compilers cannot optimize memory accesses if the data is spread all over the place in memory.
However, pointers are incredibly useful for creating useful data structures, such as a linked list for
an unstructured grid. Bear in mind that the performance could be abysmal if implemented naively
though. FORTRAN 90 has two very useful features. The first is dynamic memory allocation. The
second is modules. These make program manageability much easier. Therefore, I think that you can
do well by using a mixture of Fortran 90 and 77. F77 for the number crunching numerical kernel
routines, and F90 for job setup and program management. Similarly, C/C++ could be used together
with F77 numerical routines. This seems to give a good balance between performance and flexible
code structure.
3.6.4.3 Python
According to [Michael Prinkey] via CFD online, Python is a wonderful language and NumPy and SciPy
give you a wonderful workshop to quickly prototype. If you are investigating high-level algorithms,
start here. You won't get production speed code from it, but you will quickly glean a thorough
understanding of what algorithms work the best. There is also a undemanding paper published by [
Kardontchik, J. E., 2014]63, which describes step by step programming with Python for CFD functions.
Other sources for Python programming using CFD is also widely available online.
3.6.4.4 MATLAB
MATLAB (matrix laboratory) is a multi-paradigm numerical computing environment and fourth-
generation programming language. A proprietary programming language developed by
MathWorks®, MATLAB allows matrix manipulations, plotting of functions and data, implementation
of algorithms, creation of user interfaces, and interfacing with programs written in other languages,
including C, C++, C#, Java, Fortran and Python. Although MATLAB is intended primarily for numerical
computing, an optional toolbox uses the MuPAD symbolic engine, allowing access to symbolic
computing abilities. An additional package, Simulink, adds graphical multi-domain simulation and
model-based design for dynamic and embedded systems64. In MATLAB, basic data type is matrix.
This would reduce your efforts a lot while writing a CFD code. On the contrary, a program written in
C or Python would give you a complete control over robustness, speed, accuracy and hence efficiency.
Now, MATLAB will solve a Matrix operation for you. C will allow you to write a program that solves
a Matrix operation. Somewhere on the middle ground, C++ is an object-oriented version of C. If your
aim is to want to use CFD as your research tool or to use it in research and Development
environments, it would be rather suggest you to go ahead with MATLAB. Elsewhere, (i.e., working in
industry using commercial codes), bite the bullet and to use C/C++/Python etc. Other consideration
is economics and time. How much money and time do you have? This is more of a commercial
question. If you have money and no time to write your own matrix manipulation code, buy MATLAB
and use it! Of course, you may want to explore Octave, a rebellious brother of MATLAB.
3.6.4.5 Graphics and GUI programming in MATLAB
MATLAB supports developing applications with graphical user interface (GUI) features. MATLAB
includes GUIDE (GUI development environment) for graphically designing GUIs65. It also has tightly
integrated graph-plotting features. For example, the function plot can be used to produce a graph
from two vectors x and y. In addition, MATLAB program can produce 3D graphics using the functions
surf, plot3 or mesh is illustrated in Figure 3.6.1. Further information regarding the MATLAB could
[X,Y] = meshgrid(-10:0.25:10,-
10:0.25:10);
f = sinc(sqrt((X/pi).^2+(Y/pi).^2));
mesh(X,Y,f);
axis([-10 10 -10 10 -0.3 1])
xlabel('{\bfx}')
ylabel('{\bfy}')
zlabel('{\bfsinc} ({\bfR})')
hidden off
Figure 3.6.1 3D Representation of a Sine Function using MATLAB
63 Jaime E. Kardontchik, “Introduction to CFD with Python”, April 16, 2014.

65 "MATLAB GUI", MathWorks. 30 April 2011. Retrieved 14 August 2013.
be obtained from excellent resource such as [Houcque]66-67 among many others.
66 David Houcque, “Introduction To Matlab For Engineering Students”, Northwestern University, August 2005.
67 Introduction to MATLAB.
4 CFD Basics
4.1 Preliminaries
With the advent of Computational Fluid Dynamics (CFD) in recent decades, it has become an
important tool in dealing with complex issues on different disciplines and engineering applications.
It’s relatively low cost, in relation to experimental data, and the limited availability of theoretical
(analytical) data, made it an integral part of design and analysis loops. More importantly, it is
CFD
relatively easy to adapt to new challenges and problems. Although in the beginning it was only used
by limited number of researches and academics in aeronautical and astronautics, today it is an
integral tool for wide variety of
applications. But it is still considered
somewhat and art and science, and in
some circles, it is recommended
strongly to be used in conjunction with
experimental data, if available.
Moreover, it is also recommended to be
validated with a simplified and sub-set CFD
of theoretical results, whenever
available. These colorations, known as
Verification & Validation are among an CFD
intensive on-going research in CFD field.
Although there are numerous
definitions on CFD, all excellent in their
own rights, the simplest one could be
stated as CFD is the transformation of
the governing equations from
continuum domain into a discrete one.
The PDE’s are approximated by Figure 4.1.1 Contributions from other disciplines to CFD
difference methods (FDE), resulting in
system of algebraic equations to be solved numerically. The nature of these algebraic equations
depends on the character of the problem posed by the original PDE. The equilibrium (BVP),
mathematically elliptic, usually results in a system to be solved simultaneously in conjunction with
satisfying the boundary conditions. While the marching problems (parabolic or hyperbolic) are
usually solved one at a time, conforming to initial boundary conditions. There are three distinctive
disciplines contributing to CFD analysis;
1. The fluid dynamics which describes the physics of flow behavior as described in in any Fluid
Dynamic text.
2. The mathematical side or the Numerical Analysis which transforms the fundamental
governing equation from continuum into a discrete domain.
3. The computer science (CS) which does that transformation using high-level programming
languages.
The question now arises that do we need expertise of three people from these disciplines in order to
carry out a CFD analysis? The answer is more likely that a person that has some proficiency on each
subsets would be sufficient. These inter-relations are depicted in Figure 4.1.1. Emphasis should
be made here regarding the Verification & Validation of CFD analysis with respect to analytical or
experimental data. In regard to items (1) and (2), we discussed them briefly before. We will concern
our self with number (3), but restrict ourselves with general information since the aim is not to pay
particular homepage to specific languages, but outline the general information available for CFD and
its particulars. The amount of information
and discussion and literature available on
each topic is enormous. Figure 4.1.2 CFD
shows the three approaches to fluid
dynamic problems and their strong link as
these approaches do not work in isolation.
All three approaches complement each
other and could be used in coordination.
While the experimentalist might prefer of-
course the experimental approach, or the Analytical Experimental
academics the analytical one, the more
realist and deadline conscious analyst Figure 4.1.2 Linkage between CFD, Experimental &
would probably prefer the CFD in Analytical approach
conjunction with other two.
4.2 Marching vs. Equilibrium Problems

Marching or propagation problems are transient or transient-like where the solution of PDE is
required on an open domain, subject to a set of Initial or Boundary conditions. Mathematically, these
are parabolic or hyperbolic, as discussed previously where the flow of information is upstream.
Typical examples include unsteady-inviscid flow, steady-state inviscid supersonic, transient heat
conduction, as well as boundary layer flows. Alternatively, the equilibrium problem is where the
solution is subjected to BC’s enclosing the domain, therefore, they are classified as Boundary Value
Problems (BVP). Mathematically, they are elliptic in nature as the flow of information is scattered
through the domain and propagates in all direction. Examples of equilibrium problems are steady-
state temperature distribution, incompressible inviscid flows, and equilibrium stress distribution in
solids.
4.3 Non-Linear CFD Equations

The solution methods could be depending on flow characteristics such steady/un-steady,
compressible/incompressible, viscous/inviscid as well as parameters such as Mach number which
govern flow speed for subsonic/transonic/supersonic regions. Each dependency, or their
combination, could alter the mathematical nature of the equations, therefore, influencing the
selection of appropriate method of solution. Moreover, the 2D & 3D versions of same equations could
under similar conditions, exhibit different characteristics. For example, while 2D boundary layer
equations are parabolic in nature and could be solved by marching methods, the 3D are hyperbolic
and require different technique. The time dependency could also play dominant role. Prime example
would be un-steady Euler equation which of course requires time integration as it is hyperbolic for
all flow regions, and could benefit from a time marching procedure. On the other hand, the steady-
state version, although simpler, has elliptic behavior for subsonic regions, parabolic for sonic and
hyperbolic for supersonic flows. Therefore, requiring different strategy on each occasion as
previously noted [Diskin & Thomas]68.
4.4 Coupled vs Segregated Algorithms

The segregated and coupled approaches differ in the way that the continuity, momentum, and (where
appropriate) energy and species equations are solved, separated. The solver solves these equations
sequentially (i.e., segregated from one another – see Figure 4.4.1), while the coupled solver solves
68Diskin, Boris; Thomas, James: “Comparison of Node-Centered and Cell-Centered Unstructured Finite-Volume
Discretization: Inviscid Fluxes,” AIAA Journal 2010.
them simultaneously (i.e.,
coupled together – see Figure
4.5.1). Both formulations solve
the equations for additional
scalars (e.g., turbulence or
radiation quantities)
sequentially. The segregated
solver traditionally has been
used for incompressible and
mildly compressible flows. The
coupled approach, on the other
hand, was originally designed
for high-speed compressible
flows. Both approaches are now
applicable to a broad range of
flows (from incompressible to
highly compressible), but the
origins of the coupled
formulation may give it a
performance advantage over
the segregated solver for high-
speed compressible flows
[Fluent]69. Coupled flow needs
more resources like memory
Figure 4.4.1 Segregated Solution
and computational time as it
solves coupled equations. But
that also means, it's more stable in cases with high density fluctuations like supersonic flow with
shocks etc. It's not the best choice for a standard case as it might be unstable unless you reduce the
courant number a lot. Segregated flow is a good choice for most cases since it runs fast, but can have
problems with supersonic flows. Mathematically, the main difference is that the fully coupled solver
operates on the full Jacobian matrix as one entity. The segregated solver splits the Jacobian matrix
into smaller sub-problems, usually by degree of freedom type. Different solution strategies can then
be used for each sub-problem. The optimal choice between segregated and fully coupled is problem
specific. The fully coupled solver generally requires less iterations but takes up more memory and
solution time per iteration [Elabbasi]70.
4.5 Explicit vs. Implicit Methods

The solution methods could be characterized into two main category of Explicit and Implicit. While
the Explicit schemes have the advantage of relative ease in implementation, as they don’t require any
matrix inversions, but are bounded by step size and stability considerations. On the other hand, the
implicit schemes are more prone to be stable, but computationally intensive as they mostly require
linearization of systems of equations and matrix solvers. The linearization of the equations are mostly
achieved by Taylor series expansion of non-linear coefficient matrixes. The final resultant expression
could be devised as multiple simpler steps to solve using concepts such Approximate Factorization
(AF). The matrix solvers are also could be grouped as Iterative solvers (Guass-Seidel, SOR, ADI, block
iterative) or direct solvers using schemes such as Guassian Elimination or Thomas Algorithm. Multi-
Grid methods such those implicating V or W cycles for interpolating and extrapolating the results
69 Solver Panel, Fluent® Inc. 2003.

70 N. Elabbasi, Certified Consultant, Veryst Engineering, COMSOL Discussion Forum.
back and forth between different mesh densities. The validity and feasibility of each method depends
to the application. In Computational Fluid Dynamics (CFD), the governing equations are nonlinear,
and the number of unknown variables is typically very large. Under these conditions implicitly
formulated equations are almost always solved using iterative techniques. Iterations are used to
advance a solution through a sequence of steps from a starting state to a final, converged state. This
is true whether the solution
sought is either one step in a
transient problem or a final
steady-state result. In either
case, the iteration steps
resemble a time-like process. Of
course, the iteration steps
usually do not correspond to a
realistic time-dependent
behavior. In fact, it is this aspect
of an implicit method that
makes it attractive for steady-
state computations, because the
number of iterations required
for a solution is often much
smaller than the number of time
steps needed for an accurate
transient that asymptotically
approaches steady conditions.
On the other hand, it is also this
“distorted transient” feature
that leads to the question, “What
Figure 4.5.1 Coupled Solutions
are the consequences of using an
implicit versus an explicit
solution method for a time-dependent problem?” The answer to this question has two parts. The first
part has to do with numerical stability, and the second part with numerical accuracy.
4.6 Model Finite Difference Schemes

Now we examine briefly the various Finite-Difference Schemes applied to various model equations
Methods Accuracy Stability Test Case Viscosity Usage
ADI 2nd order Yes 2D Heat None yes
Allen-Cheng 1st order Conditional 1D Burgers Viscous no
Beam-Warming 2nd order Conditional 1D Burgers None yes
Briley-MacDonald 1st order Yes 1D Burgers Viscous yes
Crank-Nicolson 2nd order Yes 1D Heat None yes
Euler 1st order Yes 1D Wave None no
Simple Implicit 1st order Yes 1D Heat None no
Splitting/Fractional-Step 1st order Conditional 2D Heat None no
Trapezoidal 2nd order Yes 1D Wave None yes
Upwind – (Beam Warming) 2nd order Conditional 1D Wave None yes
Table 4.6.1 Implicit Discretization Methods of Model Equations
such as Wave equations, Heat equation, Laplace equation, and Burgers equation as their exact
solution are available and obtained before. These equations can be used to model the behavior of
more complicated partial difference equations. Reader should refer to [Anderson et al.]71 for further
details. Here, we only present the results in Table 4.6.1 and Table 4.6.2 as they unique to two
different Implicit and Explicit methods. Each of model exhibits certain distinctive features that
characteristic of the class of methods. Detail description on each method is available in [Anderson et
al.]. Based on the information presented here, it is clear that many techniques can be used to solve
Methods Accurac Stability Test Case Viscosit Usage

y y
ADE 1st order Yes 2D Heat None Not Recommended
Brailovskaya 1st order Conditional 1D Burges Viscous Not Recommended
DuFort-Frankel 2nd order Yes 1D Heat None Recommended
Euler 1st order No 1D Wave None Not Recommended
FTCS 1st order No 1D Burges Viscous Not Recommended
Hopscotch 1st order Yes 2D Heat None Not Recommended
Iterative Method Explicit Conditional 2D Laplace None Recommended
Lax 1st order Conditional 1D Wave None Not Recommended
Lax-Wendroff 2nd order Conditional 1D Wave None yes Recommended
Leap Frog 2nd order Conditional 1D Wave None yes Recommended
MacCormack 2nd order Conditional 1D Wave None yes Recommended
MacCormack 2nd order yes 1D Burgers Viscous yes Recommended
Richardson’s 2nd order no 1D Heat None Not Recommended
Rusanov 4th order Conditional 1D Burges Viscous Recommended
Simple Explicit 1st order Conditional 1D Heat None Not Recommended
Time -Split Mac 2nd order Conditional 2D Burgers Viscous Recommended
Cormack
Upstream 1st order Conditional 1D Wave None Not Recommended
Upwind 2nd order Conditional 1D Wave None yes
Warming-Kutler- 3rd order conditional 1D Wave None yes
Lomax
Table 4.6.2 Explicit Discretization Methods of Model Equations
the same problem. The difference is the quality of solution produced and its applicability to problem
in hand. The selection can be aided by experience gained in programming the various methods to
solve the equations.
4.7 General Discretization Scheme (Beam-Warming)

Among prominent and widely used integration techniques, but not limited, are Crank-Nicolson,
Beam-Warming and Mac-Cormack’s predictor-corrector schemes72. Most could be used cross
governing equations and techniques. Other notables are Euler and Trapezoidal implicit method. In
fact, most of legacy methods are interpedently related. For example, the Implicit Beam-Warming
spatial differencing for vector E is
71 D. Anderson, J., Tannehill, R., Pletcher, ”Computational Fluid Mechanics and Heat Transfer”, ISBN 0-89116-
471-5 – 1984.

θ1 + Δx ∂ i Δx ∂ i θ2 1
Δi E = (Δ E) + (E ) + Δi−1 E + 𝒪 [(θ1 − − θ2 ) (Δx)2 + (Δx)3 ]
1 + θ2 ∂x 1 + θ2 ∂x 1 + θ2 2
where Δi E = E i+1 − E i
Eq. 4.7.1
This general
Θ1 Θ2 Scheme Order of accuracy
differencing formula,
0 0 Euler (explicit) (Δx)2
with appropriate
choices of parameters 0 -1/2 Leap Frog (explicit) (Δx)3
θ1 and θ2 reproduces 1/2 0 Trapezoidal (implicit) (Δx)3
many of the standard 1 0 Euler (implicit) (Δx)2
differencing schemes 1 1/2 Three-point backward (implicit) (Δx)3
as perceived in Table
4.7.1. As evident, Table 4.7.1 Choice of Parameters
many different
methods could be used to solve the same problem. The difference in the quality of the solutions is
frequently small and the selection of the optimal technique becomes difficult. However, the selection
process could be aided by experience gained to solve model equations.
4.8 Linearization of Equations

For any implicit method, the equation of fluid flow are non-linear in unknown due to appearance of
quantities at i+1 level in coefficients. Prime example is the term u (∂u/∂x) which is from convective
term in NS equation. A simple forward differencing, has been used to approximated by 1D as
[Haffmann & Chiang]73
∂u ui+1 − ui
u ≈ ui+1
∂x Δx
Eq. 4.8.1
Which of course non-linear.
4.8.1 Frozen (Lagging) Coefficient Method
In this method simply ignore the non-linear coefficient and evaluate it at known station as
∂u ui+1 − ui
u ≈ ui
∂x Δx
Eq. 4.8.2
The procedure provides a consistent representation (0th order Taylor series expansion) and ensure
that the differencing scheme is formally no better than 1st order accurate in marching coordinates.
4.8.2 Simple Iterative Method
In this method, the lagged coefficient is updated through a simple iteration until a specified
convergence criteria is satisfied [Haffmann & Chiang]. This is complement to previous method.
|ui+1 − ui | ≤ ε where ε << 1

Eq. 4.8.3
4.8.3 Newton Raphson Linearization Method
73 K. A. Haffmann, S. T. Chiang, “Computational Fluid Dynamics”, 4th edition, Aug. 2000.

This is by far the method of choice and used extensively. The Newton’s method also called quasi-
linearization proceeds as follows. Let assume (A) and (B) represent the non-linearity. Define ∆ as
change in variable between two consecutive iterations (n),
 A = A n +1 − Â n and  B = Bn +1 − B̂n
A n +1Bn +1 = (Â n +  A )(B̂n +  B )
Expanding, after some manipulation, and dropping the 2nd order term ( A )( B )
A n +1 Bn +1  Â n Bn +1 + A n +1B̂n − Â n B̂n for n = 0 → A n +1 = Â n
Eq. 4.8.4
Which is now linear. The carrot denotes an evaluation of variables from previous iteration.
4.8.3.1 Newton Linearization with Coupling
Several investigators have observed that convergence of iteration can be accelerated by solving the
momentum and continuity equations in coupled manner. The v (∂u/∂y) term is linearized by using
Which of course is linear74.
v in +1 = v̂in +1 + δ v , u in +1 = û in +1 + δ u
after product terms involving δ dropped:
n +1 n +1 n +1 n +1
 u   u 
n +1  û 
n +1  û 
n +1
 v   v̂   + v   − v̂  
 y   y   y   y 
Eq. 4.8.5
4.8.4 Extrapolating the Coefficients
Values of the coefficients can be obtained at n+1 level by extrapolating based on values already
obtained from previous n level. Formally, the truncation error of this procedure can be made as small
as we wish75. For example, we can use
u n − u in −1
n n
u u
u n +1
=u +
n
Δx + + ο(x) 2 where = i + ο(x) 2
x i x i Δx −
i i
u in − u in −1
u in +1 = u in + Δx + + ο(x) 2
Δx −
Eq. 4.8.6
A similar procedure can be used for other coefficients needed at n+1 level.
4.8.5 Case Study – Linearization of 1D Unsteady Euler Equation
A widely used method for achieving this linearization was first suggested by Beam and Warming in
1976. For purposes of discussion, let us consider the system of unsteady 1D Euler equation:
∂𝐔 ∂𝐅
+ =0
∂t ∂x
Eq. 4.8.7
74 D. Anderson, J., Tannehill, R., Pletcher, ”Computational Fluid Mechanics and Heat Transfer”, 1984.
75 D. Anderson, J., Tannehill, R., Pletcher, “Computational Fluid Mechanics and Heat Transfer”, 1984.
where F = F(U). Using the Crank-Nicolson differencing scheme, Eq. 4.8.7 can be written in finite-
difference form as
∆t ∂𝐅 n ∂𝐅 n+1
𝐔in+1 = 𝐔in − [( ) + ( ) ]
2 ∂x i ∂x i
Eq. 4.8.8
(Sometimes the representation of the spatial derivatives as an average between time levels n and n
+ 1, is called the trapezoidal rule). Eq. 4.8.8, as it stands, is a nonlinear difference equation.
However, the Beam and Warming approach leads to a local linearization as follows. Expand F in a
series expansion around time level n, that is,
∂𝐅 n n+1 ∂𝐅 n
𝐅in+1 = 𝐅in n
+ ( ) (𝐔i − 𝐔i )+. . . . where ( ) = 𝐀ni
∂𝐔 i ∂𝐔 i
Eq. 4.8.9
Substituting and rearranging we get
∆t ∂𝐅 n ∂ n n+1
𝐔in+1 = 𝐔in − [2 ( ) + 𝐀i (𝐔i − 𝐔in )]
2 ∂x i ∂x
Eq. 4.8.10
Therefore, we have achieved what we wanted. We have taken a nonlinear difference equation,
namely, Eq. 4.8.10, and by means of a Taylor series expansion using lagging coefficients have
linearized this equation, obtaining the linear difference equation. This is one way of achieving the
linearization; there are others. However, the purpose of this subsection is to emphasize that implicit
finite-difference solutions of the conservation form of the governing flow equations lead to
nonlinear difference equations which must in some fashion be linearized before a practical
numerical solution can be obtained. It should be noted that a similar idea for linearization was carried
out by [Briley and McDonald]. In contrast to Beam and Warming, who treated the function, [Briley
and McDonald] treated the time derivative; the results are effectively the same.
4.8.6 Multi-Dimensional (2D) Problem and Approximate Factorization (AF) Scheme
The difficulty of working with large matrices resulting from straightforward implementation of
implicit schemes to PDEs in higher dimensions has led to the development of the so-called split or
factored schemes. As the name implies, such schemes split a multi-dimensional problem to a series
of one-dimensional ones, which are much easier to solve. Of course, in general, this conversion cannot
be done exactly and some error is incurred. However, as we will show below, the splitting error is of
the same order as the error already incurred in discretizing the problem in space and time. That is,
the splitting approximation does not erode the order of accuracy of the scheme.76 The basic system
uner consideration is of the form (2D) given by
∂𝐔 ∂𝐄 ∂𝐅
+ + =0
∂t ∂x ∂y
Eq. 4.8.11
Where U is the vector of conservative variables and E and F are vector of function of U. If the
Traezoidal rule ( ϴ1=1/2, Ɵ2=0) is used as the basis integration scheme,
76 Moin, P; “Fundamentals Engineering Numerical Analysis”, Cambridge University Press.

n+1
Δt ∂𝐔 n
n
∂𝐔 n+1
𝐔 = 𝐔 + [( ) + ( ) ]
2 ∂t ∂t
Eq.4.8.12
This expression provides a 2nd order integration algoritem for the unkown vector, Un+1, at the next
time level. A local Taylors series expasion of direvtives of E and F used to obtain a Linear equation
such that
E
(
E n +1 = E n + A U n +1 − U n ) where A  =
U
F
(
F n +1 = F n + B U n +1 − U n ) where B =
U
Eq. 4.8.13
When the linearization given by
Eq. 4.8.13 is substitued into a linear system for Un+1 results as
 Δt   
I  +  An +  Bn U n +1 =
 2  x y 
 
n
Δt  
I  +  An +  Bn U n − Δt E + F 
 2  x y   x y 
Eq. 4.8.14
This is a linear system for theunknown Un+1. Direct solution of
Eq. 4.8.13 is usually avioded due to llarge operation count in treating muti-dimensional system.
The path chosen is ususlly to reduce the multi-dimensional problem into a sequence of one-
demensional inversrsions using the method of Approximate Factorization (AP) in cross flow plane.
Eq. 4.8.14 may be approximatly facotred into

 I  +
Δt 
An   I  + Δt  Bn  U n +1 =
 2 x  2 y 
n

 I  +
Δt 
An   I  + Δt  Bn  U n − Δt  E + F 
 2 x  2 y   x y 
Eq. 4.8.15
This equation is much easier and more cost effective to implement than the large system encountered
in the non-factored form. Basically, the multi-dimensional problem is reduced to a series of one-
dimensional problems by ignoring the cross terms while maintaine the formal order of accuracy.
ΔU n = U n +1 − U n
n

 I  +
Δt 
A  n   I  + Δt  B n  ΔU n = −Δt  E + F 
 2 x  2 y   x y 
n

 I  +
Δt 
A  n  ΔU ' = −Δt E + F 
 2 x   x y 

 I  +
Δt 
B n  ΔU n = ΔU '
 2 y 
Eq. 4.8.16
The solution of this system is not trival. The x and y sweeps each require the solution of block
tridiagonal system of equations, or better known as TDMA (Thomas Algorithm). Each block is M
x M if there are M elements in the unknown U vector.
4.8.7 Recommendation on Linearization
For many calculations, the linearization introduced by simply lagging the coefficients will cause no
serious deter ration of accuracy. Errors associated with linearization of coefficients are simply
truncation errors which can be controlled by adjustment in marching step size. Many investigators
have been used this procedures satisfactory. For any problem in which this linearization causes
special difficulties, extrapolation or newton’s linearization with coupling is recommended77.
4.9 Convection & Diffusion Terms Discretization

In problems where fluid flow plays a significant role we must account for the effects of convection78.
Diffusion always occurs alongside convection in nature so here we examine methods to predict
combined convection and diffusion. The principal problem in the discretization of the convective
terms is the calculation of the value of transported property Q at control volume faces and its
convective flux across these boundaries. (see Eq. 4.9.1). We introduced the central differencing
method of obtaining discretized equations for the diffusion and source terms on the right hand side
of equation. It would seem obvious to try out this practice, which worked so well for diffusion
problems. The diffusion process affects the distribution of a transported quantity along its gradients
in all directions, whereas convection spreads influence only in the flow direction. This crucial
difference manifests itself in a stringent upper limit to the grid size (Peclet No.), which is dependent
on the relative strength of convection and diffusion, for stable convection–diffusion calculations with
central differencing.
∂ ∂ ∂ ∂Q
(ρQ) + (ρUj Q) = (ΓQ ) + S⏟Q
⏟
∂t ∂x
⏟j ∂x
⏟j ∂xj
Source
Transient ⏟Convection Diffusion
Transport
Eq. 4.9.1
Naturally, we also present the case for a number of alternative discretization practices for the
convective effects which enable stable computations under less restrictive conditions. For these
77
See Previous.
78H K Versteeg and W Malalasekera, “An Introduction to Computational Fluid Dynamics - The Finite Volume
Method”, Second Edition, © Pearson Education Limited 1995, 2007.
terms, typically, an LUD (Linear Upwind Differencing), QUICK, TVD, NVD, second-order convective
upstream split scheme (CUSP), or other upwind differencing schemes can be used. Upwind
schemes are developed which take the direction of the flow in consideration79. Nowadays,
upwind schemes are the major spatial discretization technique of main research and commercial
codes80-81.
4.9.1 Upwind Differencing For Convection
It uses the propagation of information with the theory of characteristics in constructing the
information traveling in opposite directions in a separate and stable manner. Second order central
schemes require scalar artificial dissipation to damp oscillations generated near the high gradient
Figure 4.9.1 Schematic physical representation of a propagating wave in the positive x direction
accompanied by the flow field at a given instant of time and numerical representation with and without
an artificial dissipation term in the vicinity of the discontinuous wave interface
79 Korhan Coskun, “Three-Dimensional Laminar Compressible Navier Stokes Solver For Internal Rocket Flow
Applications”, A Thesis Submitted To The Graduate School Of Natural And Applied Sciences of The Middle East
Technical University, 2007.
80 Frink, N. T., "Upwind Scheme for Solving the Euler Equations on Unstructured Grids", AIAA Journal Vol. 30, No.
1, pp. 70-77, January, 1992.

81 Dadone, A., and Grossman, B., "Characteristic-Based, Rotated Upwind Scheme for the Euler Equations", AIAA
Journal Vol. 30, No. 9, pp.2219-2226, September, 1992.

regions. As an 1D wave equation example82, consider the simple illustration of the inviscid Euler
equation in the non-conservative form:
∂u ∂u
+c =0
∂t ∂x
Eq. 4.9.2
where c is the advective velocity describing the propagation of a wave in the direction of the x axis.
There is a discontinuity in the velocity u across the wave, as described in Figure 4.9.1. Assuming
that c is positive, properties at grid point I should depend on the upstream flow-field properties at
grid point i -1. Grid point i +1, on the other hand, should not physically influence the point at i; hence
the choice of numerical scheme must reflect the flow physics. If the gradient ∂u/∂x is approximated
using central differencing, such as the traditional approach described above for MacCormack (1969),
the velocity u profile results in an oscillatory behavior near the discontinuous wave front. In some
circumstances, the numerical procedure can lead to an unstable and chaotic solution.
The common remedy, as mentioned, is to introduce an artificial dissipation term. Despite the
numerical result exhibiting a monotone variation (no oscillations), the diffusive property remains an
undesirable element, as illustrated for the numerical representation in Figure 4.9.1. Higher order
upwind methods require limiter functions for second order accuracy in space. Characteristic theory
is easy to understand in one-dimensional flows, but for 2D and 3D flow problems, the flow direction
is not clearly identified. However, choosing the upwind direction being normal to the face of the
computational cell across which the fluxes are computed is a commonly used way for 2D and 3D
flows. Upwind schemes may be divided into two categories as Flux Vector Splitting schemes and
Flux Difference Splitting (Godunov) schemes.
4.9.1.1 Flux Vector Splitting Schemes
Upwind discretization is obtained by splitting the flux vector into two parts based on information
coming from upwind and downwind of the cell face in flux vector splitting algorithms83. In other
words, the flux terms are split according to the sign of associated with propagation speeds. The
main drawback of flux vector splitting methods is evident in the vicinity of sonic conditions since
the splitting of flux is done with respect to the sign of the Mach number or the velocity vector.
Consider the Euler equations for unsteady, one-dimensional flow written as,
∂U ∂F
+ =0
∂t ∂x
Eq. 4.9.3
As described by Eq. 4.9.3, A is the Jacobian of F; A = ∂F/∂U. For an inviscid flow, the flux vector F
can be expressed directly in terms of its Jacobian as
F = AU
Eq. 4.9.4
Let us define two matrices [λ+] and [λ-] made up of the positive and negative eigenvalues of A,
respectively. For example, if we have a subsonic flow, then we have λ1 = u and λ2 = u + c, both positive
values, and λ3 = u - c, a negative value. Therefore, in this case, by definition
82 JiyuanTu, Guan-HengYeoh, ChaoqunLiu, “Chapter 9 - Some Advanced Topics in CFD- Computational Fluid
Dynamics (3rd Edition) A Practical Approach”, ScienceDirect, 2018.
83 Steger, J. L., and Warming, R. F., "Flux Vector Splitting of the Inviscid Gas Dynamics Equations with Applications
to Finite Difference Methods", Journal of Computational Physics, Vol. 40, pp. 263-293, 1981.
u 0 0 0 0 0
[λ+ ] = [0 −
u + c 0] , [λ ] = [0 0 0 ] , c = speed of sound
0 0 0 0 0 u−c
Eq. 4.9.5
With this, we can split the flux vector F into two parts, F+ and F-:
+ −
∂U ∂F + ∂F −
F=F +F and + + =0
∂t ∂x ∂x
Eq. 4.9.6
where F+ and F- are defined by
F + = A+ U → A+ = Tλ+ T −1
F − = A− U → A− = Tλ− T −1
Eq. 4.9.7
Where T is vector of eigenvectors of eigenvalues λ. Eq. 4.9.6 is an example of flux-vector splitting
where F+ corresponds to a flux in the positive x direction, with information being propagated from
left to right by the positive eigenvalues λ1 = u and λ2 = u + c. Hence, when ∂F+/∂x is replaced by a
difference expression, a backward (rearward) difference should be used since F+ is associated only
with information coming from upstream of grid point (i , j). Similarly, F - corresponds to a flux in the
negative x direction, with information being propagated from right to left by the negative eigenvalue
λ3 = u - c. Hence, when ∂F/∂x is replaced by a difference expression, a forward difference should be
used since F - is associated only with information coming from downstream of grid point (i, j). This is
why the flux-vector-splitting scheme described by Eq. 4.9.7 is a type of upwind scheme; flux-vector
splitting is a numerical algorithm which attempts to account for the physically proper transfer of
information throughout the flow. There are various improvisations on flux-vector splitting in the
modem CFD literature. One such example is Van Leer's flux splitting which imposes certain
conditions on F+ and F- to improve the performance of the numerical scheme for local Mach numbers
near 1.
4.9.1.2 Flux Difference Splitting (Godunov) Schemes
In the flux difference splitting schemes, local Riemann problem is solved on each face of cells.
The flow variables are taken as constant over the left and right states of the cell face. Using left
and right states of the face, local Riemann problem is solved to achieve convective fluxes at the
face. In the original Godunov scheme84, the local Riemann problem is solved exactly. Since this
approach is computationally expensive, some approximate Riemann solvers have been built by
[Roe]85, [Osher and Solomon]86, [Toro]87.
4.9.2 Diffusion Term Discretization
The finite-volume discretization which uses meshes made of arbitrary polyhedral control volumes,
Figure 4.9.2, enabled one to discard with the complicated curvilinear coordinates. There, the
diffusive flux of the variable Φ through an internal cell face f is approximated as
84 Godunov, S. K., "A Difference Method for the Numerical Computation of Discontinuous Solutions of
Hydrodynamic Equations", Math Sbornik, Vol. 47, pp. 271-306, 1959.
85 Roe, P. L., "Discrete Models for the Numerical Analysis of Time Dependent Multidimensional Gas Dynamics",
Journal of Computational Physics, Vol. 63, pp. 458-476, 1986.

86 Osher, S., and Solomon, F., "Upwind Schemes for Hyperbolic Systems of Conservation Laws", Mathematics of
Computation, Vol. 38, No. 158, pp. 339-377, 1982.

87 Toro, E. F., Riemann Solvers and Numerical Methods for Fluid Dynamics, 2nd Edition, Springer, 1999.
Df = ∫ Γϕ gradϕ. ds ≈ Γϕ (gradϕ)∗f . sf
Sf
ϕn − ϕp (grad ϕ)f . 𝐝𝐟 𝐝𝐟
(gradϕ)∗f = (grade ϕ)f + [ − ]
|𝐝𝐟 | |𝐝𝐟 | |𝐝𝐟 |
Eq. 4.9.8
The second term on the right
hand side (term in brackets)
represents the difference
between the central difference
approximation of the derivative
in the direction of vector df and
the corresponding value
obtained by interpolating cell-
center gradients. This
correction term detects and
smoothed out any unphysical
oscillations that might occur in
the iteration process88. As the
results one gets: Figure 4.9.2 An Arbitrary Polyhedral Control Volume
𝐝𝐟 . 𝐝𝐬 𝐝𝐟 . 𝐝𝐬
Df ≈ Γϕ (ϕN − ϕp ) + Γϕ [ (gradϕ)f . sf − (gradϕ)f . 𝐝𝐟 ]
𝐝𝐟 . 𝐝𝐟 𝐝𝐟 . 𝐝𝐟
Eq. 4.9.9
The first part of this term is treated implicitly, and the rest explicitly. Similarly, [Jasak]89 in his PhD
thesis and in less details in the subsequent publication gives the geometric interpretation to Eq.
4.9.8, and Eq. 4.9.9 naming them the minimum correction, orthogonal correction, and over-relaxed
approach, respectively (Figure 4.9.3). He approximates the diffusive flux as
(ϕN − ϕp )
Df ≈ Γϕ (gradϕ)∗f . sf = Γϕ [ |∆𝐟| + (gradϕ)f . 𝐤 𝐟 ]
|𝐝𝐟 |
Eq. 4.9.10
where vectors Δf and kf satisfy the following condition
𝐤 𝐟 = 𝐬𝐟 − ∆𝐟
Eq. 4.9.11
[Jasak]88 compared the performance of these three approaches and found out that the over-relaxed
approach is more robust and more efficient than the other two approaches, especially in case of
highly non-orthogonal meshes. This is expected because, unlike the other approaches which are
somewhat arbitrary, the over-relaxed approach comes as a result of a direct discretization of the
transport equations.
88 I. Demirdˇzić, “On the Discretization of Diffusion Term in the Finite-Volume Continuum Mechanics”, Numerical
Heat Transfer Fundamentals · July 2015.
89 H. Jasak, Error Analysis and Estimation for the Finite Volume Method with Applications for Fluid Flow, PhD
Thesis, University of London, 1996.

𝐝𝐟 . 𝐬𝐟
Minimum Correction ∶ ∆𝐟 = .𝐝
𝐝𝐟 . 𝐝𝐟 𝐟
|𝐬𝐟 |
Orthgonal Correction ∶ ∆𝐟 = .𝐝
|𝐝𝐟 | 𝐟
𝐬𝐟 . 𝐬𝐟
Over − Relaxed Correction ∶ ∆𝐟 = .𝐝
𝐝𝐟 . 𝐬𝐟 𝐟
Eq. 4.9.12
Figure 4.9.3 Geometric Interpretation of the Diffusion Term Approximation –[H. Jasak]
4.10 Pressure Based (Incompressible) Schemes

Finding a suitable solution for incompressible NS equations are the central issue in the subject of
CFD, dating back to at least the 60's, when the MAC scheme [Harlow and Welch]90 and the Projection
method [Chorin]91 were invented. MAC scheme and Staggered Grid enjoyed immediate success and
similar ideas were also applied to electromagnetics. On the other hand, it wasn't until the late 80's
and early 90's, did we begin to understand the mysteries surrounding the projection method and
realize its potential. By now projection method is by far the most popular method in this field. The
main difficulty in numerically solving incompressible NS equations is the lack of proper evolutionary
equation for pressure. After all for incompressible flows, pressure does not carry its usual
thermodynamic meaning. It is there mainly as a Lagrange multiplier for the constraint of
incompressibility. This translates to a lack of proper boundary condition, when equations for
pressure are derived. The prime Finite Volume solution methods, are pressure or density based
90 F.H. Harlow and J.E. Welch, Numerical calculation of time-dependent viscous incompressible flow of fluid
with free surface, Phys. Fluids, 1965,
91 A. J. Chorin, “On the convergence of discrete approximations of the Navier-Stokes equations”, Math. Comp. 1969.
methods92. The pressure based schemes are mainly developed for incompressible, low Reynolds
number application when pressure value is guessed to begin and updated using Poisson’s
equation after solving the momentum equations. The main advantage is the decoupling of the
momentum and energy equation when the flow variables could be determined in segregated fashion.
Among notable methods are SIMPLE (Semi-Implicit Methods for Pressure-Linked Equations) and
PISO. The density based methods are more rigorous due to fact that governing equations are solved
in coupled environment where pressure
is obtained through equation of state. In
both cases, additional scalar equations
are solved in a segregated style. Most
commercial CFD vendors try to provide
both methods93.
With segregated methods an equation for
a certain variable is solved for all cells,
and then the equation for the next
variable is solved for all cells, etc. With
coupled methods, for a given cell
equations for all variables are solved, and
that process is then repeated for all
cells94. The segregated solution method
is the default method in most commercial
finite volume codes. It is best suited for
incompressible flows or compressible
flows at low Mach number.
Compressible flows at high Mach
number, especially when they involve
shock waves, are best solved with the
coupled solver. Here we are focused here
in incompressible (M < 0.3). Equation Figure 4.10.1 Accessible Pressure Solvers in Fluent
system to be solved is the continuity
equation together with the momentum
equations, while the continuity equation is considered as a side condition, demanding a divergence-
free flow field. Pressure does not appear in the continuity equation of continuity and equations of
momentum and continuity need to be coupled (Figure 4.10.1).
4.10.1 Methods Based on the Vorticity Equation
By taking the curl of viscous incompressible flow, the pressure term vanishes. As for drawbacks it is
limited to 2D applications, but revised 3D approaches are available.
4.10.2 Methods Based on Artificial (Pseudo) Compressibility
The pseudo-compressibility method is a preconditioning technique of overcoming the numerical
issues related to the uncoupling of pressure and velocity field in the incompressible equations
[Chorin]95-96. The governing equations are made artificially hyperbolic by adding a density time-
92 Weinan E, “Numerical Methods for Viscous Incompressible Flows: Some Recent Advances”, Department of
Mathematics and Program in Applied and Computational Mathematics, Princeton University, Princeton, NJ.
93 Introduction to ANSYS Fluent, 2010.
94 Georgia Tech Computational Fluid Dynamics, “Solution Methods for Navier Stokes Equations”, Spring 2007.
95 Alexandre Joel Chorin, “Numerical Solution of the Navier-Stokes Equations”, AEC Computing and Applied
Mathematics Center, Courant Institute of Mathematical Sciences.

96 Alexandre Joel Chorin, “The Numerical Solution of the Navier-Stokes Equations for an Incompressible Fluid”,
supported by the U. S. Atomic Energy Commission, Contract No. AT(30-1)-1480.

derivative to the continuity equation97. Based on physical analogies, the time derivative of density is
then linked to the pressure by introducing an artificial compressibility factor. A number of possible
approaches are listed below:
∇. uε + εpε = 0
∇. uε + εpεt = 0
∇. uε − ε∆pε = 0
∇. uε − ε∆pεt = 0
Eq. 4.10.1
The first three versions are well known while the last one was recently introduced in 98. We will refer
them as a class of pseudo-compressibility methods for the unsteady incompressible Navier-Stokes
equations. The aim of this paper is to present some recent analyses on this class of pseudo-
compressibility methods as the perturbation parameter ε → 0. An important aspect of this work is
the error analysis of time discretization schemes (they can be employed, in principle, with any
consistent space discretization) associated with the pseudo-compressibility methods99. As an
example investigated by [Nguyen & Park]100, the topic that is still receiving increasing attention,
particularly for applications in many hydraulic and hydrodynamic problems.
4.10.3 Methods Based on Pressure Iterations or Pressure Correction
These are refer to number of methods as:
1. Projection Methods [Chorin & Temam, 1968]
The projection method is an effective means of numerically solving time-dependent
incompressible fluid-flow problems. It was originally introduced by Alexandre Chorin in
1967 as an efficient means of solving the incompressible Navier-Stokes equations. The key
advantage of the projection method is that the computations of the velocity and the pressure
fields are decoupled101.
• Fractional Step Method [Kim & Moin, 1975]
The method is based on a fractional step, or time-splitting, scheme in conjunction with
the approximate factorization technique.
2. Marker and Cell Method – MAC [Harlow & Welch, 1965]
technique is described for the numerical investigation of the time‐dependent flow of an
incompressible fluid, with limited capability. The primary dependent variables are the
pressure and the velocity components. Also used is a set of marker particles which move with
the fluid. These called the Marker And Cell (MAC) method.
3. SIMPLE, SIMPLER, SIMPLEST, PISO, [Patankar and Spalding, 1972, 1981]. See below.
4. Fast Fluid Dynamic [Stam, 1999]. See below.
While 1 & 2 are scarcely used in CFD, the third item (3), known as pressure corrections methods,
are used extensively. The basic idea is to make use of a Poisson equation for the pressure; as pressure
97 Michele Ferlauto, “A Pseudo-Compressibility Method For Solving Inverse Problems Based On The 3D
Incompressible Euler Equations”, Taylor & Francis in Inverse Problems in Science and Engineering ,2014.
98 “A new pseudo-compressibility method for the Navier-Stokes equations”, SIAM J. Math. Anal, 1994.
99 Jie Shen, “Pseudo-Compressibility Methods for the Unsteady Incompressible Navier-Stokes Equations”,
Department of Mathematics, Penn State University, USA.

100 Van-Tu Nguyen and Warn-Gyu Park, “A free surface flow solver for complex three-dimensional water impact
problems based on the VOF method”, International Journal For Numerical Methods In Fluids Int. J. Numerical
Meth. Fluids -2015.
101 Wikipedia.
appears only in the momentum equations in form of a partial derivative of first order. This can be
achieved by computing the derivative ∂P/∂xi such that the result yields a divergence free flow field.
An adequate iterative method is formulated that iterates the pressure until the conservation of mass
and momentum is obtained. These methods are also known as projection methods. This is celebrated
Poisson Equation. The RHS of the equation is a function of the partial derivatives of the velocity
components and is obtained from the convective part of the momentum equations. All other terms
i.e. the time derivative and the local change of the molecular transport (i.e. the diffusive type terms)
are removed because of the continuity side condition102. The basic procedure can be visualized as
Computation of a velocity field from the solution of the momentum equations with an initial
(guessed) or no pressure field.
1. Computation of the pressure from the Poisson equation with the previously computed
velocity field.
2. Correction of the velocity field with the “new” pressure.
2
∂ui ∂uj ∂(ui uj ) 1 ∂p μ ∂uj
=0 , + =− + ( )
∂xi ∂t ∂xi ρ ∂xj ρ ∂xi
2
∂ ∂uj ∂(ui uj ) ∂ 1 ∂p μ ∂uj
Take Div. of Momentum → [ + ]= [− + ( ) ]
∂xj ∂t ∂xi ∂xj ρ ∂xj ρ ∂xi
∂ ∂uj ∂ ∂(ui uj ) 1 ∂2 p μ ∂ ∂uj ∂uj
( ) + [ ] = − + [ ][ ]
∂t ⏟∂xj ∂xj ∂xi ρ ∂xj 2 ρ ∂xi ∂xi ⏟ ∂xj
0 0
∂2 p ∂ ∂(ui uj )
2
= − ρ [ ]
∂x
⏟ j ⏟∂xj ∂xi
∇2 p f(ui )
Eq. 4.10.2
Additional detailed information regarding this can be obtained from original classic paper by
[Patankar & Spalding]103, as well as excellent discussion regarding pressure-velocity coupling
(SIMPLE, SIMPLER, SIMPLEC, PISO) algorithms by [Versteeg and Malalasekera]104. There is also an
investigation by [Rhie, & Chow]105 to demonstrate the pressure scheme of the 2D incompressible,
steady N-S equations for flow past an airfoil. This method is applied to the turbulent flows over
airfoils with and without trailing edge separation, with the aid of k-ε modeling of the turbulent flow.
Instead of the staggered grid, an ordinary grid system is employed and a specific scheme is developed
to suppress the pressure oscillations.
4.10.3.1 Case Study 1 - Numerical Study of Compressible Lid Driven Cavity Flow
Lid-driven cavity flow of Newtonian fluids is one of the most well-known problems in CFD literature
due to its peculiar challenges in the form of singularities in spite of its simple geometry. In addition,
102 Georgia Tech Computational Fluid Dynamics, “Solution Methods for Navier Stokes Equations”, 2007.
103 S. V. Patankar and D. B. Spalding,”Calculation Procedure For Heat, Mass And Momentum Transfer In Three-
Dimensional Parabolic Flows”, International Journal Of Hear Mass Transfer, Vol. Is, Pp. 1787-1806, 1972.
104 H K Versteeg and W Malalasekera, “An Introduction To Computational Fluid Dynamics - The Finite Volume
Method”, Second Edition, Pearson Education Limited 1995, 2007

105 C. M. Rhie, W. L. Chow, “Numerical Study of the Turbulent Flow Past An Airfoil With Trailing Edge Separation”,
AIAA Journal, Vol. 21, No. 11, November 1983.

the availability of both analytical
solutions and experimental results for
the lid-driven cavity flow field has
enabled researchers to test and
improve their computational methods
through this benchmark geometry.
Recently, [Hussain]106 is investigated a
two-dimensional (2D), mathematical
model is adopted to investigate the
development of circulation patterns
for compressible, laminar, and shear
driven flow inside a rectangular cavity.
And the results of a commercial code
(Fluent) is compared with in-house
code, as well as the vorticity-stream Figure 4.10.2 Streamlines of the Base Flow in the
function formulation of the 2D Symmetry Plane z = 0.5 and Re = 1000
incompressible N-S equations [Ghia et
Figure 4.10.3 Distribution of Velocities (u, v) along Centerline Horizontal Distance for Re = 100
al.]107, using a pressure based coupled algorithm. The simulations are carried out for the unsteady,
lid driven cavity flow problem with moving boundary (bottom) for different Reynolds number (Re =
100, 400, 1000), Mach numbers (M = 0.5), bottom velocities and high initial pressure and
temperature. Similar studies has been conducted by [Hosseinzadeh, et al.]108. A snap shot of the
results provided in Figure 4.10.2 and Figure 4.10.3. Another study done by [Giannetti]109 present
the results of a linear stability analysis applied to an incompressible flow in a 3D lid-driven cavity.
106 Amer Hussain, “A Numerical Study of Compressible Lid Driven Cavity Flow with a Moving Boundary”, Thesis
Submitted to the Graduate Faculty of the University of New Orleans in partial fulfillment of the requirements
for the degree of Master of Science in Engineering Mechanical, 2016.
107 Ghia, U., Ghia, K.N., and Shin, C.T., 1982, “High-Re Solutions for Incompressible Flow Using the Navier-Stokes
Equations and a Multigrid Method,” Journal of Computational Physics, 48, pp. 387-411.
108 S. Hosseinzadeh, R. Ostadhossein, H.R. Mirshahvalad and J. Seraj, “Using Simpler Algorithm for Cavity Flow
Problem”, Mechatronics and Applications: An International Journal (MECHATROJ), Vol. 1, No.1, January 2017.
109 Flavio Giannetti, Paolo Luchini, Luca Marino, “Linear stability analysis of three-dimensional lid-driven cavity
flow”, Department of Mechanical Engineering, University of Salerno, Italy.

The principal goal is the evaluation of the critical value of the Reynolds number and the main
characteristics of the flow instability.
4.10.3.2 Case Study 2 - Hyperbolic Method to Explore Multiplicity Flow Solutions in a Four-Sided
Lid-Driven Cavity
Author : Hubert Baty
Affiliation : Observatoire Astronomique de Strasbourg, CNRS, Université de Strasbourg, Strasbourg,
France
Citation : Baty, H. (2022) Hyperbolic Method to Explore Multiplicity Flow Solutions in a Four-Sided Lid-
Driven Cavity. American Journal of Computational Mathematics , 12, 314-323.
https://doi.org/10.4236/ajcm.2022.123021
Mode of Reproduction : Extracted for Contents & Format Changes
4.10.3.2.1 Abstract
In this study, the hyperbolic method is adopted to explore the flow field states of incompressible
flow in a four-sided lid-driven square cavity [Baty]110. In particular, we focus on the flow
bifurcation obtained at the critical Reynolds number Re ≈ 130. In the hyperbolic method, the diffusive
term is transformed into a hyperbolic one by introducing a diffusion flux term, which is the solution
of an additional equation. A classical Riemann-like solver with a finite-volume discretization is thus
employed for the full flux (split into advective and diffusive parts), in order to solve the steady-state
incompressible Navier-Stokes equation. The incompressibility of the flow is treated via the artificial
pseudo-compressibility method. It is shown that our numerical code is able to detect the bifurcation
by the analysis of the residual term relaxation during the pseudo-time iteration procedure.
Moreover, depending on the combination choice of slope limiters for the two spatial directions, our
method is able to select the first or the second stable solution among the double flow field state
obtained when the Reynolds number is higher than the critical value that is estimated to be 129.4 in
our study.
4.10.3.2.2 Introduction
The two-dimensional flow driven by boundaries moving inside a cavity is considered to be a classical
problem of computational fluid mechanics. In this work, as in many studies, we consider a simple
square cavity. This problem displays many interesting solutions, like vortex structures and multiple
flow solutions [1][2][3][4][5]. The different studies have focused on cavity driven by a single plate,
two parallel plates, two non-facing plates, or four-sided plates. In the latter configuration, the upper
plate moves rightwards, the lower plate moves leftwards, the left plate moves downwards, and the
right plate moves upwards. The four plates are also considered to move at the same velocity in the
present work. A remarkable result is the existence of a bifurcation for a particular Reynolds number
(Re) value close to Rc =130. Indeed, the steady-state flow changes from a stable symmetric solution
for a Reynolds number value lower than Rc to two stable asymmetric solutions for a higher Reynolds
number. This is a pitchfork bifurcation as the symmetric solution becomes unstable beyond
bifurcation. The value for Rc deduced from the different previous studies is not very well determined,
as it varies between 129 and 130.4. A new evaluation is thus needed.
In the present study, we propose to revisit this problem by using the hyperbolic method. The
hyperbolization idea is to transform the elliptic diffusive term into a hyperbolic one by introducing
the diffusive flux as an additional variable. This new variable is thus the solution of an additional
hyperbolic equation. The advantages of this method are:
110Hubert Baty , “Hyperbolic Method to Explore Multiplicity Flow Solutions in a Four-Sided Lid-Driven Cavity”,
American Journal of Computational Mathematics, 2022, 12, 314-323. https://www.scirp.org/journal/ajcm ,
ISSN Online: 2161-1211, ISSN Print: 2161-1203.
1) the discretization used for the non-dissipative (inviscid) part of the equations can be directly
applicable,
2) a speed-up factor of O(1/h) is obtained (h being the typical mesh spacing),
3) the diffusive terms are computed to the same order of accuracy as the main solution.
We also consider the two-dimensional incompressible Navier-Stokes equation, with the
incompressibility of the flow being ensured via the artificial pseudo-compressibility technique. The
hyperbolic technique has been successfully applied to diffusion, advection-diffusion, Navier-Stokes,
and magnetohydrodynamic equations [6][7][8] [9][10].
1.1.1.1.1 Model and Numerical Method (Navier-Stokes Model)
The time dependent Navier-Stokes (NS) equation is generally written as,
∂v
+ (𝐯 ∙ ∇)𝐯 + ∇p − ν∇2 𝐯 = 0
∂t
Eq. 4.10.3
for the velocity flow v , where P is the kinematic thermal pressure (i.e. thermal pressure divided by
the fluid density), and ν is the kinematic viscosity coefficient. Thus, the steady-state (i.e. 0 , t being
the time) Navier-Stokes equation follows,
(𝐯 ∙ ∇)𝐯 + ∇p − ν∇2 𝐯 = 0
Eq. 4.10.4
The incompressibility property must be also imposed via,
∇∙𝐯 =0
Eq. 4.10.5
For an homogeneous viscosity, an equivalent conservative form of Eq. 4.10.4 and Eq. 4.10.5 is,
div ( 𝐯
⏟⊗ 𝐯 + p𝐈 ) − div ( ν∇𝐯
⏟ )= 0
inviscid fluxes viscous fluxes
Eq. 4.10.6
where I is the identity rank-2 tensor. The last equation makes appear two flux tensors, the advective
flux modified by the pressure effect Fa = v ⊗v + pI which can be also called the inviscid flux below,
and the viscous stress tensor Fv = − υ⊽ v. The full flux is thus F = Fa + Fv .
4.10.3.2.3 Artificial Compressibility Method
The previous incompressible Navier-Stokes equation can be solved by introducing a pseudo-time
parameter τ in the following compressible equations,
∂p
+ div(c2 𝐯) = 0
∂τ
Eq. 4.10.7
∂𝐯
+ div(𝐯 ⊗ 𝐯 + p𝐈 ) − div(ν∇𝐯) = 0
∂t
Eq. 4.10.8
with c2 the square value of c , an artificial sound speed. The value of c is arbitrarily chosen in order
ensure that the steady-state solution of Eq. 4.10.7 and Eq. 4.10.8 (i.e. ∂/∂τ ≡ 0) is equivalent to the
original incompressible Navier-Stokes equation. In practical, the value of c is chosen to be one in this
work. This pseudo-incompressible form is said to be equivalent to the incompressible NS equations
in the steady-state [11].
4.10.3.2.4 The Hyperbolic Method
It is possible to introduce another differential equation for the stress tensor as,
∂∇𝐯
Tr − grad𝐯 = −∇𝐯
∂τ
Eq. 4.10.9
where Tr is the relaxation parameter defined by Tr =L2r/υ , with Lr a length-scale parameter. The value
of Lr value is determined in order to achieve an optimal fast convergence [6] [7] [8]. In this way, we
have gradv as expected in the steady-state. In two dimensions, Eq. 4.10.7-Eq. 4.10.9 can be
expressed in the following compact form,
∂𝐔 ∂𝐅 ∂𝐆
+ + =𝐒
∂τ ∂x ∂y
Eq. 4.10.10
with S being a source term containing the g tensor, and where F and G represent x -directed and y -
directed full flux respectively. In order to fix the ideas, we can write a simpler 1D (x dependent)
version below, where the fluid velocity flow is given by u(x). Then, the set of equations becomes,
∂p ∂(c 2 u)
+ =0
∂τ ∂x
Eq. 4.10.11
∂u ∂(u2 + p − ν∇𝐯)
+ =0
∂τ ∂x
Eq. 4.10.12
∂∇𝐯 1 ∂u ∇𝐯
− =−
∂τ Tr ∂x Tr
Eq. 4.10.13
In this one dimensional version, U is a column vector containing three components, the pressure p,
the velocity u. The corresponding flux F has three components that are, c2u , u2 + p −ν⊽v , and u/Tr .
Finally, the source term S has three components, that are zero for the two first ones and -g/Tr for the
third one. It is important for the following numerical implementation to determine the eigenvalues
of the inviscid flux Jacobian (i.e. ignoring the viscous terms), that are
λ∓ = u ∓ √u2 + c 2
Eq. 4.10.14
4.10.3.2.5 Discretization and Implementation in One Dimension
We consider the 1D version below, as it is simpler to write. For a one-dimensional grid of N nodes
with a uniform spacing h, the solution can be evaluated at the nodes denoted by x j , j = 1,2,3,,,,, N. Our
finite-volume cell-centered discretization is thus,
∂𝐔j 1 1
= − (𝐅j+1 + 𝐅j−1 ) − ∫ 𝐒dx
∂τ h 2 2 h Ij
Eq. 4.10.15
where Uj denotes the solution value at the node j ,Fj+1/2 is an interface flux to be defined (see below),
and Ij= [xj-1/2 , xj+1/2] is a dual cell. Steady state solutions of the previous system (i.e. with ∂/∂τ ≡ 0)
can be obtained in different ways. The simplest way consists in marching towards the steady-state
using a pseudo-time iteration with a small increment Δτ . This is similar to a standard scheme (e.g.
Euler or Runge-Kutta method) used to integrate in time a general differential equation using a
marching procedure with a time-step Δt . Moreover, in our case, the method is a relaxation procedure
towards a steady-state, with an efficiency determined by the choice of the Tr parameter (or the
associated Lr parameter). Steady state solutions of the previous system can be thus obtained by using
the simply pseudo-time explicit iteration,
𝐔jn+1 = 𝐔jn − ∆τResjn

Eq. 4.10.16
where n is the iteration counter, Δτ is the pseudo-time step, and −Resnj is the residual right-hand side
of Eq. 4.10.15. The latter residual term is required to vanish (up to a pre-defined given accuracy)
when a steady state solution is obtained. The numerical fluxes can be estimated using the standard
upwind formula,
1 1
𝐅j+1/2 = (𝐅L + 𝐅R ) − cM (𝐔R + 𝐔L )
2 2
Eq. 4.10.17
where the subscripts L and R stand for the left- and right-hand sides of the cell interface situated at
xj+1/2 respectively. The first term is computed from an average value of the two fluxes FL = F(UL) and
FR = F(UR) . Instead of using a full flux directly, the full flux can be separated into two parts (inviscid
and viscous parts), for which the above numerical formula can be used separately (see [9]). The two
corresponding flux Jacobians have the following eigenvalues λ± and ± √ν/Tr for the inviscid and
viscous terms respectively. As a consequence, For the inviscid flux, cM is taken as the maximum
absolute value of the two eigenvalues λ ± = u ± √ u2+c2 and represents a maximum inviscid wave
speed. For the diffusive flux, cM is simply √νTr = ν/Lr , and can be interpreted as an artificial viscous
wave speed. The source term in Eq. 4.10.15 is computed using a simple point integration
approximation, that is shown to not degrade the accuracy of the method. In the explicit pseudo-time
iteration, the value of the increment in the pseudo-time variable τ is limited by a criterion,
h
∆τ = CFL × Min [ ]
cM + ν/Lr
Eq. 4.10.18
where CFL is the Courant-Friedrichs-Lewy number less than or equal to one, and where we have
simply added the maximum wave speed to the dissipative wave speed in the denominator.
4.10.3.2.6 Left/Right Interfaces Interpolation
The left and right values can be evaluated by a linear extrapolation from the cell center, as for example
for the u solution of the 1D discretization,
1 1
uL = uj + h∇uj , uR = uj − h∇uj
2 2
Eq. 4.10.19
where ∇uj is the gradient of uj . A simple and
economic method is to use gj to evaluate the
gradient term, as g is the spatial derivative of u
in the steady state. This is a second order
scheme that has been previously shown to
converge rapidly towards the steady state.
Moreover, some classical limited
reconstructions options can be easily added to
the scheme, that are the superbee, Koren,
monotized-
central, or minmod limiters.
4.10.3.2.7 Discretization and Implementation
in Two Dimensions
The previous one dimensional model can be
also easily discretized in two dimensions. The
resulting set of hyperbolic equations can be
obtained from the work done by Nishikawa
(2011) (see [9]), and are not detailed in this
Figure 4.10.4 Colored iso-contours of a stream
paper. Our algorithm only differs by the function (deduced from the velocity field) showing
splitting procedure of the full Flux (and the the flow stream lines for a one-sided cavity flow,
corresponding Jacobian) into inviscid and obtained for a run using Re = 1000. Negative
viscous parts. values in the two lower corners indicate reversal of
the vortices rotation compared to the rest of the
4.10.3.2.8 Application to the Lid-Driven
domain
Cavity-One Sided Case
As a test case, we first consider the one sided
square cavity, where only the upper plate is moving with a velocity Vx = Vu =1 (Figure 4.10.4). Using
the numerical scheme
described above in two
dimensions with a spatial
domain [0;1]2 , the resulting
solution for the flow field lines
is plotted in Figure 4.10.4 for
a Reynolds number e u 1 1000
Re = LV/ν = 1/ν =1000 (or a
corresponding viscosity ν =
10−3 ). Indeed, we use a
normalization where Vu= 1,
and L = 1 for the characteristic
length scale. Note that a min
mod limiter is chosen for this
run. A grid resolution of 130 ×
130 uniformly spaced cells is
also employed, that is shown
to lead to well converged
results (see below). Moreover,
we have checked that using a Figure 4.10.5 Vx profile obtained for y =1/2 in two runs using Re =
higher grid resolution of 180 × 100 and 1000 Re = 1000 A few selected values (see points)
extracted from Ghia et al. (1982) are also shown for these two
180 does not modify the
Reynolds number values.
results. We have also found
that taking Lr =1/20π, allows an optimal and fast
convergence of our results towards steady-state
solutions. The stream lines solution plotted in
Figure 4.10.4 is similar to the solution expected
from previous studies [1][2][3][4]. Indeed, for this
relatively high e R value, the two counter rotating
vortices are barely visible at the two lower cavity
corners.
In order to check the validity and convergence of our
results, we have plotted in Figure 4.10.5 the cross
cut along an horizontal line at y = 1/2 of the Vy
velocity flow component as a function of x for two
Reynolds number values, Re = 1000 and Re = 100.
Note that an optimal value of Lr =1/20π is chosen in
order to ensure a fast convergence of the results. Our
results are compared with the results obtained by Figure 4.10.6 Colored contours of a stream
Ghia et al. (1982) that is the usual numerical solution function (deduced from the velocity field)
taken as the reference in the literature [12]. As one showing the flow stream lines for a four-sided
can see in Figure 4.10.5 the agreement is very good. cavity case, obtained for a run using Re = 100.
The direction imposed on each flow plate is
4.10.3.2.9 Application to the Lid-Driven Cavity-
indicated
Four Sided Case
We focus now on the four-sided square cavity case,
where the velocity value imposed at each plate is taken to be one. In Error! Reference source not
found., one can see the solution obtained for Re=100 , that is in agreement with the expected solution
shown in the literature. Now, we explore different Reynolds number values by increasing it over the
previous value of Re = 100. The results of the residual term evolution as a function of the iteration
counter are plotted in Figure
4.10.7 values of the Reynolds
number ranging between 100 and
160. A change in the convergence
behavior is clearly visible
between Re =120 and Re =140.
Indeed, contrary to the monotonic
decrease of the residual obtained
for the two lowest Re values, a
clearly non-monotonic variation
is seen to precede the final
convergence phase for the two
highest Reynolds numbers. We
have checked that it is in
correspondence to the existence
of two possible stable steady-state Figure 4.10.7 Residual term taken on one velocity flow
flow solutions, as shown in component (that is Vx ) as a function of the iteration counter, for
Figure 4.10.8 for Re =140. The runs of a four-sided cavity flow using Re=100,120,140,160
two previous solutions only differ
by the use of different combination of slope limiters in x and y directions. Consequently, we take this
change of convergence behavior as a good diagnostic in order to determine the critical value of the
Reynolds number Rc for the bifurcation. We precisely get Rc =129.4 with our procedure.
Figure 4.10.8 The two stable steady state flow solutions (stream lines) obtained in two runs of
a four-sided cavity flow using Re = 140. The left and right solutions correspond to the
asymmetric-1 and asymmetric-2 solutions respectively, as quoted by Whaba (2011) in [1].
The two simulations only differ by the use of different slope limiters combination in x
and y directions.
4.10.3.2.10 Conclusion
In this study, we use the hyperbolic method in order to study steady-state flow solutions of the four-
sided lid-driven square cavity in two dimensions. A classical Riemann solver is used to solve the
incompressible Navier-Stokes equation with the artificial compressibility method. A simple second-
order finite-volume discretization on a rectangular grid using upwind advective and dissipative
fluxes is employed. Our results show a remarkable efficiency to determine the critical Reynolds
number Rc corresponding to the bifurcation between a single stable solution at a low Reynolds
number to a doubly stable one when the Reynolds number is increased. This is precisely obtained by
the examination of the convergence behavior of the residual terms during the explicit pseudo-time
iteration. We get the critical value Rc=129.4, which is in the range of values [129-130.4] previously
deduced in the literature.
Conflicts of Interest
The author declares no conflicts of interest regarding the publication of this paper.
4.10.3.2.11 References
[1] Wahba, E.M. (2011) Multiplicity of States for Two-Sided and Four-Sided Lid-Driven Cavity Flows.
Computers & Fluids , 38, 247-253. https://doi.org/10.1016/j.compfluid.2008.02.001
[2] Perumal, D.A. and Dass, A.K. (2011) Multiplicity of Steady Solutions in Two-Dimensional Lid-Driven
Cavity Flows by Lattice Boltzmann Method. American Journal of Computational Mathematics with
Applications , 61, 3711-3721. https://doi.org/10.1016/j.camwa.2010.03.053
[3] Cadou, J.M. and Guevel, Y. and Girault, G. (2012) Numerical Tools for the Stability Analysis of 2D
Flows: Application to the Two- and Four-Sided Lid-Driven Cavity. Fluid Dynamics Research, 44,
Article ID: 031403. https://doi.org/10.1088/0169-5983/44/3/031403
[4] Chen, K.T. and Tsai, C.C. and Luo, W.J. and Chen, C.N. (2013) Multiplicity of Steady Solutions in a
Two-Sided Lid-Driven Cavity with Different Aspect Ratios. Theoretical and Computational Fluid
Dynamics , 27, 767-776. https://doi.org/10.1007/s00162-013-0296-z
[5] Mohapatra, R.C. (2016) Study on Laminar Two-Dimensional Lid-Driven Cavity Flow with Inclined
Side Wall. Open Access Library Journal , 3, Article ID: e2430.
http://dx.doi.org/10.4236/oalib.1102430
[6] Nishikawa, H. (2007) A First-Order System Approach for Diffusion Equation. I: Second-Order
Residual-Distribution Schemes. Journal of Computational Physics , 227, 315-352.
https://doi.org/10.1016/j.jcp.2007.07.029
[7] Nishikawa, H. (2014) First-, Second-, and Third-Order Finite-Volume Schemes for Diffusion.
Journal of Computational Physics , 256, 791-805.
[8] Nishikawa, H. (2010) A First-Order System Approach for Diffusion Equation. II: Unification of
Advection and Diffusion. Journal of Computational Physics , 229, 3989-4016.
[9] Nishikawa, H. (2011) First-, Second-, and Third-Order Finite-Volume Schemes for Navier-Stokes
Equations. Proceedings of the 20th AIAA Computational Fluid Dynamics Conference , Honolulu, AIAA
Paper 2011-3044.
[10] Baty, H. and Nishikawa, H. (2016) Hyperbolic Method for Magnetic Reconnection Process in
Steady State Magnetohydrodynamics. Monthly Notices of the Royal Astronomical Society , 459, 624-
637. https://doi.org/10.1093/mnras/stw654
[11] Chorin, H. (1997) A Numerical Method for Solving Incompressible Viscous Flow Problems.
Journal of Computational Physics , 135, 118-125. https://doi.org/10.1006/jcph.1997.5716
[12] Ghia, U., Ghia, K.N. and Shin, C.T. (1982) High-Re Solutions for Incompressible Flow Using the
Navier-Stokes Equations and a Multigrid Method. Journal of Computational Physics , 48, 387-637.
https://doi.org/10.1016/0021-9991(82)90058
4.10.4 PISO Algorithm
PISO algorithm (Pressure-Implicit with Splitting of Operators) was proposed by [Issa] in 1986
without iterations and with large time steps and a lesser computing effort111. It is an extension of
the SIMPLE algorithm. PISO is a pressure-velocity calculation procedure for the Navier-Stokes
equations developed originally for non-
iterative computation of unsteady
compressible flow, but it has been adapted
successfully to steady-state problems. PISO
involves one predictor step and two corrector
steps and is designed to satisfy mass
conservation using predictor-corrector steps.
The PISO algorithm with neighbor correction
is highly recommended for all transient flow
calculations, especially when you want to use
a large time step. (For problems that use the
LES turbulence model, which usually requires
small time steps, using PISO may result in
increased computational expense, so SIMPLE
or SIMPLEC should be considered instead).
PISO can maintain a stable calculation with a
larger time step and an under-relaxation
factor of 1.0 for both momentum and
pressure. For steady-state problems, PISO
with neighbor correction does not provide
any noticeable advantage over SIMPLE or
Figure 4.10.9 PISO algorithm flow chart (Courtesy
SIMPLEC with optimal under-relaxation
of Giannopapa, and G. Papadakis )
factors.
PISO with skewness correction is
recommended for both steady-state and transient calculations on meshes with a high degree of
distortion. When you use PISO neighbor correction, under-relaxation factors of 1.0 or near 1.0 are
recommended for all equations. If you use just the PISO skewness correction for highly-distorted
meshes (without neighbor correction), set the under relaxation factors for momentum and pressure
so that they sum to 1 (e.g., 0.3 for pressure and 0.7 for momentum)112. A PISO algorithm flow chart
can be appreciated in Figure 4.10.9. The method is not restricted to using the PISO algorithm, e.g.
the Simple algorithm can be used as well113.
4.10.4.1 Case Study - Second Order Non-Iterative PISO-Algorithm vs Iterative PISO
A new variant of the non-iterative PISO-algorithm for the solution of implicitly discretized fluid flow
equations is proposed and investigated by [Tukovic et al.]114. The governing equations are
discretized in space using a second-order accurate finite volume method. A second-order accurate
three-level implicit temporal discretization scheme is used to discretize the momentum equation,
where the non-linear convection term is linearized using a second- order explicit approximation of
111 Wikipedia.
112 Fluent User Guide.
113 C. G. Giannopapa, and G. Papadakis, “Indicative Results and Progress on the Development of The Unified Single
Solution Method for Fluid-Structure Interaction Problems”, DOI: 10.1115/PVP2007-26420, 2007.

114 Željko Tukovi ć a , Milovan Perić , Hrvoje Jasak, “Consistent second-order time-accurate non-iterative PISO-
algorithm”, Computers and Fluids, 2018.

mass flux at the new time level, based on the results from previous two time steps. In order to ensure
temporal consistency on collocated meshes, a consistent Rhie-Chow interpolation for the
computation of mass fluxes is used, which is here extended to moving meshes. The proposed non-
iterative PISO-algorithm is tested on three fixed and moving mesh test cases, demonstrating its
second order accuracy in time.
The non-iterative nature of the algorithm implies that momentum equation is discretized and solved
only once in the predictor step at the beginning of time step calculation. Predictor step is followed by
two or more corrector steps, where the conservation of mass and momentum is enforced by the
solution of pressure equation and explicit momentum correction. In the original PISO-algorithm,
temporal discretization is performed using first-order accurate (two-level) Euler implicit scheme
and the overall temporal accuracy is first order. It is emphasized in that the application of second-
order accurate three-level implicit temporal discretization scheme does not yield second-order
temporal accuracy, since in the linearized convection term in the momentum equation mass flux from
the previous time step is used. The second-order accuracy in time can be achieved by using outer
iteration loop enclosing the non-iterative PISO-algorithm. The mass flux in the linearized convection
terms stems then from the previous iteration (in the first iteration, it stems from the previous time
step). Such an iterative PISO-algorithm does not have substantial advantages when compared to
other iterative algorithms. [Park]115 proposed a non-iterative PISO-algorithm of second-order
temporal accuracy, where the non-linear convection term in the momentum equation is advanced in
time using an explicit temporal discretization scheme of higher order. He proposed using the second-
order Adams–Bashforth or the third-order Runge–Kutta scheme. The disadvantage of computing
convection flux fully explicitly is the limit on time-step size due to stability constraints of the explicit
scheme. In this study we propose an alternative approach to achieve second-order temporal accuracy
of the non-iterative PISO-algorithm. Only the explicit part of the linearized convection flux is
approximated at the new time level using a second-order extrapolation from two previous time steps.
This is equivalent to using the second-order Adams–Bashforth scheme to advance the mass flux in
time within the predictor stage of the PISO-algorithm. Owing to the fact that remaining part of the
convection flux is treated implicitly, the stability limit is increased.
4.10.4.1.2 Preliminary Results
The proposed second-order non-iterative
PISO-algorithm (here labelled as ePISO) is
validated on flow around fixed and
oscillating cylinder in a channel. The same
test case are also computed using the
second-order iterative version of the PISO-
algorithm (here labelled iPISO) and the
non-iterative version equivalent to ePISO, Figure 4.10.10 Flow Around Circular Cylinder in a
except that explicit terms are computed Channel
using values from the previous time step (here labelled nPISO). Figure 4.10.10 displays inlet part
of the spatial domain, which is discretized with 7126 quadrilateral finite volumes. The Reynolds
number based on the average inlet velocity and cylinder diameter is Re = 100. At the channel inlet,
parabolic velocity profile is specified with the average velocity u = 1m/s. Calculation is first
performed using the iterative PISO-algorithm and the time step size Δt = 0 . 02s (corresponding to
the maximal Courant number around 1.2) until a periodic response of the lift and drag force is
obtained (t = 50s). Afterwards, calculation is continued from the time instance t = 50 s using the three
large-eddy simulation using the PISO algorithm: Part I – Flow

115 Park TS . “Effects of time-integration method in a
field”. Numerical Heat Transfer Part A 1999;50:229–45 .

PISO-algorithms named in the previous test case: iPISO, nPISO and ePISO. In such a way all
algorithms start with the same initial state; the time step is also kept the same.
Figure 4.10.11 shows lift force coefficient as a function of time, calculated using different variants
of the PISO-algorithm. The solution obtained using iterative PISO-algorithm (iPISO) can be
Figure 4.10.11 Lift Force as a Function of Time, using Different PISO-Algorithms for the Flow
Around Fixed Cylinder in a Channel (Courtesy of Tukovic et al.)
considered as the most accurate for a given time step size. One can notice significant departure of the
solution obtained using nPISO, while the present non-iterative PISO-algorithm (ePISO) gives solution
with a negligible difference compared to the solution obtained using the iterative PISO-algorithm. It
should be also noted that numerical results obtained in this study (frequency and amplitude of lift
coefficient) agree well.
4.10.5 Fast Fluid Dynamic (FFD)
As the naming specifies, Fast fluid Dynamic is a fast (50 times by some estimate) method to solve the
incompressible NS equation. It was purposed originally by (Stam)116 for computer graphics and
animation. In recent years it has been also used for indoor airflow simulation. The model would not
be accurate enough for most engineering applications. Indeed, it suffers from too much “numerical
dissipation”, i.e., the flow tends to dampen too rapidly as compared to actual experiments. In a
computer graphical application, on the other hand, this is not so bad, especially in an interactive
system where the flow is “kept alive” by an animator applying external forces. It applies a time-
splitting technique to separate the Navier-Stokes equations into several simple equations. Then those
spitted equations are solved one by one. Thus, FFD can solve the Navier-Stoke equations without a
trial correction iterations used in CFD. This is the reason why FFD is much faster than CFD. However,
current FFD model applied many low-order schemes, so its accuracy is poorer than CFD. It splits the
Add Force Advect Diffuse Project
Figure 4.10.12 Solution Method for FFD
116 Jos Stam, “Stable Fluids”.

momentum equation over time in 4 steps, (see Figure 4.10.12).
Because of a linear interpolation used in a semi-Lagrangian approach for advection equation, the FFD
has a significant numerical diffusion. To reduce the numerical diffusion in the FFD model,
improvements have been purposed in two fronts. One is applying a high-order interpolation scheme
in the semi-Lagrangian solver [Wangda and Qingyan]117. The other improvement was to solve the
advection equation using the convectional method used in CFD, such as the Lax-Wendroff scheme
and the QUICK. The first approach is the use of Fast Fluid Dynamics (FFD) that is an intermediate
model between the nodal and CFD models. The FFD, developed for computer flow visualization, can
efficiently solve the incompressible Navier-Stokes equations (top), energy equation (middle) and
species transport equations (bottom):
∂u ∂u 1 ∂P ∂2 u 1
= −u − + ν 2 + SF
∂t ∂x ρ ∂x ∂x ρ
∂T ∂T ∂2 T ∂ϕ ∂ϕ ∂2 ϕ
= −u + α 2 + ST = −u +k 2 +S+G
∂t ∂x ∂x ∂t ∂x ∂x
∂c ∂c ∂2 c
= −u + k c 2 + Sc }
∂t ∂x ∂x
Eq. 4.10.20
where S is the source term and G is the pressure term. The FFD method applies a time-splitting
method (Ferziger and Peric 2002) to solve the governing equations. The purpose of the splitting
method is to divide a complex problem (equation) into several simple ones [Ferziger and Peric 2002;
John 1982; Levi and Peyroutet 2001] since solving these simple equations is mathematically easy and
numerically fast118. Then solutions of these simple equations can be integrated into an approximated
solution for the complex equation. The splitted equations in the FFD are as follows:
∂φ ∂φ ∂2 φ
= −𝐮 +k 2 +S+G
∂t ∂x ∂x
φ(1) − φ(n) φ(2) − φ(1) ∂2 φ(2)
= ⏟ S , =k ,
∆t Source
∆t ⏟ ∂x (2)
Diffusion
φ(3) − φ(2) ∂2 φ(2) φ(n+1) − φ(3)
=𝐮 and Finally = G
⏟
∆t ⏟ ∂x (2) ∆t Projection (Preesure)
Advection
Eq. 4.10.21
where superscripts (1), (2) and (3) represent temporary variables. The FFD computes sequentially
the above four equations. First source is added through equation. Then the FFD calculates diffusion
equation by using a first order implicit scheme. After that, advection equation is solved with a semi-
Lagrangian solver. For the momentum equation, the FFD solves pressure equation together with
continuity equation by using a pressure-correction projection method [Chorin ]119. It is worth to
notice that there is an extra projection step before the advection step in the implemented FFD code,
which is to provide a divergence-free velocity field for the semi-Lagrangian solver in the advection
117 Wangda Zuo, Qingyan Chen, “Improvements On The Fast Fluid Dynamic Model For Indoor Airflow Simulation”,
Fourth National Conference of IBPSA-USA, New York City, New York, August 11 – 13, 2010.
118 Wangda Zuo, Qingyan Chen, “Simulations of Air Distributions In Buildings By FFD On GPU”, HVAC&R Research.
119 Chorin, A.J. (1967) "A numerical method for solving incompressible viscous flow problems," J. of Comp. Physics.
equation.
4.11 Density Based (Compressible) Schemes
The system of governing equations for a single-component fluid, written to describe the mean how
properties120, is cast in integral Cartesian form for an arbitrary control volume V with differential
surface area dA as follow
∂
∫ 𝐖dV + ∮[𝐅 − 𝐆] .dA = ∫ 𝐇dV 𝐖, 𝐅 and 𝐆 are defined as:
∂t V V
ρ ρvi 0
ρu ρvi u + pî τxi
𝐖 = ρv , 𝐅 = ρvi v + pĵ , 𝐆 = τyi i,j = 1,3
ρw ρvi w + pk̂ τzi
{ρE } {ρvi E + pv } {τij vj + q}
Eq. 4.11.1
and the vector H contains source terms such as body forces and energy sources. Here ρ, v, E, and p
are the density, velocity, total energy per unit mass, and pressure of the uid, respectively. τ is the
viscous stress tensor, and q is the heat flux. Total energy E is related to the total enthalpy H by
|V|2
E = H − P/ρ and H=h+
2
Eq. 4.11.2
The implicit-time stepping method (also known as dual-time formulation) is available in the density-
based explicit and implicit formulation. When performing unsteady simulations with implicit-time
stepping (dual-time stepping), we use a low Mach number time-derivative unsteady preconditioner
to provide accurate results both for pure convective processes (e.g., simulating unsteady turbulence)
and for acoustic processes (e.g., simulating wave propagation). Here we introduce a preconditioned
pseudo-time-derivative term into Eq. 4.11.1 as
∂ ∂𝐖 ∂ 𝐇 dV
∫ 𝐖dV + ∫ 𝐐 dV + ∮[𝐅 − 𝐆].dA = ∫
∂t V ∂𝐐 ∂τ V
⏟ V
Γ
ρP 0 0 0 ρT
ρP u ρ 0 0 ρT u
∂𝐖
where 𝐐 = [p, 𝐮, T]T , =𝚪= ρP v 0 ρ 0 ρT v
∂𝐐
ρP w 0 0 ρ ρT w
[ρP H − δ ρu ρv ρw ρT H + ρCP ]
∂ρ ∂ρ
and ρP = | , ρT = | with δ = 1 ideal gas = 0 incompressible
∂P T ∂T P
Eq. 4.11.3
Where t denotes physical-time and τ is a pseudo-time used in the time-marching procedure. Note
120 “Fluent Guide, Using the Solver”, 2006.

that as τ⇾1, the second term on the left side of Eq. 4.11.3 vanishes and Error! Reference source
not found. is recovered. The time-dependent term in Eq. 4.11.3 is discretized in an implicit fashion
by means of either a first or second-order accurate, backward difference in time. Here, we used a
three point (2nd order) Backward Differencing scheme of [Jameson]121. The dual-time formulation is
written in semi-discrete form as follows:
𝚪 ε0 ∂𝐖 1 1
[ + ] Δ𝐐k+1 + ∮[𝐅 − 𝐆] .dA = H − (ε0 𝐖 k − ε1 𝐖 n + ε2 𝐖 n−1 )
Δτ Δt ∂ V Δt
Eq. 4.11.4
Where (ε0 = ε1 = 1/2; ε2 = 0) gives first-order time accuracy, and (ε0 = 3/2; ε1 = 2; ε2 =1/2) gives
second-order. The k is the inner iteration counter and n represents any given physical-time level.
The pseudo-time-derivative is driven to zero at each physical time level by a series of inner iterations
using either the implicit or explicit time-marching algorithm. Many details of density schemes will
be discussed later.
4.11.1 Case Study 1 - Density Based Solver for Turbulent Compressible Flows
The development of coupled implicit density based solver for compressible flows are considered by
JFürst]122. The main flow field variables are updated using lower-upper symmetric Gauss-Seidel
method (LU-SGS) whereas the turbulence model variables are updated using implicit Euler method.
The equations can be expressed in the integral form suitable for finite volume approximation as
follows (assuming fixed control volume Ω)
d
∫ 𝐖 dΩ + ∮ (𝐅 c − 𝐅 v ) dS = 0
dt Ω ∂Ω
Eq. 4.11.5
where W = [ρ, ρU, ρE] is the vector of conservative variables and Fc and Fv represent inviscid and
viscous fluxes. In the case of turbulent flow the above mentioned system of equations is coupled to
an additional turbulence model (e.g. a two-equation SST model123) which provides components of
the Reynolds stress tensor and the turbulent heat flux. For detail description special and temporal
discretization, please consult the [Fürst]124.
4.11.1.1 Result for Subsonic and Transonic Flow over a Bump
The two-dimensional subsonic flow over a 10% circular bump has been chosen as a first benchmark.
The inviscid flow passes through a channel of height H = 1m and length L = 3 m. The total pressure at
the inlet was pT,in = 100 kPa, the total temperature TT,in =293.15K and the inlet flow direction was
parallel to x - axis. The average outlet pressure corresponds to isentropic Mach number M = 0.1. The
solution was obtained using a structured mesh with 150×50 quadrilateral cells. The second
benchmark is a transonic flow over the bump using the same geometry as in the previous case. The
same boundary conditions were used at the inlet and the average outlet pressure was set to a value
corresponding to isentropic M = 0.675. In this case the flow accelerates over the bump and reaches
supersonic speed. Then it passes through a shock wave and continues towards the outlet. One can
see that all methods including the transonic variant of SIMPLE solver give similar results.
121 Jameson, A., "Time Dependent Calculations Using Multigrid, with Applications to Unsteady Flows Past Airfoils
and Wings," AIAA Paper 91-1596, June 1991.

122 Jiˇr´ı Fürsta, “On the implicit density based OpenFOAM solver for turbulent compressible flows”, EPJ Web of
Conferences 143, 02027- (2017).

123 Menter, F. R. “Two-equation eddy-viscosity turbulence models for engineering applications”. AIAA Journal 32.8
(1994), pp. 1598–1605.

124 same as 109.
Nevertheless the resolution of the shock wave is much better with the AUSM or HLLC based LUSGS
scheme than with the SIMPLE solver which spreads the shock over 4 cell due to higher amount of
numerical viscosity. (see Figure 4.11.1).
Subsonic Transonic
Figure 4.11.1 Mach number distribution for flow over a Bump
4.11.2 Case Study 2 - Transonic Flow Through a Turbine Cascade

The next benchmark is two-dimensional compressible turbulent flow through test turbine cascade
SE-1050. The geometry and boundary conditions correspond to the test from database. The inlet
total pressure and total temperature were ptot,in = 100 kPa and Ttot,in = 293.15K and the inlet angle
was α in = 19.3◦. The average outlet pressure corresponds to isentropic outlet Mach number Mout =
1.2, the Reynolds number related to outlet flow conditions and blade pitch was Re = 1.2 ×106 and the
inlet turbulence intensity was Tuin = 2%. The hybrid mesh was composed of structured quadrilateral
layer around the blade and unstructured triangular part in the rest of the domain. The mesh
contained approximately 66×103 cells and the near-wall refinement corresponded to y+ ≈ 0.2.
Figure 4.11.2 2D Mach Number Distribution in the Test Turbine Cascade (left) - 3D Pressure
Distribution at the Blades (right)
Figure 4.11.2 (left) shows contours of the Mach number in two periods of the mesh obtained using
LU-SGS scheme with HLLC flux. One can see here both branches of the shock emanating from the
trailing edge as well as the interaction of the inner branch of the shock wave with the blade. One can
see that both numerical methods shows very good agreement experimental data.
The next case is the 3D flow through a test turbine cascade with prismatic blades. The geometry of
blades correspond to the previous case and the blade has finite span. The flow regime corresponds
to outlet isentropic Mach number Mout = 1.2 and Reynolds number related to chord length Re =
1.34×106. Inlet conditions include a simple model of boundary layer corresponding to conditions in
the experiment. The numerical solution was obtained on an unstructured mesh with 3.3×106 cells
with near wall refinement to y+≈ 0.2. The Figure 4.11.2 (right) shows the distribution of the
pressure at the blades and the side wall and the distribution of entropy in the test plane. The regions
with higher level of entropy show re-distribution of the energy losses in the vicinity of side walls.
4.11.3 Case Study 3 - 3D Structured/Unstructured Hybrid Navier-Stokes Method for Turbine
Blade Rows
Authors : F.-L. Tsung and J. Loellbach1, O. Kwon2, C. Haht3
Affiliation : 1Institute for Computational Mechanics in Propulsion125, NASA Lewis Research Center
Cleveland, Ohio
2NYMA, Inc. NASA Lewis Research Center Group, Brook Park, Ohio
3NASA Lewis Research Center, Cleveland, Ohio
Sponsorship : NASA TM-106813, AIAA-94-3369

Variations of Reproduction : Minor due to format
A 3D viscous structured/unstructured hybrid scheme has been developed for numerical computation
of high Reynolds number turbomachinery flows [Tsung et al.]126. The procedure allows an efficient
structured solver to be employed in the densely clustered, high aspect-ratio grid around the viscous
regions near solid surfaces, while employing an unstructured solver elsewhere in the flow domain
to add flexibility in mesh generation. Test results for an inviscid flow over an external transonic wing
and a Navier-Stokes flow for an internal annular cascade are presented.
4.11.3.1 Introduction
In modern turbomachinery designs, the rotor and stator blade rows often possess extreme turning
angles such that the flow direction deviates greatly from the axial direction. These geometries
frequently cause difficulties in generating structured meshes127. In order to impose point-to-point
periodicity on periodic boundaries in the domain, the computational grids are typically forced into
highly skewed shapes that decrease the accuracy of the solvers. One remedy for reducing the grid
skewness is to forego the point to point correspondence on the periodic boundaries and to
interpolate solution values where necessary. The disadvantage of the non-periodic grid approach is
that the local density of grid lines on either side of a periodic boundary may be vastly different.
Hence, flow features resolved on one side of the domain boundary may be diffused or lost when
interpolated to a coarser grid on the other side. Another solution to grid skewness is to use
unstructured meshes.
However, the cost and technology of present day unstructured solvers still leave much room for
improvement. The computation of both inviscid and viscous flows on unstructured triangular meshes
125 located at the Ohio Aerospace Institute adjacent to the NASA Lewis Research Center in Cleveland, Ohio.
126 F.-L. Tsung, J. Loellbach, O. Kwon, and C. Hah, “A Three-Dimensional Structured/Unstructured Hybrid Navier-
Stokes Method for Turbine Blade Rows”, Prepared for the 30th Joint Propulsion Conference and Exhibit
cosponsored by AIAA, ASME, SAE, and ASEE Indianapolis, Indiana, June 27-29, 1994.
127 Aronone, A., Liou, M-S., and Povinelli, A., "Transonic Cascade Flow Calculations Using Non-Periodic C-type
Grids," CFD Symposium on Aero-propulsion, NASA Conference Publication 3078, 1990.

in two dimensions, and tetrahedral meshes in three dimensions, has matured significantly in recent
years128-129. The ability of unstructured solvers to handle complex geometries has proven to be
valuable for many computations. However, the geometric flexibility of unstructured grid solvers is
also the source of their disadvantages when compared to structured solvers. Due to the naturally-
ordered data connectivity of structured grids, structured solvers require much less memory
(especially for implicit schemes), implicit structured solvers are straight forward to code, and
turbulence modeling is easier to implement.
The shortcomings of both structured and unstructured methodologies are continuously being
addressed and improved. In the meantime, however, it is possible to take advantage of the best
properties of both methodologies. In the present paper, a solution procedure which couples an
efficient structured solver with an unstructured solver is presented. The hybrid procedure takes
advantage of the computational efficiency of structured codes and, at the same time, is able to benefit
from the geometric flexibility of unstructured solvers. With the hybrid approach, densely packed
structured grids can be placed in the highly viscous regions near solid surfaces, and unstructured
grids can be used away from solid surfaces 130. This approach can avoid the severe grid skewness
commonly experienced by fully structured grids around turbine blades with high turning angles. The
procedure has various other applications as well, such as providing a means of connecting multi-body
geometries for Chimera-type grids to insure node-to-node correspondence131-132. The strategy of
coupling structured and unstructured methods has been implemented for two dimensional
turbomachinery computations by many researchers in the past133.
The present work extends this strategy to three-dimensional turbomachinery flows. The hybrid
solution technique is first tested for an external fixed-wing transonic flow case and the result is
compared with a structured solution for validation. The code is then applied to an annular cascade
and the result is compared with experimental data.
4.11.3.2 Governing Equation Unstructured Solver
The time dependent, Reynolds averaged, compressible Navier-Stokes equations, which express the
conservation of mass, momentum, and energy, are solved. The turbulence viscosity is calculated
using the high Reynolds number turbulence model of [Launder and Spalding]134. The equations of
motion, written in an integral form for a bounded domain Ω with a boundary ∂Ω, are
∂
̂ ds = ∭ 𝐒 (𝐐)dV
̂ ds − ∬ 𝐆(𝐐). 𝐧
∭ 𝐐dV + ∬ 𝐅(𝐐). 𝐧
∂t
Ω ∂Ω ∂Ω Ω
Eq. 4.11.6
where Q is the unknown vector containing the conserved properties
128 Barth, T.J., "A 3-D Upwind Euler Solver for Unstructured Meshes," AIAA Paper 91-1548, June 1991.
129 Batina, J.T., "A Fast Implicit
Upwind Solution Algorithm for Three-Dimensional Unstructured Dynamic Meshes,"
AIAA Paper 92-0447, Jan. 1992.
130 Weatherill, N.P., "Mixed Structured-Unstructured Meshes for Aerodynamic Flow Simulation," Aeronautical
Journal, pp. 111-123, Apr. 1990.

131 Nakahashi, K. and Obayashi, S., "FDM-FEM Zonal Approach for Viscous Flow Computation Over Multiple-
Bodies," AIAA Paper 87-0604, Jan. 1987.

132 Kao, K.H. and Liou, M.S., "Direct Replacement of Arbitrary Grid-Overlapping by Non-Structured Grid," NASA
TM-106601, May 1994.

133 Nakahashi, K., Nozaki, O., Kikuchi, K-, and Tamura, A., "Navier-Stokes Computations of Two- and Three-
Dimensional Cascade Flow fields," Journal of Propulsion and Power, Vol. 5, No. 3, pp.320-326, 1989.
134 Launder, B.E. and Spalding, D.B., 'The Numerical Computation of Turbulent Flows," Computer Methods in
Applied Mechanics and Engineering, Vol. 3, 1974.

Q = [ρ, ρu, ρv, ρw, e0 , ρk, ρε ] T
Eq. 4.11.7
In the above equation, ρ is the fluid density. u, v, and w are the Cartesian velocity components in x, y,
and z directions, respectively. eo is the total energy per unit volume. The turbulent kinetic energy and
turbulent kinetic energy dissipation rate are represented by k and ε. The vector F is the convective
flux term, G is the viscous term, and S is the source term containing the production and destruction
of turbulent kinetic energy. A complete description of the governing equations is presented in
[Reference]135 and will not be detailed here for brevity.
4.11.3.3 Inviscid Flux Spatial Discretization
The inviscid flux across each cell face x is computed using Roe's flux-difference splitting formula136
Here, QL and QR are the state variables to the left and right of the interface K. The matrix A is
computed by evaluating
1 ∂𝐅
̅ |(𝐐R − 𝐐L )}k
𝐅𝐤 = {𝐅(𝐐L ) − 𝐅(𝐐R ) − |𝐀 , ̅=
𝐀
2 ∂𝐐
Eq. 4.11.8
with Roe-averaged quantities so that
̅ [𝐐R − 𝐐L ]
𝐅(𝐐R ) − 𝐅(𝐐L ) = 𝐀
Eq. 4.11.9
is satisfied. For a first-order scheme, the primitive variables at each cell face are set equal to the cell-
centered averages on either side of the face. For a higher-order scheme, estimation of the state at
each face is achieved by interpolating the solution at each time step with a Taylor series expansion
in the neighborhood of each cell center. The cell-averaged solution gradients required at the cell
center for the expansions are computed using Gauss' theorem by evaluating the surface integral for
the closed surface of the tetrahedra. This process can be simplified using geometric invariant features
of tetrahedra. The resulting second-order formula for the flow state at each cell face can be written
as
1 1
𝐪𝐟𝟏,𝟐,𝟑 = qi + [ (q n1 + qn2 + qn3 ) − qn4 ]
4 3
Eq. 4.11.10
where the subscripts nl , n2 , n3 denote the nodes comprising face f 1,2,3 of cell i, and n4 corresponds
to the opposite node. The expansion also requires the nodal value of the solution, which can be
computed from the surrounding cell center data using a second order accurate pseudo-Laplacian
averaging procedure as suggested by [Homes and Connell]137. The three dimensional extension by
[Frink]138 is adopted in the present calculations. The convective terms of the turbulence equations
are calculated using a first-order accurate scheme in the present paper to reduce the computational
cost and to ensure the numerical stability of the time integration139.
135 Kwon, O.J. and Hah, C., "Solution of the 3-D Navier-Stokes Equations with a Two-Equation Turbulence Model
on Unstructured Meshes Applied to Turbomachinery," AIAA Paper 94-1833, June 1994.
136 Roe, P.L., "Characteristic-Based Schemes for the Euler Equations," Annual Review of Fluid Mechanics, 1986.
137 Holmes, D.G. and Connell, S.D., "Solution of the 2D Navier-Stokes Equations on Unstructured Adaptive Grids,"
AIAA Paper 89-1932, June 1989.

138 Frink, N.T., "Recent Progress Toward a Three-Dimensional Unstructured Navier-Stokes Flow Solver," AIAA
Paper 94-0061, Jan. 1994.

139 Mavriplis, D.J., "Multigrid Solution of Compressible Turbulent Flow on Unstructured Meshes Using a Two-
Equation Model," AIAA Paper 91-0237, Jan. 1991.

4.11.3.4 Viscous Flux Spatial Discretization
The evaluation of the viscous term G requires first derivatives of the velocity, temperature, and k-E
values at the cell faces. They are achieved by first evaluating the gradient of each required flow
quantity at the cell center from the known primitive variables at each time step. The gradient of the
desired quantity is obtained by applying the gradient theorem,
1
∇𝐐n = ̂dS
∮ 𝐐𝐧
VΩ
∂Ω
Eq. 4.11.11
where Ω represents the volume of the domain over which the theorem is applied. The scalar quantity
¢ can be the three components of velocity, the temperature, or turbulence quantities. In the present
calculations, the integral domain is defined as the individual tetrahedral cell, and the surrounding
surface area as2 consists of the four triangular surfaces covering the cell. This formulation is
consistent with the numerical procedure of evaluating the convective fluxes of the present cell-
centered scheme. Once the gradients of the desired quantities are known at the cell center, nodal
values are calculated using the Pseudo-Laplacian averaging mentioned earlier for the convective
terms. The flux through each of the triangular faces in Eq. 4.11.11 is obtained by averaging the three
nodal values for the triangle. Once the gradients of the primitive variables are obtained, the shear
stresses and can be calculated, from which G is evaluated at the cell center. The nodal values of these
quantities are calculated once again by applying the Pseudo-Laplacian averaging of the surrounding
cell center values. The surface flux of these quantities in Eq. 4.11.6 is obtained by taking the average
of the three nodal values for each triangular face of each cell.
4.11.3.5 Time Integration
The solution vector is integrated in time using the implicit Euler method, which is first-order accurate
in time. The nonlinear inviscid flux vectors are linearized at every time level about their values at the
previous time level using Taylor expansions, e.g.
n+1 n
∂𝐄 n
𝐄 =𝐄 + ∆𝐐n+1 + O(∆𝛕)2 = 𝐄 n + 𝐀𝑛 ∆𝐐n+1
∂𝐐
Eq. 4.11.12
The viscous terms are evaluated explicitly. Explicit treatment of the viscous terms still permits the
use of large time steps since the Reynolds numbers of interest here are fairly large. To further reduce
computational time and memory, the radial/spanwise flux derivatives are treated explicitly at the
old time level, but the new values are incorporated as soon as they become available. This explicit
treatment of the spanwise flux terms enables the scheme to solve the three-dimensional equations
by solving one spanwise station implicitly at a time. To eliminate any dependency the solution may
have on the spanwise marching direction, the solver reverses the marching direction with every
spanwise sweep. The resulting left-hand-side of the matrix equation is approximately factored into
alternating directions
( 𝐈 + ∆τδξ 𝐀n ) ( 𝐈 + ∆τδζ 𝐂 n )∆𝐐n+1 =

−∆τ [(𝐄 n − 𝐄vn,n+1 )ξ + (𝐅 − 𝐅vn,n+1 )η + (𝐆n − 𝐆vn,n+1 )ζ ]
Eq. 4.11.13
The implicit operating matrices are then diagonalized using a similarity transformation [27].
4.11.3.6 Spatial Discretization
Standard second-order central differencing is used for the spatial derivatives. Spectral-radius scaled
fourth/second-difference artificial dissipation140 is added for stability and to eliminate oscillations
near shocks. The viscous terms are evaluated using half-point central differencing so that the
computational stencil for the stress terms uses only three nodes in each of the three directions.
4.11.3.7 Hybrid Coupling
Since the structured code has multi-block capability, the coupling procedure treats the unstructured
portion of the hybrid meshes as a separate block. The blocks are solved independently with respect
to each other. Explicit boundary conditions are updated at the end of each time iteration. The two
codes are loosely coupled, essentially running independently of each other. The only interaction
between the structured solver and the unstructured solver is through boundary conditions. The
advantage of this formulation is that almost any two given codes can be coupled together. In this
paper, a central-differencing, finite-difference procedure and an upwind cell-centered finite volume
procedure are coupled. The structured solver is formulated in an inertial frame of reference whereas
the unstructured solver is in a blade-fixed coordinate system. For non-moving-boundary cases, such
as pressure-driven turbine stator flows, there is no difference between the two formulations.
However, for moving-boundary cases, care must be taken when transferring data between the two
solvers depending on how boundary conditions are prescribed. For example, consider a wing
traveling at a constant velocity.
Since the structured solver assumes the wing is moving and the unstructured solver assumes the
domain is fixed in space, the total energy must be converted between the two frames of reference. At
the end of each iteration, mass,
momentum, and energy values
are communicated between the
structured and unstructured
solvers. Since the unstructured
solver is a cell-centered finite-
volume scheme and the
structured solver is a vertex-
based finite-difference scheme,
the unstructured and the
structured grids are overlap by
one layer at the boundary in
order to minimize interpolation
and extrapolation errors at the
boundary. By overlapping the
grids instead of abutting them
against each other, the boundary Figure 4.11.3 Structured-Unstructured Mesh Overlapping
nodes for the structured solver by One Layer – Courtesy of [Tsung et al.]
are interpolated from the
interior cell center values of the unstructured solver Similarly, the cell boundary face values of the
unstructured solver are interpolated from interior structured nodes. An illustration of the
overlapped grid in 2D is shown in Figure 4.11.3. Once the grid construction is completed, a table is
generated to index unstructured nodes to their corresponding structured nodes, and vise-versa. The
index is similar to the table generated between structured block boundaries for multi-block
calculations.
140Jameson, A., Schmidt, W., and Turkel, E., "Numerical Solution of the Euler Equations by Finite-Volume
Methods Using Runge-Kutta Time-Stepping Schemes," ALAA Paper 81-1259, June 1981.
4.11.3.8 Results and Discussion
Validation for both the structured and the unstructured solvers have been documented previously
and will not be presented here. To test the structured-unstructured hybrid analysis, calculations for
a transonic inviscid flow over a fixed wing and a viscous flow for a turbine stator blade are presented.
For all calculations in this paper, a structured grid is first generated for the entire geometry. The
unstructured grids are generated by subdividing a portion of the structured cells each into six
unstructured tetrahedra.
4.11.3.8.1 Case 1 : Transonic Wing
The first calculation selected for the hybrid scheme is a transonic wing at a freestream Mach number
of 0.8 and at 1.25 0 angle-of-attack. For this test case, flow periodicity is imposed on the two end wall
boundaries to simulate a two-dimensional flow. A purely structured solution for this case is first
obtained for comparison. An O-H grid topology is used; that is, an O-grid is generated at each
spanwise station. For the structured calculation, each spanwise station consists of 121 (streamwise)
x 41 (normal) points. Six spanwise stations are required due to the memory allocation algorithms for
the multi-block structured solver. The number of spanwise stations used does not alter the results
since the code simulates a two-dimensional problem.
Figure 4.11.4 Pressure contour lines across the structured-unstructured zonal interface – Courtesy of
[Tsung et al.]
For the structured-unstructured coupled procedure, the grid is divided into three zones. The inner
zone, which wraps around the solid surface (121x12), is calculated using the structured solver. The
middle zone (121x6), which wraps around the inner structured zone, is subdivided into tetrahedra
for the unstructured solver. The outer zone, which extends from the middle zone to the free stream,
is once again calculated using the structured solver. The purpose of dividing the calculation into
three zones is to simulate a Chimera type of grid where a simple background grid is generated for the
entire domain and a structured grid is used around a solid object. Instead of interpolating between
the two grids, an unstructured solver can be placed to connect the two set of grids and obtain node-
to-node correspondence which remove the needs for interpolation. For a finite volume approach, this
also insures flow conservation. This approach is also recommended for multi-body calculations. To
examine the coupling between the structured/unstructured solver across the three-zones, pressure
contour lines are shown in Figure 4.11.4 for the first-order and the second-order coupling, along
with the single block structured solver for comparison. For the first order coupling, a slight
discontinuity exists across the zonal boundary. However, the discontinuity is small and barely
perceptible on a global scale. For the second-order coupling, the contours show the flow is smooth
with little indication of the presence of the zonal boundaries. The mass flows in and out of the
sandwiched unstructured zone are within 0.03% of each other, indicating that good flow
conservation is achieved. The unstructured shock is somewhat more compact then the structured
solver. One reason for this is that every structured cell becomes six tetrahedra so that in the
streamwise direction, the unstructured cells are twice as dense as the structured cells. The present
hybrid procedure converges considerably slower than the single structured grid due to the explicit
formulation of the incorporated unstructured solver, which requires a low CFL number.
4.11.3.8.2 Case 2 : 3D Viscous Flow Through Turbine Blades-Hybrid Procedure
The second test case selected is a 3D annular cascade [29]. The geometry consists of an annular ring
of 36 turbine stator vanes. The blades are 38.10 mm in span, untwisted, and of constant profile with
an axial chord of 38.23 mm. The stator has a
tip diameter of 508 mm and a hub-to-tip
radius ratio of 0.85. The inlet flow angle is
parallel to the axis of the cascade. The
Reynolds number based on the inlet total
quantities and axial chord length is 898,650.
The inlet total pressure and total temperature
at one axial-chord length upstream of the
blade leading edge are known from
experiment. The exit hub static pressure to
inlet total pressure ratio is 0.65 at 2.6 axial-
chord lengths downstream of the blade
trailing edge.
For the hybrid calculation, the computational
domain extends one axial-chord length
upstream of the blade leading edge and 2.6
axial-chord lengths downstream of the blade
trailing edge. The exit hub static pressure to
inlet total pressure ratio is known from
experiment. The grid has 105 (inlet to exit)
x29 (blade to blade) x15 (hub to tip) nodes
and 23,000 cells are subdivided into Figure 4.11.5 Pressure Contour Across the
unstructured cells. The structured grid wraps Structured-Unstructured Interface – Courtesy of
around the solid surfaces of the hub and the [Tsung et al.]
turbine blade while the rest of the domain is
filled with unstructured cells. For the present grid, only 15 hub to shroud stations are used and the
grid density near the trailing edge is very coarse (only 3 points defining the rounded trailing edge).
While such a coarse grid is not acceptable for accurate prediction of viscous effects, it is sufficient for
monitoring the communication between the structured and unstructured zones and to predict the
overall flow field. A no-slip boundary condition is applied at the hub and on the blade surfaces, and
an inviscid slip condition is applied on the shroud. In the coupled calculation, the unstructured solver
is run without turbulence modeling because the effects of turbulence are much reduced outside the
boundary layer. The pressure contour lines across the structured and unstructured zones are plotted
in Figure 4.11.5.
4.11.3.9 Concluding Remarks
A 3D unstructured, Navier-Stokes flow solver has been coupled with a three dimensional structured
code to allow structured unstructured hybrid calculations. The two codes are loosely coupled and
interact only through boundary conditions. The structured solver is a center differenced finite-
difference scheme and the unstructured solver is an upwind-differenced finite volume scheme. The
hybrid procedure has been tested for a transonic wing and an annular cascade, and good results have
been obtained. The flow properties across the boundary between the structured and unstructured
portions of the grid are smooth and well behaved. The results show that two distinct discretization
techniques can be coupled together with little effect on the solution accuracy, as long as both are of
same order.
4.11.3.10 References
1. Aronone, A., Liou, M-S., and Povinelli, A., "Transonic Cascade Flow Calculations Using Non-Periodic
C-type Grids," CFD Symposium on Aero propulsion, NASA Conference Publication 3078, 1990.
2. Barth, T.J., "A 3-D Upwind Euler Solver for Unstructured Meshes," AIAA Paper 91-1548, June 1991.
3. Batina, J.T., "A Fast Implicit Upwind Solution Algorithm for Three-Dimensional Unstructured
Dynamic Meshes," AIAA Paper 92-0447, Jan. 1992.
4. Frink, N.T., "Upwind Scheme for Solving the Euler Equations on Unstructured Tetrahedral Meshes,"
AIAA Journal, Vol. 30, No. 1, pp. 70-77, Jan. 1992.
5. Mavriplis, D.J., "Three-Dimensional Unstructured Multigrid for the Euler Equations, "ALAA Journal,
Vol. 30, No. 7, pp. 1753-1761, July 1992.
6. Dawes, W.N., "The Simulation of Three-Dimensional Viscous Flow in Turbomachinery Geometries
Using a Solution-Adaptive Unstructured Mesh Methodology," ASME Paper 91-GT-124, 1991.
7. Spragle, G.S., Smith, WA, and Yadlin, Y., "Application of an Unstructured Flow Solver to Planes,
Trains, and Automobiles," AIAA Paper 93-0889, Jan. 1993.
8. Weatherill, N.P., "Mixed Structured-Unstructured Meshes for Aerodynamic Flow Simulation,"
Aeronautical Journal, pp. 111-123, Apr. 1990.
9. Mathur, S.R., Madavan, N.K., and Rajagopalan, R.G., "A Solution-Adaptive Hybrid-Grid Method for
the Unsteady Analysis of Turbomachinery, "AIAA Paper 93-3015, July 1993,
10. Soetrisno, M., Imlay, S.T., and Roberts, D.W., "A Zonal Implicit Procedure for Hybrid Structured-
Unstructured Grids," AIAA Paper 94-0645, Jan, 1994.
11. Nakahashi, K. and Obayashi, S., "FDM-FEM Zonal Approach for Viscous Flow Computation Over
Multiple-Bodies," AIAA Paper 87-0604, Jan. 1987.
12. Kao, K.H. and Liou, M.S., "Direct Replacement of Arbitrary Grid-Overlapping by Non-Structured
Grid," NASA TM-106601, May 1994.
13. Nakahashi, K., Nozaki, O., Kikuchi, K-, and Tamura, A., "Navier-Stokes Computations of Two- and
Three-Dimensional Cascade Flowfields," Journal of Propulsion and Power, Vol. 5, No. 3, 1989.
14. Hwang, C.J. and Liu, J.L., "Inviscid and Viscous Solutions for Airfoil/Cascade Flows Using a Locally
Implicit Algorithm on Adaptive Meshes, " Journal of Turbomachinery, Vol. 113, pp.553-560, Oct. 1991.
15. Mathur, A., Sanjay, R., Madavan, B., Nateri, K., and R.ajagopalan, R.G., "A Hybrid Structured-
Unstructured Grid Method for Unsteady Turbomachinery Flow Computations," ALAA paper 93-0387,
Jan. 1993.
16. Launder, B.E. and Spalding, D.B., 'The Numerical Computation of Turbulent Flows," Computer
Methods in Applied Mechanics and Engineering, Vol. 3, 1974, pp. 269-289.
17. Kwon, O.J. and Hah, C., "Solution of the 3-D Navier-Stokes Equations with a Two-Equation
Turbulence Model on Unstructured Meshes Applied to Turbomachinery," AIAA Paper 94-1833, June
1994.
18. Roe, P.L., "Characteristic-Based Schemes for the Euler Equations," Annual Review of Fluid
Mechanics, Vol. 18, pp. 337-365, 1986.
19. Holmes, D.G. and Connell, S.D., "Solution of the 2D Navier-Stokes Equations on Unstructured
Adaptive Grids," AIAA Paper 89-1932, June 1989.
20. Frink, N.T., "Recent Progress Toward a Three-Dimensional Unstructured Navier-Stokes Flow
Solver," AIAA Paper 94-0061, Jan. 1994.
21. Mavriplis, D.J., "Multigrid Solution of Compressible Turbulent Flow on Unstructured Meshes
Using a Two-Equation Model," AIAA Paper 91-0237, Jan. 1991.
22. Jameson, A., Schmidt, W., and Turkel, E., "Numerical Solution of the Euler Equations by Finite-
Volume Methods Using Runge-Kutta Time-Stepping Schemes," ALAA Paper 81-1259, June 1981.
23. Kunz, R.F. and Lakshminarayana, B., "Stability of Explicit Navier-Stokes Procedures Using k-e and
k-e/Algebraic Reynolds Stress Turbulence Models," J. of Computational Physics, Vol. 103, 1992.
24. Tsung, F.-L. and Sankar, L.N., "Numerical Simulation of Flow Separation for Rotors and Fixed
Wings," AIAA paper 92-0635, Jan. 1992.
25. Baldwin, B.S., Lomax, H., "Thin-Layer Approximation and Algebraic Model for Separated
Turbulent Flows," AIAA Paper 78-257, June 1978.
26. Rizk, Y.M. and Chausee, D.S., "Three-Dimensional Viscous-Flow Computations Using a
Directionally Hybrid Implicit-Explicit Procedure," AIAA Paper 83-1910, 1983.
27. Pulliam, T.H. and Chaussee, D.S., "A Diagonal Form of an Implicit Approximate-Factorization
Algorithm," J. of Computational Physics, Vol. 39, pp. 347-363, 1981.
28. Kwon, O.J. and Hah, C., "Three-Dimensional Unstructured Grid Euler Method Applied to Turbine
Blades," AIAA Paper 93-0196, Jan. 1993.
29. Goldman, L.J. and McLallin, K.L., "Cold-Air Annular-Cascade Investigation of Aerodynamic
Performance of Core-Engine-Cooled Turbine Vanes. I-Solid-Vane Performance and Facility
Description," NASA TM X-3224, April 1975.
4.12 Some Observations on Usage of Pressure Based vs. Density Based Schemes
Several researchers commented on CFD blogs as where to use the Pressure or Density based solver,
and it was mentioned here as confidence builder measure. Some interesting ones are:
➢ Strictly speaking, the pressure-based approach was developed for low-speed incompressible
flows, while the density-based approach was mainly used for high-speed compressible flows.
However, recently both methods have been extended and reformulated to solve and operate
for a wide range of flow conditions beyond their traditional or original intent (see Figure
4.12.1). In both methods the velocity field is obtained from the momentum equations. In the
density-based approach, the continuity equation is used to obtain the density field while the
pressure field is determined from the equation of state. On the other hand, in the pressure-
based approach, the pressure field is extracted by solving a pressure or pressure correction
equation which is obtained by manipulating continuity and momentum equations141.
➢ The pressure-based solver traditionally has been used for incompressible and mildly
compressible flows. The density-based approach, on the other hand, was originally designed
for high-speed compressible flows. Both approaches are now applicable to a broad range of
flows (from incompressible to highly compressible), but the origins of the density-based
formulation may give it an accuracy (i.e. shock resolution) advantage over the pressure-based
solver for high-speed compressible flows.
➢ The reason many people extend the simple algorithm for compressible flows is for using a
single unified solver which is valid over the entire flow regime. Many algorithms which are
developed for compressible flows are extended to incompressible flows through
preconditioning for the same reason. Also in certain flow scenarios, there may be wide
variations of the Mach number in the flow region and hence an unified solver is a better way
of handling it. [Harish, CFD online].
➢ Conferring to [Mateu], the main difference is the approach for density variation.
The SIMPLE type algorithm seek for pressure correction with some assumption or
simplification. In other words, we first have an approximate velocity field, for this we wish to
correct it such that continuity satisfies. The velocity correction are expressed in terms of
pressure correction and thus we get pressure correction equation, that is solved to get new
pressure field. When the flow is compressible, the SIMPLE type method goes little further and
relate density change to pressure correction. Since flux is related to density change, this could
also be included into pressure correction equation. This way you get pressure correction and
you update velocity and density. Density based solvers work on flux balances directly I
suppose.
According to [Gaurav Dhir] everything is boils down to time scale. The density based solvers
calculate their timestep based on the acoustic timescale. In case of low Mach number flows (M <
0.3), speed of sound is very high (almost approaching infinity ). Therefore, in order to ensure stability
of the solver, a very low timestep will be needed leading to extremely high computational cost.
A pressure based solver solves this problem in an indirect manner. For strictly incompressible flow
calculations (M = 0), a Poisson’s equation for pressure can be obtained by manipulating the continuity
and momentum equations. The pressure based solver solves this equation in an implicit manner. It
turns out that while performing this manipulation, we have completely neglected the acoustic
timescales (due to M = 0 approximation). Therefore, the pressure based solver now calculates the
timestep based on flow velocity which is much smaller than the acoustic velocity. This reduces the
computational cost for incompressible flow simulations. To get a more intuitive insight into the
141 Johnson Emmanuel , CFD on line.

physics, the above statement can also be interpreted as saying that the pressure based solver resolves
all features based on the flow timescale and neglects features emerging from acoustic timescale.
Pressure or Density
Based (Hybrid)
Figure 4.12.1 Scope of Incompressible Vs. Compressible Flow Solvers
4.13 Residual Implication

In short, the non-linear NS equations are linearized and the accuracy of the linearized equations to
the non-linear ones is the residual where the linear solver solves the linear equations. The
discretization of the spatial terms in the governing equations results in a large coupled set of ordinary
differential equations of the form
d(VM𝐖)
+ 𝐑(𝐖) = 0
dt
Eq. 4.13.1
Where V represents the local control volume, M the mass matrix, and R(W) the spatially discretized
terms. For a vertex-based scheme, the mass matrix relates the average value of a control volume to
the values at the vertices of the mesh. Both V and M are constants for static meshes, and can therefore
be taken outside of the time derivative, and in absence of M it becomes
d𝐖
V + 𝐑(𝐖) = 0
dt
Eq. 4.13.2
For steady-state cases, these equations must be integrated in time towards t → ∞, where the time
derivatives become vanishingly small. Since time accuracy is not a concern in such cases, and each
equation may be advanced with the maximum permissible time step, as determined from local
stability considerations. There are two general methods of solving, as Explicit or Implicit scheme,
defined following.
4.13.1 Explicit Schemes
A simple time integration scheme is obtained by replacing the time derivative by a simple forward
difference and evaluating the residual at the current time level:
𝐖 n+1 − 𝐖 n
V + 𝐑(𝐖 n ) = 0
Δt
Eq. 4.13.3
This corresponds to a single-stage explicit scheme, since updates are obtained from one evaluation
of currently available quantities. Like Runge-Kutta schemes for ordinary differential equations,
multistage time-stepping schemes (which are required with higher-order discretization for stability
reasons) involve the combination of updates obtained at multiple explicitly evaluated intermediate
states [Mavriplis]142. The stage coefficients of these schemes can be optimized either to provide large
time steps at the expense of time accuracy or to enhance high-frequency damping properties of the
scheme, which is required in the context of a multigrid algorithm [Jameson et al]143 and [van Leer et
al.]144. These schemes are extremely simple to implement and require little additional computer
storage. However, stability considerations restrict the maximum permissible time step to values
proportional to the local cell size. Thus, finer meshes lead to smaller time steps, which in turn lead to
larger solution times. For very fine meshes, the convergence of explicit schemes becomes
unacceptably slow, and more sophisticated solution strategies must be adopted.
4.13.2 Implicit Schemes
An implicit scheme is obtained by evaluating the spatial residual terms at the new time level n+1.
Since these quantities are not known explicitly, a linearization must be performed about the current
time level:
V ∂𝐑
( + ) Δ𝐖 = −𝐑(𝐖 n )
Δt ∂𝐖
Eq. 4.13.4
Where ∂R/∂w represents the Jacobian and constitutes a large sparse matrix145. At each time step,
the above linear system must be solved for the corrections ∆w = wn+ 1 - wn from which the flow
variables can be updated. Implicit schemes may be classified by the degree to which the true Jacobian
matrix is approximated. If an exact linearization is employed, the method is unconditionally stable
and reduces to Newton’s method for ∆t → ∞. Although the quadratic convergence properties of
Newton’s method generally produce solutions in a very small number of time steps (often of the order
of 10) [Venkatakrishnan & Barth]146, [Barth & Linton]147, [Nielsen]148, each time step requires the
inversion of a large sparse matrix, which becomes prohibitively expensive in terms of storage and
CPU-time for fine meshes. A common simplification is to replace the exact linearization with one
based on a first-order discretization [Mavriplis and Anderson]149. While this considerably reduces
the storage requirements of the linear system and improves its condition number, it precludes
attaining quadratic convergence rates, owing to the use of an inexact linearization. This in turn favors
142 D. J. Mavriplis, “Unstructured Grid Techniques”, Annu. Rev. Fluid. Mech. 1997. 29:473–514.
143 Jameson A, Schmidt W, Turkel E.,” Numerical solution of the Euler equations by finite volume methods using
Runge-Kutta time stepping schemes”, AIAA Pap. 81-125- 1981.
144 van Leer B, Tai CH, Powell KG.,” Design of optimally-smoothing multi-stage schemes for the Euler equations”,
AIAA Pap. 89-1933,1989.

145 See 148.
146 Venkatkrishnan V, Barth TJ., “Application of direct solvers to unstructured meshes for the Euler and Navier-
Stokes equations using upwind schemes”, AIAA Pap. 89-0364, 1989.

147 Barth TJ, Linton SW.,”An unstructured mesh Newton solver for compressible fluid flow and its parallel
implementation”, AIAAPap. 95-022, 1995.

148 Nielsen EJ, Anderson WK, Walters RW, Keyes DE.,”Application of Newton-Krylov methodology to a three-
dimensional unstructured Euler code”, Proc. AIAA CFD Conf., 12th, San Diego. AIAA Pap. 95-1733-CP- 1995.
149 Anderson WK, Rausch R, Bonhaus D.,”Implicit Multigrid Algorithms for Incompressible Turbulent Flows On
Unstructured Grids”, Proc. AIAA CFD Conf., 12th, San Diego. AIAA Pap. 95-1740-CP, 1995.
the use of iterative methods to solve the linear system, which can be used to converge the system
only partially, because exact inversion of the Jacobian is no longer beneficial, owing to the mismatch
between Jacobian and residual. However, rigorous criteria for determining the optimal level of
convergence of the linear system at each time step have yet to be determined. Simple iterative
schemes such as Jacobi and Gauss-Seidel schemes have been utilized successfully in the context of
implicit schemes with first-order linearization. However, since these are still local techniques, their
convergence degrades with grid size. More sophisticated techniques such as preconditioned GMRES
methods provide enhanced convergence rates, particularly when applied with powerful
preconditioners such as Incomplete Lower Upper (ILU) factorization methods, which provide more
global information for the solution of the linear system.
Although 1st order linearization methods require substantially less memory overheads than exact
linearization methods, their memory requirements are still nontrivial. For example, on a 3D
tetrahedral grid, the first-order Jacobian of a vertex-based scheme requires on the order of 350
storage locations per vertex, over three times the number required for the implementation of an
explicit scheme. An ILU preconditioning strategy can require an equivalent additional amount of
memory. Since GMRES methods only require the evaluation of matrix vector products of the form
(∂R/∂w).∆w, it is possible to forgo the storage of the Jacobian, and evaluate the Jacobian vector
product directly by finite-difference techniques:
∂𝐑 𝐑(𝐖 + ε Δ𝐖) − 𝐑(𝐖)

⋅ Δ𝐖 =
∂𝐖 ε
Eq. 4.13.5
Where ε represents a small parameter.
This requires multiple residual
evaluations (one for each matrix
vector product) and represents a
classic tradeoff between storage and
computation, particularly for
expensive nonlinear residual
constructions. However, it also
permits the use of the more accurate
second order linearization in the
implicit scheme, by using the same
second-order residual in the finite
difference evaluation as in the right-
hand side of equation, as is done in the
so-called Newton-Krylov methods.
4.13.2.1 Convergence Rate and
Figure 4.13.1 Cost increases as Mach number decreases
Storage Requirement (NACA 0012)
Compressible flow solvers face slower
convergence at low Mach numbers
[Seraj et al.]150. Using NACA 0012 as a test case, the solution for Mach 0.01 is three times slower than
Mach 0.4 (Figure 4.13.1). The slower convergence is the result of the difference in magnitude
150Sabet Seraj, Anil Yildirim, Joshua L. Anibal, Joaquim R. R. A. Martins, “Improving the Performance of a
Compressible RANS Solver for Low and High Mach Number Flows”, Eleventh International Conference on
Computational Fluid Dynamics (ICCFD11), Maui, HI, USA, July 11-15, 2022.
between the advective and acoustic wave speeds. For Newton-based solvers, this is reflected in the
stiffness of the linear system that is solved at each nonlinear iteration151.
Figure 4.13.2 compares the convergence rates of a Newton-Krylov method that employs ILU
preconditioning with convergence of a Gauss-Seidel iterative method applied to a first-order
linearization, as well as with the convergence obtained by a multigrid scheme using the same Gauss-
Seidel solver as a multilevel smoother (Solid line: Gauss Siedel; Dotted line: ILU Preconditioned
Newton-Krylov; Dashed line: Multigrid method -using Gauss Siedel as smoother). The depicted
case involves the solution of two-dimensional subsonic inviscid flow over a NACA 0012 airfoil on a
mesh of 8578 points, using a vertex-based second-order upwind scheme152.
The quadratic convergence
property of the Newton-Krylov
approach is evident, which achieves
a very rapid asymptotic
convergence rate in terms of
number of iterations. When
compared in terms of overall CPU-
time, the Newton-Krylov scheme,
although still superior to the Gauss-
Seidel implicit method, is overtaken
by the multigrid scheme, due to the
expense of each Newton-Krylov
iteration. Additional improvements
to Newton-Krylov methods can be
achieved through continuation
techniques, which provide better
initial guesses (for example by
coarse to fine mesh sequencing), in
order to reduce the initial phase of Figure 4.13.2 Comparing the Convergence Rates of the ILU-
poor convergence of these schemes. Preconditioned Newton-Krylov Method
However, one of the drawbacks of
these methods is that they still require powerful preconditioners in order to be effective, and the best
known preconditioners are generally matrix based (such as ILU), which entail storage requirements
similar to those of the first order linearization. A compromise, with obvious limitations, is to use a
weaker but low-storage preconditioner, such as block-diagonal with a Newton-Krylov Method153.
For upwind discretization based on reconstruction techniques, higher-order Jacobian vector
products can be formed by multiplying the first-order Jacobian with a higher-order reconstructed
vector. Although the method requires the storage of the first-order Jacobian, it is exact and, unlike
finite-difference techniques, can also be applied directly to the solution of the adjoin equations, which
is required in particular formulations of the design optimization problem. Additional approximations
to the exact Jacobian can be employed to further reduce the memory requirements of implicit
schemes. For example, one may choose to group sub-regions of the mesh together and only retain the
terms of the Jacobian that pertain to coupling within each region154.
These regions may be determined by a variety of methods and may exhibit varying degrees of
151 See Previous

152 Nielsen EJ, Anderson WK, Walters RW, Keyes DE. ,”Application of Newton-Krylov methodology to a three-
dimensional unstructured Euler code”, Proc. AIAA CFD Conf., 12th, San Diego. AIAA Pap. 95-1733-CP, 1995.
153 Shakib F, Hughes TJR, Johan Z., “A multi element group preconditioned GMRES algorithm for non-symmetric
problems arising in finite element analysis”, Computer. Methods Appl. Mech. Eng. 87:415–56, 1989.
154 Chan TF, Mathew TP.,” Domain decomposition algorithms”, Acta Numer. pp. 61–143.
overlap. These approximations may be applied to the Jacobian itself but are most often applied to the
matrix-based preconditioners operating on the true Jacobian. Alternatively, the regions may be
reduced to lines through the mesh joining neighboring vertices, as in the method of line lets, which
attempts to approximate the Alternate Direction Implicit (ADI) scheme of structured grids155. On
sequential machines, the regions or lines can be processed individually, thus reducing the maximum
memory requirements to that of the largest region or line (although on parallel machines no savings
are realized if each region is assigned to an individual processor). The numerical coupling between
regions or lines is lost in these approaches, a loss that in turn degrades overall convergence, as the
number of regions increases. However, this degradation can be minimized by judicious choices of the
regions based on the character of the problem, a technique that has not yet been fully exploited. If
these regions are reduced to individual grid points (i.e. all implicit coupling between grid points is
discarded), only the diagonal block matrices of the original Jacobian are retained, and the point-
implicit method is obtained 156-157. These terms represent the coupling between the various fluid
dynamic equations at a grid point. While point-implicit methods can offer increases in efficiency over
regular explicit schemes, they are also plagued by slow convergence for fine grids. Point-implicit
methods are sometimes viewed as preconditioning techniques for explicit schemes, where the point-
implicit matrix is the preconditioner.
4.13.2.2 Reflections on the Evolution of Implicit Navier-Stokes Algorithms158
The motivation for implicit viscous flow solvers has been the need to solve complex flows requiring
highly nonuniform grids and with multiple time and length scales. Such problems can present severe
algorithmic challenges when resolving disparate local length scales introduced by geometry, very
thin shear layers, and other localized flow structures. In addition, the differing time scales of
convection, diffusion, sound propagation, and chemical reaction can result in equation stiffness, a
term used for ordinary differential equations whose system matrices have a wide range of
eigenvalues. In both instances, the enhanced stability properties available from implicit schemes can
help by allowing larger time steps, within an objective of either time accuracy or convergence to a
steady solution. We will briefly comment here on the development of our own noniterative time-
linearized, block-coupled, Alternating-Direction Implicit (ADI) scheme reported during 1973-
1977, and then give some personal reflections on the subsequent evolution of these ideas and some
of the progress achieved through related ideas and innovations introduced by others.
4.13.2.2.1 The Noniterative Time-Linearized Block-Coupled ADI Scheme
With much appreciated support from Dr. Morton Cooper at the Office of Naval Research, we began
work that led to our 1973 implicit algorithm for the3D compressible Navier-Stokes equations in
primitive variables. This algorithm combined
➢ a noniterative implicit time or local linearization,
➢ a coupled block-tridiagonal adaptation of the 1963 Douglas-Gunn formalism for generating
n-dimensional ADI schemes from any linear scalar implicit time-marching scheme, and
4.13.2.3 Use of Implicitly Coupled, Characteristic-Compatible Boundary Conditions
Once we recognized the utility of the Douglas-Gunn formalism to generate a 3D block-tridiagonal ADI
scheme for coupled sets of linear parabolic/hyperbolic equations, we needed to develop a suitable
linearization for the Navier-Stokes equations and stable boundary conditions. We did this by
155 Hassan O, Morgan K, Peraire J., “An implicit finite element method for high speed flows”, AIAA Pap. 90-0402.
156 Hassan O, Morgan K, Peraire J., “An implicit finite element method for high speed flows”, AIAA Pap. 90-0402.
157 Thareja RR, Stewart JR, Hassan O, Morgan K, Peraire J., “A point implicit unstructured grid solver for the Euler
and Navier-Stokes equations.”, AIAA Pap. 88-0036, 1988.

158 W. R. Briley and H. McDonald, “Reflections on the Evolution of Implicit Navier-Stokes Algorithms”, UTC-CECS-
SimCenter-2008-04, September 2008.

experimenting with different techniques using the trivial one-dimensional test problem of inviscid
uniform flow at constant Mach number. This test problem was ideal because
• the exact solutions to the differential and difference equations are known and identical,
• solutions with central differences are independent of artificial dissipation, and
• it is parametric in Mach number.
We became convinced that the noniterative time linearization was a key ingredient when it provided
stability for large Courant numbers over a full range of Mach numbers without added dissipation,
provided that implicit characteristic-compatible inflow/outflow boundary conditions were used. The
time linearization fully coupled the equations, thus obviating ad hoc decoupling techniques, and it
was also unambiguous in guiding the implicit treatment of nonlinear boundary conditions, for
example the subsonic “wind tunnel” conditions of total pressure and temperature at inflow and static
pressure at outflow. A somewhat related two-dimensional scheme for magnetohydrodynamics was
developed independently in 1973 by [I. Lindemuth and J. Killeen].
They applied the [Peaceman-Rachford] ADI scheme without linearization, and then linearized
progressively about the two successive solutions obtained for each of the half steps. During the
period 1973-1980, our group applied the time-linearized ADI scheme to numerous three-
dimensional steady subsonic flows in straight and curved ducts and pipes, multiphase multispecies
turbulent combusting flows, horseshoe vortex flows, and discrete-hole cooling jets. It was also used
in 1975 as a spatial marching algorithm for three-dimensional supersonic flow.
It was significant that the noniterative linearization has second-order time accuracy and does not
reduce the order of first or second-order time differencing. Thus Newton iteration to solve a
nonlinear implicit equation was unnecessary in principle because halving the time step could reduce
both linearization and time differencing errors at the same cost as a single Newton iteration.
Furthermore, both of these errors vanish in steady solutions, and the use of a pseudo time iteration
avoided the need for an accurate initial guess for Newton iteration. In fact, the time step could control
the linearization error during iteration toward a steady solution.
The cost of a single time step using the noniterative implicit scheme was only about twice that of
explicit methods, and it generally had much faster convergence to steady solutions. This efficiency
was needed for implicit solution at a time when computers were inadequate for many practical CFD
problems, especially in three dimensions. However, many subsequent improvements in implicit
algorithms and solution methodology would be needed to achieve modern high-fidelity simulations,
as increasingly powerful computers enabled them. In our view, the primary long-term contribution
of our Navier-Stokes algorithm was to introduce the noniterative time or local linearization to
systems of nonlinear partial differential equations and boundary conditions, and to recognize the
value of the scalar Douglas Gunn formalization to generate implicit coupled ADI schemes for the time
linearized equations. This stimulated considerable interest and further research in implicit
algorithms for the Navier-Stokes equations.
4.13.2.3.1 Early Work at NASA Ames Research Center
Our 1974 seminar at NASA Ames helped to generate some of this interest, and many important
contributions were made there. In 1976, Beam and Warming developed an implicit approximate
factorization (AF) algorithm for the Euler equations using conservative equations that admit
discontinuous solutions. They gave a very concise and elegant derivation of their algorithm by
expressing the time linearization in terms of flux Jacobian matrices for conserved variables Q, and
then using approximate factorization in terms of the implicit solution variable Qn+1 to generate the
one-dimensional block-tridiagonal systems. Their 1978 Navier-Stokes algorithm was similar but
introduced the “delta-form” factorization in terms of Δ Q = (Qn+1 - Qn). Although written in a different
form, the approximate factorization in terms of Δ Q and the Douglas-Gunn procedure for generating
ADI methods give the same result for Q n+1; however, approximate factorization is much more direct
and quickly became the standard derivation. [Steger and Kutler] also gave an early adaptation of this
time-linearized AF scheme for incompressible flows in 1977, using [Chorin’s] artificial
compressibility formulation.
[Warming and Beam] did extensive work on stability of implicit schemes, and one important
development was their local stability analysis indicating that the Douglas-Gunn ADI scheme for the
first-order wave equation is unconditionally unstable in three dimensions. In the context of implicit
algorithms, the von Neumann stability analysis assumes linear equations with constant coefficients,
a uniform grid, and periodic boundary conditions. We later performed a matrix stability analysis for
this inviscid equation showing that when the periodic conditions are replaced by characteristic-
based inflow/outflow conditions, the algorithm is conditionally stable for inviscid Courant number
less than about 1.2. This may explain why many researchers including ourselves were able to obtain
numerous steady solutions in three dimensions. Although it is unlikely that any algorithm would be
unconditionally stable for complex nonlinear systems, the lack of unconditional stability for this
model problem properly motivated the subsequent development of much improved two-factor AF
schemes for three dimensions, most notably the lower-upper (LU) factorization.
4.13.2.3.2 Characteristic-Based Upwind Schemes
A major algorithmic advance came in the early 1980s when [Steger and Warming, B. van Leer, A.
Harten, P. L. Roe], and others developed high resolution characteristic-based (upwind) numerical
fluxes. These flux formulas are used with conservative finite-volume or integral formulations that are
capable of preserving discontinuities, with consequent higher resolution properties than finite-
difference schemes for flows with discontinuities and/or thin viscous layers. Upwind flux
formulations are also widely used for artificial compressibility formulations. While perhaps
originally motivated by their discontinuity-preserving properties, their local upwind properties later
were a key to developing more effective two-factor three-dimensional implicit methods.
4.13.2.3.3 Reducing Factorization Error in Time-Linearized Schemes
The efficiency of the noniterative implicit algorithms was procured at expense of both time-
linearization and factorization errors. Both of these errors are absent in converged steady solutions,
which was their primary use at the time, especially in three dimensions. However, it became evident
that stability and convergence were degraded by factorization error, especially by the three-factor
stability limitation and by increased stiffness at very low Mach numbers. Two additional algorithmic
advances were significant in reducing these factorization errors.
[Steger and Warming’s 1981] noniterative implicit lower-upper factorization (LU/AF) algorithm
based on flux-vector splitting was a very important development. The well-posed and stable steps of
this and other LU/AF schemes are enabled by characteristic-based numerical flux formulas and a
suitable technique for obtaining exact or approximate implicit flux Jacobian matrices. They provide
a stable two-factor framework for three dimensions and were eventually a key ingredient in
developing effective implicit schemes for unstructured grids. Riemann-based numerical fluxes such
as [Roe’s 1981] flux-difference scheme are now widely used in conjunction with LU/AF schemes.
Another means for reducing factorization error is the use of low Mach number preconditioning
techniques, and in 1983 we first developed a constant global preconditioning matrix that reduced
factorization error at low Mach number and greatly improved convergence to steady solutions. This
basic idea has evolved into other well-known preconditioning techniques that alter system
eigenvalues locally, as introduced by [E. Turkel (1984)] and [D. Choi and C. L. Merkle (1985)].
4.13.2.3.4 Iterative Time-Linearized Schemes for Structured and Unstructured Grids
More progress came with the use of iteration at each time step to completely eliminate the
factorization error. [S. R. Chakravarthy (1984) and R. W. MacCormack (1985)] began using iterative
relaxation methods that eliminated factorization errors in the time-linearized scheme. Iterative
schemes later became the basis for successful implicit algorithms that are applicable to unstructured
grids. Although line-oriented factorizations are not applicable for unstructured grids, the time
linearized equations can be solved by point or line iterative methods and by LU relaxation or
factorization. Iterative time-linearized implicit schemes for unstructured meshes were introduced in
the early 1990s by [ J. T. Batina] using point-implicit, two-sweep Gauss-Seidel, and two-sweep point-
Jacobi relaxation, by [V. Venkatakrishnan and D. J. Mavriplis] using preconditioned generalized
minimal residual (GMRES) iteration, and by [W. K. Anderson] using multicolor vectorizable Gauss-
Seidel relaxation.
4.13.2.3.5 Iterative Newton-Linearized Unsteady Schemes
Another significant advance came when [Chakravarthy and M. M. Rai (1986)] introduced an
(approximate) Newton linearization with iterative relaxation that, upon convergence, gives a
solution of the nonlinear unsteady discrete approximation. This introduction of Newton-iterative
schemes became feasible with improvements in computer processing speed and memory, which
allowed both larger problem sizes and algorithm improvements. Although the Newton iterations
themselves were solved approximately using relaxation or factorization techniques, the converged
Newton iteration eliminates both time-linearization and factorization errors at each time step.
Newton-linearized iterative schemes were also developed for the incompressible artificial
compressibility equations by [D. Pan and Chakravarthy (1989), and S. E. Rogers and D. Kwak (1990)].
The Newton linearized methods are distinct from time-linearized methods, which approach Newton
linearization of the steady equations as the time step becomes infinite.
In 1991, we began our current long-term collaboration with Dave Whitfield and his group, then at
the National Science Foundation Engineering Research Center at Mississippi State University.
[Whitfield and L. K. Taylor] had developed an iterative Newton-linearized unsteady upwind artificial-
compressibility scheme that incorporated symmetric Gauss-Seidel (LU/SGS) relaxation to solve the
Newton linearization. This method also used numerical differentiation to compute accurate Roe-flux
Jacobian matrices instead of using approximate Jacobians. Their implementation exploited
CPU/memory trade-offs enabled by large memory resources that had become available, at that time
Cray SSD.
By organizing the computation into sequential blocks and storing the residuals and large numerical
Jacobian matrices, the linear LU/SGS iteration sweeps became extremely inexpensive, and the
factorization error could be eliminated at very little cost. They subsequently modified this algorithm
to perform multiple Newton iteration cycles, using LU/SGS sub-iteration to solve each linear Newton
iterate. Another significant advance came in 1998, when [ J.C. Newman III, Anderson and Whitfield]
began using complex variable numerical differentiation to compute highly accurate flux Jacobians
and sensitivity derivatives.
There is some algorithmic unity in the fact that symmetric Gauss-Seidel relaxation and two factor AF
are equivalent linear iteration schemes, although they are generally written in different forms. The
Newton-linearized schemes work well for steady solutions and can be used without the added cost
of Newton iterations, but they are especially beneficial for time-accurate simulations, since they
permit fully implicit nonlinear time-integration schemes. Accordingly, the Newton linearization of
the unsteady equations is commonly used instead of the noniterative time linearization.
4.13.2.3.6 Scalable Parallel Algorithms for Structured and Unstructured Grids
In the early 1990s, we began exploring methods for transitioning implicit algorithms to parallel
computers. In 1995, [R. Pankajakshan and Briley] modified Taylor and Whitfield’s iterative Newton-
linearized Navier-Stokes algorithm to enable parallel solution with minimal effect on its algorithmic
performance. The parallel algorithm used a modified block-Jacobi symmetric Gauss-Seidel (BJ-SGS)
sub-iteration scheme with coarse-grained domain decomposition for mapping to distributed-
memory processors. In his 1997 dissertation, [Pankajakshan] developed a parallel iteration
hierarchy for time-accurate solutions that encompassed multigrid, Newton and BJ-SGS iterations, and
evaluated both algorithmic and software performance. A semi-empirical parallel performance model
for his MPICH software implementation indicated constrained-memory scalability to at least 400
processors using contemporaneous distributed-memory computers such as the IBM-SP2 and Cray-
T3E. In 1997, C. Sheng and Whitfield began working with [Kyle Anderson’s] implicit unstructured
time-linearized flow solver and developed a multi-block implementation to reduce memory
requirements on single-processor machines. Building on this work, [D. G. Hyams’s 2000] dissertation
developed a scalable parallel implicit viscous flow solver for highly nonuniform multi-element
unstructured grids. His work addressed issues of parallel iteration hierarchy for the Newton-
linearized method and of the treatment of connectivity and coupling of the sub-domain interfaces.
Finally, after our current group was formed in 2002, [K. Sreenivas, Hyams, D. S. Nichols III,
Pankajakshan, and Taylor] developed a new code (now called Tenasi) based on this same algorithm
but with many refinements, extensions and new capabilities for complex computational engineering
analysis and design applications. Implicit methods that have evolved from our early work continue
to be applied to a wide range of problems. Many of these methods appear sufficiently attractive that
a significant number of researchers are exploring algorithmic development to improve or extend
these methods to an even broader range of practical problems. Our own work in recent years has
focused on various application problems and related algorithm developments. These interests have
included multiphase and chemically reacting flows, the shallow-water and Maxwell’s equations,
preconditioning, treatment of source terms and discontinuities other than shocks, and complex
variable differentiation.
4.14 Listing to CFD Numerical Methods

This section covering the outline of CFD and brought to you by CFD-Wiki and mentioned here as a
recap. The user should refer to this page for further reference. Be aware that this is lengthy and
general list and not all the items are relevant to the problem in hand. Top level is displayed as Red,
next Green, black, Brown, and so on.
• Basic Aspects of Governing Equations as related to CFD
• Classification of Governing Equations (GE)
• Integral form of GE
• Differential form of GE
• Generic Scalar Transport Equation
• Mathematical behavior of Partial Differential Equations
• Classification of physical behavior
• Equilibrium Problems
• Marching Problems
• Mathematical Classification of flows
• Hyperbolic Flows
• Parabolic Flows
• Elliptic Flows
• Mixed Flow
• Stability Analysis
• Fourier Stability Analysis
• von Neuman Stability Analysis
• Courant–Friedrichs–Lewy (CFL) condition
• Properties of Numerical Solution Methods
• Consistency
• Stability
• Conservation
• Boundedness
• Reliability
• Accuracy
• Solution of Euler Equation
• Method of Characteristics
• Shock Capturing Techniques
• Explicit Mac Cormack Method
• Flux Splitting (Stegar-Warming)
• Total Variation Diminishing (TVD) scheme
• Artificial Dissipation
• The SCM
• Beam & Warming Approximate Factorization scheme
• Solution of Poisson's Equation
• Type-Dependent Differencing
• Solution of Navier-Stokes Equations
• Explicit schemes
• Mac Cormack Predictor-Corrector scheme
• Beam & Warming (AF)
• Vorticity-Stream Function
• Velocity-Pressure Coupling
• Rhie-Chow Interpolation
• Fully Coupled Methods - FC
• Density Methods
• De-Coupled Methods - DC
• Pressure Methods
• SIMPLE
• SIMPLEC - SIMPLE Consistent
• SIMPLEM – SIMPLE Modified
• SIMPLEX
• SIMPLEST - SIMPLE Shortened
• SIMPLER - SIMPLE Revised
• PISO - Pressure Implicit with Split Operator
• PRIME - Pressure Implicit Momentum Explicit
• MSIMPLEC, MPISO , SIMPLESSEC , SIMPLESSE
• CPC - Compressible Pressure Correction algorithm
• MCBA - Mass Conservation Based Algorithms
• GCBA - Geometric Conservation Based Algorithms
• IPSA - Inter-Phase Slip Algorithm
• CPI - Consistent Physical Interpolation
• MWIM - Momentum Weighted Interpolation Method
• PWIM - Pressure Weighted Interpolation Method
• ACM - Artificial Compressibility Method
• CIP - Cubic Interpolating Polynomial Method
• Discrete Operator Splitting
• Solution of Boltzmann Equation CFD Related algorithms
• Wall Distance Calculations
• Moore's k-tree algorithm
• Transport equation based wall distance calculation
• Geometrical Calculations
• Area calculations
• Volume calculations
• Calculation on non-orthogonal curvilinear structured grids, finite-volume method
• General Discretization
• Domain (Field) Discretization
• Grid or Mesh Generation
• Structured
• Algebraic
• PDE
• Adaptive Meshes
• Unstructured
• Advancing Front
• Delaney Triangulation
• Octree Decomposition
• Unstructured Hexahedral Meshes
• Hybrid Meshes
• Overset Meshes
• Cartesian Meshes
• Polyhedral Meshes
• Adaptive Meshes
• Governing Equations Discretization
• Finite Difference
• Finite Element
• Spectral Volume
• Discontinuous Galerkin
• Finite Volume
• Generic scalar transport equation
• Source term linearization
• Gradient computation
• Special Discretization
• Discretization of the diffusion term
• Discretization of the convection term
• Discretization of the transient term
• Time Discretization
• Euler Method
• Crank-Nicolson Method
• Predictor-Corrector Methods
• Runge Kutta Methods
• Adams Bashforth Method
• Adams Moulton Method
• Implicit second order Method
• Linear Systems of Equations

• Direct Methods
• Gaussian Elimination
• LU Decomposition
• Tri-Diagonal Matrix Algorithm - (TDMA -Thomas Algorithm)
• Iterative Methods
• Gauss-Seidel Method
• Jacobi Method
• Successive 0ver-Relaxation Method - SOR
• Stone's Method
• Alternating Direction Implicit (ADI) Method
• Conjugate Gradient Methods
• Conjugate Gradient Method of Golub and van Loan
• Bi-Conjugate Gradient Method
• Bi-Conjugate Gradient Stabilized Method
• Matrix Factorization and Preconditioning
• Incomplete LU Factorization - ILU
• Incomplete Cholesky Factorization
• Multigrid Methods
• Geometric Multigrid – Full Approximation Storage (FAS)
• Algebraic Multigrid - AMG
• Efficiency and Stability
• Limiters
• Flux Limiters
• Gradient Limiters
4.15 What Constitute Solver in CFD

According to [Aditya Kashi], the “Solver” in CFD, can mean several things depending on the context
which been used. It can refer to the spatial discretization scheme, like “finite volume solver” or
“spectral element solver”. In less than often, it can refer to the algorithm used for time stepping (also
called “integrator”), such as “explicit Runge-Kutta” etc. But it usually refers to the algorithm used
for solving the system of linear equations that needs to be solved (PDE solver) such as “sparse LU
solver” or “GMRES solver”, etc. Generally speaking, the solver is either a
• Stationary - to find the solution to linear and nonlinear stationary problems (also called
static or steady-state problems). This solver is automatically used when a Stationary or
Frequency Domain study is added to the model.
• Eigenvalue - to find the solution to linear or linearized eigenvalue problems (also called
eigenfrequency problems). This solver is automatically used when
a Eigenvalue or Eigenfrequency study is added to the model.
• Time dependent - to find the solution to time-dependent problems (also called dynamic or
unsteady problems) using the implicit/explicit time-stepping methods for solving ordinary
differential equations.
4.15.1 Linear vs. Non-linear CFD Solver159
From time to time, question arises regarding which solver is best suited for my CFD application?
Without going into too much math, it was generally believed that there are two broad classes of PDE
solving you'll see in CFD. One is the "Euler time marching methods", sometimes called "pseudo-
transient continuation" in the math world, which directly deals with the nonlinearity. The other class
does a linearization of some kind, with an "outer" iterative method to handle the nonlinearity.
Discretizing nonlinear PDEs always gives you a system of nonlinear algebraic equations. A
159 Reddit Blog, “confusion regarding numerical methods for Linear vs. nonlinear PDE”, 2018.
straightforward example is linearizing these algebraic equations, then using Newton's Method. In
this case newton's method requires a series of linear solves. Euler (or any explicit pseudo time
marching process) works for nonlinear systems, but any nonlinear solver can also inherently solve
linear problems as well. Gauss-Seidel/Jacobi/SOR methods are very similar. A Jacobi method with
a weight set to your "time step" is exactly equivalent to forward Euler. Pseudo time marching
processes are used all over the place in CFD because they can be an extremely robust way to tackle
the nonlinearity by forcing the solution to maintain something physical -- newton's method doesn't
care that pressure or density shouldn't be negative, but a time marching process forces the solution
iterations to be on a "physically realizable manifold" the whole time.
There's multiple levels of "iterative methods" which also probably clouds the description, given a
linear system Ax = b, you can use a "direct solver" which is tantamount to finding the inverse of A,
e.g. gaussian elimination or LU decomposition. You can also use an "iterative solver" such as SOR or
Krylov subspace methods (e.g. GMRES) where you iteratively improve an approximate solution to
Ax = b until it meets some accuracy requirement. You always use some kind of nonlinear method for
nonlinear PDEs whether you know it or not. It’s also interesting to note that in the limit of infinitely
large time steps, implicit Euler time-marching actually becomes Newton’s method.
4.16 Major Integration Schemes for CFD

There are several distinct methods of numerical integration as:
➢ Finite Volume Method (FV)
➢ Finite Difference Method (FD)
➢ Finite Element Method (FE)
➢ Weighted Residual (WRM)
➢ Spectral Methods
• Fast Fourier Transform Methods (FFT)
➢ Lattice Boltzmann Methods (LBM)
➢ Vortex Methods and other Particle Methods
➢ Boundary Element Method (BEM)
➢ Polynomial Fitting
➢ Integral Method
Among those, the Finite Difference (FD), Finite Element (FE) and Finite Volume (FV) methods are
the most prominent ones with FD being the older one. FD solves the partial differential equations
(PDEs) in the strong (or differential) form, and FE and FV solve PDEs in a weak (or integral) form
[YAO et al.]160. Each of the abovementioned methods possesses its own distinct advantages and
disadvantages. Although the FV was for a long time the most popular CFD method, and that might
still be the case now, the FE, with sophisticated stabilization techniques, space–time methods, and
NURBS technology, is now in a very advanced stage.
4.17 Elements of a CFD Code

Following [Khalid M. Saqr]161, the elements involving in a CFD code are:
4.17.1 Domain Discretization (Gridding/Meshing)
This is probably the most the most time consuming aspect of a CFD code which could take up to 70%
160 Jianyao Yao, G. R. Liu, Dong Qian, Chung-Lung Chen and George X. Xu. “A Moving-Mesh Gradient Smoothing
Method For Compressible CFD Problems”, Mathematical Models and Methods In Applied Sciences Vol. 23, No. 2
(2013) 273–305.
161 Khalid M. Saqr, “Practical Introduction to Computational Fluid Dynamics”, Course Notes, 2 nd Edition, January
2017.
of engineers time. It involves two major course including
• Structured Meshing
• Unstructured Meshing
Each described heavily in different publication162-163.
4.17.2 Numerical Discretization Schemes for Governing Equations
Numerical schemes are basically methods used to interpolate flow field variables across the
computational domain. The need for such schemes arise because the system of equations resulting
from applying the CFD on the computational grid poses a boundary value problem. In such problem,
the values of the flow field variables are known on the boundary cells of the grid, and unknown in
other cells. (Chapter 5).
4.17.3 Linear System of Equations
It is a well-known fact that the governing equations of fluid flow are highly nonlinear field
functions164. In order to make these equations suitable to be solved by computers, they have to be
linearized. This is because binary computers can only perform logical operations, such as addition,
subtraction, multiplication, and so on. The outcome is a system of linear equations that can be solved
given a solution domain space (the fluid flow volume, which must be linearized as well), proper
boundary conditions, and a solution algorithm. The resulting system would be in the form of Ax=b
where A is the matrix of coefficients, x is the unknowns, and b is the vector of resulting residuals. The
choice to solve the system is either by Direct methods, or by iterative schemes. Most CFD codes
choose the later. (section 3.4). In the case of iterative scheme, compromising the most, a
convergence rate must be applied to residuals (usually 10-6 or less).
4.17.4 Solving Algorithms
The main source of algorithms are based on two concepts:
• Density Based
• Pressure Based
For most applications considered are Pressure based or a close variety of it (i.e., SIMPLE) would be
best suited. It is well noted that this scheme is suited for Mach number of ≦ 3. The other
consideration is the Implicit/Explicit factor which is discussed in section 4.5.
162 I. Sadrehaghighi, “Structure Meshing for CFD”, CFD Open Series, Patch 2.35.
163 I. Sadrehaghighi, “Unstructured Meshing for CFD”, CFD Open Series, Patch 2.60.
164 Khalid M. Saqr, “Practical Introduction to Computational Fluid Dynamics”, Course Notes, 2 nd Edition, January
2017.
5 Finite Differencing (FD) & Spatial Discretization
5.1 Finite Difference Method (FD)
The Finite Difference can be used merely as a mathematical tool to develop algebraic approximation
to PDE’s with relative ease. It proceed in rather formal mechanical way, using Taylor’s series
expansion of operating PDE with physical reasoning aside. The equation for ux and uxx evaluated at
point i, can be approximated by
∂u ui+1 − ui ui − ui−1 ui+1 − ui−1

| ≈ ≈ ≈
∂x i ⏟ ∆x ⏟ ∆x ⏟ 2∆x
Forward Backward Cetral
2
∂ u ui+1 − 2ui + ui−1
≈
∂x 2 (∆x)2
Eq. 5.1.1
Where the ux is approximated using a forward, backward, and central differencing. Δx is small but
finite. Using the same reasoning we obtained an expression for second derivatives. For an excellent
reference in FD, user should refer to165, and will be revisited later.
5.1.1 Some Issues Related Finite Differencing
The idea of finite differencing steams from the definition of derivatives as
∂u(x,y) u(x + Δx,y) − u(x,y)

= lim
∂x Δx→0 Δx
Eq. 5.1.2
5.1.1.1 Truncation Error
Assuming u to be continuous, this will be a reasonable approximation to the derivative. With the aid
of Taylor’s series expansion for expansion of u(x + Δx) could be expressed as
∂u ∂2 u (Δx)2
u(x + Δx,y) = u(x,y) + Δx + + ......
∂x ∂x2 2!
Eq. 5.1.3
Rearranging this and dividing by Δx,
∂u u(x + ∆x, y) − u(x, y) ∂2 u ∆x

= − …
∂x ∆x ⏟2 2
∂x
Truncation Error= ο(∆x)
Eq. 5.1.4
D. Anderson, J., Tannehill, R., Pletcher,”Computational Fluid Mechanics and Heat Transfer”, ISBN 0-89116-
165
471-5 – 1984.
Where the truncation error is the difference between PDE and
FDE representation and characterized by using the order x - values
notation. It is inversely related to the order of accuracy for the
equations as depicted in Figure 5.1.1 and would be an
Truncatuin Error →
2.6
extremely important criteria in accuracy of discretized
equation as it is directly related to the stability and accuracy
consideration. Therefore, for Eq. 5.1.4, it could be said that the 1.2
forward finite difference representation here is 1st order 0.5
0.3
accurate in space (Δx). For most practical applications, 2nd
order accuracy would be sufficient as by increasing the order of Order of Accuracy →
accuracy, the CPU cost would also increase. Free temperature
profile of a jet flow would be an excellent example in that case Figure 5.1.1 Correlation between
(see Figure 5.1.2). In order to be acceptable, the difference truncation error and order of
representation needs to meet the conditions of consistency and accuracy
stability, to be discussed next.
First Order Accurate Second Oreder Accurate
Third Order Accutare Fifth Order Accurate
Figure 5.1.2 Free Jet Flow profile for different order of accuracy
5.1.1.2 Consistency
Consistency deals with extend on which the finite difference equations approximate the PDEs. It is
directly linked to truncation error by means of showing that in the limit, as mesh been refined
infinitely, the difference between the PDE and FDE vanishes, i.e. lim mesh → 0 (PDE-FDE) = 0 as lim
mesh → 0 (TE) = 0. Therefore, for consistency to be satisfied, on the limit, the truncation error should
vanish. An important question concerning computational solutions is what guarantee can be given
that the computational solution will be close to the exact solution of the partial differential
equation(s) and under what circumstances the computational solution will coincide with the exact
solution. The second part of this question can be answered (superficially) by requiring that the
approximate (computational) solution should converge to the exact solution as the grid spacings At,
Ax shrink to zero. However, convergence is very difficult to establish directly so that an indirect
route, as indicated in Figure 5.1.3, is usually followed. The indirect route requires that the system
of algebraic equations formed by the discretization process should be consistent with the governing
partial differential equation(s). Consistency implies that the discretization process can be reversed,
through a Taylor series expansion, to recover the governing equation(s). In addition, the algorithm
used to solve the algebraic equations to give the approximate solution, T, must be stable. Then the
pseudo-equation (Fletcher)166:
Consistancy + Stability = Convergence

Eq. 5.1.5
is invoked to imply convergence. The conditions under which Eq. 5.1.5 can be made precise are
given by the Lax equivalence theorem. It is very difficult to obtain theoretical guidance for the
behavior of the solution on a grid of finite size. Most of the useful theoretical results are strictly only
applicable in the limit that the grid size shrinks to zero. However the connections that are established
between convergence, consistency and stability are also qualitatively useful in assessing
computational solutions on a finite grid.
Figure 5.1.3 Conceptual Relationship Between Consistency, Stability and Convergence – Courtesy of
Fletcher (160)
5.1.1.3 Stability and Effect of CFL Number

The stability concept is a bit more involved than consistency and in a restrict sense only applicable
to marching problems. A stable numerical scheme is the one that errors do not propagate through
the system. It devises a relation and imposes a restriction between mesh and time step sizes, defined
as CFL number. There are two prominent procedures, namely, the Von Neumann and Fourier for
stability analysis. To better understand, a simple 1D stability criteria could be devised where CFL =
α Δt/Δx with α being a positive constant, as being presented in Figure 5.1.4. On the right (b), with
reduced Δx, then CFL < 1, point Q is within computational domain of influence (shaded), and could
be differentiated using the neighbor cells, therefore, is stable. But on the left (a), where CFL < 1, Q
lies outside of computational domain of influence, therefore, unstable. But on the left (a), where CFL
166C. A. J. Fletcher, “Computational Techniques for Fluid Dynamics 1 - Fundamental and General Techniques”, 2nd
Ed., Springer.
≥ 1, Q lies outside of computational domain of influence, therefore, unstable. It is obvious that the size
of mesh, Δx, is crucial in stability here and by reducing it (finer mesh), the stability constrain is
satisfied. Therefore, it is safe to assume that the numerical stability requirement for many explicit
numerical methods for solving hyperbolic PDE’s, is CFL condition which is
Δt
CFL = |a | ≤ 1
Δx
Eq. 5.1.6
Reducing the Δt, if insisting in keeping the same Δx, would achieve that. Consequently, it is needing
finer step sizes on explicit methodologies for stable conditions. It is known that the best results for
hyperbolic systems using the most common explicit methods are obtained with CFL near unity (see
Figure 5.1.4).
Figure 5.1.4 1D Stability Analysis Based on CFL Number; (a) CFL < 1 Unstable; (b) CFL ≥ 1 Stable
[Schneider, et al.]167 added some remarks about the CFL condition for explicit time discretization
methods of Adams–Bashforth and Runge–Kutta type. It was shown that for convection-dominated
problems stability conditions of the type Δt ≤ a Δx α are found for high order space discretization’s,
where the exponent α depends on the order of the time scheme. For example, for second order
Adams–Bashforth and Runge–Kutta schemes we find α = 4/3. A more general 3D CFL number using
the empirical formula [Tannehill et al., 1975] defined as:
-1
α(Δt)CFL  u v w 1 1 1 
Δt  where (t)CFL   + + +a + + 
1 + 2 / Re   Δx Δy Δz (x ) (y ) (z )2 
2 2
ρ u Δx ρ v Δy ρ w Δz
with Re Δ = M in (Re Δx , Re Δy , Re Δz ) Re Δx = Re Δy = Re Δz =
μ μ μ
and a = (p /  ) 0.5 , safty factor α  0.9
Eq. 5.1.7
5.1.1.4 Convergence
A solution of the algebraic equations (Figure 5.1.3) which approximate a given partial differential
equation is said to be convergent if the approximate solution approaches the exact solution of the
167 Kai Schneider, Dmitry Kolomenskiy, and Erwan Deriaz, “Is the CFL Condition Sufficient? Some Remarks”.
partial differential equation for each value of the independent variable as the grid spacing tends to
zero. Thus we require
̅(xj , t n )
Tjn → T as ∆x , ∆t → 0
Eq. 5.1.8
The difference between the exact solution of the partial differential equation and the exact solution
of the system of algebraic equations is called the solution error, denoted by enj; that is
̅(xj , t n ) − Tjn
enj = T
Eq. 5.1.9
The exact solution of the system of algebraic equations is the approximate solution of the governing
partial differential equation. The exact solution of the system of algebraic equations is obtained hen
no numerical errors of any sort, such as those due to round-off, are introduced during the
computation. The magnitude of the error, enj, at the ( j , n)-th node typically depends on the size of
the grid spacings, Dx and Dt, and on the values of the higher-order derivatives at that node, omitted
from the finite difference approximations to the derivatives in the given differential equation. Proof
that a solution to the system of algebraic equations converges to the solution of the partial differential
equation is generally very difficult, even for the simplest cases.
5.1.1.4.1 Numerical Convergence
For the equations that govern fluid How, convergence is usually impossible to demonstrate
theoretically. However, for problems that possess an exact solution, like the diffusion equation, it is
possible to obtain numerical solutions on a successively refined grid and compute a solution error.
Convergence implies that the solution error should reduce to zero as the grid spacing is shrunk
to zero. The solutions have been obtained on successively refined spatial grids, Ax = 0.2, 0.1, 0.05 and
0.025. The corresponding rms errors are shown in Table 5.1.1 for s = 0.50 and 0.30. It is clear that
the rms error reduces like Δx2 approximately. Based on these results it would be a reasonable
Table 5.1.1 Solution Error (rms) Reduction with Grid Refinement – Courtesy of Fletcher
inference that refining the grid would produce a further reduction in the rms error and, in the limit
of Δx (for fixed s) going to zero, the solution of the algebraic equations would converge to the exact
solution. The establishment of numerical convergence is rather an expensive process since usually
very fine grids are necessary. As s is kept constant in the above example the timestep is being reduced
by a factor of four for each halving of Dx. In Table 5.1.1 the solution error is computed at t = 5000
s. This implies the finest grid solution at s = 0.30 requires 266 time steps before the solution error is
computed. [Fletcher]168.
5.2 Spatial Discretization Schemes

It is worth noting that concept of discretization commonly refers to Domain Discretization (Grid
168C. A. J. Fletcher, “Computational Techniques for Fluid Dynamics 1 - Fundamental and General Techniques”, 2nd
Ed., Springer.
Generation), Spatial discretization (Governing Equation), and Temporal discretization (Transient
case). Here we are concerned with Spatial Discretization of G.E. From Wikipedia, the free
encyclopedia, in mathematics, discretization concerns the process of transferring continuous
functions, models, and equations into discrete counterparts. This process is usually carried out as a
first step toward making them suitable for numerical evaluation and implementation on digital
computers. Among most frequently used discretization schemes are upwind differencing (UD),
Central Differencing (CD), Total Variation Diminishing (TVD), Monotone Upstream-Centered
Schemes (MUSCL), and Quadratic Upwind Interpolation for convection Kinetics (QUICK). Each has its
own characteristics and feasibility, to be discussed below. In addition, order of accuracy
consideration for a jet flow temperature profile has been shown below for 1st – 5th order (see Figure
5.1.2). Dramatic difference in the character of the solution between the first and second order or
higher is present, but higher order doesn’t mean it’s always more accurate (more CPU time & round
off errors).
5.2.1 1st order Upwind (UD)
Perhaps the most widely used and simplest scheme as shown in Figure 5.2.1-(a). It is conservative,
bounded and very stable but dissipative and creates false diffusion. Flux limiters are recommended
to encounter that. It is 1st order accurate and ideal for flow exhibiting a primary direction. Usually
recommended for hyperbolic flow regions169.
5.2.2 Central Differencing (CD)
This is a 2nd order accurate scheme as shown in Figure 5.2.1-(b). It is bounded at lower Peclet (Pe)
number, but not bounded or conservative at higher Pe number. Not recommended for Uni-
directional flows due to its symmetry character. Although it is not dissipative, it is dispersive and
usually recommended for elliptic flow regions. In order to overcome the issues with un-roundness
and wiggles in solution, leading to stability issues, a deferred linear interpolation approach for CD
is proposed a
φf = φ
⏟FUD + φ
⏟FCD − φFUD
implicit explicit
Eq. 5.2.1
As indicated, the upwind part is treated implicitly while the difference between the central-difference
and upwind values is treated explicitly. Provided that the numerical solution converges, this
approach leads to pure second-order accuracy. On some commercial suites such as Fluent©, the usage
of CD differencing is restricted to pressure-based solvers.
5.2.3 2nd order Upwind Differencing (UD)
This 2 order accurate scheme as shown in Figure 5.2.1-(c) is as its first-order cousin, depends on
nd
the flow direction but not bounded. To a lesser extent, it is still dissipative. Flux limiters are advised
on its implementation170.
5.2.4 Power Law Scheme
This is based on the analytical solution of the one-dimensional convection-diffusion equation. The
face value is determined from an exponential profile through the cell values. The exponential profile
is approximated by the following (see Figure 5.2.1-(d)).
(1 − 0.1 Pe)5
ϕe = ϕP − (ϕE − ϕP )
Pe
169 Georgia Tech Computational Fluid Dynamics Graduate Course; spring 2007.
Eq. 5.2.2
Where Pe is the Peclet number and for Pe > 10 the diffusion is ignored and 1st order upwind is used.
(a) 1st Order UD (b) 2nd Order CD (c) 2nd Order UD
(d) Power Law (e) Higher Order Upwind
Figure 5.2.1 Different Spatial Scheme
5.2.5 Quadratic Upwind Interpolation for Convection Kinetics (QUICK)

This is a 3nd order accurate scheme, independent to flow direction and not bounded. It is based on a
weighted average of second-order-upwind and central interpolations of the variables. It uses
consistent quadratic profile,
therefore, conservative. It has a build
in transported and is conditionally
bounded.
5.2.6 Monotone Upstream-
Centered Schemes for
Conservation Laws (MUSCL)
This is a highly accurate scheme for
solutions that exhibit shocks and
discontinuities. It is a combination of Invicsid Stencil (13 cells) Viscous Stencil (25 cells)
1st and 2nd order accurate. Further, the
2nd order spatial accuracy for the Figure 5.2.2 Viscous & Inviscid Stencil for a 2nd order
accurate MUSCL
inviscid fluxes is achieved in by using
MUSCL extrapolation to reconstruct
an approximate value of the primitive variables, each side of each cell face. The MUSCL scheme uses
a 13 point stencil per cell in three dimensions, as shown in Figure 5.2.2 fluxes is achieved in by using
MUSCL extrapolation to reconstruct an approximate value of the primitive variables, each side of
each cell face. The MUSCL scheme uses a 13 point stencil per cell in three dimensions, as shown in
Figure 5.2.2. The viscous flux is calculated using a Green's Theorem approach to calculate the
derivatives at cell faces and central differencing is used to calculate the scalar values. The viscous
fluxes require an additional twelve points to be added to the inviscid stencil for a total of 25 cells in
the stencil per cell.
5.2.7 Total Variation Diminishing (TVD)
This is a 2nd order upwind differencing and defined as a system which does not increase the total
variation of the solution,
TV(un+1 ) ≤ TV(un ) where TV(u) = ∑| uj−1 − uj |

j
Eq. 5.2.3
5.2.7.1 Total Variation Diminishing Cubic Interpolated Propagation (TVDCIP)
For special case of fire science, proposed the new scheme, TVDCIP (Total Variation Diminishing Cubic
Interpolated Propagation), that consists of the spatial interpolation and the mathematical algorithm
for switching scheme with high order accuracy. TVDCIP method is applied to solve the nonlinear
hyperbolic partial differential equations numerically such as Navier-Stokes type equations.171 It is
basically used for convection terms. Other special cases including viscoelastic flows, the polymeric
stress derivative term in the momentum we adopt a Fourth-Order Accurate Compact scheme (COM4)
which has no dissipative error.172
5.2.8 Monotone Advection and Reconstruction Scheme (MARS)
MARS is a multidimensional second-order accurate differencing scheme that operates in two
separate steps:
5.2.8.1 Reconstruction
A set of monotone gradients are computed using a multidimensional Total Variation Diminishing
(TVD) scheme. The cell flow properties and the gradients completely define a second-order accurate
spatial discretization.
5.2.8.2 Advection
The reconstructed cell-face flow properties are used to compute the face fluxes for all advected
properties using a monotone and bounded advection scheme. This incorporates a variable
compression level which controls the amount of second-order up winding of the scheme without
affecting the order of accuracy of the spatial discretization. MARS does not rely on any problem
dependent parameters to work properly and it can automatically handle all flow problems and mesh
types supported. However, the user can control the ability of the advection scheme to accurately
capture sharp discontinuities in the flow by setting the scheme’s compression level to a value
between 0 and 1. Low values for this parameter result in a computationally efficient scheme at the
expense of sharpness of resolution. High values improve the resolution but result in an increased
number of iterations when steady flows are computed. The default value for this parameter is 0.5
which is a compromise between accuracy and convergence rate. Of all schemes available, MARS
possesses the least sensitivity of solution accuracy to the mesh structure and skewness.
171 T. Yamanashi, H. Uchida, and M. Morita,” Study on the Numerical Accuracy for the CFD”, Tokyo University of
Science, 1-3 Kagurazaka, Shinjuku-ku, Tokyo, 162-8601, Japan.
172 S.K. Lele, “Compact finite difference schemes with spectral-like resolution”, J. Computational Phys. 103 (1992).
5.2.9 Blended Differencing
In this method a higher-order, non-monotone scheme like CD or LUD is blended with the lower-order
UD scheme to suppress dispersion. However, the blending factor γ is now user-specified, giving
CD/LUD
ϕBD
j = γϕj + (1 − γ)ϕUD
j where 0 ≤ γ ≤ 1
Eq. 5.2.4
Evidently, this practice will sometimes involve some trial-and-error adjustments for optimal results.
5.2.10 Higher Order Upwind Schemes
Even though the fluxes were computed exactly, the solution was very inaccurate due to numerical
diffusion. Since the advection is exact, the problem must lie with the averaging of the solution and
the assumption of a constant state in each cell. To generate more accurate schemes, we need to
reconstruct a more accurate representation of the function in each cell. A fairly general family of
higher order methods can be constructed by weighing the slopes in each cell; in different ways as
evaluation of the function at the cell boundary (see Figure 5.2.1-(e)). Different values of k give
different schemes as depicted in Eq. 5.2.5:
1−k 1+k
uLj+1/2 = uj + (uj − uj−1 ) + (uj+1 − uj )
4 4
1−k 1+k
uRj+1/2 = uj+1 − (uj+1 − uj ) − (uj+2 − uj+1 )
4 4
1
k = -1 → Second order , k= → Third order
3
k = 0 → Fromm's scheme , k = 1 → Centeral
1
k= → QUICK
2
Eq. 5.2.5
To prevent oscillations near shocks when using high order schemes, we have already talked about
artificial viscosity where we attempt to smooth out oscillations around the shocks. The more modern
approach is to prevent the appearance of oscillations by either:
• Limit the slopes when the variables are extrapolated to the cell boundaries.
• Limit the fluxes near shocks to prevent under or over shoot.
• Reduce the cell Reynolds number (Pe < small ⇾ smaller grid size).
To prevent oscillations, apply Limiters to reduce the slopes where they will cause oscillations173.
5.2.10.1 Case Study 1 - Other High Resolution Differencing Scheme For Arbitrarily Unstructured
Meshes
Citation : Jasak, H., Weller, H. and Gosman, A. (1999), High resolution NVD differencing scheme for
arbitrarily unstructured meshes. Int. J. Numer. Meth. Fluids, 31: 431-449.
https://doi.org/10.1002/(SICI)1097-0363(19990930)31:2<431::AID-FLD884>3.0.CO;2-T
Discretization of the convective part of fluid transport equations has proven to be one of the most
troublesome parts of the numerical fluid mechanics174. The objective is to devise a practice that will
173Grétar Tryggvason, “Computational Fluid Dynamics Lecture Series”, spring 2013.

174H. Jasak, H .G. Weller and A. D. Gosman, “High Resolution NVD Differencing Scheme For Arbitrarily
Unstructured Meshes”, Int. J. Numerical Meth. Fluids 31: 431–449 (1999).
produce a bounded, accurate and convergent solution175. Different procedures for assembling higher-
order bounded differencing schemes have been suggested, the most popular being the total
variation diminishing (TVD)176-177 and the more recent group of normalized variable diagram
(NVD) approaches. All of these schemes introduce some procedure in which the discretization
practice for the convection term is adjusted locally, based on the currently available solution. In both
families, the bounding procedure uses an indicator function that follows the local shape of the
solution and is based on 1D analysis. Often the analysis refers to cells that are more than once
removed from the face under consideration, usually in the ‘upwind’ direction.
One of the requirements of the differencing scheme presented here is its applicability on
unstructured meshes. The convenience of mesh generation for such meshes makes them attractive
for complicated geometries in industrial CFD applications. Arbitrarily unstructured meshing178-179
further simplifies mesh generation in complicated geometries, but requires a more general face-
based discretization procedure. Only in hexahedral unstructured meshes is it possible to ‘recognize’
the distinct directions needed to implement the TVD and NVD-type schemes in 2D and 3D. In
(a) Unstructured (b) Arbitrarily

quadrilateral mesh unstructured mesh
Figure 5.2.3 Deciding the Upwind Direction in Arbitrary Unstructured Mesh
arbitrarily unstructured meshes, the concept of the ‘far upwind neighbor’ for a face becomes quite
complicated. It is not clear how to determine the far neighbor since the mesh does not have any clear
directionality (see Figure 5.2.3 (a)-(b)). For example, any of the points U1, U2 or even U3 in Figure
5.2.3 (b) can be considered to be an appropriate choice of the far upwind node for the face f. The
implementation of TVD- and NVD-type schemes in such circumstances is no longer a straightforward
exercise. In fact, it has also become obvious that the directionality of the hexahedral mesh does not
necessarily offer the appropriate ‘upwind’ information.
On arbitrarily unstructured meshes, the problem is twofold: it is necessary to store the additional ‘far
upwind’ addressing information (which is simply a programming issue) and, more importantly,
determine which of the ‘upwind’ cells represents the right choice, which is neither simple nor unique.
175 See Previous.

176 S. Osher and S.R. Chakravarthy, ‘High resolution schemes and the entropy condition’, SIAM J. Num. Anal., 21,
955–984 (1984).
177 B. Van Leer, ‘Towards the ultimate conservative differencing scheme. II Monotonicity and conservation
combined in a second-order scheme’, J. Comp. Phys., 14, 361–370 (1974).

178 A.D. Gosman, ‘Developments in industrial computational fluid dynamics’, Trans. I. Chem. E., (1998).
179 H. Jasak, ‘Error analysis and estimation in the finite volume method with applications to fluid flows’, Ph.D.
Thesis, Imperial College, University of London, 1996.

A more general definition of the unboundedness criterion that avoids the use of the ‘far upwind value’
is needed for both the TVD and NVD family of differencing schemes. See the [ JASAK et al.]180.
5.2.11 Other High-Order Differencing Schemes : ENO and WENO Schemes
In numerical analysis of differential equations, ENO (Essentially Non-Oscillatory) and WENO
(Weighted Essentially Non-Oscillatory) methods are classes of high-resolution schemes. They been
used in the numerical solution of hyperbolic partial differential equations with aim of capturing
discontinuities within. The first WENO scheme is developed by [Liu, Chan and Osher] in 1994. In
1996, [Guang-Sh and Chi-Wang Shu] developed new WENO scheme which is called WENO-
JS. Nowadays, there are many WENO methods. Reconstruction procedure of the ENO schemes is
based on the approximation of mean values of the primitive variables for each cell in the mesh by
polynomials of one order less than spatial order Of accuracy expected. For the construction of
polynomials of η-th order, one must use N(η) = (η+1)(η+2)/2 cells. For a 2D triangular grid, the p(x
, y) polynomials can, then, calculated as the following formulation:
p(x, y) = ∑ rβ1β2 (x − xc )β1 (y − yc )β2

|β|≤n
Eq. 5.2.6
here lβl = β1 + β2 with βi ∈ {1,2,3, , ,}, xc and yc are Cartesian coordinates of triangle and r β1 β2 are
unknown coefficients that must be determined181.
At the heart of the WENO schemes is actually an approximation procedure, not directly related to
PDEs, hence the WENO procedure can also be used in many non-PDE applications, including
computer vision and image processing182. As mentioned before, at the heart of the WENO schemes is
actually an approximation procedure, not directly related to PDEs. We use the following simple
problem of interpolation to describe this approximation procedure. Assume that we are given a
uniform mesh ⋯< x1 < x2 < x3 <⋯ and the point values of a function ui= u(xi) . We would like to find
an approximation of the function u(x) at a point other than the nodes xi , for example at the half
nodes x i+1/2 . This can be handled by the traditional approach of interpolation. The numerical
interpolation (approximation) can be defined as183:
(r−1)/2
2k
∂2k u
ûi+1/2 = ui+1/2 + ∑ a2k ∆x | + 𝒪(∆x r+1 )
∂x 2k i+1/2
k=1
Eq. 5.2.7
where the coefficients a2k can be obtained by Taylor expansion. For example, we could find a unique
polynomial of degree at most two, denoted by p1(x) , which interpolates the function u(x) at the mesh
points in the stencil S1= {xi−2, xi−1 ,xi} . We could then use u(1)i+1/2 ≡ p1(xi+1/2) as an approximation to
the value u(xi+1/2) , which is given explicitly as
180 H. Jasak, H .G. Weller and A. D. Gosman, “High Resolution NVD Differencing Scheme For Arbitrarily
Unstructured Meshes”, Int. J. Numerical Meth. Fluids 31: 431–449 (1999).
181 W. R. Wolf, and J. L. F. Azevedo,, “Implementation of ENO and WENO Schemes For Finite Volume
Unstructured Grid Solutions of Compressible Aerodynamic Flows”, Sept. 2018.

182 Chi-Wang Shu, “WENO methods”, Scholarpedia.
183 Chuangchao Ye, Pengjunyi Zhang, Rui Yan, Dejun Sun, Zhenhua Wan, “Accelerating CFD simulation with
high order finite difference method on curvilinear coordinates for modern GPU clusters”, [physics.comp-ph] 14
Jun 2020.
3 5 15
ui+1/2 = ui−2 − ui−1 + ui
8 4 8
Eq. 5.2.8
and is third order accurate. If we use the large stencil S = {xi−2, xi−1, xi, xi+1, xi+2} , which is the union of
all three third order stencils S1 , S2 and S3 , then we would be able to obtain an interpolation
polynomial p(x) of degree at most four, satisfying p(xj)=uj for j = i−2 , i−1 , i , i+1, i+2 , and giving an
approximation ui+1/2≡p(xi+1/2) , or explicitly as
3 5 45 15 5
ui+1/2 = ui−1 − ui−1 + ui + ui+1 − u
128 32 64 32 128 i+2
Eq. 5.2.9
which is fifth order accurate. Some high-order, compact, and conservative spatial discretization
strategy is proposed and implemented for a finite-difference solver, [M. Allahyari et al./JAFM, Vol. 14,
No. 2, pp. 345-359, 2021].
5.2.11.1 Case Study 2 - Adaptive Central-Upwind Weighted Compact Non-linear Scheme with
Increasing Order of Accuracy
Authors : Kamyar Mansour, Kaveh Fardipour

Title : Adaptive Central-upwind Weighted Compact Non-linear Scheme with Increasing Order of
Accuracy
Appeared in : Department of Aerospace Engineering, Amirkabir University of Technology, Tehran, Iran
5.2.11.1.1 Abstract
In this work, effect of using an adaptive central-upwind (ACU) interpolation on weighted compact
non-linear scheme (WCNS) is investigated. Based on the smoothness of solution, this type of
interpolation adapts between central and upwind stencils by a weighting relation and combination
of smoothness indicators of the optimal high-order stencil and its sub-stencils.
Over past three decades there were many efforts for development of high-order numerical methods
that simultaneously have the capability to capture flow discontinuity and resolve small-scale features
of flow. Weighted Essentially Non-oscillatory (WENO) [1] scheme and Weighted Compact
Nonlinear Scheme (WCNS) [2] scheme are two families of such numerical methods.
The WENO scheme is based on Essentially Non-oscillatory (ENO) scheme [3], but instead of using
only one of sub-stencils, it uses a weighted combination of all sub-stencils. This scheme was
developed in finite volume framework by [Liu et al. [4]. [Jiang and Shu [1] extended the WENO
scheme to finite difference framework and proposed a new formulation for nonlinear weights to
increase order of accuracy and later [Balsara and Shu [5] and [Gerolymos et al. [6] studied the high
order behavior of the WENO scheme.
Despite having high order of accuracy and good shock capturing capabilities, the WENO scheme also
has some shortcomings. One of the problems with the original WENO scheme of Jiang and Shu [1] is
loss of accuracy near critical points. Analysis of Henrick et al. [7] showed this loss of accuracy is
because of nonlinear weights and they purposed a mapping method for computation of nonlinear
weights to prevent loss of accuracy. [Borges et al. [8] also purposed a new method for computation
of nonlinear weights of fifth order WENO to avoid loss of accuracy and later expanded it for higher
order of accuracy [9], their method has lower computational cost in comparison to [Henrick et al. [7]
mapping method.
There are several ways to reduce numerical dissipation of the WENO scheme. One them is hybrid
methods which only use the WENO scheme in vicinity of discontinuities and use another scheme with
lower or no numerical dissipation in smooth regions [10]-[12]. Another way is to optimize
dissipation and dispersion error [13]-[15], this usually achieved by finding optimal coefficients or
linear weights by minimizing integral error following optimizing procedures of Tam and Webb [16]
and Zhuang and Chen [17]. A more recent way for reduction of numerical dissipation of the WENO
scheme is adaptive central-upwind WENO (ACU-WENO) scheme [18]-[20]. Based on smoothness of
solution, this new family of WENO scheme can adapt between central and upwind stencils and
achieves higher order of accuracy, numerical resolution and lower dissipation by using a central
stencil in smooth regions of solution.
The WCNS was originally developed by Deng and Zhang [21] and later extended to higher order of
accuracy by [Nonomura et al. [22] and [Zhang et al. [23]. This scheme is a combination of compact
scheme [24] and WENO interpolation [25]. This scheme includes a node-to-midpoint weighted
interpolation and a midpoint-to-node differencing and has three advantages over finite difference
WENO scheme [26]:
1- Slightly higher numerical resolution;
2- Compatibility with different flux treatments;
3- Better performance on general curvilinear grids [27].
[Nonomura and Fujii [28] studied effects of different types of midpoint-to-node differencing methods
on WCNS and they showed it does not significantly change numerical resolution and shock capturing
capabilities of WCNS. [Nonomura and Fujii [26] proposed a new formulation for midpoint-to-node
differencing, which significantly increases robustness of WNCS. Recently [Sumi and Kurotaki [29]
used a sixth order adaptive central-upwind interpolation with robust formulation of a tridiagonal
midpoint-to-node differencing to improve numerical resolution and robustness of original WCNS
[21]. Some studies [22][30]-[32] showed increasing the order of accuracy of numerical method, will
increase computational efficiency. Therefore in this paper we intend to study ACU-WCNS with order
of accuracy higher than sixth.
Note : For construction of numerical schemes and examples, please consult the [Mansour &
Fardipour ]184.
[1] Jiang, G. S. and Shu, C. W. (1996) Efficient Implementation of Weighted ENO Schemes, Journal of
Computational Physics 126(1), 202-228.
[2] Deng, X. and Zhang, H. (2000) Developing High-Order Weighted Compact Nonlinear Schemes,
Journal of Computational Physics 165(1), 22-44.
[3] Harten, A., Engquist, B., Osher, S. and Chakravarthy, S. R. (1987) Uniformly high order accurate
essentially non-oscillatory schemes, III, Journal of Computational Physics 71(2), 231-303.
[4] Liu, X. D., Osher, S. and Chan, T. (1994) Weighted essentially non-oscillatory schemes, Journal of
Computational Physics 115(1), 200-212.
[5] Balsara, D. S. and Shu, C. W. (2000) Monotonicity Preserving Weighted Essentially Non-oscillatory
Schemes with Increasingly High Order of Accuracy, Journal of Computational Physics 160(2).
[6] Gerolymos, G. A., Senechal, D. and Vallet, I. (2009) Very-high-order WENO schemes, Journal of
Computational Physics 228(23), 8481–8524.
[7] Henrick, A. K., Aslam, T. D. and Powers, J. M. (2005) Mapped weighted essentially non-oscillatory
schemes-Achieving optimal order near critical points, Journal of Computational Physics 207(2).
[8] Borges, R., Carmona, M., Costa, B. and Don, W. S. (2008) An improved weighted essentially non-
oscillatory scheme for hyperbolic conservation laws, Journal of Computational Physics 227(6).
[9] Castro, M., Costa, B. and Don, W. S. (2011) High order weighted essentially non-oscillatory WENO-
184Kamyar Mansour¹, Kaveh Fardipour, “Adaptive Central-upwind Weighted Compact Non-linear Scheme with
Increasing Order of Accuracy”, Department of Aerospace Engineering, Amirkabir University of Technology,
Tehran, Iran.
Z schemes for hyperbolic conservation laws, Journal of Computational Physics 230(5), 1766-1792.
[10] Pirozzoli, S. (2002) Conservative hybrid compact-WENO schemes for shock-turbulence
interaction, Journal of Computational Physics 178(1), 81-117.
[11] Ren, X. Y., Liu, M, and Zhang, H. (2003) A characteristic-wise hybrid compact-WENO scheme for
solving hyperbolic conservation laws, Journal of Computational Physics 192(2), 365-386.
[12] Kim, D. and Kwon, J. H. (2005) A high-order accurate hybrid scheme using a central flux scheme
and a WENO scheme for compressible flow field analysis, Journal of Computational Physics 210(2).
[13] Weirs, V. G. and Candler, G. V. (1997) Optimization of Weighted ENO Schemes for DNS of
Compressible Turbulence, AIAA Paper 97–1940.
[14] Wang, Z. J. and Chen, R. F. (2001) Optimized weighted essentially non-oscillatory schemes for
linear waves with discontinuity, Journal of Computational Physics 174(1), 381-404.
[15] Martín, M.P., Taylor, E.M., Wu, M. and Weirs, V.G. (2006) A bandwidth-optimized WENO scheme
for the effective direct numerical simulation of compressible turbulence, Journal of Computational
Physics, 220(1), 270-289.
[16] Tam, C. K. and Webb, J. C. (1993) Dispersion-relation-preserving finite difference schemes for
computational acoustics, Journal of computational physics, 107(2), 262-281.
[17] Zhuang, M. and Chen, R. F. (1998) Optimized upwind dispersion-relation-preserving finite
difference scheme for computational aeroacoustics. AIAA journal, 36(11), 2146-2148.
[18] Yamaleev, N. K. and Carpenter, M. H. (2009) A systematic methodology for constructing high-
order energy stable WENO schemes. Journal of Computational Physics, 228(11), 4248-4272.
[19] Hu, X. Y., Wang, Q. and Adams, N. A. (2010) An adaptive central-upwind weighted essentially
non-oscillatory scheme, Journal of Computational Physics 229(23), 8952-8965.
[20] Hu, X. Y. and Adams, N. A. (2011) Scale separation for implicit large eddy simulation. Journal of
Computational Physics, 230(19), 7240-7249.
[21] Deng, X. and Zhang, H. (2000) Developing high-order weighted compact nonlinear schemes.
Journal of Computational Physics, 165(1), 22-44.
[22] Nonomura, T., Iizuka, N. and Fujii, K. (2007) Increasing order of accuracy of weighted compact
nonlinear scheme, AIAA paper 2007-893.
[23] Zhang, S., Jiang, S. and Shu, C. W. (2008) Development of nonlinear weighted compact schemes
with increasingly higher order accuracy Journal of Computational Physics, 227(15), 7294-7321.
[24] Lele, S.K. (1992) Compact finite difference schemes with spectral-like resolution, Journal of
computational physics, 103(1), 16-42.
[25]Shu, C.W. (2009) High order weighted essentially nonoscillatory schemes for convection
dominated problems, SIAM review, 51(1), 82-126.
[26] Nonomura, T. and Fujii, K. (2013) Robust explicit formulation of weighted compact nonlinear
scheme, Computer & Fluids 85, 8-18.
[27] Nonomura, T., Iizuka, N. and Fujii, K. (2010) Freestream and vortex preservation properties of
high-order WENO and WCNS on curvilinear grids, Computers & Fluids, 39(2), 197-214.
[28] Nonomura, T. and Fujii, K. (2009) Effects of difference scheme type in high-order weighted
compact nonlinear schemes, Journal of Computational Physics, 228(10), 3533-3539.
[29] Sumi, T. and Kurotaki, T. (2015) A new central compact finite difference formula for improving
robustness in weighted compact nonlinear schemes, Computers & Fluids, 123, 162-182.
[30] Shi, J., Zhang, Y.T. and Shu, C.W. (2003) Resolution of high order WENO schemes for complicated
flow structures, Journal of Computational Physics, 186(2), 690-696.
[31] Zhang, Y.T., Shi, J., Shu, C.W. and Zhou, Y. (2003) Numerical viscosity and resolution of high-order
weighted essentially non-oscillatory schemes for compressible flows with high Reynolds numbers,
Physical Review E, 68(4), 046709.
[32] Berland, J., Bogey, C. and Bailly, C. (2008) A study of differentiation errors in large-eddy
simulations based on the EDQNM theory, Journal of Computational Physics, 227(18), 8314-8340.
[33] Shu, C.W. and Osher, S. (1988) Efficient implementation of essentially non-oscillatory shock-
capturing schemes. Journal of Computational Physics, 77(2), 439-471.
[34] Sod, G.A. (1978) A survey of several finite difference methods for systems of nonlinear
hyperbolic conservation laws, Journal of computational physics, 27(1), 1-31.
[35] Lax, P.D. (1954) Weak solutions of nonlinear hyperbolic equations and their numerical
computation, Communications on pure and applied mathematics, 7(1), 159-193.
[36] Einfeldt, B., Munz, C.D., Roe, P.L. and Sjögreen, B. (1991) On Godunov-type methods near low
densities, Journal of computational physics, 92(2), 273-295.
[37] Toro, E. F. (2009) Riemann solvers and numerical methods for fluid dynamics: a practical
introduction, 3rd edn, Springer, Berlin, Germany.
[38] Shu, C.W. and Osher, S. (1989) Efficient implementation of essentially non-oscillatory shock-
capturing schemes, II, Journal of Computational Physics, 83(1), 32-78.
Uniform Flow Preserving Property of High Order Upwind Finite Difference Schemes on Generalized
Coordinate System
5.2.11.2 Case Study 3 – Uniform Flow Preserving Property of High Order Upwind Finite
Difference Schemes on Generalized Coordinate System
Authors : Taku Nonomura , Nobuyuki Iizuka, and Kozo Fujii
Title : Uniform Flow Preserving Property of High Order Upwind Finite Difference Schemes on
Generalized Coordinate System
Appeared in : Springer Link, Computational Fluid Dynamics 2006 pp 131-136.
Source : https://link.springer.com/chapter/10.1007/978-3-540-92779-2_18
Citation : Nonomura, T., Iizuka, N., & Fujii, K. (2009). Uniform Flow Preserving Property of High Order
Upwind Finite Difference Schemes on Generalized Coordinate System.
Recently, interests of many scientists and engineers are shifting from Reynolds- averaged Navier-
Stokes simulations to direct numerical simulations, large eddy simulations and aero-acoustic
simulations. A major problem for these simulations is that they are computationally very expensive
because they require very high spatial resolution to guarantee accuracy of their results.
An approach to solve this problem is to use high-order schemes with less grid points. According to
[Balsara], resolution of eighth-order scheme is four times as high as second-order schemes in each
dimension while it costs only three times as much as second-order one. Thus, for three dimensional
turbulence problem, computational costs can be saved by factor of 44/3(=83) with eighth order
scheme. Moreover, according to [Shu Shu], when high- order scheme is implemented in multi-
dimensional problem, finite difference schemes, that can be constructed by dimension by dimension
procedure, costs ten times as little as finite element methods or finite volume methods which need
multi-dimensional reconstruction.
Therefore various high order finite difference schemes were recently proposed. These schemes
include compact scheme proposed by [Lele Le] and adapted to generalized coordinate by [Gaitonde
and Visba], weighted essential no oscillatory (WENO) scheme proposed by [Jiang et al JS96], and
weighted compact non-linear schemes (WCNS) proposed by [Deng and Zhang]. WENO or WCNS
scheme has been developed to solve flow-fields including discontinuity such as shock wave without
numerical oscillation.
When finite difference schemes are adapted to generalized coordinate form, capability of preserving
uniform flow is important because noise from unpreserved uniform flow hides very small oscillation,
such as turbulent flow structure or aero-acoustic wave. So far, for two-dimensional problem,
preservation of uniform flow has been achieved by using same stencils for both flow computation
and evaluation of metrics for transformation of coordinate. For three-dimensional problems1
preservation of uniform flow has been achieved by evaluating metrics of transformation of
coordinate based on finite volume method concepts. However1 present approach based on finite
volume method concepts do not suit for high order schemes.
[Gaitonde and Visba] proposed to use same stencil for both flow and metrics computations by
adopting the idea of conservative form of metric terms proposed by Thomas et al to preserve uniform
flow for compact scheme on three-dimensional generalized coordinate. On the other hands, most of
researches of WENO and WCNS schemes almost have been demonstrated on only Cartesian
coordinate system. Therefore uniform preserving properties of these schemes on generalized
coordinate have not been studied.
Our interest of research is evaluation of noise from rocket engine plume1 whose main noise source
is turbulent flow including shock waves1 around complicated bodies. On computing such flow-fields
high order non-linear schemes such as WENO or WCNS on the generalized coordinate system are
necessary to save the computational costs. In this study uniform preserving and vortex preserving
properties of WENO and WCNS are investigated.
5.2.11.2.2 WENO and WCNS
WENO schemes use rth-order numerical flux fj+1/2 defined implicitly as following expression.
∂𝐟 1
( ) = (𝐟̃ − 𝐟̃j−1/2 ) + 𝛰(∆x r )
∂x j ∆x j+1/2
Eq. 5.2.10
It should be noted that this numerical flux is different from the physical flux f . The numerical flux is
constructed by weighted function of fluxes of computational nodes. Moreover numerical flux is
divided into f and . Weighted upwind-stencil is used for each divided flux. Thus in this Formulation
it is difficult to use same stencil for both flow computation and metrics evaluation. Detailed
procedure is explained in the reference of [Deng et al]. In this study, an explicit version of WCNS is
investigated because it is more efficient than the compact version]. This WCNS scheme uses rth-order
physical flux defined explicitly by the following expression
𝐟̂j+1/2 = 𝐟(𝐮(𝐱 j+1/2 )) + 𝛰(∆x r−1 )

Eq. 5.2.11
This physical flux can be constructed by interpolation of flow variables such as MUSCL procedure
instead of finite difference scheme [DZ00]. However as is physical flux simple difference scheme
achieves only second order as follows.
∂𝐟 1
( ) = (𝐟̂j+k+1/2 − 𝐟̂j−k−1/2 ) + 𝛰(∆x 2 )
∂x j ∆x
Eq. 5.2.12
Where the above expression is same as second order central difference on twice finer computational
grid. Thus to achieve higher order accuracy sth- order staggered finite difference schemes written as
following expression is necessary.
∂𝐟 1
( ) = ∑ bk (𝐟̂j+k+1/2 − 𝐟̂j−k−1/2 ) + 𝛰(∆x r ) + 𝛰(∆x s )
∂x j ∆x
Eq. 5.2.13
Since this high-order staggered finite difference scheme is linear scheme it seems that idea of
[Gaitonde and Visba] can be used to preserve uniform flow. Actual metric treatment to preserve
uniform flow is explained as follows. In WCNS cell-interface metric and high-order staggered finite
difference schemes are used. This cell-interface metric is high-order-interpolated from cell-node
metric. If conservative form of metric terms is computed by same cell-interface interpolation and
same high-order staggered finite difference schemes1 uniform flow seems to be preserved.
5.2.11.2.3 Metric Computation for Each Case
Uniform flow preserving properties and vortex preserving properties of four schemes are computed.
WENO-G is a WENO scheme computed in generalized coordinate system using conservative form of
metric evaluated by compact schemes because it is difficult to use the same stencil both the flow
computation and the metrics evaluation. WENO-C is computed in Cartesian coordinate system as the
following expression with evaluating all terms numerically.
ξx ηx ζx Eξ Fξ Gξ
∂Q
+ [ξy ηy ζy ] [Eη Fη Gη ] = 0
∂t
ξz ηz ζz Eζ Fζ Gζ
Eq. 5.2.14
Table 5.2.1 Results of uniform flow preserving test. is number of the grid points)
Computation using the non-conservative form written as above should preserve uniform flow.
However its computational cost is three times as expensive as WENO-G. WCNS-G1 is computed in
generalized coordinate system using the conservative form of metric evaluated by the same
(a) unform flow preserving (b) vortex preserving
Figure 5.2.4 Testing Grid

interpolation and the same finite difference schemes. The metric evaluation should preserve the
uniform flow. WCNS-G2 is computed in generalized coordinate system using conservative form of
metric evaluated by compact schemes. The scheme will not preserve the uniform flow because the
stencil of the metric evaluation is different from that of the flow-computation.
5.2.11.2.4 Uniform Flow and Vortex Preservation Tests
Uniform flow and vortex preservation test has been carried out for each scheme. The computational
grid used for uniform flow preservation test is the same wavy grid as the one used in the research
of [Gaitonde and Visbal] Figure 5.2.4 (a). Mach number of the uniform flow in -direction u is 0.5.
Thus y-direction velocity v and z-direction velocity w are expected to keep machine-zero. TVD-
Runge-Kutta scheme is used for time integration. Flow-fields after 100 steps are examined. Results
are shown in Table 5.2.1. The present result demonstrated that WENO-C and WCNS-G1 preserve
uniform flow while WENO-G and WCNS-G2 cannot. Then vortex preserving test is carried out for the
above four schemes and MUSCL schemes for reference. The computational grid used here is also
almost same as the one used in the research of Gaitonde and Visbal GV99] Figure 5.2.4 (b).
An isentropic vortex is given where exact solution should keep its vortex strength. TVD-Runge-Kutta
scheme is used for time integration.
Flow-fields after 1000 steps are
examined. Pressure distribution of the
results are shown in Figure 5.2.5.
Vortex center computed by WENO-G is
moved and the corresponding suction
peak is much weakened. Vortex center
of WENO-C keeps its position but its
suction peak is weakened as MUSCL On
the other hand WCNS-G1 and WCNS-G2
keep vortex position and their suction
peak.
5.2.11.2.5 Conclusions
Uniform flow and vortex preserving
properties on wavy grids of four high-
order schemes have been investigated Figure 5.2.5 Results of vortex preserving test on the
while idea of [Gaitonde and Visba] is wavy grid
applied to WCNS scheme. The present
results show that WCNS computed in generalized coordinate system using conservative form of
metric evaluated by the same interpolation and the same finite difference schemes as flow
computation has very good properties for both uniform flow and vortex flow preservation.
Balsara, D. and Shu, C.W.: Journal of Computational Physics, 160, pp.405-452 2000)
Shu, C.W.: International Journal of Computational Fluid Dynamics 2003)
Lele, S. K.: , Journal of Computational Physics, 103, pp.16-44 1992)
Gaitonde, D. V. and Visble, M. R.: AIAA Paper 99-0557 1999)
Jiang, G.-S. and Shu, C.-W.: Journal of Computational Physics, 126, pp. 200-212 1996)
Deng, X. G. and Zhang, H.: , Journal of Computational Physics, 165, pp. 22-44 2000)
Deng, X. G. and Mao, M.: , Computational Fluid Dynamics Journal, 13, pp. 173-180 2004)
Deng, X. G., Liu, X. and Zhang, H.: , AIAA paper, 2005-5246, 2005)
Shu C.-W. and Osher, S.: , Journal of Computational Physics, 77, pp. 439-471 1988)
Shu C.-W. and Osher, S.: , Journal of Computational Physics, 83, pp.32- 78 1989)
5.2.11.3 Case Study 4 - Increasing Order of Accuracy of Weighted Compact Non-Linear Scheme
Authors : Taku Nonomura, Nobuyuki Iizuka, and Kozo Fujii
Appeared in : 45th AIAA Aerospace Sciences Meeting and Exhibit 8 - 11 January 2007, Reno, Nevada
Source : AIAA 2007-893
Citation : Taku Nonomura, Nobuyuki Iizuka and Kozo Fujii. "Increasing Order of Accuracy of Weighted
Compact Non-Linear Scheme," AIAA
2007-893. 45th AIAA Aerospace
Sciences Meeting and
Exhibit. January 2007.
The coefficients of higher order
weighted compact nonlinear
scheme (WCNS) and the resolutions
of the family of higher order WCNS
are investigated. The coefficients of
seventh and ninth order WCNS are
calculated by using MATHEMATICA.
Seventh and ninth WCNS can
resolve the discontinuity without
numerical oscillations as well as
fifth order WCNS. Seventh and
Ninth order WCNS have the higher
resolution on the one-dimensional
shock-entropy interaction problem
with few grid points than fifth order
WCNS. In addition, the resolutions
of the explicit and tridiagonal and
penta-diagonal compact “cell-
center to cell-node” difference
schemes are investigated. The
resolutions of these schemes are
almost same. Thus the explicit
scheme which is cheapest one is
good for WCNS. In addition, seventh
WCNS can solve the two-
dimensional problem with the
improvement of resolution, while
ninth order cannot solve it.
5.2.11.3.1 Order of WCNS
The order of WCNS is determined
by the smaller order of the odd
order accurate interpolation and
the even order accurate
differentiation. Thus the
combination of the interpolation
and difference schemes realize
fourth ~ ninth order WCNS using Figure 5.2.6 Density of Mach 3 forwarding step problem with
higher order WCNS; (a)WCNS5E with SHUS, (b)WCNS5E
coefficients shown in this paper.
with SHUS, (c) WCNS7E with SHUS, (d)WCNS7E with FVS
Following sections, the order of
cell-center to cell-node difference s is set 2r, where 2r-1 is the order of the interpolation scheme. Thus
WCNS scheme becomes (2r -1)-th order in this study.
5.2.11.3.2 2D Numerical Tests
In this section, two-dimensional numerical tests of higher order WCNS are carried out to verify the
robustness and the resolution of the new WCNS. In addition the effect of difference of flux splitting is
verified. For the test problem, [Woodward and [Colella’s] Mach 3 forwarding step problem is
computed.
In this test problem, only explicit “cell-center to cell-node” difference schemes are tested because the
resolution of explicit scheme is as high as that of compact scheme in previous section. WCNS5E,
WCNS7E and WCNS9E are computed. WCNS5E and WCNS7E can solve the problem without
numerical oscillation, while WCNS9E cannot due to numerical oscillation near boundary. Thus, in this
section, only WCNS5E and WCNS7E are computed. In addition, [SHUS] flux splitting and van Leer’s
FVS are used. [SHUS] is one of AUSM type splitting which uses the momentum flux of Roe’s FDS. In
this test case, 80 x 240 grid points are used and flow-field of time T=4.0 are compared. The results of
test problem are shown in Figure 5.2.6 where it shows density distribution of WCNS5E and
WCNS7E with SHUS and FVS.
Furthermore, Figure 5.2.6 show WCNS5E and WCNS7E can capture shock and resolve flow-field
well without the critical numerical oscillation. Comparing with WCNS5E and WCNS7E, WCNS7E have
better resolution at the contact line after triple points than WCNS5E. In addition, compared with
WCNS7E with SHUS and FVS, WCNS7E with [SHUS] have better resolution at the contact line after
triple points than WCNS7E with FVS while WCNS7E have much more small wiggles which is
numerical oscillations than WCNS7E with FVS. As a result, WCNS7E have better resolution than
WCNS5E and flux-splitting have great effect on the resolution and small wiggles even in seventh
order.
[1] Woodward, P. and Colella, P., 1984, “The numerical simulation of two dimensional fluid numerical
computation,” Journal of Computational Physics. 54, pp.115-173
[2] Shima E. and Jounouchi T., 1997, “Role of CFD in Aeronautical Engineering (No14) –AUSM type
Upwind Schemes,” Proceedings of the 14th NAL Symposium on Aircraft Computational Aerodynamics,
pp. 7-12.
5.2.11.4 Case Study 5 - A Novel Improvement of Compact Nonlinear Scheme For Simulating
Compressible Flows
Authors : Huaibao Zhang, Fan Zhang, Guangxue Wang, and Chunguang Xu
Title : A Novel Improvement 0f Compact Nonlinear Scheme For Simulating Compressible Flows
Appeared in : 11th International Symposium on Turbulence and Shear Flow Phenomena (TSFP11)
Southampton, UK, July 30 to August 2, 2019
Source : https://www.researchgate.net/publication/330934828
Weighted compact nonlinear schemes (WCNSs) were developed to improve the performance of
compact high order nonlinear schemes (CNSs) by utilizing the weighting technique originally
designed for WENO schemes, and non-oscillatory shock-capturing computation and high resolution
in smooth flow field are both achieved. Extensive efforts have been given focusing on improving the
performance of WCNSs ever since then. In this work, the ENO like stencil selection procedure of TENO
schemes is introduced for high-order nonlinear interpolations of midpoint variables, targeting
compact nonlinear schemes which fully abandon the oscillatory stencils crossing discontinuities and
eliminate numerical oscillations. The stencil selection procedure also directly applies smooth stencils
with their optimal weights, ensuring that the optimal numerical accuracy is fully recovered in smooth
flow field.
While second-order accurate numerical methods along with RANS simulations are frequently
implemented by commercial codes, and currently dominate most industry related applications, high-
order CFD schemes are still expected candidates when much of the attention is given on problems
containing both discontinuities and complex flow structures, such as shock-boundary layer
interaction, Rayleigh-Taylor instability, and particularly the numerical simulation of compressible
turbulence flows. However, high-resolution simulations of compressible flows containing
discontinuities are still challenging even for current state-of-the-art numerical methods. Therefore,
the development of advanced high-order CFD schemes, targeting non-oscillatory computation for
shock-capturing and high-order accuracy in smooth flow field, is still an active topic with much to be
done.
Compact finite difference schemes have displayed spectral-like resolution [Lele (1992)], which are
therefore highly favored in the simulation of flow problems involving multi-scales phenomena.
Weighted Compact Nonlinear Schemes (WCNSs) [Deng & Zhang (2000)] are a family of high
resolution nonlinear shock-capturing schemes developed based on the key concept of nonlinear
weighting technique and cell-centered compact schemes. Past research has been performed on
WCNSs, notably by [Nonomura et al. (2010)]; [Nonomura & Fujii (2013)]; [Wong & Lele (2017)],
demonstrating that WCNSs have several advantages over the standard finite-difference Weighted
Essentially Non oscillatory (WENO) schemes [Liu et al. (1994)]:
(1) the resolution is slightly higher;
(2) the choice of flux schemes is more flexible, including Roe scheme [Roe (1981)], [van Leer scheme
van Leer (1982)], and AUSM scheme [Liou (1993)];
(3) WCNS performs well on freestream and vortex preservation properties on wavy grids.
The classical WCNS procedure consists of three steps [Deng & Zhang (2000)]:
(1) the node-to-midpoint weighted nonlinear interpolation of flow variables,
(2) the evaluation of fluxes at midpoints, and
(3) midpoint-to-node central flux differencing.
The flux differencing in the third step can be performed by using compact schemes or explicit
schemes. Despite that a compact scheme is used by the classical WCNS, later work of [Deng et al.
(2005)] suggested that for a fourth or fifth-order WCNS, the weighted nonlinear interpolation in step
(1) dominates the resolution property, and explicit central differencing scheme is recommended due
to its simplicity of implementation and superior computation efficiency. Further work of [Nonomura
& Fujii (2009)] demonstrated that the type of flux differencing does not significantly change the
resolution, even for higher-order WCNSs. The classical WCNS uses the strategy by [Jiang & Shu
(1996)], and is therefore referred to as WCNS-JS.
Recently, a family of high-order targeted ENO schemes has been proposed by [Fu et al. (2016)]. One
of the essential feature of the TENO scheme is the use of ENO type stencil selection procedure. Instead
of merely focusing on developing improved nonlinear weights, the stencil selection technique is
incorporated in WCNS, and the so-called fifth-order TCNS is developed in this work.
Note : For a discussion about the numerical methods, please consult the [Zhang et al.]185.
5.2.11.4.2 Test Case : Rayleigh-Taylor Instability
Rayleigh-Taylor instability problem is used to examine the performance of the presented method.
185 Huaibao Zhang, Fan Zhang, Guangxue Wang, and Chunguang Xu, “A Novel Improvement 0f Compact Nonlinear
Scheme For Simulating Compressible Flows”, 11th International Symposium on Turbulence and Shear Flow
Phenomena (TSFP11) Southampton, UK, 2019
Two sets of grids are used with the resolutions of 128×512 and 256×1024, respectively. The initial
conditions are given by
(2,0, −0.025acos(8πx), 1 + 2y) x ∈ [0.0, 0.25] , y ∈ [0.0,0.5]

(ρ, u, v, p) = {
(1,0, −0.025acos(8πx), 1 + 3/2) x ∈ [0.0, 0.25] , y ∈ [0.5,1.0]
Eq. 5.2.15
where a is the speed of sound, given by a =√γ p/ρ and a different γ = 5/3 is used for this specific case.
Reflecting boundary conditions are imposed at the left and right side of the domain, and constant
boundary conditions are given for the top and the bottom sides, in details
(1,0,0, 2.5) , y = 1 , ∀t, x

(ρ, u, v, p) = {
(2,0,0, 1.0) , y = 0 , ∀t, x
Eq. 5.2.16
Two source terms ρ, and ρv are added to the right hand side of the third and the fourth equation,
respectively. Density profiles at t = 1.95 are shown in Figure 5.2.7. It can be found that the
presented scheme captures much more abundant wave structures compared with WCNS-JS.
Moreover, TCNS on a coarse grid achieves similar or even better result compared with WCNS-JS
on a fine grid.
5.2.11.4.3 Conclusions
A novel compact nonlinear scheme, which
applies the ENO-like stencil-selection
procedure, is introduced in this article. This
method named as TCNS aims at achieving the
optimal linear interpolation in the node-to-
midpoint interpolation step of the compact
nonlinear scheme. The ADR analysis shows
that TCNS recovers the underlying linear
scheme up to high wave numbers, even using
a relative large cut-off threshold. It is also
demonstrated by using the linear advection
case that TCNS is capable of fully recovering
the underlying optimal linear scheme in a
smooth flow field ,by directly applying the
optimal linear weights in the node to midpoint
interpolation procedure. Moreover,
significant improvements are obtained by
TCNS in numerical tests such as the shock-
density wave interaction problem and the
Rayleigh-Taylor instability case, which are
characterized by broadband fluctuations and
rich small scales, respectively, see also a short
2D video of related mesh movements,
courtesy of [Obeysekara]186 of Imperial
College of London. These significant Figure 5.2.7 Rayleigh-Taylor instability problem:
improvements of TCNS are mostly attributed 30 density contour lines ranging from 0.9 to 2.2.
186https://www.linkedin.com/posts/kalyana-obeysekara-a33a5719_computationalfluiddynamics-physics-
deeplearning-activity-6694608748352282624-riWd
to the use of the ENO-like stencil-selection procedure, which yields considerably low dissipation and
dispersion errors compared against WCNS-JS.
Borges, Rafael, Carmona, Monique, Costa, Bruno & Don, Wai Sun 2008 An improved weighted
essentially non oscillatory scheme for hyperbolic conservation laws. Journal of Computational Physics
227 (6), 3191–3211.
Deng, X., Liu, X., Mao, M. & Zhang, H. 2005 Investigation on weighted compact fifth-order nonlinear
scheme and applications to complex flow. In 17th AIAA Computational Fluid Dynamics Conference.
Toronto, Ontario Canada: AIAA Paper 2005-5246.
Deng, Xiaogang & Zhang, Hanxin 2000 Developing high order weighted compact nonlinear schemes.
Journal of Computational Physics 165 (1), 22 – 44.
Fu, Lin, Hu, Xiangyu Y. & Adams, Nikolaus A. 2016 A family of high-order targeted ENO schemes for
compressible-fluid simulations. Journal of Computational Physics 305, 333–359.
Jiang, Guang-Shan & Shu, Chi-Wang 1996 Efficient implementation of weighted ENO schemes. Journal
of Computational Physics 126 (1), 202–228.
van Leer, Bram 1982 Flux-vector splitting for the Euler equations. In Eighth International Conference
on Numerical Methods in Fluid Dynamics (ed. E. Krause), Lecture Notes in Physics, vol. 170, pp. 507–
512. Aachen, Germany: Springer Berlin Heidelberg.
Lele, Sanjiva K. 1992 Compact finite difference schemes with spectral-like resolution. Journal of
Computational Physics 103 (1), 16 – 42.
Liou, M. S. 1993 On a new class of flux splitting. In Thirteenth International Conference on Numerical
Methods in Fluid Dynamics (ed. M. Napolitano & F. Sabetta), Lecture Notes in Physics, vol. 414, pp. 115–
119. Berlin, Heidelberg: Springer Berlin Heidelberg.
Liu, Xu Dong, Osher, Stanley & Chan, Tony 1994Weighted essentially non-oscillatory schemes. Journal
Mao, Meiliang, Yan, Zhenguo, Liu, Huayong, Zhu, Huajun & Deng, Xiaogang 2015 Study of quasi-linear
spectral analysis method of high-order weighted nonlinear schemes. Acta Aerodynamica Sinica 33
(1), 1–9.
Nonomura, Taku & Fujii, Kozo 2009 Effects of difference scheme type in high-order weighted
compact nonlinear schemes. Journal of Computational Physics 228 (10), 3533 – 3539.
Nonomura, Taku & Fujii, Kozo 2013 Robust explicit formulation of weighted compact nonlinear
scheme. Computers & Fluids 85, 8 – 18, international Workshop on Future of CFD and Aerospace
Sciences.
Nonomura, Taku, Iizuka, Nobuyuki & Fujii, Kozo 2010 Freestream and vortex preservation
properties of high order weno and wcns on curvilinear grids. Computers & Fluids 39 (2), 197 – 214.
Pirozzoli, Sergio 2006 On the spectral properties of shock capturing schemes. Journal of
Computational Physics 219 (2), 489 – 497.
Roe, Philip L 1981 Approximate Riemann solvers, parameter vectors, and difference schemes. Journal
Shu, Chi-Wang & Osher, Stanley 1989 Efficient implementation of essentially non-oscillatory shock-
capturing schemes. J. Com. Phys. 83 (1), 32–78.
Wong, Man Long & Lele, Sanjiva K. 2017 High-order localized dissipation weighted compact
nonlinear scheme for shock- and interface-capturing in compressible flows. Journal of Computational
Physics 339, 179 – 209.
Yamaleev, Nail K. & Carpenter, Mark H. 2009 A systematic methodology for constructing high-order
energy stable WENO schemes. Journal of Computational Physics 228 (11), 4248 – 4272.
5.3 Implementation of Boundary Conditions
We have one more item of business before finishing this section on finite difference quotients. We
pose the following question: What happens at a boundary? What type of differencing is possible when
we have only one direction to go, namely, the
direction away from the boundary? For example,
consider Figure 5.3.1, which illustrates a portion of
a boundary to a flow field, with the y axis
perpendicular to the boundary. Let grid point 1 be on
the boundary, with points 2 and 3 a distance Δy and
2Δy above the boundary, respectively. We wish to
construct a finite-difference approximation for ∂u/∂y
at the boundary. It is easy to construct a forward
difference as
∂u u2 − u1
( ) = + Ο(∆y)
∂y 1 ∆y
Eq. 5.3.1
which is of first-order accuracy. However, how do we
obtain a result which is of second-order accuracy? The Figure 5.3.1 Grid Points at a Boundary
central difference fails us because it requires another
point beneath the boundary, such as illustrated as point 2’ in Figure 5.3.1. Point 2’ is outside the
domain of computation, and we generally have no information about u at this point. In the early days
of CFD, many solutions attempted to sidestep this problem by assuming that u2’ = u2 . This is called
the reflection boundary condition. In most cases it does not make physical sense and is just as
inaccurate, if not more so, than the forward difference given by Eq. 5.3.1. So we ask the question
again, how do we find a second-order-accurate finite difference at the boundary? The answer is
straightforward, as we will describe here. Moreover, we will seize this occasion to illustrate an
alternative approach to the construction of finite-difference quotients-alternative to the Taylor's
series analyses presented earlier. We will use a polynomial approach, as follows. Assume at the
boundary shown in Figure 5.3.1 that u can be expressed by the polynomial
u = a + by + cy 2
Eq. 5.3.2
After applying the b,c, and rearranging, (see [Anderson]187), we obtain:
∂u −3u1 + 4u2 − u3
( ) =
∂y 1 2∆y
Eq. 5.3.3
Applied successively to the grid points in Figure 5.3.1. Eq. 5.3.2 yields at grid point 1 where y = 0.
resulting in Eq. 5.3.3. It is a one-sided finite-difference expression for the derivative at the
boundary called one-sided because it uses information only on one side of the grid point at the
boundary, namely, information only above grid point 1 in Figure 5.3.1. Also, it was derived using a
polynomial expression, namely, Eq. 5.3.2, rather than a Taylor series representation. This illustrates
an alternative approach to the formulation of finite-difference quotients; indeed, all our previous
187John D. Anderson, Jr., “Computational Fluid Dynamics-The Basics With Applications”, Department of
Aerospace Engineering University of Maryland, McGraw-Hill Series in Aeronautical and Aerospace Engineering,
1995.
results as summarized could have been obtained using this polynomial approach. It remains to show
the order of accuracy of Eq. 5.3.3. Here, we have to appeal to a Taylor series again. Consider a Taylor
series expansion about the point 1.
∂u ∂2 u y 2 ∂3 u y 3
u(y) = u1 + ( ) y + ( 2 ) + ( 3) +⋯
∂y 1 ∂y 1 2! ∂y 1 3!
Eq. 5.3.4
Compare Eq. 5.3.4 and Eq. 5.3.3. Our assumed polynomial expression in Eq. 5.3.3 is the same as
using the first three terms in the Taylor series. Hence, Eq. 5.3.3 is of O(Δy)3. Thus, we can write from
Eq. 5.3.3 as
∂u −3u1 + 4u2 − u3
( ) = + Ο(∆y)2
∂y 1 2∆y
Eq. 5.3.5
This is our desired second-order-accurate difference quotient at the boundary. The Eq. 5.3.5 is
called one-sided differences, because they express a derivative at a point in terms of dependent
variables on only one side of that point. Moreover, these equations are general; i.e., they are not in
any way limited to application just at a boundary; they can be applied at internal grid points as well.
It just so happens that we have taken advantage of our discussion of Finite difference quotients at a
boundary to derive such one-sided differences. Of course, as we have seen here, one-sided differences
are essentially mandatory for a representation of a derivative at a boundary, but such one-sided
differences simply offer another option when applied internally within the domain of the overall
calculations. Furthermore, Eq. 5.3.5 displays a one-sided finite difference of second-order accuracy;
many other one-sided difference formulas for a derivative at a point can be derived with higher
orders of accuracy using additional grid points to one side of that point. In some CFD applications, it
is not unusual to see four- and five-point one-sided differences applied at a boundary. This is
especially true for viscous flow calculations. In such calculations, the shear stress and heat transfer
at the wall, due to a flow over that wall, are of particular importance.
6 Finite Volume Method (FVM)
6.1 Discretization of Control Volume
Generally, there are three types of discretization for control volume schemes. The two most popular
approaches are the so-called cell-centered finite volume (CCFV) method and the vertex-centered
finite volume (VCFV) method, are described below. The CCFV approach defines the solution at the
center of the mesh elements (i.e. cells) such that their values represent cell averages of the unknown
quantities.
Figure 6.1.1 represents a CCFV approach

where numbers 0-12 and letters A-L denote
grid nodes and primal cell centers,
respectively. The control volume for a node
centered discretization (VCFV) around the
grid node 0 is shaded. The control volume for a
cell-centered discretization around the cell
center A is hashed188.
Several techniques to accurately compute the
gradient of the solution at the element faces,
based on node averaging or least squares, have
been proposed and compared. In all cases, a
reconstruction of the gradient of the solution is Hashed – Cell Center C.V.
required to guarantee second-order Shaded – Node Center C.V.
convergence of the solution error. This is
crucial to guarantee a first-order convergence Figure 6.1.1 Control-Volume Partitioning For
of the solution gradient, which is required to Finite-Volume Discretization
accurately compute engineering quantities of
interest (e.g. lift and drag). The accuracy of the reconstruction is heavily dependent on the quality of
the mesh and some approaches fail to provide a second-order scheme on highly stretched and
deformed grids [Sevilla, R]189.
The VCFV strategy defines the solution at the mesh nodes. A control volume is constructed around
each node by using the centroid of the mesh elements and mid-edge points (and face centroids in
three dimensions). The control volumes form a non-overlapping set of subdomains that cover the
whole domain and form the so-called dual mesh. The resulting approximation is locally piecewise
constant on each dual element where the values of the unknowns represent control volume averages.
Similarly to CCFV scheme, the VCFV method requires the reconstruction of the gradient of the
solution at each dual face.
In parallel to the development of FV schemes, a great effort was dedicated during the 1970s to the
application of finite element methods to CFD problems. The difficulties encountered due to the
convection dominated nature of many fluid flow problems prompted the development of the so-
called stabilized finite element techniques20 and discontinuous Galerkin methods. More recently,
a great effort has been dedicated to reinterpret finite volume schemes within a continuous and
discontinuous finite element framework. [Morton and Sonar] motivate their exposition of finite
188 Boris Diskin, James L. Thomas, Eric J. Nielsen, Hiroaki Nishikawa, Jeffery A. White, “Comparison of node-
centered and cell-centered unstructured finite-volume discretization: viscous fluxes”,

https://ntrs.nasa.gov/search.jsp?R=20110002899 2020-05-16T14:49:28+00:00Z
189 Ruben Sevilla, Matteo Giacomini, and Antonio Huerta, “A face-centered finite volume method for second-order
elliptic problems”, International Journal for Numerical Methods in Engineering · August 2018.
volume schemes as Petrov-Galerkin finite element methods flowing to the edibility the latter
approaches show in terms of approximation using unstructured meshes and the solid theoretical
framework developed for their analysis.
Here, an alternative to the discussed finite volume strategies is proposed by defining the unknowns
over the faces of the mesh. As for CCFV and VCFV, the resulting face-centered finite volume (FCFV)
method may be interpreted as a lowest-order finite element method. More precisely, FCFV is derived
from the recently proposed hybrid sable discontinuous Galerkin (HDG) method by Cockburn and co-
workers by imposing a constant degree of approximation. As such, the method requires the solution
of a global system of equations equal to the total number of element faces. The solution and its
gradient in each element are then recovered by solving a set of independent element-by element
problems.
The FCFV method provides first-order accuracy on both the solution and its gradient without the
need to perform a reconstruction of the gradients to accurately compute the fluxes at the element or
control volume boundary. Therefore, its accuracy is not compromised in the presence of highly
stretched or distorted elements. In addition, due to the definition of the unknowns on the element
faces, the global system of equations that must be solved, provides a less degree of coupling of the
information when compared to other finite volume schemes. The application to scalar and vector
second-order elliptic problems is considered, namely the Poisson and the Stokes problems
respectively. [Sevilla, R]. For fundamentals of the second-order FCFV method, please consult the
work by [Giacomini & Sevilla]190. Also, please refer to the survey done by (Cardiff & Demirdzić)191
regarding history of finite volume methods for solid mechanics.
The corresponding values between cell center (CCFV) and vertex center (VCFV), or (CCFV) and
(FCFV) are investigated by (Tasri)192 and (Tasri and Susilawati)193 using variety of interpolation
schemes such as Simple Average, Inverse Distance Weighting , Volume Weighting, Least Square,
Laplacian-Based Inverse Distance, Weighted and Average of Taylor Series Expansion.
6.1.1 Comparison and Evaluation of CCFV and VCFV
The choice of selecting which FV is usually dependent on applications and mesh. It was argued that
for generalized unstructured meshes that have poor quality, CCFV has been shown to excel in
accuracy and robustness. For generalized unstructured meshes of decent quality, either scheme is ideal.
This is been reinforced by [Wang et al., 2010]. Finally, for highly structured meshes with substantial
aspect ratios, the VCFV scheme is ideal194. (see also section 6.7.1).
6.1.2 Case Study - An example of Unstructured 2D Control Volume for CCFV Formulation
Citation : Bin Xie, Xi Deng, Feng Xiao, Compact multi-stage reconstruction method on polyhedral
unstructured grids: Extension to higher-order finite volume scheme, Comsputers & Fluids, Volume 240,
2022, 105436, ISSN 0045-7930, https://doi.org/10.1016/j.compfluid.2022.105436.
(https://www.sciencedirect.com/science/article/pii/S0045793022000913)
Mode of Reproduction: Extracted for Content
190 Giacomini, M. and Sevilla, R.,“A second-order face-centered finite volume method on general meshes with
automatic mesh adaptation”, arXiv:2005.01663v1 [math.NA] 4 May 2020.
191 P. Cardiff, I. Demirdˇzić´, “Thirty years of the finite volume method for solid mechanics”, arXiv:1810.02105v1
[math.NA] 4 Oct 2018.

192 Adek Tasri, “Accuracy of Cell Centers to Vertices Interpolation for Unstructured Mesh Finite Volume Solver”,
Journal of The Institution of Engineers (India), 2021.

193 Adek Tasri, Anita Susilawati, “Accuracy of compact-stencil interpolation algorithms for unstructured mesh
finite volume solver”, Heliyon, Volume 7, Issue 4, 2021, e06875, ISSN 2405-8440,
https://doi.org/10.1016/j.heliyon.2021.e06875.
194 Nalu-Wind website
Figure 6.1.2 The control volume (a) and reconstruction stencil (b) for 2D unstructured grids. The cell
colored with gray and green mean the target cell 𝛺𝑖 and neighboring cells 𝛺𝑖𝑗 – Courtesy of Xie et al.
The computational domain is partitioned into non-overlapping control volumes Ω𝑖 (𝑖 = 1,…, N) of

arbitrary shapes, (i.e, polygon in 2D and polyhedron in 3D respectively), which can be blended
further to create hybrid grids for complex geometries [Xie et al.]195. In general, there is no alignment
of the mesh with the co-ordinate system and the number of neighboring cells can vary from each
other. As shown in Figure 6.1.2, we consider a polygonal element in two dimensions which has its
vertices denoted by 𝜃𝑖𝑘(𝑘 = 1,…,𝐾) with 𝐾 being the total number. Similarly, the encompassing
edges/surfaces are denoted by Г𝑖𝑗 (𝑗 = 1,…, 𝐽) with 𝐽 implying the total number of cell surfaces. The
common feature on the connectivity is that an edge/surface is either internal that intersects two cells
or external as the boundary that belongs to a single cell only.
For the sake of simplicity, we only consider linear element where the boundary segments Г𝑖𝑗 are
either straight line in 2D or planar surface in 3D separating elements Ω𝑖 and Ω𝑗 . The outward normal
unit vector of boundary surface is defined by n𝑖𝑗 = (𝑛𝑥𝑖𝑗 , 𝑛𝑦𝑖𝑗 , 𝑛𝑧𝑖𝑗 ) which is assumed to be constant
and directs from left(Ω+) to right (Ω−) side. We also denote the location of central point of each
surface segment 𝜃𝑖𝑗 , the coordinate of vertices 𝜃𝑖𝑘 and mass center 𝜃𝑖𝑐 by (𝑥𝑖𝑗 , 𝑦𝑖𝑗 , 𝑧𝑖𝑗 ), (𝑥𝑖𝑘, 𝑦𝑖𝑘, 𝑧𝑖𝑘)
and (𝑥𝑖𝑐 , 𝑦𝑖𝑐 , 𝑧𝑖𝑐 ) respectively. For 2D grid element, component in the third dimension is discarded
by default. The magnitude of boundary area and that of cell volume are denoted by |Г𝑖𝑗| and |Ω𝑖|
accordingly. The topological relation between the local and global indices is realized through a
connection table and stored separately. We use the symbol 𝛺𝑖𝑗 to denote the neighboring cells across
the boundary surface Г𝑖𝑗 and Ω𝑖𝑘𝑙 the 𝑙-th surrounding cells of the target cell Ω𝑖 sharing the joint vertex
𝜃𝑖𝑘. In a collocated finite volume method, all computational variables in cell Ω𝑖 are defined by volume
integrated average (VIA) as
195Bin Xie, Xi Deng, Feng Xiao, Compact multi-stage reconstruction method on polyhedral unstructured grids:
Extension to higher-order finite volume scheme, Computers & Fluids, Volume 240, 2022, 105436, ISSN 0045-
7930, https://doi.org/10.1016/j.compfluid.2022.105436.
1
̅ i (t) =
ϕ ∫ ϕ (x, y, z, t)dΩ
|Ωi | Ωi
Eq. 6.1.1
where 𝜙 stands for the physical variable of interest.
In each cell Ωi the solution variable Φ at location 𝐱 is represented by a piecewise 𝑘-exact
reconstruction polynomial in three dimensions given by the general form
(α+β+γ) ≤ M
ϕM
i = ∑ ∑ ∑(x − xic )α (y − yic )β (z − zic )γ cαβγ
α=0 β=0 γ=0
Eq. 6.1.2
where 𝑐𝛼𝛽𝛾 (0 ⩽ 𝛼, 𝛽, 𝛾 ⩽ 𝑀) are the unknown coefficients of piecewise polynomial of 𝑀-th order, and
subscripts ic refers as coordinates of cell mass center,
6.2 Cell Centered Finite Volume (CCFV) Discretization

The Finite (Control) Volume Method (FVM), examines not only the governing PDE but also the
physical laws or the conservation statement which the PDE represents. The governing PDE could be
transformed through divergence form (conservative) by employing the Gauss Divergence Theorem.
This enables the preservation of conservation quantity within each individual control volume. By
adding these individual control volumes, the overall conservation of the domain would be preserved.
It is difficult to appreciate the subtle differences which may occur in different representation using
FD or FV. In many cases, especially for simple, linear equations, the resulting discretization is the
same. The differences are more pronounced when irregular meshes are used or in some boundary
conditions. In general, the CV method is preferred over FD, due to the fact that they conserve the
physical quantities.
∂
∭ 𝐐 dV + ∭ 𝐅dV = 0
∂t V V
Eq. 6.2.1
where Q is the vector of conserved variables, F is the vector of fluxes (see Euler equations or Navier
Stokes equations), V is the volume of the control volume element, and is A the surface area of the
control volume element. The time-dependent term and the body force term are assumed constant
over the volume of the cell. Using the divergence theorem and integrating over the control surface,
we obtain semi-discrete form as
∂𝐐
V+ ∑(𝐅dA)NS =0
⏟
∂t
Time Integration
⏟
NS
Spacial Integration (Fluxes)
Eq. 6.2.2
Where NS represents the number of surfaces surrounding the CV or cells. In general, the FVM
involves the following steps196:
1. Decomposition of the problem domain into control volumes.
196Computational Engineering, Introduction to Numerical Methods, http://www.springer.com/978-3-540-

30685-6.
2. Formulation of integral balance equations for each control volume.
3. Approximation of integrals by numerical integration.
4. Approximation of function values and derivatives by interpolation with nodal values.
5. Assembling and solution of discrete algebraic system.
Under certain conditions FD and FV schemes yields the same results. An example would be a 2D
steady state conduction with Dirichlet boundaries. It is interesting to know that there are several
ways to compute the flux term. One easy and common way is to simply multiply the F with area of
the cell faces A. Others is more precise and high-degree evaluation, using Taylor series expansion
model, know a k-exact polynomial scheme. This offers advantages, in particular for Large-Eddy
Simulations of complex flows, to meet the high-resolution requirements for reasonably coarse grids
[Setzwein et al.]197. For example, the common and prevalent method of multiplying fluxes with area,
uses k = 0 (zero order) polynomial. See as an example Eq. 6.1.2.
6.3 Finite Volume Method using a 1D Example

The key to the method is that the integral form of the conservation law
∂
∫ U d Ω + ∫ ∇ . 𝐅 dΩ = 0
∂t Ω Ω
Eq. 6.3.1
can be rewritten, using the Gauss Divergence Theorem.
∂
∫ U dΩ + ∮ 𝐅. 𝐧 dΓ = 0 where 𝐅𝐤∗ is numerical flux
∂t Ω ⏟Ω
∑faces 𝐅𝐤∗ .𝐧𝐤
Eq. 6.3.2
For unsteady 1D problem it becomes
XR
∂ ∂
∫ U d Ω + ∫ 𝐅x dx = ∫ U d Ω + (𝐅R - FL ) = 0
∂t Ω XL ∂t Ω
Eq. 6.3.3
In other words, the rate of change of mass in the control volume is equal to the net mass flux through
its boundary. For simplicity, a forward Euler discretization of the time derivative will be considered,
leading to
Δt
Uin+1 − Uin = ∑ 𝐅k∗ . 𝐧k where Vi is control volume of cell
Vi
faces
Eq. 6.3.4
Steady state computations provide a special case. Usually the above is used to iterate to the steady
state. There are many convergence acceleration techniques198. For 3D using
197 Florian Setzwein, Peter Ess and Peter Gerlinger. "High-Order k-Exact Finite Volume Scheme for Vertex-
Centered Unstructured Grids," AIAA 2020-1785. AIAA Scitech 2020 Forum. January 2020.
198 Matthew Hubbard, “Finite Volume Schemes: A Tutorial”, University of Leeds, UK.
Δt ∗ ∗ Δt
Uin+1 − Uin = − (𝐅i+1 − 𝐅i−1 )− (𝐆∗j+1 − 𝐆∗j−1 )
∆x 2
,j,k
2
,j,k ∆𝑦 i, 2 ,k i,
2
,k
Δt
− (𝐇 ∗ k+1 − 𝐇 ∗ k-1 )
∆z i,j, 2 i,j,
2
Eq. 6.3.5
Dimensional splitting is often used here to improve speed and stability, though accuracy may
diminish (Strang, 1968). Clearly conservation is satisfied due to
∑ ( ∑ 𝐅k∗ . 𝐧k ) = ∑ 𝐅k∗ . 𝐧k
Volumes faces i boundary
Eq. 6.3.6
so the net flux equal to the contribution from the boundary.
6.4 Unsteady 2D Poisson Equation

The unsteady form of 2D Poisson equation can be written as
∂ϕ ∂2 ϕ ∂2 ϕ
− ( 2 + 2) = S
∂t ∂x ∂y
∂ϕ̄i 1 1
= ∑ ∇ϕ .n̂ds + ∬ SdA = −R(ϕ̄)
∂t Ai Vi CVi
Boundary
Eq. 6.4.1
This unsteady equation can be cast in a finite-volume formulation as above. The flux integral,
representing the spatial discretization and the source-term control-volume average, forms the
residual of the scheme.
6.5 General Steady 2D Transport

Equation in Finite Volume
We will outline in detail the individual steps
following closely the development in [Schafer]199,
(except the solution of algebraic systems). We
will do this by example for the general stationary
transport, namely,
∂ ∂φ
(ρvi φ − Γ ) = f
∂xi ∂xi
Eq. 6.5.1
for some problem domain Ω. The starting point
for a finite-volume discretization is a
decomposition of the problem domain Ω into a Figure 6.4.1 Definition of CVs and Nodes for
finite number of subdomains Vi (i = 1, . . . , N), Triangular Grids with Donald Polygons
199Schafer, M., “Computational Engineering - Introduction to Numerical Methods”, 2006, X, 321 p. 204 ill ..
Softcover ISBN: 978-3-540-30685-6.
called control volumes (CVs), and related nodes where the unknown variables are to be computed.
The union of all CVs should cover the whole problem domain. In general, the CVs also may overlap,
but since this results in unnecessary complications we consider here the non-overlapping case only.
Since finally each CV gives one equation for computing the nodal values, their final number (i.e., after
the incorporation of boundary conditions) should be equal to the number of CVs. Usually, the CVs and
the nodes are defined on the basis of a numerical grid, which, for instance, is generated. In order to
keep the usual terminology of the FVM, we always talk of volumes (and their surfaces), although
strictly speaking this is only correct for the three-dimensional case. For one-dimensional problems
the CVs are subintervals of the problem interval and the nodes can be the midpoints or the edges of
the subintervals (Figure 6.4.1). For three-dimensional problems on the basis of hexahedral or
tetrahedral grids similar techniques as in the two-dimensional case can be applied. By integration of
(Eq. 6.5.1) over an arbitrary control volume V and application of the Gauss integral theorem, one
obtains:
𝜕𝜑
∫ (ρv𝑖 φ − Γ ) 𝑛 dS = ∫ f dV
𝑆 𝜕𝑥𝑖 𝑖 𝑉
Eq. 6.5.2
where S is the surface of the CV and ni are the components of the unit normal vector to the surface.
The integral balance equation (Eq. 6.5.1) constitutes the starting point for the further discretization
of the considered problem with an FVM. As an example we consider quadrilateral CVs with a cell-
oriented arrangement of nodes (a generalization to arbitrary polygons poses no principal
difficulties). For a general quadrilateral CV we use the notations of the distinguished points
(midpoint, midpoints of faces, and edge points) and the unit normal vectors according to the so-called
compass notation as indicated in Figure 6.5.2 (a). The midpoints of the directly neighboring CVs
we denote – again in compass notation – with capital letters S, SE, etc. (see Figure 6.5.2 (b)).
(a) Quadrilateral control volume (b) Notations for neighboring

with notations control volumes
Figure 6.5.2 Finite Volume in a 2D Hexahedra Cell – Courtesy of [Schafer]
The surface integral in (Eq. 6.5.2) can be split into the sum of the four surface integrals over the cell
faces Sc (c = e ,w, n, s) of the CV, such that the balance equation (Eq. 6.5.2) can be written equivalently
in the form
∂φ
∑ ∫ ( ρv
⏟ iφ − Γ ) nci dSc = ∫ f dV
Sc ⏟ ∂xi V
c convective
diffusivetive
Eq. 6.5.3
The expression (Eq. 6.5.3) represents a balance equation for the convective FCC and diffusive fluxes
and FDC through the CV faces, respectively. For a complete description of the analysis, reader should
check out the [Schafer]200.
6.5.1 Approximation of Surface and Volume Integrals
We start with the approximation of the surface integrals in (Eq. 6.5.3), which for a cell-centered
variable arrangement suitably is carried out in two steps:
(1) Approximation of the surface integrals (fluxes) by values on the CV faces.
(2) Approximation of the variable values at the CV faces by node values.
The integral can be approximated in different ways by involving more or less values of the integrand
at the CV face. The simplest possibility is an approximation by just using the midpoint of the face:
∫ wi nei dSe ≈ g e δSe

Sc
Eq. 6.5.4
where we denote with ge = weinei the Name Formula Order
normal component of w at the location MidPoint Rule δSege 2
e. With this, one obtains an Trapezoid Rule δSe(gne+gse)/2 2
approximation of 2nd order (with Simpson Rule δSe(gne+4ge+gse)/6 4
respect to the face length δSe) for the
surface integral, which can be checked Table 6.5.1 Approximations for Surface Integrals Over the
by means of a Taylor series expansion. Face Se - Courtesy of [Schafer]
The integration formula (Eq. 6.5.4)
corresponds to the midpoint rule known from numerical integration. Other common integration
formulas, that can be employed for such approximations are, for instance, the trapezoidal rule and
the Simpson rule. The corresponding formulas are summarized in Table 6.5.1 with their respective
orders (with respect to δSe). For instance, by applying the midpoint rule for the approximation of the
convective and diffusive fluxes through the CV faces in (Eq. 6.5.3), we obtain the approximations:
∂φ
ρvi nci g e δSe φc and FCD ≈ −Γnci δSc (
FCC ≈ ⏟ )
∂xi c
ṁ c
Eq. 6.5.5
where, for simplicity, we have assumed that vi, ρ, and Г are constant across the CV. m˙c denotes the
mass flux through the face Sc. Inserting the definition of the normal vector, we obtain, for instance,
for the convective flux through the face Se, the approximation
FCC ≈ ṁe φe = ρ[v1 (yne − yse ) − v2 (xne − xse )]

Eq. 6.5.6
Softcover ISBN: 978-3-540-30685-6.
Before we turn to the further discretization of the fluxes, we first deal with the approximation of the
volume integral in (Eq. 6.5.3), which normally also is carried out by means of numerical integration.
The assumption that the value fP of f in the CV center represents an average value over the CV leads
to the two-dimensional midpoint rule:
1
∫ fdv ≈ fp δv = fp |(xse − xnw )(yne − ysw ) − (xne − xsw )(yse − ynw )|
⏟
2
v δv
Eq. 6.5.7
An overview of the most common two-dimensional integration formulas for Cartesian CVs with the
corresponding error order (with respect to δV). It should be noted that the formulas for the two
dimensional numerical integration can be used to approximate the surface integrals occurring in
three dimensional applications. For three-dimensional volume integrals analogous integration
formulas as for the two-dimensional case are available. In summary, by applying the midpoint rule
(to which we will restrict ourselves) we now have the following approximation for the balance
equation (Eq. 6.5.3):
∂φ
∑ ṁc φc − ∑ Γnci δSc ( ) = f⏟
p δv
∂xi c
⏟c ⏟c source
conv. fluxes diff. fluxes
Eq. 6.5.8
In the next step it is necessary to approximate
the function values and derivatives of φ at the
CV faces occurring in the convective and
diffusive flux expressions, respectively, by
variable values in the nodes (here the CV
centers). In order to clearly outline the
essential principles, we will first explain the
corresponding approaches for a two-
dimensional Cartesian CV as indicated in
Figure 6.5.3. In this case the unit normal
vectors nc along the CV faces.
6.5.2 Discretization of Convective Fluxes
For the further approximation of the convective
fluxes FCC , it is necessary to approximate φc by
variable values in the CV centers. In general,
this involves using neighboring nodal values
φE, φP, . . . of φc. The methods most frequently
Figure 6.5.3 Cartesian Control Volume with
employed in practice for the approximation will Notations in Formulas Analogous to Finite-
be explained in the following, where we can Difference Methods – Courtesy of [Schafer]
restrict ourselves to one-dimensional
considerations for the face Se, since the other
faces and the second (or third) spatial dimension can be treated in a fully analogous way.
Traditionally, the corresponding approximations are called differencing techniques. Strictly
speaking, these are interpolation techniques.
6.5.3 Central Differences
For the central differencing scheme (CDS) φe is approximated by linear interpolation with the values
in the neighboring nodes P and E (see Figure 6.5.4):
𝑥𝑒 − 𝑥𝑝
φ𝑒 ≈ γ𝑒 φ𝐸 + (1 − γ𝑒 )φ𝑝 where γ𝑒 =
𝑥𝐸 − 𝑥𝑝
Eq. 6.5.9
The approximation (Eq. 6.5.9) has, for an
equidistant grid as well as for a no equidistant
grid, an interpolation error of 2nd order. This
can be seen from a Taylor series expansion of
φ around the point xP. By involving additional
grid points, central differencing schemes of
higher order can be defined. (see [Schafer]201).
6.5.4 Upwind Techniques
The simplest upwind method results if φ is
approximated by a step function. Here, φe is
determined depending on the direction of the
mass flux as follows (see Figure 6.5.5):
φe = φp if ṁe > 0
Figure 6.5.4 Approximation of φe with CDS
φe = φE if ṁ e < 0 Method – Courtesy of [Schafer]
Eq. 6.5.10
This method is called upwind differencing scheme (UDS). Using a Taylor series expansion of φ
around the point xP, evaluated at the point xe, has an interpolation error of 1st order. The leading
error term in the resulting approximation of the convective flux FC e becomes
∂φ
ṁ (x
⏟e e − x p ) ( )
∂x p
Γnum
Eq. 6.5.11
The error caused by this is called
artificial or numerical diffusion, since
the error term can be interpreted as a
diffusive flux. The coefficient Гnum is a
measure for the amount of the numerical
diffusion. If the transport direction is
nearly perpendicular to the CV face, the
approximation of the convective fluxes
resulting with the UDS method is
comparably good (the derivative
(∂φ/∂x)P is then small). Otherwise the
approximation can be quite inaccurate
and for large mass fluxes (i.e., large
velocities) it can then be necessary to Figure 6.5.5 Mass flux Dependent Approximation of φe
employ very fine grids (i.e., xe − xP very with UDS Method
small) for the computation in order to
achieve a solution with an adequate
Softcover ISBN: 978-3-540-30685-6.
accuracy. The disadvantage of the relatively poor accuracy is confronted by the advantage that the
UDS method leads to an unconditionally bounded solution algorithm.
An upwind approximation frequently employed in practice is the quadratic upwind interpolation,
which in the literature is known as the QUICK method (Quadratic Upwind Interpolation for
Convective Kinematics). Here, a quadratic polynomial is fitted through the two neighboring points
P and E, and a third point, which is located upstream (W or EE depending on the flow direction).
Evaluating this polynomial at point e one obtains the approximation (see also Figure 6.5.6):
For an equidistant grid one has:
φe = a1 φE − a2 φw + (1 − a1 + a2 )φp if ṁe > 0

where
φe = b1 φp − b2 φEE + (1 − b1 + b2 )φE if ṁ e < 0
(2 − γw )γ2e (1 − γe )(1 − γw )2
a1 = , a2 =
1 + γe − γw 1 + γe − γw
2
(1 + γw )(1 − γe ) γ2ee γe
b1 = , b2 =
1 + γee − γe 1 + γee − γe
Eq. 6.5.12
In this case the QUICK method possesses an interpolation error of 3rd order. However, if it is used
together with numerical integration of only 2nd order the overall flux approximation also is only of
2nd order, but it is somewhat more accurate than with the CDS method.
Figure 6.5.6 Mass flux dependent approximation of φe with QUICK method – Courtesy of [Schafer]
6.5.5 Flux-Blending Technique

The principal idea of flux-blending, which goes back to [Khosla und Rubin] (1974), is to mix different
approximations for the convective flux. In this way one attempts to combine the advantages of an
accurate approximation of a higher order scheme with the better robustness and boundedness
properties of a lower order scheme (mostly the UDS method). To explain the method we again
consider exemplarily the face Se of a CV. The corresponding approximations for φe in the convective
flux FCe for the two methods to be combined are denoted by φMLe and φMHe , where ML and MH are
the lower and higher order methods, respectively. The approximation for the combined method
reads:
φe ≈ βφMH ML
e + (1 − β)φe
Eq. 6.5.13
From Eq. 6.5.13, for β = 0 and β = 1 the methods ML and MH, respectively, result. However, it is
possible to choose for β any other value between 0 and 1, allowing to control the portions of the
corresponding methods according to the needs of the underlying problem. However, due to the loss
in accuracy, values β < 1 should be selected only if with β = 1 on the given grid no “reasonable”
solution can be obtained and a finer grid is not possible due to limitations in memory or computing
time. Also, if β = 1 (i.e., the higher order method) is employed, it can be beneficial to use the splitting
according to Eq. 6.5.13 in order to treat the term bφ,e β “explicitly” in combination with an iterative
solver. This means that this term is computed with (known) values of φ from the preceding iteration
and added to the source term. This may lead to a more stable iterative solution procedure, since this
(probably critical) term then makes no contribution to the system matrix, which becomes more
diagonally dominant. It should be pointed out that this modification has no influence on the
converged solution, which is identical to that obtained with the higher order method MH alone.
6.5.6 Discretization of Diffusive Fluxes
For the approximation of diffusive fluxes it is necessary to approximate the values of the normal
derivative of φ at the CV faces by nodal values in the CV centers. For the east face Se of the CV, which
we will again consider exemplarily, one has to approximate (in the Cartesian case) the derivative
(∂φ/∂x)e. For this, difference
formulas as they are common in
the framework of the finite-
difference method can be used.
The simplest approximation one
obtains when using a central
differencing formula
∂φ φE − φp
( ) ≈
∂x e xE − xp
Eq. 6.5.14
which is equivalent to the
assumption that φ is a linear
function between the points xP
and xE (see Figure 6.5.7). For
the discussion of the error of this
approximation, we consider the
difference of the Taylor series Figure 6.5.7 Central Differencing Formula for Approximation of
expansion around xe at the 1st Derivative at CV face – Courtesy of [Schafer]
locations xP and xE:
2
∂φ φE − φp (xe − xp ) − (xE − xe )2 ∂2 φ
( ) = + ( 2)
∂x e xE − xp 2(xE − xp ) ∂x e
3
(xe − xp ) − (xE − xe )3 ∂3 φ
− ( 3 ) + TH
6(xE − xp ) ∂x e
Eq. 6.5.15
One can observe that for an equidistant grid an error of 2nd order results, since in this case the
coefficient in front of the second derivative is zero. In the case of non-equidistant grids, one obtains
by a simple algebraic rearrangement that this leading error term is proportional to the grid spacing
and the expansion rate ξe of neighboring grid spacings:
(1 − 𝜉𝑒 )(𝑥𝑒 − 𝑥𝑝 ) ∂2 φ xE − xe
( 2 ) with ξ𝑒 =
2 ∂x e xe − xp
Eq. 6.5.16
This means that the portion of the 1st order error term gets larger the more the expansion rate
deviates from 1. This aspect should be taken into account in the grid generation such that neighboring
CVs do not differ that much in the corresponding dimensions. formula for approximation of 1st
derivative at CV face One obtains a 4th order approximation of the derivative at the CV face for an
equidistant grid by
∂φ 1
( ) ≈ (φw − 27φp + 27φE − φEE )
∂x e 24∆x
Eq. 6.5.17
which, for instance, can be used together with the Simpson rule to obtain an overall approximation
for the diffusive flux of 4th order. Although principally there are also other possibilities for
approximating the derivatives (e.g., forward or backward differencing formulas), in practice almost
only central differencing formulas are employed, which possess the best accuracy for a given number
of grid points involved in the discretization.
Problems with boundedness, as for the
convective fluxes, do not exist. Thus, there is no
reason to use less accurate approximations. For
CVs located at the boundary of the problem
domain, it might be necessary to employ
forward or backward differencing formulas
because there are no grid points beyond the
boundary.
6.5.7 Non-Cartesian Grids
The previous considerations with respect to the
discretization of the convective and diffusive
fluxes were confined to the case of Cartesian Figure 6.5.8 Central difference approximation
grids. In this section we will discuss necessary of convective fluxes for non-Cartesian control
modifications for general (quadrilateral) CVs. volumes – Courtesy of [Schafer]
For the convective fluxes, simple
generalizations of the schemes introduced (e.g., UDS, CDS, QUICK, . . . ) can be employed for the
approximation of φc. For instance, a corresponding CDS approximation for φe reads:
|xe̅ − xp | |xe̅ − xp |
φ𝑒 = φ𝐸 + φ𝑝
|xE − xp | |xE − xp |
Eq. 6.5.18
where xē is the intersection of the connecting line of the points P and E with the (probably extended)
CV face Se (see Figure 6.5.8). For the convective flux through Se this results in the following
approximation:
ṁ𝑒
F𝑒𝐶 ≈ (|xe̅ − xp |φ𝐸 + |xE − xe̅ |φ𝑝 )
|xE − xp |
When the grid at the corresponding face has a
“kink”, an additional error results because the
points x˜e and xe do not coincide (see Figure
6.5.8). This aspect should be taken into account
for the grid generation. Let us turn to the
approximation of the diffusive fluxes, for which
farther reaching distinctions to the artesian case
arise as for the convective fluxes. Here, for the
required approximation of the normal derivative
of φ in the center of the CV face there are a variety
of different possibilities, depending on the
directions in which the derivative is
approximated, the locations where the appearing Figure 6.5.9 Approximation of diffusive fluxes
derivatives are evaluated, and the node values for non-Cartesian control volumes – Courtesy of
which are used for the interpolation. As an [Schafer]
example we will give here one variant and
consider only the CV face Se. Since along the normal direction in general there are no nodal points,
the normal derivative has to be expressed by derivatives along other suitable directions. For this we
use here the coordinates ξ and ῆ defined according to Figure 6.5.9. The direction ˜ξ is determined
by the connecting line between points P and E, and the direction ˜η is determined by the direction of
the CV face. Note that ˜ξ and ˜η, because of a distortion of the grid, can deviate from the directions ξ
und η, which are defined by the connecting lines of P with the CV face centers e and n. The larger
these deviations are, the larger the discretization error becomes. This is another aspect that has to
be taken into account when generating the grid.
A coordinate transformation (x, y) → (˜ξ, ˜η) results for the normal derivative in the following
representation in (see [Schafer]202), which results for the Jacobi determinant in the approximation
where ψ denotes the angle between the direction ˜ξ and ne (see Figure 6.5.9). ψ is a measure for the
deviation of the grid from orthogonality (ψ = 0 for an orthogonal grid). The derivatives with respect
to ˜ξ and ˜η can be approximated in the usual way with a finite-difference formula. For example, the
use of a central difference of 2nd order gives:
∂φ φE − φp ∂φ φne − φse
≈ and ≈
∂ξ̅ |xE − xp | ∂η̅ δSe
Eq. 6.5.19
Inserting the approximations, Eq. 6.5.19, and using the component representation of the unit
normal vector ne we finally obtain the following approximation for the diffusive flux through the CV
face Se:
FeD ≈ De (φE − φp ) + Ne (φne − φse ) where
2 2
Γ [(yne − yse ) + (xne − xse ) ]
De =
(xne − xse )(yE − yp ) − (xE − xp )(yne − yse )
Softcover ISBN: 978-3-540-30685-6.
Γ [(yne − yse )(yE − yp ) + (xne − xse )(xE − xp )]
Ne =
(xE − xp )(yne − yse ) − (xne − xse )(yE − yp )
Eq. 6.5.20
The coefficient Ne represents the portion that arise due to the non-orthogonality of the grid. If the
grid is orthogonal, ne and xE − xP have the same direction such that Ne = 0. The coefficient Ne (and the
corresponding values for the other CV faces) should be kept as small as possible. The values for φne
and φse in Eq. 6.5.20 can be approximated, for instance,
by linear interpolation of four neighboring nodal values:
γp φp + γE φE + γN φN + γNE φNE
φne =
γp + γE + γN + γNE
Eq. 6.5.21
with suitable interpolation factors γP, γE, γN, and γNE (see
Figure 6.5.10).
6.5.8 Discrete Transport Equation
Let us now return to our example of the general two-
dimensional transport equation Eq. 6.5.3 and apply the Figure 6.5.10 Interpolation of values in
approximation techniques introduced in the preceding CV edges for discretization of diffusive
sections to it. We employ exemplarily the midpoint rule fluxes for non-Cartesian CV – Courtesy of
for the integral approximations, the UDS method for the [Schafer]
convective flux, and the CDS method for the diffusive
flux. Additionally, we assume that we have velocity components v1, v2 > 0 and that the grid is a
Cartesian one. With these assumptions one obtains the following approximation of the balance
equation Eq. 6.5.3:
ap φp = aE φE + aw φw + aN φN + as φs + bp
Eq, 6.5.22
with the coefficients
Γ
aE =
(xE − xp )(xe − xw )
𝜌𝑣1 Γ
a𝑤 = +
𝑥𝑒 − 𝑥𝑤 (𝑥𝑝 − 𝑥𝑤 )(𝑦𝑒 − 𝑦𝑤 )
Γ
aN =
(yN − yp )(yn − ys )
ρv2 Γ
as = +
yN − ys (yp − ys )(yn − ys )
ρv1 Γ(xE − xw )
ap = + +
xe − xw (xp − xw )(xE − xp )(xe − xw )
ρv2 Γ(yN − ys )
+
yn − ys (yp − ys )(yN − yp )(yn − ys )
bp = fp
Eq. 6.5.23
6.5.9 Treatment of Boundary Conditions
In this particular case (Eq. 6.5.23) coincides with a discretization that would result from a
corresponding finite-difference method (for general grids this
normally is not the case). It can be seen that – independent from
the grid employed – one has for the coefficients in (Eq. 6.5.23)
the relation aP = aE + aW + aN + aS . This is characteristic for finite-
volume discretization and expresses the conservatively of the
method. We will return to this important property. Eq. 6.5.23 is
valid in this form for all CVs, which are not located at the boundary
of the problem domain. For boundary CVs the approximation it
includes nodal values outside the problem domain, such that they
require a special treatment depending on the given type of
boundary condition.
We consider the three boundary condition types that most
frequently occur for the considered type of problems (see Chap.
2): a prescribed variable value, a prescribed flux, and a symmetry Figure 6.5.11 Cartesian
boundary. For an explanation of the implementation of such boundary CV at west boundary
conditions into a finite-volume method, we consider as an with notations
example a Cartesian CV at the west boundary (see Figure 6.5.11)
for the transport equation (Eq. 6.5.3). Correspondingly modified approaches for the non-Cartesian
case or for other types of equations can be formulated analogously. Let us start with the case of a
prescribed boundary value φw = φ0. For the convective flux at the boundary one has the
approximation:
C
Fw ≈ ṁ𝑤 φ𝑤 = ṁ𝑤 φ0
Eq. 6.5.24
With this the approximation of FCw is known (the mass flux m˙w at the boundary is also known) and
can simply be introduced in the balance equation (Eq. 6.5.8). This results in an additional
contribution to the source term bP. The diffusive flux through the boundary is determined with the
same approach as in the interior of the domain. Analogously, the derivative at the boundary can be
approximated as follows:
∂φ φp − φw φp − φ0
( ) ≈ =
∂x w xp − xw xp − xw
Eq. 6.5.25
This corresponds to a forward difference formula of 1st order. Of course, it is also possible to apply
more elaborate formulas of higher order. However, since the distance between the boundary point
w and the point P is smaller than the distance between two inner points (half as much for an
equidistant grid, see Figure 6.5.11), a lower order approximation at the boundary usually does not
influence the overall accuracy that much. In summary, one has for the considered boundary CV a
relation of the form (Eq. 6.5.23) with the modified coefficients:
aw = 0
ρv1 Γ(xE − xw )
ap = + +
ρv2 Γ(yN − ys )
+
𝜌𝑣1 Γ
b𝑝 = f𝑝 + ( + ) φ0
𝑥𝑒 − 𝑥𝑤 (𝑥𝑝 − 𝑥𝑤 )(𝑦𝑒 − 𝑦𝑤 )
Eq. 6.5.26
All other coefficients are computed as for a CV in the interior of the problem domain. Let us now
consider the case where the flux Fw = F0 is prescribed at the west boundary. The flux through the CV
face is obtained by dividing F0 through the length of the face xe−xw. The resulting value is introduced
in (Eq. 6.5.8) as total flux and the modified coefficients for the boundary CV become:
aw = 0
ρv1 Γ
ap = + +
ρv2 Γ(yN − ys )
+
F0
bp = fp +
xe − xw
Eq. 6.5.27
All other coefficients remain unchanged. Sometimes it is possible to exploit symmetries of a problem
in order to downsize the problem domain to save computing time or get a higher accuracy (with a
finer grid) with the same computational effort. In such cases one has to consider symmetry planes or
symmetry lines at the corresponding problem boundary. In this case one has the boundary condition:
∂φ
n =0
∂xi i
Eq. 6.5.28
From this condition it follows that the diffusive flux through the symmetry boundary is zero. Since
also the normal component of the velocity vector has to be zero at a symmetry boundary (i.e., vini =
0), the mass flux and, therefore, the convective flux through the boundary is zero. Thus, in the balance
equation (Eq. 6.5.8) the total flux through the corresponding CV face can be set to zero. For the
boundary CV in Figure 6.5.11 this results in the following modified coefficients:
aw = 0
ρv1 Γ
ap = + +
xe − xw (xE − xp )(xe − xw )
ρv2 Γ(yN − ys )
+
If required, the (unknown) variable value at the boundary can be determined by a finite-difference
approximation of the boundary condition (Eq. 6.5.28). In the considered case, for instance, with a
forward difference formula one simply obtains φw = φP. As with all other discretization techniques,
the algebraic system of equations resulting from a finite-volume discretization has a unique solution
only if the boundary conditions at all boundaries of the problem domain are taken into account (e.g.,
as outlined above). Otherwise there would be more unknowns than equations.
6.5.10 Case Study - Numerical Analysis of Turbulent Flow Around 2D Bodies
Citation : Tarafder, M. & Mursaline, M.(2019). Numerical Analysis of Turbulent Flow Around Two-
Dimensional Bodies Using Non-Orthogonal Body-Fitted Mesh. International Journal of Applied
Mechanics and Engineering,24(2) 387-410. https://doi.org/10.2478/ijame-2019-0024
This paper deals with the numerical simulation of a turbulent flow around two-dimensional bodies
by the finite volume method with non-orthogonal body-fitted grid (Tarafder & Mursaline)203. The
governing equations are expressed in Cartesian velocity components and solution is carried out using
the SIMPLE algorithm for collocated arrangement of scalar and vector variables. Turbulence is
modeled by the k- turbulence model and wall functions are used to bridge the solution variables at
the near wall cells and the corresponding quantities on the wall. A simplified pressure correction
equation is derived and proper under-relaxation factors are used so that computational cost is
reduced without adversely affecting the convergence rate. The numerical procedure is validated by
comparing the computed pressure distribution on the surface of NACA 0012 and NACA 4412
hydrofoils for different angles of attack with experimental data. The grid dependency of the solution
is studied by varying the number of cells of the C-type structured mesh. The computed lift coefficients
of NACA 4412 hydrofoil at different angles of attack are also compared with experimental results to
further substantiate the validity of the proposed methodology.
6.5.10.1 Introduction and Literature Survey
Turbulence being so ubiquitous in nature has its prominent influence in almost all practical flows,
thus making its computation so important for applied mathematicians and engineers. However, the
fluid mechanics phenomena in the turbulent flow regime are interesting and at the same time
considerably more complicated. In addition to the inherent complicacies of the system of partial
differential equations governing fluid flow, turbulence and geometric complexities of the domain give
rise to further challenges. While turbulence may be dealt with using a suitable turbulence model,
domain complexity may be circumvented using body fitted coordinates.
In the past, various methods were employed to overcome these difficulties associated with numerical
computation of turbulent flow in complex domains. Rhie204 used finite volume method for the
solution of two-dimensional incompressible, steady turbulent flows over airfoils using k -ε
turbulence model and wall functions. Instead of staggered grids, the body fitted grid utilized a
collocated arrangement of variables where the false pressure field was avoided by special
momentum interpolation. Peric205 developed a finite volume method for viscous flow in complex
geometries, discretizing the governing transport equations in terms of Cartesian vector and tensor
components and arbitrary non-orthogonal coordinates.
[Demirdzic et al.]206 provided a complete exposition of a finite volume approach to the calculation of
turbulent flows. [Karki and Patankar ]207 presented a general calculation procedure for computing
203 Md. Shahjada Tarafder and M. Al Mursaline, “Numerical Analysis Of Turbulent Flow Around Two Dimensional
Bodies Using Non-Orthogonal Body-Fitted Mesh”, Int. J. of Applied Mechanics and Engineering, 2019.
204 Rhie C.M. (1981): A Numerical Study of the Flow Past an Isolated Airfoil with Separation. PhD Thesis, Dept.
of Mechanical and Industrial Engineering, University of Illinois at Urbana-Champaign.

205 Peric M. (1985): A Finite Volume Method for the Prediction of Three-Dimensional Fluid Flow in Complex Ducts.
Ph.D. Thesis, University of London.

206 Demirdzic I., Gosman A.D., Issa R.I. and Peric M. (1987): A calculation procedure for turbulent flow in complex
geometries. Computers and Fluids, vol.15, pp.251-273.

207 Karki K.C and Patanker S.V. (1988): Calculation procedure for viscous incompressible flows in complex
geometries. Numerical Heat Transfer, vol.14, pp.295-307.

fluid flow and related phenomenon in arbitrary-shaped domains with physical covariant velocity
components selected as the dependent variables in momentum equations and the coupling between
the continuity and momentum equations ensured using the SIMPLE algorithm.
[Majumdar]208 reported that solutions of steady-state problems from [Rhie and Chow] momentum
interpolation are dependent on the under-relaxation factor. [Choi]209 reported that the solution using
the original [Rhie and Chow] scheme is time step size dependent. He proposed a modified [Rhie and
Chow] scheme for an unsteady problem which is quite similar to the scheme for a steady problem
used by [Majumdar].
Moreover, [Masuko and Ogiwara]210 carried out numerical simulation of viscous flow around ships
having practical hull forms. The governing equations were discretized by finite difference
approximation and solved with SIMPLE algorithm adopting the k-ε turbulence model and standard
wall functions. [Yu et al.]211 discussed different momentum interpolation practices for collocated grid
systems. [Mulvany et al.]212 carried out an assessment of two-equation turbulence models for high
Reynolds number hydrofoil flows using the finite volume method and SIMPLE solution technique.
[Kuzmin and Mierka]213 presented a detailed numerical study of the k-ε turbulence model using
algebraic flux correction to enforce the positivity constraint. Emphasis was laid on a new
implementation of wall functions whereby the boundary conditions for κ and ε were prescribed in a
weak sense. [Demirdzic]214 discussed the discretization of diffusion term in finite volume continuum
mechanics. [Martınez et al.]215 proposed a possible correction for under-relaxation factor
dependency in the Original Momentum Interpolation Method (OMIM).
The aim of the present paper is to simulate the turbulent flow around two-dimensional bodies by the
finite volume method with non-orthogonal body fitted grid. The k-ε turbulence model and wall
functions are used to bridge the solution variables at the near wall cells and the corresponding
quantities on the wall. The solution is carried out using the SIMPLE algorithm with a simplified
pressure correction equation for collocated arrangement for scalar and vector variables. Despite
using a simplified pressure correction equation to reduce computational cost, and facilitate the
solution of linear systems, a satisfactory convergence rate is achieved by proper choice of under-
relaxation factors. The pressure distribution and lift forces on the surface of the hydrofoils far away
from the free surface are compared with the experiment and the agreement is found to be quite
satisfactory which reflects the accuracy of the present numerical methodology.
In the Cartesian co-ordinate system, the steady two-dimensional turbulent flow around a hydrofoil
208 Majumdar S. (1988): Role of under-relaxation in momentum interpolation for calculation of flow with Non-
staggered grids. Numerical Heat Transfer, Part B, vol.13, pp.125-132.
209 Choi S.K. (1999): Note on the use of momentum interpolation method for unsteady flows. Numerical. Heat
Transfer, Part A, vol.36, pp.545-550.

210 Masuko A. and Ogiwara S. (1990): Numerical simulation of viscous flow around practical Hull form. Fifth
International Conference on Numerical Ship Hydrodynamics, pp.211-224.

211 Yu B., Tao W. and Wei J. (2002): Discussion on momentum interpolation method for collocated grids of
incompressible flow. Numerical Heat Transfer, Part B, vol.42, pp.141-166.

212 Mulvany N., Tu J.Y., Chen L. and Anderson B. (2004): Assessment of two-equation turbulence modeling for high
Reynolds number hydrofoil flow. International Journal of Numerical Methods in Fluids, vol.45, pp.275-299.
213 Kuzmin D. and Mierka O. (2006): On the implementation of the k- turbulence model in incompressible flow
solvers based on a finite element discretization. International Conference on Boundary and Interior Layers, Bail
2006, Germany, pp.1-8.
214 Demirdzic I. (2015): On the discretization of diffusion term in finite-volume continuum mechanics. Numerical
Heat Transfer, Part B, vol.68, pp.1-10.

215 Martınez J., Piscagliaa F., Montorfanoa A., Onoratia A. and Aithalb S.M. (2017): Influence of momentum
interpolation methods on the accuracy and convergence of pressure-velocity coupling algorithms in Open FOAM.
Journal of Computational and Applied Mathematics, vol.309, pp.654-673.
for an incompressible fluid is governed by the following time-averaged equations
∂u ∂v
+ =0
∂x ∂y
∂(ρuu) ∂(ρuv) ∂ ∂u ∂ ∂u ∂p
+ = [(μ + μT ) ]+ [(μ + μT ) ]−
∂x ∂y ∂x ∂x ∂y ∂y ∂x
∂(ρuv) ∂(ρvv) ∂ ∂v ∂ ∂v ∂p
+ = [(μ + μT ) ]+ [(μ + μT ) ]−
∂x ∂y ∂x ∂x ∂y ∂y ∂y
Eq. 6.5.29
where u and v are the mean velocity components in the x and y directions, respectively, ρ is the fluid
density, P is the mean pressure and μ is the laminar viscosity. μT is the turbulent viscosity and is given
by
κ2
μT = Cμ ρ
ε
Eq. 6.5.30
where k is the turbulent kinetic energy, ε is the dissipation rate of k and Cμ is a constant. In the k -ε
turbulence model, k and ε are governed by the following transport equations in the Cartesian
coordinate system
∂(ρuκ) ∂(ρvκ) ∂ μT ∂κ ∂ μT ∂κ
+ = [(μ + ) ]+ [(μ + ) ] + G − ρε
∂x ∂y ∂x σκ ∂x ∂y σκ ∂y
∂(ρuε) ∂(ρvε)
+
∂x ∂y
∂ μT ∂ε ∂ μT ∂ε ε
= [(μ + ) ] + [(μ + ) ] + (Cε1 G − Cε2 ρε)
∂x σε ∂x ∂y σε ∂y κ
Eq. 6.5.31
where G is the production of k and is given by
∂u 2 ∂v 2 ∂u ∂v 2
G = 2μT [( ) + ( ) ] +μT ( + )
∂x ∂y ∂x ∂y
Eq. 6.5.32
The standard values of the constants are as follows
C𝜇 = 0.09 , σ𝜅 = 1 , σ𝜀 = 1.3 , C 𝜀1 = 1.44 , C 𝜀2 = 1.92

Eq. 6.5.33
Eq. 6.5.29-Eq. 6.5.32 may be represented in the following generic form
∂(ρuφ) ∂(ρvφ) ∂ ∂φ ∂ ∂φ
+ = [Γ ]+ [Γ ] + R 𝜑 (x, y)
∂x ∂y ∂x ∂x ∂y ∂y
Eq. 6.5.34
where u and v are the mean velocity components, φ is any generic dependent variable u, v, k ,ε Γ is
an effective diffusion coefficient and Rφ is the source term. Note that for continuity equation φ = 1, Γ
= 0 , Rφ = 0 , for u-momentum equation φ = u , Γ = μ+μT , Rφ = -∂p/∂x and so on. Considering the body
fitted co-ordinate system, ξ = ξ (x, y) , η= η ( x, y) as shown in Figure 6.5.12 (a and b). Eq. 6.5.34
can be transformed into the following form
1 ∂(ρUφ) 1 ∂(ρVφ) 1 ∂ Γ ∂φ ∂φ 1 ∂ Γ ∂φ ∂φ
+ = [( α − β )] + [( γ − β )] + S φ (ξ , η)
J ∂ξ J ∂η J ∂ξ J ∂ξ ∂η J ∂η J ∂η ∂ξ
∂y ∂x ∂y ∂x
where U = u − v , V=v −u
∂η ∂η ∂ξ ∂ξ
Eq. 6.5.35
are the contra variant velocity components.
∂x 2 ∂y 2 ∂x ∂x ∂y ∂y ∂x 2 ∂y 2
α=( ) +( ) , β= + , γ=( ) +( )
∂η ∂y ∂ξ ∂η ∂ξ ∂η ∂ξ ∂ξ
Eq. 6.5.36
Sφ(ξ ,η) is the source term in ξ,η coordinates, J is the Jacobian of transformation and is given by
∂x ∂y ∂x ∂y
J= +
∂ξ ∂η ∂η ∂ξ
Eq. 6.5.37
Figure 6.5.12 Coordinate System and C-type Control Volume
6.5.10.3 Boundary Conditions

Neglecting the effect of free surface, the boundary conditions for a flow field around a hydrofoil fixed
in a stream of uniform velocity u0 can be written as:
(a) Inflow boundary: The components of the flow variables are provided as
u = u0 v=0 κ = κ 0 ε = ε0
Eq. 6.5.38
(b) Outflow boundary: The outlet boundary is located far from the region of interest and the Reynolds
number is high, the gradient in the flow direction is taken to be zero. Thus
∂u ∂v ∂κ ∂ϵ
= = = =0
∂n ∂n ∂n ∂n
Eq. 6.5.39
where ∂/∂n is the derivative parallel to the streamlines;
(c) Solid boundary: The no slip boundary condition is applied on the surface of the hydrofoil.
u=0 , v=0 , κ=0, ε=0

Eq. 6.5.40
(d) Far-field boundary: The flow variables on the symmetry plane are prescribed as
us = up v=0 κs = κp εs = εp
Eq. 6.5.41
Moreover, as the standard k-ε turbulence model cannot be applied in the transition layer and also the
viscous sublayer around the hydrofoil, the wall functions are to be adopted.
6.5.10.4 Finite Volume Discretization of Governing Equation
The discretization is performed following a finite control volume approach in which the
computational domain is divided into a number of contiguous quadrilateral cells. A collocated grid
arrangement is used in which all the variables are stored at the geometric center of the cell (see
Figure 6.5.13).
Figure 6.5.13 Collocated Grid Arrangement
The locations of the various dependent variables and the associated cells for this grid configuration.
Eq. 6.5.35 is integrated over the volume of each cell in the computational domain as
∂(ρUφ) ∂(ρVφ)
∫[ + ] dv =
∂ξ ∂η
CV
∂ Γ ∂φ ∂φ ∂ Γ ∂φ ∂φ
∫ [( α − β )] dv + ∫ [( γ − β )] dv + ∫ JS φ (ξ, η) dv
∂ξ J ∂ξ ∂η ∂η J ∂η ∂ξ
CV CV CV
Eq. 6.5.42
Applying Gauss’s divergence theorem to convert volume integrals to surface integrals, Eq. 6.5.42
after little rearrangement, may be written as
(ρUφ∆η) 𝑒𝑤 +(ρVφ∆ξ) 𝑛𝑠 =
e n e
Γ ∂φ Γ ∂φ Γ ∂φ
( α ∆η ) + ( γ ∆ξ ) + {− ( β ∆η )
J ∂ξ w
J ∂η s
J ∂η w
n
Γ ∂φ
−( β ∆ξ ) + J(S c + Sp φp )∆ξ∆η}
J ∂ξ s
Eq. 6.5.43
The cross derivative terms have been added to the source term which in turn has been linearized as
suggested by [Patanker]216. Using the notation of Figure 6.5.13, the following approximations may
be made for the derivatives at face e:
∂x xE − xp ∂x (xn − xs )e xne − xse

( ) ≈ , ( ) ≈ =
∂ξ e ξE − ξp ∂η e (ηn − ηs )e ηne − ηse
∂y yE − yp ∂y (yn − ys )e yne − yse
( ) ≈ , ( ) ≈ =
∂ξ e ξE − ξp ∂η e (ηn − ηs )e ηne − ηse
Eq. 6.5.44
Analogous expressions may be derived for other faces. Eq. 6.9.3 can be written as
[ Fe φe − Fw φw + Fn φn − Fs φs ] =
[ De (φE − φ𝑝 ) − Dw (φp − φ𝑊 ) + Dn (φN − φ𝑝 ) − Ds (φp − φ𝑠 ) ] +
[ Ne (φn − φ𝑠 )𝑒 − Nw (φn − φ𝑠 )𝑤 + Nn (φe − φ𝑤 )𝑛 − Ns (φe − φ𝑤 )𝑠 ] +
[ (S𝑐 − S𝑝 φp )δV ]
Eq. 6.5.45
Central differencing is used to discretize the diffusion terms and suitable interpolation for the
convective terms is required to express cell face values in terms of nodal values. This is achieved from
[Demirdzic and Peric]217 by blending second-order central (CDS) differencing and first-order
unconditionally stable upwind differencing scheme (UDS) in a deferred correction manner
[ φUDS
e ]imlicit + λ [ φCDS
e − φUDS
e ]explicit
Eq. 6.5.46
where λ is the blending factor having value between 0 to 1. The explicit part in Eq. 6.5.46 is obtained
from previous iteration and added to the source term, like the cross derivative terms. Using the above
scheme for convective terms and after little manipulation, Eq. 6.5.45 can be written in the following
algebraic form
216 Patanker S.V. (1980): Numerical Heat Transfer and Fluid Flow. New York: McGraw-Hill.
217 Demirdzic I. and Peric M. (1990): Finite volume method for prediction of fluid flow in arbitrary shaped domains
with moving boundary. International Journal of Numerical Methods in Fluids, vol.10, pp.771-790.
ap φp = aW φW + aE φE + aN φN + aS φS + S ′
Eq. 6.5.47
Introducing an under-relaxation factor to slow down changes of the dependent variable in
consecutive iterations, Eq. 6.5.47 becomes
ap
( ) φp = aW φW + aE φE + aN φN + aS φS + S φ
αφ
Eq. 6.5.48
For further information, please consult the development in [Shahjada Tarafder and Al Mursaline ]218.
6.5.10.5 The Wall Functions
To close the statement of the problem, we still need to prescribe the tangential stress as well as the
boundary conditions for k and ε on the solid boundary. Note that the equations of the k - ε model are
invalid in the vicinity of the wall where the Reynolds number is rather low and viscous effects are
dominant. In the case of laminar flow, the no-slip wall boundary condition is directly applied at the
wall. For turbulent flows however, to avoid using finer grids near walls, where steep cross flow
gradients exist, ‘wall functions’ are used. These wall functions are given as follows
1/4 1/2 1/4 1/2

ρvt Cμ κp ρCμ κp np
τw = where n+
p =
1 μ
ln(En+
p)
κ
Eq. 6.5.49
vt is the wall parallel velocity and nP is the distance of the first computational node normal to the wall.
1/4 1/2 3/4 3/2

Cμ κ p Cμ κp np
G𝑝 = τ𝑤 εp =
κn𝑝 κn𝑝
Eq. 6.5.50
6.5.10.6 SIMPLE Algorithm
To obtain velocity and pressure fields and values of turbulent quantities, an iterative solution
procedure akin to the SIMPLE method (Patankar and Spalding219) is used. In the present work the
scalar and vector variables are stored in a collocated manner.
6.5.10.7 Results and Discussion for NACA 0012 Hydrofoil
The flow past an NACA 0012 hydrofoil with 2.5 m chord length (C) is simulated at Rec = 2. 8 x106 with
grid sizes of 50 x 14 , 88 x 20, 176 x 40 and 0, 6, 10 degrees of incidence. A typical grid arrangement
for 176 x40 cells. In the present simulation the inlet boundary at the front of the foil along with the
upper and bottom boundaries are located 4 chord lengths away from the leading edge. The outlet
boundary at the rear side is 8 chord lengths away from the leading edge. The under-relaxation factors
used are αu = αv = αk = αε = 0.7 , αp = 0.1 and the value of blending factor is λ = 0.5.
219 Patanker S.V. and Spalding D.B. (1972): A calculation procedure for heat, mass and momentum transfer in
three dimensional parabolic flows. International Journal of Heat and Mass Transfer, vol.15, pp.1787–1806.
A comparison of obtained pressure coefficients with its experimental results for (6 degree) and a grid
size of 176 x 40 is shown in Figure 6.5.14 (Top). From these figures it is evident that the computed
results agree very well with the experiment. In fact, at 0 and 6-degree incidence the result agrees
Figure 6.5.14 Cp Contours for NACA 0012 Hydrofoil at 6 Degree Incidence

better than that obtained by [Rhie]220 near the leading edge. However, discrepancy can be noted at
the leading and trailing edges which may be attributed partly to inadequate turbulence modeling.
Moreover, the mesh may not be sufficiently fine to capture the very strong gradients existing in those
regions. In addition to the pressure coefficient curves, the pressure contours and streamlines at 6
degrees incidence are shown in Figure 6.5.14 (Bottom) for a grid size of 176 x 40 at Rec = 2 8 x106.
The C type structured mesh with three different sizes was issued to investigate the influence on
surface pressure coefficients. At 10 degree angle of attack, pressure coefficients are computed at each
of the three grids. It is evident that refinement of the grid gives increased numerical accuracy of
pressure coefficients in the present case. Significant improvement is found on the suction side of the
hydrofoil. However, the effect on the pressure side (where the discrepancy is small) is less
considerable. For complete analysis, please see [Shahjada Tarafder and Al Mursaline, 2019 ]221.
6.5.10.8 Conclusions
This paper presents the numerical computation of turbulent flow past hydrofoils using the finite
volume method with a k-ε turbulence model. The following conclusions can be drawn from the
present numerical study:
➢ The surface pressure distributions on a number of hydrofoils such as NACA0012222 and
NACA4412 located far from the free surface are computed and then compared with the
theoretical as well as experimental data. The agreement with established data is found to be
excellent except very close to the leading edge.
➢ Grid refinement is carried out systematically keeping a proper distance between the first
computational node and the wall. Significant improvement in results has been obtained with
a refined grid particularly near the leading edge.
➢ Despite simplifying the pressure correction equation by neglecting cross-diffusion
contributions,
➢ proper under-relaxation factors may be used so that computational cost is reduced without
adversely affecting the convergence rate.
➢ Lift coefficients are computed which exhibit an excellent agreement with experimental data
at lower angles of attack. However, due to poor performance of the k - ε turbulence model, at
higher angles of attack when flow separation takes place, the agreement is found to be less
satisfactory.
220 Rhie C.M. (1981): A Numerical Study of the Flow Past an Isolated Airfoil with Separation. PhD Thesis, Dept. of
Mechanical and Industrial Engineering, University of Illinois at Urbana-Champaign
222 Gregory N. and O'Reilly C.L. (1970): Low Speed Aerodynamic Characteristics of NACA 0012 Airfoil Section,
Including the Effects of Upper Surface Roughness Simulation Hoarfrost. National Physical Laboratory,
Teddington, England, Aero Report No.1308.
6.6 Some Irregularities Associated with Control Volume (CV)
For fluid flow, there are special considerations. As seen earlier in this section, there are 5 equations
for 5 unknowns (u, v, w, p, T). However, there are two problems with these equations which are
specific to computational fluid dynamics (CFD). First, the governing equations are not only coupled,
but they have non-linear terms, namely the advection or inertia terms. The handling of these terms
has been an ongoing research project for at least the last 40 years. If these terms are not modeled
accurately enough, they will introduce an error known as “Numerical Diffusion”.
For fluid flow, there are special considerations. As seen earlier in this section, there are 5 equations
for 5 unknowns (u, v, w, p, T). However, there are two problems with these equations which are
specific to computational fluid dynamics (CFD). First, the governing equations are not only coupled,
but they have non-linear terms, namely the advection or inertia terms. The handling of these terms
has been an ongoing research project
for at least the last 40 years. If these
terms are not modeled accurately
enough, they will introduce an error
known as “Numerical Diffusion”. As Artificial
its name indicates, the errors can Viscosity
completely swamp any physical
diffusion and misrepresent the
physics of the real world problem. If
Dissaption
you model the advection terms with &
the usual methods of obtaining high Dispersion
accuracy (central differences,
standard Galerkin schemes), you Numerical
introduce numerical dispersion Diffusion
errors where the numerical solution
oscillates around the true solution.
These dispersion errors can quite
easily lead to divergent solutions,
especially in turbulent flows. Most Figure 6.6.1 Potent Numerical Errors in CFD
commercial finite volume and finite
element methods have discretized
these terms in some special way which is a compromise of accuracy and stability. Finite volume
methods use techniques like skew up winding and QUICK schemes. Successful finite element methods
use some sort of streamline upwind element. (Yes, there are finite element CFD methods available
which do not use this method, but they are not generally applicable). (See Figure 6.6.1).
The second major difficulty with the governing partial differential equations is that no explicit
equation for pressure exists for incompressible flows. For example, if we use the Navier-Stokes or
momentum equations to solve for the velocities, we have only the continuity equation to solve for
pressure. However, pressure does not appear in the continuity equation. This problem has been side-
stepped by manipulating a combination of these equations. The most predominant method
(commercially, that is) for solving this dilemma of the missing pressure equation was developed for
finite volume methods and is known as SIMPLE or some variant of it. This method is well-explained
in the book by [Patankar]223. Almost all of the commercial finite volume CFD codes use this method
as well as two most popular finite element CFD codes.
223 Suhas V. Patankar, “Numerical Heat Transfer”, Hemisphere Publishing, 1980, ISBN 0-89116-522-3.
6.6.1 Numerical Diffusion Effects
Artificial viscosity tends to reduce all gradients in the solution whether induced physically or
numerically. This effect, which is the direct result of even derivative terms in the truncation error, is
also called Dissipation (upwind differencing). Another quasi-physical effect of numerical schemes is
called Dispersion which is the direct result of odd derivative terms in truncation error (central
differencing). The combined effects are called Diffusion. Figure 6.6.3 shows these effects. To show
Figure 6.6.3 Effects a) exact b) 1ST order (Dissipation) c) 2nd order (Dispersion)
how the impact of the artificial viscosity, consider a supersonic flow over backward facing step as
demonstrated in Figure 6.6.2. Now let us try to find the numerical solution for this problem by
progressively increasing the magnitude of the artificial viscosity (See Figure 6.6.2 (a)-(d)). We
observe that adding the artificial viscosity has thickened the shock for sure. The smoothing (Less
wiggles) of the shock can observed for the increasing artificial viscosity. See the Fig (d) for the smooth
shock(without wiggles). There are essentially two main classes of convective flux approximation in
widespread use, namely:
1. ‘Low-order’ schemes, which
characteristically generate discretized
equation forms that are easy to solve,
produce solutions which obey the expected
physical bounds, but sometimes give rise to
smearing of gradients. The latter effect has
come to be known as ‘Numerical Diffusion-
Dissipation effects. This is a form of
truncation error that diminishes as the grid
is refined, but at an increased cost of
calculation.
2. ‘High-order’ schemes, which better preserve
steep gradients, but may result in equations
that are more difficult to solve (and, in
extreme cases, may provoke numerical
instabilities) and/or have solutions
exhibiting non-physical spatial oscillations
(‘wiggles-dispersion effects’). These
oscillations may in some cases, lead to
spurious values, e.g. negative species mass
fraction or turbulence kinetic energy. This
phenomenon is often termed Numerical
Dispersion. It too can be diminished by grid
refinement or by using monotone schemes Figure 6.6.2 Progression of Shock Wave
(e.g. a blending methodology) on Supersonic Flow over a Backward Step
The effect of retaining order of terms in TE displaying either the Dissipative or Dispersive effect is
can be illustrated in Figure 6.6.4.
6.6.2 Balancing the Diffusion vs. Convection
using Peclet Number (Pe) •Lowest-Order term in TE
This is an important property in comparing the Diffusion contain even (Dissiaptive)
CD and UD differencing schemes or other •Lowest -Order term in TE
diffusion related issues. As shown in contains odd (Disspersive)
Figure 6.6.5 for higher speed flows (large Pe),
the CD differencing becomes oscillatory and Figure 6.6.4 Effect of retaining TE terms
unstable and not suitable, while UD reveals
more stable and recommended. On the other
hand, for low speed flows (smaller Pe), such as subsonic flows and denser mesh, CD seems
comparably more stable.
advection transport rate LU

PeL = = Re.Pr =
diffusive transport rate α
k
where L = characteritic length , U = velocity and α =
ρCp
Eq. 6.6.1
Figure 6.6.5 Correlation Between CD and UD Schemes for Different (Pe) Number
6.6.2.1 Case Study – 1D Convection / Diffusion Problem

To illustrate this more explicitly, solving the 1D convection-diffusion equation on a slab of length L
for variable ϕ subjected to following BC’s
∂ ∂ ∂ϕ
(ρϕ) = (Γ ) subject to BC ϕx=0 = 0 and ϕx=L = L
∂x ∂x ∂x
Eq. 6.6.2
Where (ρφ) and Γ are independent of x. Differentiating results the analytical exponential solution
known as power law (see
Figure 6.6.6):
x
ϕ(x) − ϕ(0) e(PeL) − 1 ρuL
= where Pe =
ϕ(L) − ϕ(0) e(Pe) − 1 Γ
Eq. 6.6.3
Pe << 1
Diffusion dominated
Convection dominated
Pe = 0
Φ0 <ϕ<ϕL
Pe >> 1
0<X<L
Figure 6.6.6 Ratio of Convection Vs Diffusion - Effect of (Pe) number
Following observations could be made from this plot:

• The ratio of the strengths of convection and diffusion may be measured using the Peclet
number, Pe.
• For high absolute values of Pe number (i.e., convection dominated flow), the value of the
dependent variable at the interface (i.e. x = L/2) can be seen to be nearly equal to the value
at the upwind boundary which is the assumption made by the upwind scheme. Such
assumption could not be hold for small Pe values (diffusion dominated; see
• Figure 6.6.6).
• When Pe = 0, (no flow, or pure diffusion), ϕ could be interpolated using a simple linear
average between the values at x = 0 and x = L.
• The upwind scheme always calculates diffusion assuming a linear relationship between the
dependent variable and distance and therefore over estimates diffusion at large absolute
values of Pe224.
Another point of view of above on a 1D spatial mesh, for general contours of variable ϕ at point p, for
Pe = 0 i.e., pure diffusion, the contours are concentric circles for constant values of ϕ because
diffusion tends to spread out ϕ evenly in all directions. As Pe increases, the curve becomes more
elliptic and the value of ϕ at E node is more influenced by the upstream node. At Pe = infinity i.e.,
pure convection, the contours are completely outstretched and value of ϕ at E is affected only by
upstream conditions (see Figure 6.6.7).
224 “Discretization of Convection –Diffusion type equation”; 10th-Indo–German Winter Academy 2011.
6.7 Some Qualities to Spatial
Discretization
6.7.1 Cell-Centered (CC) vs. Node-
Centered (NC)
The cell-centered (CC) referred to a
discretization that uses primal grid cells as
control volumes, as opposed to node
centered (NC) that uses median-dual cells
as control volumes. Illustrates the control
Figure 6.6.1 Spatial effects of (Pe) number on 1D flow
volume partitioning of a finite volume
discretization. Performance of flow solvers
can also vary with each algorithm and mesh data structure used. While the CC based solvers integrate
the fluxes on the faces of individual cells, NC based solvers integrate the fluxes over cells connected
to individual cells.
Though the number of faces is the same in both approaches, the actual finite volume used in CC based
is smaller hence better spatial resolution. On the other hand, the NC based approach works with less
memory, especially for tetrahedral cells when usually the numbers of cells are five-six times of
nodes225. In cell-centered scheme, the control volumes are identical with the grid cells and the flow
variables are associated with the centers of the grid cells as illustrated in Figure 6.7.1. When we
Figure 6.7.2 Cell Centered and Node Centered

evaluate the discretized flow equations, we have to supply the convective and the viscous fluxes at
the midpoints of the faces of the control volume. However, in cell-vertex scheme, the flow variables
are associated with the grid nodes (vertices) rather than the cell centroids. Median-dual control
volumes are formed by connecting the centroids, face- and edge-midpoints of all cells sharing the
particular node. The definition of a median-dual control volume results in a polyhedral hull around
each grid node.
6.7.2 Staggered vs. Collocated Grids
This has nothing to do with grid generation techniques but rather spatial discretization. A staggered
grid is a setting for the spatial discretization, in which the variables are not defined at the same
position as in case of the collocated grid. On a staggered grid the scalar variables (pressure, density,
total enthalpy etc.) are stored in the cell centers of the control volumes, whereas the velocity or
momentum variables are located at the cell faces. This is different from a collocated grid
225 Diskin, Boris; Thomas, James: “Comparison of Node-Centered and Cell-Centered Unstructured Finite-Volume
Discretization: Inviscid Fluxes,” AIAA Journal 2010.
arrangement, where all variables are stored in
the same positions. A staggered storage is
mainly used on structured grids for
compressible or incompressible flow
simulations. Using a staggered grid is a simple
way to avoid odd-even decoupling between the
pressure and velocity. Odd-even decoupling is a
discretization error that can occur on collocated
grids and which leads to checkerboard patterns
in the solutions. The disadvantage of using
staggered grids is that different variable are
stored at different places and this makes it more
difficult to handle different control volumes for
different variables and to keep track of the
metrics226. Modern codes instead use a
collocated storage. Figure 6.7.2 shows a
regular staggered grid for the discretization of
Figure 6.7.3 Control Volume for spatial
2D incompressible Navier-Stokes equations. discretization of staggered grid vs collocated
When solving the incompressible Navier-Stokes
in the primitive variables (u, v, and p) formulation, we need to discretize the pressure and the velocity
components. On a staggered grid these primitive variables are all defined at different location, with
pressure p at the cell center and the velocity components at the center of the cell faces227.
6.7.3 Desired Properties in Discretization Schemes
In general, any discretization scheme should have the following properties:
• Conservativeness - global conservation of properties must be insured, i.e., flux consistency
in control volume (Flux IN = Flux OUT).
• Boundedness - values predicted by scheme should be within realistic bounds. For linear
problems (Heat conduction), those would be the boundary values. For non-linear problems,
the values within the domain could be outside of boundary values.
• Transportiveness - As diffusion works in all direction, but convection only in flow direction,
the numerical scheme should recognize the flow direction since it effects the balance of
convection vs. diffusion (Peclet Number).
The manner in which the convective and diffusive fluxes are expressed in terms of nodal φ values is
one of the key factors determining accuracy and stability, for both steady-state and transient
calculations. At the high Reynolds numbers often encountered in practice, the choice of convective
flux approximation is particularly important.
6.8 Wall Distance Estimation

The non-dimensional y+ quantity, (based on local cell fluid velocity from the wall to the first node),
has a different meanings in terms of Boundary Layer theory and CFD. In Boundary Layer, y+ is simply
a local thickness Reynolds number. In CFD, y+ is a non-dimensional distance from the wall to the first
grid point. Typical range of y+ for a flow over a smooth flat plate with no adverse pressure gradient
is from wall out to about 150. For finer mesh lower values of y+ should be used. The mechanism for
estimating y+ could be followed by using the local Rex and an imperial skin friction correlation as
follow:
226 CFD Online.

227 Nikhil Kumar, PhD candidate - Scientific computing.
ρU∞ LBL
Rex = Cf = [2log 10 (Rex ) − 0.65]−2.3
μ
1 2 τw y+μ
τw = Cf − ρU∞2 u∗ = √ y=
2 ρ ρu∗
Eq. 6.8.1
Now that we know how to obtain non-dimensional y+ (mostly imperially), you might asked why?
Estimating y+ is so important because placing the first layer of mesh had tremendous impact in CFD
and Near Wall analogy. It dictates how many
cell needed to resolve flow accurately. As you
approach the wall you will notice that the
velocity decreases non-linearly up to a point
where the fluid will have zero velocity at the
wall. This is what is termed the "no slip" wall
condition in CFD. If we plot a typical velocity
profile in the near-wall region, we can see that
we have a large change in velocity in the wall
normal direction and it is important to our
CFD simulation that we capture this gradient
correctly. To do this, we need to use inflation
layer meshing to accurately capture the
boundary layer region for any wall-bounded
turbulent flows. The image below plots the
non-dimensional velocity versus the non-
dimensional wall normal distance, with each
Figure 6.8.1 Near Wall Velocity Profile
line from top to bottom demonstrating the
difference between a favorable pressure
gradient (APG) through to adverse pressure gradient (FPG) with flow separation. (See Figure 6.8.1).
It is clear that the flow behavior in the near wall region is fairly complex and needs to be captured
appropriately to have any confidence in our CFD results, especially if we intend to report key
engineering data such as separation points or pressure drops. Providing a suitable inflation mesh for
the geometry is strongly tied to the choice
of the turbulence model, and the flow field
we are interested in capturing. We can
elect to resolve the complete profile of the
boundary layer of alternatively we can
make use of empirical wall functions to
reduce the cell count. To use a wall
function approach for a particular
turbulence model with confidence, we
need to ensure that our y+ values are
within a certain range. Figure 6.8.2
exemplifies the relationship between y+ Figure 6.8.2 Wall Function Relation in Boundary Layer
and first layer of boundary layer. It is
considered good practice to include between 10 and 15 layers situated within the boundary layer of
your flow to accurately resolve and predict any separation or reattachment points228.
228 LEAP CFD Team, Leap Australia CFD Team Blog, 2014.
6.8.1 Case Study - Influence of Hybrid Grid and Turbulence Model
Citation : Mannion, P., Toparlar, Y., Blocken, B., Hajdukiewicz, M., Andrianne, T., & Clifford, E. (2018).
Improving CFD prediction of drag on Paralympic tandem athletes: influence of grid resolution and
turbulence model. Sports Engineering, 21(2), 123-135.
To provide guidelines for CFD simulations for tandem cycling aerodynamics, we refer to the
parametric study by [Mannion et al.]229. Specific attention to near-wall grid resolution and
turbulence model choice are provided. Furthermore, the forces experienced by pilot and stoker are
investigated separately to provide an understanding of the drag interaction between the pilot and
stoker athletes.
6.8.1.1 Gridding
Two different grid topologies were devised; (i) a tetrahedral-only grid and (ii) a combined prismatic-
tetrahedral grid, with prismatic cells in the boundary layers and tetrahedral cells beyond (hybrid). A
grid-sensitivity study, comprising of a coarse, medium and fine tetrahedral-only grid, was conducted,
with the surface grid systematically refined with each face size halved for the progressive grids. The
boundary layer resolution depended on the tetrahedral cell size at the surfaces of interest for each
grid as no prism layers were used. The grid sizes were 11.1, 24.6 and 64.9 M cells, respectively. The
medium grid was selected as a reference grid for surface face sizing’s for subsequent grids, providing
a compromise between accuracy and computational expense. Cell face sizes varied depending on the
location of the surface on the athlete or bicycle geometry. The dimensions are normalised by the
Figure 6.8.3 Grid 1 - Tetrahedral Cell Growth(Left) vs, Grid 2 – Hybrid Prism Layer Growth (Right)
diameter of the athlete’s head (0.2 m). A new grid was created, denoted as grid 1, which stemmed
from the medium grid in the grid independence study. Figure 6.8.3 illustrate segments of the
surface grid, and also the volume grid in a vertical centre-plane. The total number of cells in grid 1
was 20.2 M. For the second grid used in this study, denoted as grid 2, settings for grid 1 were
implemented as the background grid with the addition of prism cells to all wall surfaces in the
boundary layers. Note that y* ≈ 1 and < 5 is required to resolve the thin viscous sublayers to
reproduce boundary layer flow and potential separation. 20 prism cells with a growth ratio of 1.2
were used. The total number of cells in grid 2 was 33.3 M. Further discussion are provided in 230.
6.8.1.2 Boundary Conditions

A uniform velocity of 15 m/s with 0.2% turbulence intensity and a hydraulic diameter of 1 m was
applied as a velocity inlet condition. Air with a density of 1.225 kg/m3 and a viscosity of
1.789E−5 kg/m . s was specified as the fluid. Zero static gauge pressure was applied to the outlet
229 P. Mannion, Y. Toparlar, B. Blocken, M. Hajdukiewicz, T. Andrianne, and E. Clifford, “Improving CFD
prediction of drag on Paralympic tandem athletes: influence of grid resolution and turbulence model”, Sports
Engineering, October 2017.
230 See Previous.
boundary. A symmetry condition was applied for the lateral boundaries, the top boundary, and also
for the ground boundary to represent a free-slip wall. A no-slip wall with zero roughness was applied
for the tandem bicycle surfaces and for the athlete surfaces.
6.8.1.3 Governing Equations and Solver Settings
The simulations were performed using ANSYS Fluent 16®. The RANS equations were solved in
coordination with the shear stress transport (SST) k-ω turbulence model. The Least Squares Cell
Based method was used to compute gradients. The Coupled algorithm was used for pressure–velocity
coupling(SIMPLE). Second-order pressure interpolation was used, along with second-order
discretisation schemes for all equations. Due to the inherent unsteady nature of tandem cycling
aerodynamics, the pseudo-transient solver within Fluent was used. Averaging was required for the
resulting forces from the pseudo-transient simulations where steady-state convergence was
unachievable. A study was conducted to determine a suitable pseudo-transient time-step, with values
decreasing by one order of magnitude from 0.1 to 1E−05 s. Drag values were averaged over 4500
iterations after an oscillatory phase was reached. A negligible difference was found varying time-step
size, with a final size of 0.01 s used to allow for sufficient oscillations to occur over 2000 iterations
for averaging purposes. All simulations reported were averaged over 2000 iterations after results
reached a statistically steady state.
6.8.1.4 Drag findings
The drag coefficient is described by:
FD
CD =
1
ρAV 2
2
Eq. 6.8.2
where FD is the drag force (N), ρ the density
(kg/m3), A the frontal area (m2) and V the
velocity (m/s). The total drag force of bicycle
and two riders for grid 1 and grid 2 were 39.6 Figure 6.8.4 Drag Force (N) on the Pilot and
and 43.2 N, respectively. It was expected that Stoker using Different Grids
the stoker would experience a lower drag than
the pilot due to drafting. However, Figure 6.8.4 shows that grid 1 yielded an opposite drag
distribution: 35.9% of total drag for the pilot and 46.1% for the stoker. Grid 2 however, yielded 52.5%
of total drag for the pilot and 26.9% for the stoker. Figure 6.8.5 shows the differences in surface
pressure coefficient for grids 1 and 2. It is clear that the grid resolution in the boundary layer and its
Figure 6.8.5 CP for Different Grids

impact on the flow separation locations and resulting wake flow played a critical role in the drag
differences between both grids. predictions. Note that the athletes experienced a larger viscous drag
for grid 1 due to the flow staying attached for longer to the surfaces of the athletes.
6.8.1.5 Impact of Turbulence Model
Eight turbulence models were applied to grid1: the T-SST k-ω, the k-kl-ω, the intermittency SST k-ω,
the SST k-ω, the standard k-ε, the realizable k-ε, the renormalization-group (RNG) k-ε, and the 1-
equation Spalart–Allmaras turbulence model. The 1-equation Wolfshtein model was used for low
Reynolds number modelling with the k-ε models. Second-order discretisation schemes were used for
the convective and viscous terms of all equations. The results are summarised in Figure 6.8.6231.
The T-SST model provided drag evictions for the pilot and stoker that deviated by − 1.0% and
− 14.4%, respectively, from the wind-tunnel results. The T-SST model also failed to predict the
correct direction of the lateral force on the pilot. The intermittency SST k-ω model provided
comparable results to the T-SST model, with drag deviations of 2.4% and − 13.5% for the pilot and
stoker respectively. The k-kl-ω model under-predicted drag for the pilot by − 14.1%, and over-
Figure 6.8.6 Drag/ Lift and Lateral Forces (N) Acting on the Pilot and the Stoker
predicted drag on the stoker by 4.6%. However, it predicted all lateral and lift forces to within the
error region of the force transducers for both the pilot and stoker. The SST k-ω models predicted the
drag of the pilot and stoker to within − 3.7% and − 13.9% of the wind-tunnel values respectively, and
the Spalart–Allmaras model predicted the drag of the pilot and stoker to within − 4.0% and − 15.9%
respectively. The k-ε models all under-predicted pilot drag forces beyond 30%, with the realizable
and standard k-ε models predicting a larger drag force on the stoker than on the pilot.

The aerodynamics of a tandem para-cycling road race setup was simulated using CFD, and was found
to have a full-scale CD of 0.787. A grid with coarse near-wall boundary layer resolution was found to
yield counter-intuitive drag distributions for individual athletes, with the stoker experiencing a
231 Drag/Lift and Lateral Forces (N) acting on the pilot and the stoker as obtained by
various turbulence models.
Systematic and random errors within a 95% confidence interval are represented by error bars for the wind-
tunnel data.
higher drag than the pilot. Wind-tunnel experiments proved the counter-intuitive drag distributions
to be incorrect, with the stoker experiencing 39% less drag than the pilot. In addition to this grid
dependency of achieving an average y* value close to 1, the CFD simulations were also shown to have
a dependency on turbulence models, with the SST k-ω turbulence model providing the most accurate
drag predictions: 4.0% and 4.2% for the pilot and stoker respectively when compared against wind-
tunnel validation data, and modelling the wind-tunnel geometry within the CFD fluid domain. The
realizable k-ε and standard k-ε models predicted the stoker to experience a larger drag than the pilot,
despite the grid meeting the requirement of an average y* value less than 1, and using low Reynolds
number modelling opposed to wall functions. The RNG k-ε model under-predicted the drag on the
pilot beyond 20%. It is recommended that a fine grid with an average y* value of 1 or less be used in
combination with the SST k-ω turbulence model for future tandem cycling aerodynamics research.
6.9 Gradient Smoothing Method (GSM)

Recently, a new CFD solver based on Gradient Smoothing Method (GSM) has been developed by [Liu
and Xu]232 by combining the major features of the standard FVM and some mesh free techniques [YAO
et al.]233. It has been found that the GSM is effective for various types of fluid dynamics problems. In
GSM, all the unknowns are stored at nodes (as in mesh free methods and node-centered FVM) and
their derivatives at various locations of interest are approximated using gradient smoothing
operations. Different kinds of compact smoothing domains can be constructed from the primitive (or
background) mesh of the problem domain for calculating the derivatives at different locations of a
cell, such as at nodes, at midpoints of edges, or at the centroid of the cell. Different kinds smoothing
functions can be chosen for approximating the derivatives.
Compared with FVM, the GSM is more like a strong form method since it operates directly on the
governing equations of fluid dynamics as FDM. However, because of the use of gradient smoothing
operation, which approximates the derivatives at a point of interest using an integral form, the GSM
has a weak formulation flavor, and is conservative as the FVM. For this reason, GSM is known as a
weak form-like method. Intensive numerical tests have demonstrated that the GSM often
outperforms the FVM in terms of stability against the grid irregularity, accuracy and efficiency.
Although the GSM has been successfully applied for solving the compressible and incompressible
fluids for both inviscid and viscous cases on fixed meshes, the GSM has not yet been used for solving
fluid problems with moving boundaries or moving meshes, which is quite common in engineering,
and extremely important for fluid structure interaction simulations.
6.9.1 Gradient Smooth Operation
The gradients of a field variable U at a point of interest at xi in domain Ώi can be approximated in the
form of :
U i  U (x i )   U(x) wˆ (x − xi )dx
i
 1/V x  Ωi
U i  
 i
U(x)ŵ(x - x i ) n ds -  U(x)ŵ(x - x i ) dV
i
and ŵ =  i
0 x  Ωi
Eq. 6.9.1
where ∇ is a gradient operator and ŵ is a smoothing function that can be chosen properly based on
the requirement on the accuracy of the approximation. ∂Ώi represents the external boundary of the
232 G. R. Liu and George X. Xu,”A gradient smoothing method (GSM) for fluid dynamics problems”, Int. J. Numerical
Meth. Fluids 2008; 58:1101–1133.
(2013) 273–305.
GSD, and n denotes the unit normal vector on ∂Ώi. Using Eq. 6.9.1, the right-hand side second term
vanishes and Eq. 6.9.1 then becomes:
1 1
∇Ui ≈ ⃗ ds
∮ U𝐧 , ∇. (∇Ui ) ≈ ⃗ . ∇Uds
∮𝐧
Vi Vi
∂Ωi ∂Ωi
Eq. 6.9.2
The above mentioned equation gives an approximation of gradients at a point using a local smoothing
domain. Such a gradient smoothing technique is often adopted in many mesh free methods, for
example, in the widely used Smoothed Particle Method (SPM), to stabilize the nodal integrations
and ensure linear conformability. It has also been used in the development of the smoothed FEM.
For spatial and Temporal discretization, readers are encourage to consult the work by [YAO et al.]234
and [Liu and Xu]235.
6.9.2 Case Study 1 - Implicit Gradient Method for Cell-Centered Finite-Volume Solver on
Unstructured Meshes
Citation : Hiroaki Nishikawa. "An Implicit Gradient Method for Cell-Centered Finite-Volume Solver on
Unstructured Grids," AIAA 2019-1155. AIAA Scitech 2019 Forum. January 2019
An Investigation of an implicit gradient method for a second-order cell-centered finite-volume
method on unstructured grids is done by [Nishikawa]236. In the implicit gradient method, solution
gradients are obtained by solving a global system of linear equations, but they can be computed
iteratively along with an implicit finite-volume solver iteration for the Euler or Navier-Stokes
equations. The cost of the implicit gradient computation is thereby made comparable to or even
cheaper than that of explicit gradient methods such as a least-squares method. Furthermore, a known
stability issue with a face-neighbor gradient stencil is effectively circumvented by expanding the
gradient stencil to the entire domain. We discuss the relative performance of the implicit gradient
method and a least-squares method for various inviscid and viscous flow computations on
unstructured grids.
6.9.2.1 Background and Introduction
Convergence and accuracy of implicit finite-volume solvers widely used in practical computational
fluid dynamics (CFD) codes are greatly affected by gradient computation methods, especially on
unstructured grids. Despite great progress made over the last decades, represented by an extensive
study on least-squares gradients in237, current state-of-the-art unstructured-grid finite-volume
solvers still encounter robustness issues when dealing with highly-distorted grids as typical in
practical applications involving complex geometries. In practical solvers, inconsistent gradient
(2013) 273–305.
235 G. R. Liu and George X. Xu,”A gradient smoothing method (GSM) for fluid dynamics problems”, Int. J. Numerical
Meth. Fluids 2008; 58:1101–1133.

236 Hiroaki Nishikawa, “An Implicit Gradient Method for Cell-Centered Finite-Volume Solver on Unstructured
Grids”, AIAA Sci tech 2019 Forum.

237 Diskin, B. and Thomas, J. L., “Accuracy of Gradient Reconstruction on Grids with High Aspect Ratio," NIA Report
No. 2008-12 , 2008.

methods such as the Green-Gauss method are locally employed for robustness238-239-240, or simply
gradients are ignored in problematic regions (e.g., in a cell having a large face angle). Also, stable
computations often require different types of gradient methods for different terms, e.g., unweighted
least-squares (LSQ) gradients for the inviscid terms, and weighted LSQ gradients for the viscous
terms and the source terms. Another known problem is that finite-volume schemes with LSQ
gradients computed over face neighbors are unstable for triangular and tetrahedral grids.
Development of gradient methods for increasing robustness and efficiency without degrading
accuracy, therefore, remains an important subject of research. Recently, in a series of papers, a new
approach called the variational reconstruction (VR) method was proposed. In this method, a globally
coupled system of linear equations for the gradients is derived by minimizing the solution jumps at
faces. The system is iteratively solved along with a finite-volume flow solver. If only one iteration is
performed for the gradients per solver iteration, then the cost per iteration is almost the same as the
explicit methods such as the GG and LSQ methods, or more efficient than LSQ methods with extended
stencils beyond face neighbors. The stability issue mentioned earlier is effectively circumvented by
the gradient stencil spanning the
entire grid. A further advantage lies
in the straightforward extension to
high-order through minimizing the
jumps of high-order polynomials.
Inspired by the VR method, we
developed a similar implicit
gradient methodology called the
Implicit Green-Gauss (IGG)
gradient method241, which was
derived from a second-order finite-
volume discretization of a
hyperbolic diffusion model. In242,
the IGG gradient method was
demonstrated, for model
advection-diffusion problems, to
produce accurate gradients on
highly distorted grids including
highly-curved thin grids, and also
allow implicit finite-volume solvers Figure 6.9.1 Stencil for Cell-Centered Finite-Volume
Discretization – (Courtesy of Nishikawa)
to converge for a discontinuous
solution. In this paper, we
investigate the IGG gradient method for inviscid and viscous flow problems.
238 Mavriplis, D. J., Revisiting the Least-Squares Procedure for Gradient Reconstruction on Unstructured Meshes,"
Proc. of 16th AIAA Computational Fluid Dynamics Conference, AIAA Paper 2003-3986, Orlando, Florida, 2003.
239 Shima, E., Kitamura, K., and Haga, T., Green-Gauss/Weighted-Least-Squares Hybrid Gradient Reconstruction
for Arbitrary Polyhedral Unstructured Grids," AIAA J., Vol. 51, No. 11, 2013, pp. 2740-2747.
240 Moukalled, F., Mangani, L., and Darwish, M., The _nite volume method in computational fluid dynamics: An
intro-duction with OpenFOAM and matlab, Fluid Mechanics and Its Applications, Volume 13, Springer
International Publishing, 2015.
241 Nishikawa, H., From Hyperbolic Diffusion Scheme to Gradient Method: Implicit Green-Gauss Gradients for
Unstructured Grids," J. Comput. Phys., Vol. 372, 2018, pp. 126-160.

242 See previous.
6.9.2.2 Finite-Volume Discretization
Consider the compressible Navier-Stokes (NS) equations in 2D with a cell-centered finite-volume
discretization is employed for the discretization, where the residual is defined as an approximation
to the NS system integrated over a computational cell j (see Figure 6.9.1) with the midpoint rule:
𝐑 j = ∑ 𝛟jk 𝐀jk
k∈{kj}
Eq. 6.9.3
Where kj is a set of neighbors of the cell j, Ajk is the length of the face across j and k, and φjk is a
numerical flux. In this work, the [Roe] and [HLL] fluxes are used for the inviscid terms, and the alpha-
damping flux for the viscous terms. These numerical fluxes are functions of the primitive-variable
gradients, ∇Wj and ∇Wk, and the primitive variables W = (ρ, u, v, p) linearly extrapolated at the face
midpoint from the two adjacent cells j and k:
𝐖L = 𝐖i + 𝚽j ∇W. ∆𝐱 jm ,
𝐖R = 𝐖k + 𝚽𝐤 ∇W. ∆𝐱 km
Eq. 6.9.4
where Δxjm = xm - xj , Δxkm = xm - xk, xm is the face-midpoint position, xj and xk are the centroid
coordinates of the cells j and k, respectively, and ϕj and ϕk are the Venkat limiter functions computed
based on the enforcement at nodes. The limiter function is defined by the minimum, as typically done,
of those computed for all primitive variables. The cell gradients, ∇Wj and ∇Wk, need to be computed
from the numerical solutions stored at cells. These gradients are typically computed by a LSQ method
or the Green-Gauss method. Here, the IGG gradient method is employed and its performance is
investigated and compared with a LSQ gradient method. For the viscous flux, these gradients will be
used to evaluate the consistent term of the alpha-damping viscous flux: for example, the x-velocity
gradient is given by
1 α
∇u|face = [∇uj + ∇uk ] + (uR − uL )𝐧
̂jk 𝐞jk = 𝐱 k − 𝐱 j
2 |𝐞jk . ̂𝐧jk |
Eq. 6.9.5
where the first term is the consistent term (i.e., consistently approximating the gradient), the second
term is the damping term (i.e., responsible for damping high-frequency errors) with the damping
coefficient α given an optimal value: α = 4/3, and njk = (nx , ny) is the unit vector normal to the face
pointing from j to k. Further information can be obtained from [Nishikawa]243.
6.9.3 Case Study 2 - Transonic Flow Over a Joukowsky Airfoil at M = 0.8
The next inviscid test case is a transonic flow over a Joukowsky airfoil of a unit chord at M = 0.8 at
the angle of attack 1.25 degrees. In all calculations, we set CFL = 10. The IGG method was applied
with αg = 4.0 to smooth the gradients across shocks and with and without the Venkat limiter.
Otherwise, the same parameter setting was used as in the previous case. The limiter was applied with
the parameter K = 5.0 for the LSQ gradients and K = 10.0 (less limiting) for the IGG gradients.
Convergence histories are shown in [Nishikawa]244 where the (Implicit Defect-Correction - least-
squares (IDC-LSQ) solver stalls while the IDC-IGG solver converges with and without the limiter
Grids”, AIAA Sci tech 2019 Forum.
Grids”, AIAA Scitech 2019 Forum.

Figure 6.9.2 Inviscid Flow over a Joukowsky Airfoil at M1 = 0.85 using Unstructured Mesh - (Courtesy
of Nishikawa)
(denoted by IGG-Limited and IGG, respectively). Note that the IDC-LSQ solver converges on a
structured quadrilateral/triangular grid without a limiter; the divergence without a limiter is
therefore considered due to the irregularity. The limited version of the IDC-IGG solver is slightly
slower in CPU time apparently due to the limiter calculation. Solutions are compared in Figure 6.9.2.
As expected, the IGG solution without a limiter has over and under shoots around the shock on the
upper surface (see Figure 6.9.2(e)); and they are greatly reduced by the limiter. Contours of the
limiter function are plotted in Figure 6.9.2(g)-(i). It is detected that the limiter acts much less on
the IGG gradients than on the LSQ gradients, thus preserving accuracy better with the IGG gradients.
6.9.4 Concluding Remarks
The implicit Green-Gauss gradient method was tested and compared with the least-squares gradient
method for a cell-centered finite-volume method on unstructured grids for inviscid and viscous
problems. The gradients are computed by iteratively solving a global system of linear equations with
the Gauss-Seidel relaxation scheme. An implicit defect-correction solver was tested, where the Gauss-
Seidel relaxation is performed once for the gradient in each nonlinear iteration. Numerical results
have confirmed that the per iteration cost of the implicit Green-Gauss gradient method is comparable
to the LSQ gradient computation. The implicit solver has been demonstrated to converge to a
specified tolerance for all problems (subsonic, transonic, and hypersonic inviscid flows, and low- and
high-Reynolds-number viscous flows) even with shock waves and limiters whereas it stalled with the
least-squares gradients; and it converged faster in CPU time than the solver with the LSQ gradients
in all cases except the at plate case. The solution, however, was found to be more accurate with the
implicit Green-Gauss gradient method.
Despite the demonstrated robustness, the solver needs further improvements. The need for the
relaxation factor adjustment in the IGG relaxation seems to imply that the IDC-IGG solver can become
unstable if the gradients gain accuracy too fast. Apparently, the implicit Euler/NS solver and the
implicit Green-Gauss gradient relaxation are not always compatible with each other. A fully-coupled
solver is one possible strategy to address the issue. There can be, at least, two variants. One is
Newton's method applied to the entire set of residual equations, where the Jacobian is compact and
exact but larger (i.e., 20 x 20 blocks in 3D). Another would be a Jacobian-Free Newton-Krylov (JFNK)
method with the IDC-IGG solver used as a preconditioner. These solvers will be particularly useful
for allowing parameters to be defined locally to adapt the gradients to local ow features while keeping
different values in the Jacobian/preconditioner for robust convergence. A preliminary study
indicates that the Newton solver is much more robust than the IDC-IGG and JFNK solvers, but
requires a very efficient linear solver (e.g., multigrid) to minimize the overall computing time; it
seems suggest that the hyperbolic Navier-Stokes formulation is better suited since the linear
relaxation converges rapidly by the reduced condition number (due to the elimination of second
derivatives).
7 Boundary Conditions
7.1 Introduction
According to Wikipedia, in the field of differential equations, a boundary value problem (BVP) is a
differential equation together with a set of additional constraints, called the boundary conditions. A
solution to a boundary value problem is a solution to the differential equation which also satisfies the
boundary conditions. To be useful in applications, a boundary value problem should be well posed.
This means that given the input to the problem there exists a unique solution, which depends
continuously on the input. The specification of proper initial conditions (IC) and boundary
conditions (BC) for a PDE is essential, and they are:
➢ If too many IC/BC are specified, there will be no solution.
➢ If too few IC/BC are specified, the solution will not be unique.
➢ If the number of IC/BC is right, but they are specified at the wrong place or time, the solution
will be unique, but it will not depend smoothly on the IC/BC.
➢ This means that small errors in the IC/BC will produce huge errors in the solution.
In any of these cases we have an ill-posed problem245. As an example, [Huang et al.]246 studied the
well possess of inflow/outflow boundary conditions on a subsonic flow reigns for a flat plate. They
demonstrate that some conventional ways of posing subsonic inflow/outflow boundary conditions
are ill-posed.
7.2 Naming Convention for Different Types of Boundaries

Boundary conditions and their correct implementation are among the most critical aspects of a
correct CFD simulation247. Mathematically, there are four types of Dirichlet, Von Neumann, Mixed,
Robin, Cauchy, and Periodic.
7.2.1 Dirichlet Boundary Condition
Direct specification of the variable value at the boundary. E.g.
setting the distribution of a racer ϕi at a west boundary to
zero: ϕw = 0.
7.2.2 Von Neumann Boundary Condition
Specification of the (normal) gradient of the variable at the
boundary. E.g., setting a zero gradient ∂ϕ i /∂n=0 at a
symmetry boundary.
7.2.3 Mixed or Combination of Dirichlet and von
Neumann Boundary Condition
Direct specification of the variable value as well as its
gradient. It is required to satisfy different boundary
conditions on disjoint parts of the boundary of the domain Figure 7.2.1 Mixed Boundary
where the condition is stated. (see Figure 7.2.1). Conditions
7.2.4 Robin Boundary Condition

It is similar to Mixed conditions except that a specification is a linear combination of the values of a
245 Macintosh HD, Documents, AOSC614-DOCS:PPTClasses, ch3.1: PDEs Well Posed IC&BC. doc Created on
September 26, 2007.
246 Arthur C. Huang, Steven R. Allmaras, Marshall C. Galbraith and David L. Darmofal, “Well-Posed Subsonic
Inflow-Outflow Boundary Conditions for the Navier-Stokes Equations”, 2018 AIAA Aerospace Sciences Meeting.
247 Bakker André, Applied Computational Fluid Dynamics; Solution Methods; 2002.
function and the values of its derivative on the boundary of the domain248. Robin boundary
conditions are a weighted combination of Dirichlet boundary conditions and Neumann boundary
conditions. This contrasts to mixed boundary conditions, which are boundary conditions of
different types specified on different subsets of the boundary. Robin boundary conditions are also
called impedance boundary conditions, from their application in electromagnetic problems,
or convective boundary conditions, from their application in heat transfer problems. If Ω is the
domain on which the given equation is to be solved and ∂Ω denotes its boundary, the Robin boundary
condition is:
∂u
au + b =g on ∂Ω
∂n
Eq. 7.2.1
for some non-zero constants a and b and a given function g defined on ∂Ω. Here, u is the unknown
solution defined on Ω and ∂u/∂n denotes the normal derivative at the boundary. More
generally, a and b are allowed to be (given) functions, rather than constants249.
7.2.5 Cauchy Boundary Condition
In mathematics, a Cauchy boundary conditions augments an ordinary differential equation or a
partial differential equation with conditions that the solution must satisfy on the boundary; ideally
so to ensure that a unique solution exists. A Cauchy boundary condition specifies both the function
value and normal derivative on the boundary of the domain. This corresponds to imposing both a
Dirichlet and a Neumann boundary conditions. It is named after the prolific 19th-century French
mathematical analyst Augustin Louis Cauchy250.
7.2.6 Periodic (Cyclic Symmetry) Boundary Condition
Two opposite boundaries are connected and their values are set equal when the physical flow
problem can be considered to be periodic in space. They could be either physical or non-physical in
nature. Among non-physical conditions, inflow, outflow, symmetry plane, pressure and for physical
the wall (fixed, moving, impermeable, adiabatic, etc.). Some vendors choose their boundary to be
reflected by above description, (OpenFOAM®); and some (i.e., CD-Adapco® and Fluent®) to use
their own particular naming, depending to application in hand.
7.2.7 Generic Boundary Conditions
The most widely used generic B.C’s are:
• Walls (fixed, moving, impermeable, adiabatic etc.)

• Symmetry planes
• Inflow
• Outflow
• Free surface
• Pressure
• Scalars (Temperature, Heat flux)
• Velocity
• Internal
• Pole
• Periodic
• Porous media
248 Gustafson, K., (1998). Domain Decomposition, Operator Trigonometry, Robin Condition, Contemporary
Mathematics, 218. 432–437.
249 Wikipedia,
• Free-Stream
• Non-Reflecting
• Turbulence-Intensity
• Immersed
• Free Surface
Among others and excellent descriptive available through literature for each.
7.3 Wall Boundary Conditions

All practically relevant flows situations are wall-bounded and near walls the exchange of
mass, momentum and scalar quantities is largest. At a solid wall Stokes flow theory is valid
i.e. the fluid adheres to the wall and moves with the wall velocity. Different treatment for the
different variables in the Navier-Stokes equations is required.
7.3.1 Velocity Field
The fluid velocity components equal the velocity of the wall. The normal and tangential velocity
components at an impermeable, non-moving wall are:
→
v t = vwall = 0 ; →
vn = 0
Eq. 7.3.1
Mass fluxes are zero and hence convective fluxes are zero.
Cwall = 𝑚̇ 𝜑 = 0
Eq. 7.3.2
Diffusive fluxes are non-zero and result in wall-shear stresses.
→
Dwall = ∫ τ nds
ij
Eq. 7.3.3
7.3.2 Pressure
The specification of wall boundary conditions for the pressure depends on the flow situation. In a
parabolic or convection dominated flow a von Neumann boundary condition is used at the wall:
∂P
| =0
∂n wall
Eq. 7.3.4
In a flow with complex curvilinear boundaries, at moving walls, or in flows with considerably large
external forces there may exist large pressure gradients towards the walls. The most common
treatment of such boundaries is a linear extrapolation form the inner flow region. If the exact value
of the pressure at the boundaries is not of interest no boundary conditions are needed when a
staggered grid is used. When a pressure correction method is used, wall boundary conditions are also
needed for pressure correction variable p’. Conservation of mass is only ensured when p’=0 at the
walls. For the purpose of stability this is usually accomplished by a zero gradient condition. The
boundary conditions for the pressure and for the velocity components are valid for both laminar and
turbulent flows. In the case of a turbulent flow near wall gradients are significantly larger and a very
high resolution is required particularly for high Reynolds number flows. Therefore, wall functions
were invented that bridge the near wall flow with adequate (mostly empirical) relationships.
7.3.3 Scalars/Temperature
Direct specification of the scalar/temperature at the wall boundary (Dirichlet Boundary condition)
T(x , t) = Twall
Eq. 7.3.5
Specification of a scalar/temperature gradient i.e. specification of a scalar/temperature flux (von
Neumann Boundary condition)
𝜕T(x , t)
(x , t) = − λ |
𝜕n wall
Eq. 7.3.6
7.3.3.1 Common Inputs for Wall Boundary Condition
• Thermal boundary conditions (for heat transfer calculations).
• Wall motion conditions (for moving or rotating walls).
• Shear conditions (for slip walls, optional).
• Wall roughness (for turbulent flows, optional).
• Species boundary conditions (for species calculations).
• Chemical reaction boundary conditions (for surface reactions).
• Radiation boundary conditions.
• Discrete phase boundary conditions (for discrete phase calculations).
• Wall adhesion contact angle (for VOF calculations, optional).
7.4 Symmetry Planes

Used at the centerline (y = 0) of a 2D
axisymmetric grid. Can also be used where
multiple grid lines meet at a point in a 3D O
type grid. They used in CFD simulations to
reduce the numerical effort (Figure 7.4.1).
Must be used carefully and only when both
geometry and flow are symmetrical. Unsteady
flows around symmetrical obstacles are always
asymmetric: e.g. flow around a square obstacle.
Steady flows in symmetrical diffusers or
channel expansions can be asymmetric and
symmetry conditions should only be used when
Figure 7.4.1 Symmetry Plane to Model one
an asymmetric flow can be excluded a priori. At
Quarter of a 3D Duct
a symmetry boundary the following conditions
apply:
➢ The boundary normal component of the velocity disappears and the flux through the
boundary is zero:
⃗Vn = 0 , Csym = ṁ φ = 0
Eq. 7.4.1
➢ Scalars have all zero gradients. Consequently the diffusive fluxes of the scalars are also
zero:
∂φ
= 0 ; Dsym = 0
∂n
Eq. 7.4.2
➢ The boundary normal gradient of tangential velocity components is also zero. As a result,
the shear stresses disappear
7.5 Inflow Boundaries

An inflow boundary is an artificial boundary that is used in CFD simulations because the
computational domain must be finite. Proper use of inflow boundary conditions can reduce the
numerical effort and need to be selected carefully so that the flow physics is not altered. At the inflow
usually variables are specified directly i.e. Dirichlet condition. The convective fluxes can be computed
and are added to source term. Diffusive fluxes are computed and added to the central coefficient AP.
Common inflow boundaries are: Pressure inlet, Velocity inlet, Mass flow inlet, among others.
7.5.1 Velocity Inlet
This types of boundary conditions are used to define the velocity and scalar properties of the flow at
inlet boundaries. The contribution inputs usually includes:
• Velocity magnitude and direction or velocity components
• Rotating (Swirl) velocity (for 2D axisymmetric problems with swirl)
• Temperature (for energy calculations)
• Turbulence parameters (for turbulent calculations)
• Radiation parameters
• Chemical species mass fractions (for species calculations)
• Mixture fraction and variance (for non-premixed or partially premixed combustion
calculations)
• Discrete phase boundary conditions (for discrete phase calculations)
• Multiphase boundary conditions (for general multiphase calculations)
7.5.2 Pressure Inlet
These boundary conditions are used to define the total pressure and other scalar quantities at flow
inlets. Required inputs are:
• Total (stagnation) Pressure
• Total (stagnation) Temperature
• Flow direction
• Static pressure
calculations)
7.5.3 Mass Flow Inlet
These boundary conditions are used in compressible flows to prescribe a mass flow rate at an inlet.
It is not necessary to use mass flow inlets in incompressible flows because when density is constant,
velocity inlet boundary conditions will fix the mass flow. Some of the common inputs are:
• Mass flow rate, mass flux, or (primarily for the mixing plane model) mass flux with average
mass flux
• Total (stagnation) temperature
• Static pressure
• Flow direction
calculations)
• Open channel flow parameters (for open channel flow calculations using the VOF multiphase
model)
7.5.4 Inlet Vent
boundary conditions are used to model an inlet vent with a specified loss coefficient, flow direction,
and ambient (inlet) total pressure and temperature.
7.6 Outflow Boundaries

An outflow boundary is also an artificial boundary that is used in CFD simulations because the
computational domain must be finite. The location of the outflow boundary must be sufficiently
downstream of the region of interest. At the outlet boundary recirculation zones may not be present
and streamlines should be parallel. The mathematical formulation of the boundary condition may not
influence the flow in the inner part of the domain. Zero gradient conditions are most widely used for
all variables. The outlet boundary is usually used to check global mass conservation during an
iterative process. Commonly used outflow boundaries include: Pressure outlet, Pressure far-field,
Outlet vent, and Exhaust fan.
7.6.1 Pressure Outlet
These boundary conditions are used to define the static pressure at flow outlets (and also other scalar
variables, in case of back flow). The use of a pressure outlet boundary condition instead of an out
flow condition often results in a better rate of convergence when back flow occurs during iteration.
The contributions inputs requires are:
• Static pressure
• Backflow conditions
• Total (stagnation) Temperature (for energy calculations)
• Backflow direction specification method
calculations)
• Open channel flow parameters (for open channel ow calculations using the VOF
• multiphase model)
• Non-reflecting boundary (for compressible density-based solver)
• Target mass flow rate (not available for multiphase flows)
7.6.2 Pressure Far-Field
boundary conditions are used to model a free-stream compressible flow at in unity, with free-stream
Mach number and static conditions specified. This boundary type is available only for compressible
flows. Inputs are:
• Static pressure
• Mach number
• Temperature
• Flow direction
• Turbulence parameters (for turbulent calculations).
• Radiation parameters.
• Chemical species mass fractions (for species calculations).
• Discrete phase boundary conditions (for discrete phase calculations).
7.6.3 Outflow
Boundary conditions are used to model flow exits where the details of the flow velocity and pressure
are not known prior to solution of the flow problem. They are appropriate where the exit flow is close
to a fully developed condition, as the outflow boundary condition assumes a zero normal gradient
for all flow variables except pressure. They are not appropriate for compressible flow calculations.
7.6.4 Outlet Vent
boundary conditions are used to model an outlet vent with a specified loss coefficient and ambient
(discharge) static pressure and temperature. The inputs are:
• Static pressure
• Total (stagnation) temperature (for energy calculations)
calculations)
• Loss coefficient
• Open channel flow parameters (for open channel flow calculations using the VOF
multiphase model)
7.6.5 Exhaust Fan
Boundary conditions are used to model an external exhaust fan with a specified pressure jump and
ambient (discharge) static pressure.
• Static pressure
• Total (stagnation) temperature (for energy calculations)
calculations)
• User-defined scalar boundary conditions (for user-defined scalar calculations)
• Pressure jump
• Open channel flow parameters (for open channel ow calculations using the VOF
multiphase model).
7.7 Free Surface Boundaries
7.7.1 Velocity Field and Pressure
Free surface boundaries can be rather complex and the location of the free surface is usually not
known a-priori. E.g. the swash of a fluid in a tank, the pouring of liquid into a glass. Only at the initial
time the position of the free surface is known and in the following an additional transport equation
to determine the location of the free surface is needed. Two boundary conditions apply at the free
surface boundary:
• Kinematic boundary condition - Fluid cannot flow through the boundary. i.e. the normal
component is equal to the surface velocity.
• Dynamic boundary condition - All forces that are acting on the free surface have to be in
equilibrium. These include shear stresses from the fluid below the surface and possibly
from a second fluid on the other side fluid and surface tension251.
In many CFD applications the free surface is treated as a flat plane where the symmetry condition is
applied.
7.7.2 Scalars/Temperature
Treated in an analogue manner as the wall boundary condition. Direct specification i.e. Dirichlet
boundary conditions or von Neumann boundary conditions or a combination of both.
7.8 Pole (Axis)

Boundaries
Used at the centerline (y
= 0) of a 2D axisymmetric
grid (see Figure 7.8.1).
It can also be used where
multiple grid lines meet
at a point in a 3D O-type
grid. No other inputs are
required.
Figure 7.7.1 Pole (Axis) Boundary
7.9 Periodic
Flow Boundaries
Periodicity simply corresponds to matching conditions on the two boundaries. The velocity field is
periodic BUT the pressure field is not. The pressure gradient drives the flow and is periodic. A
pressure JUMP condition on the boundary must be specified252. Used when physical geometry of
interest and expected flow pattern and the thermal solution are of a periodically repeating nature
(see Figure 7.9.1).
252 Solution methods for the Incompressible Navier-Stokes Equations.
Figure 7.9.1 Periodic Boundary
7.9.1 Case Study – Boundary Condition on A 2D HPT Blade Subject to Strong Pressure Gradient
and Curvature Effects
Here, we present an study done by [Zhao an Sandbergd]253 as it investigate the bypass transition in
an HPT working at conditions representative of a modern aircraft engine (Sandberg & Michelassi
2019). By performing highly resolved simulations with up to 8.6 × 108 grid points on a O-H type
Figure 7.9.2 Schematic for HPT case setup. The computational grid is showing every fifteenth
lines in x and y directions.
Yaomin Zhao, Richard D. Sandberg, “Bypass transition in boundary layers subject to strong pressure gradient
253
and curvature effects”, Journal of Fluid Mechanics · April 2020.

multiblock grid, the flow
physics can be investigated in
detail. In particular, the effects
of the (Free Stream
Turbulence) FST with strong
intensities and large integral
length scales. A linear cascade
setup is used to replicate the
experiments performed at the
Von-Karman Institute (VKI). In
the present simulations, only
one passage is calculated, and
the computational domain is
enclosed by the red lines on the
axial and pitch wise (x − y)
plane cut (see Figure 7.9.2).
Contours of the mean velocity Figure 7.9.3 Overview of the Flow Field
magnitude U, along with the
isolines of the mean pressure p, are shown in Figure 7.9.3. Through the HPT vane, the flow
accelerates significantly due to the pressure ratio between the inlet and the outlet. From the blade
leading edge, it first passes through a region of high-curvature and strong pressure gradient marked
by the arrow M1. Then the flow acceleration continues until the minimum of p, marked by the arrow
M2, which is followed by the APG region on the blade suction side. Moreover, a pressure dipole
marked by M3 is caused by the vortex shedding at the blade trailing edge.
7.10 Non-Reflecting Boundary Conditions (NRBCs)

Many problems in computational fluid dynamics occur within a limited portion of a very large or
infinite domain. Difficulties immediately arise when one attempts to define the boundary condition
for such a system. Such boundary conditions are necessary for the problem to be well-posed, but the
physical system under consideration has no boundary to model. One needs to define an artificial
boundary whose behavior models the open edge of the physical system. Such a boundary definition
is often called a non-reflecting boundary condition (NRBC), as its primary function is to permit wave
phenomena to pass through the open boundary without reflection. The standard pressure boundary
condition, imposed on the boundaries of artificially truncated domain, results in the reflection of the
outgoing waves. As a consequence, the interior domain will contain spurious wave reflections. Many
applications require precise control of the wave reflections from the domain boundaries to obtain
accurate flow solutions. Non-reflecting boundary conditions provide a special treatment to the
domain boundaries to control these spurious wave reflections. The method is based on the Fourier
transformation of solution variables at the non-reflecting boundary254. The solution is rearranged as
a sum of terms corresponding to different frequencies, and their contributions are calculated
independently. While the method was originally designed for axial turbomachinery, it has been
extended for use with radial turbomachinery. In many applications of CFD such as Turbomachinery
because of close approximately of blades and the physical conditions, it is warranted to use NRBC’s.
Another prime candidate is Computational Aero-Acoustics (CAA) which is concerns with propagation
of traveling sound waves. In other word, by restricting our area of interest, we effectively create a
boundary where none exists physically, dividing our computational domain from the rest of the
physical domain. The challenge we must overcome, then, is defining this boundary in such a way that
M. Giles, “Non-Reflecting Boundary Conditions for the Euler Equations.”, Technical Report TR 88-1-1988,
254
Computational Fluid Dynamics Laboratory, Massachusetts Institute of Technology, Cambridge, MA.

it behaves computationally as if there were no physical boundary255.
7.10.1 Case Study 1 - Turbomachinery Application of 2D Subsonic Cascade
The first test case is an axial turbine blade where both the in- and outflow are subsonic and the NRBC
will be compared to the Riemann boundary conditions. In the short flow-field simulations the in- and
outflow boundaries are positioned at 0.4 times the chord from the airfoil. For the long flow-field
simulation this distance becomes 1.5 times the chord. Figure 7.10.1 shows contour plot of the
pressure of the flow. The field of interest is the flow-field close to the boundary256. To give a detailed
look at that part of the flow, the pressure contours are put in close proximity. Unfortunately this
means the flow-field at the suction side becomes less clear. The subsonic flow means that any
reflections diffuse fairly quickly. Therefore there are almost no observable differences when the long
flow-field is considered. For the short flow-field the reflections become more apparent when
Riemann boundary conditions are used. At the outflow the pressure contours are clearly deflected
away from the boundary and never cross it. At the inflow the opposite happens and the pressure
Figure 7.10.1 Pressure contours plot for 2nd order spatial discretization scheme
contours are bend towards the boundary. This behavior is not observed when looking at the NRBC.
Clearly these boundary conditions are successful in removing the reflections from the flow. One can
have a closer look at the boundary itself to further clarify this comparison. The pressure at the
outflow boundary presented in Figure 7.10.1, where we notice that the NRBC do a better job of
simulating the pressure at the outflow, although it should be noted that on the absolute scale, all the
differences are very small.
255John R. Dea, “High-Order Non-Reflecting Boundary Conditions for the Linearized Euler Equations”, CA, 2008.
256 F.
De Raedt, “Non-Reflecting Boundary Conditions for non-ideal compressible fluid flows”, Master of Science at
the Delft University of Technology, defended publicly on December 2015.
7.10.2 Case Study 2 - CAA Application of Airfoil Turbulence Interaction Noise Simulation
The instantaneous contours of the non-dimensional pressure that is radiated from the airfoil due to
the turbulence interaction mechanism (Figure 7.10.2). In each case, the entire simulated domain is
shown. It is qualitatively displays that the acoustic pressure waves do not appear to be acted by the
edges of the domain, and are not acted by the changes in domain size between the two simulations.
An exception to this is at the domain edge directly downstream of the airfoil. In this region,
unphysical pressure disturbances can be seen that correspond to the vortical turbulence
encountering the NRBC’s region. However, because these pressure disturbances appear inside the
zonal NRBC region, they are contained and do not radiate back into the domain257.
Domain X Domain X/2
Figure 7.10.2 Aero-Acoustics Application for NRBC’
7.11 Turbulence Intensity Boundaries

When turbulent flow enters domain at inlet, outlet, or at a far-field boundary, boundary values are
required for258:
➢ Turbulent kinetic energy k.
➢ Turbulence dissipation rate ε.
Four methods available for specifying turbulence parameters:
➢ Set k and ε explicitly.
➢ Set turbulence intensity and turbulence length scale.
➢ Set turbulence intensity and turbulent viscosity ratio.
➢ Set turbulence intensity and hydraulic diameter.
7.11.1 Turbulence Intensity
The turbulence intensity I defined as:
√2/3k
I=
u
Eq. 7.11.1
Here k is the turbulent kinetic energy and u is the local velocity magnitude. Intensity and length scale
depend on conditions upstream:
257 James Gill, Ryu Fattah, and Xin Zhangz, “Evaluation and Development of Non-Reactive Boundary Conditions
for Aeroacoustics Simulations”, University of Southampton, Hampshire, SO16 7QF, UK.
258 Bakker, Andre, ”Applied Computational Fluid Dynamics; Lecture 6 - Boundary Conditions”, 2002.
➢ Exhaust of a turbine. (Intensity = 20%. Length scale=1-10 % of blade span).
➢ Downstream of perforated plate or screen (intensity=10%. Length scale = screen/hole size).
➢ Fully-developed flow in a duct or pipe (intensity= 5%. Length scale = hydraulic diameter).
7.12 Free Surface Boundary

Free surfaces occur at the interface between two fluids. Such interfaces require two boundary
conditions to be applied259:
• A kinematic condition which relates the motion of the free interface to the fluid velocities at
the free surface and
• A dynamic condition which is
concerned with the force balance
at the free surface.
7.12.1 The Kinematic Boundary
Condition
The position of a free surface can always
be given in implicit form as F(xj , t) = 0.
For instance, in Figure 7.12.1 the height
of the free surface above the x-axis is
specified as y = h(x, t) and an appropriate
function F(x , y , t) would be given by F(x
, y , t) = h(x , t) − y. Fluid particles on the
free surface always remain part of the
free surface, therefore we must have: Figure 7.12.1 Sketch Exemplifying the conditions at a
Free Surface Formed by the Interface Between Two Fluids
DF ∂F ∂F
= + uk
Dt ∂t ∂xk
Eq. 7.12.1
This is the kinematic boundary condition. For surfaces whose position is described in the form z =
h(x, y, t), the kinematic boundary condition becomes
∂h ∂h ∂h
w= +u +v
∂t ∂x ∂y
Eq. 7.12.2
where u, v, w, are the velocities in the x, y, z directions, respectively. For steady problems, we have
DF/Dt = 0 and the kinematic boundary condition can be written as uini = 0 or symbolically u · n = 0,
where n is the outer unit normal on the free surface. This condition implies that there is no flow
through the free surface (but there can be a flow tangential to it!).
7.12.2 The Dynamic Boundary Condition
The dynamic boundary condition requires the stress to be continuous across the free surface which
separates the two fluids (e.g., air and water). The traction exerted by fluid (1) onto fluid (2) is equal
and opposite to the traction exerted by fluid (2) on fluid (1). Therefore we must have t(1) = −t(2).
Since n(1) = −n(2) (Figure 7.12.1) we obtain the dynamic boundary condition as
259 “Viscous Fluid Flow: Boundary and initial conditions”, Lecture Series, Manchester, UK.
τ1ij nj = τ2ij nj
Eq. 7.12.3
where we can use either n(1) or n(2) as the unit normal. On curved surfaces, surface tension can
create a pressure jump across the free surface. The surface tension induced pressure jump is given
by
1 1
∆p = σκ , κ= +
R1 R 2
Eq. 7.12.4
In this expression σ is the surface tension of the fluid and κ is equal to twice the mean curvature of
the free surface, where, R1 and R2 are the principal radii of curvature of the surface (for instance, κ
= 2/a for a spherical drop of radius a and κ = 1/a for a circular jet of radius a). Surface tension acts
like a tensioned membrane at the free surface and tries to minimize the surface area. Hence the
pressure inside a spherical drop (or inside a circular liquid jet) tends to be higher than the pressure
in the surrounding medium. If surface tension is important, the dynamic boundary condition has to
be modified to
τ1ij n𝑗1 + σκn1𝑖 = τ2ij n𝑗1
Eq. 7.12.5
where κ > 0 if the centers of curvature lie inside fluid (1).
7.13 Other Boundary Conditions

Other boundary conditions can occur in special applications. For instance, the presence of an elastic
boundary leads to fluid-structure interaction problems in which the fluid velocity has to be equal to
the velocity of the elastic wall, while the elastic wall deforms in response to the traction that the fluid
exerts on it. At porous walls, the no-penetration condition no longer holds: the volume flux into the
wall is often proportional to the pressure gradient at the porous surface. Non-uniformly distributed
surfactants (substances which reduce the surface tension) can induce tangential stresses at free
surfaces, etc.
7.14 Further Remarks

For an incompressible fluid, the boundary conditions need to fulfill the overall consistency condition
∮ ui ni dS = 0
∂V
Eq. 7.14.1
where ∂V is the surface of the spatially fixed volume in which the equations are solved. If there are
no free surfaces (and associated dynamic boundary conditions), the pressure is only defined up to an
arbitrary constant as only the pressure gradient (but not the pressure itself) appears in the Navier-
Stokes equations. For initial value problems, the initial velocity field (at t = 0) already has to fulfill the
incompressibility constraint. These remarks are particularly important for the numerical solution of
the Navier-Stokes equations260.
260 “Viscous Fluid Flow: Boundary and initial conditions”, Lecture Series, Manchester, UK.
8 Temporal Discretization and Time Marching
8.1 Preliminaries
To account for transient effects, the governing equations must be discretized in time261. As it turns
out, the temporal discretization is slightly easier to deal with than that for the spatial effects. Since
the governing equation is hyperbolic/parabolic in time, the solution at time t depends upon its
history and not on its future. Temporal discretization is considered as one sided, while spatial is
two sided. Considering heat conduction where the temperature change in one point influences all
spatial neighbors. Whereas time is always one way and as an example, temperature change at any
point is only affected by current and past temperatures. Transient effects are usually dealt with by
using a time stepping procedure, with an initial condition provided. The time dimension is divided
into a set of discrete time steps, each of size ∆t. The solution algorithm therefore marches forward
in time, computing a solution at each time step. The spatial discretization for the time-dependent
equations is identical to the steady-state case. Temporal discretization involves the integration of
every term in the differential equations over the time step ∆t. The integration of transient effects
takes several forms, each yielding a different accuracy. For simplicity, we express the time dependent
transport of a scalar ϕ
∂(ρΦ)
= L(Φ)
∂t
Eq. 8.1.1
Where the function L is an operator that incorporates all of the non-transient terms, namely:
diffusion, convection, and source terms. Integrating the above equation over a control volume yields
𝛛(𝛒𝛟)
∫ dV = ∫𝐋(𝛟)dV = 𝐋(𝛟)
𝐕 𝛛𝐭 𝐕
Eq. 8.1.2
After the spatial discretization has been performed using the techniques described in the other
sections, we obtain where L denotes the spatial discretization operator (the discretized diffusion,
convection, and source terms), and V denotes the volume. At this point, we make an important
observation. The temporal discretization of the transient term (LHS) need not be the same as that
of the discretized diffusion, convection and source terms (RHS). Each term can be treated
differently yield different accuracies. We are now ready to perform the transient discretization. In
the framework of the finite volume method, there are various methods that can be used to perform
this task, the most popular of which are the Euler Implicit, Crank-Nicolson, Fully Implicit schemes,
Runge Kutta Method and the 2nd order Backward Difference Formula (BDF2). The temporal
discretization of the diffusion, convection, and source terms will be presented first, followed by the
methods used for the transient term. We assume the values at a given control volume are known at
an initial time t and we are interested in obtaining the values at time t+∆t. This method states that
the time integral of a given variable is equal to a weighted average between existing and future values.
For a given control volume ϕ, the RHS of the general discretized equation L(ϕ) contains terms
involving values at ϕ and its neighboring control volumes. The temporal discretization is carried out
through an integration over time of the RHS where each unknown is involved in the process. An
integration over time of the RHS where each unknown is involved in the process.
261 CFD on Line discussion

𝐭+Δt
∫ φ dt ≈ [f φ𝐭+Δt + (𝟏 − 𝐟) φ𝐭 ] Δt
𝐭
Eq. 8.1.3
Where f is a weighing factor between 0 and 1. The following holds:
• f = 0 results in the fully explicit scheme
• f = 1 results in the fully implicit scheme
• f = 0.5 results in the Crank-Nicolson scheme
The product of most frequently schemes are described below. Other notable schemes are time spilt
McCormack method, Lax-Wendorff, and ADI, as well as many more as described in various text
books.
8.2 Transient 1D Diffusion with Source Term

Retaining the time derivative in the conservation equation we get,
d dU ∂U
(k ) + Q v =
dx dx ∂t
Eq. 8.2.1
The right hand side includes effects of the source term and the diffusion term.
t+Δt
d dU ∂U ∂U
(k ) + Q v = or = ϕ(x,t) = ∫ (fϕt+Δt + (1 − f)ϕt ) Δt
dx dx ∂t ∂t t
Eq. 8.2.2
where the right hand side includes effects of the source term and the diffusion term. The transient
term on the left can expressed simple explicit method as
t1
∂U ∂U
= ∫∫ dtdx ≈ (U t1 -U t0 ) Δx
∂t t0 ∂t
Eq. 8.2.3
Or, one of following methods.
8.2.1 Euler Implicit
The 1st order accurate Euler Implicit is probably the most used techniques in transient simulation
because of its simplicity. It is
ϕn+1 − ϕn
= L(ϕn+1 )
Δt
Eq. 8.2.4
Where L denote the spatial discretization. This is unconditionally stable and results in a tridiagonal
system of algebraic equations to be solved by Thomas algorithm.
8.2.2 Crank-Nicolson
This is also an implicit scheme and like previous method it is unconditionally stable, but 2nd order
accurate in time. The equations can be written as
ϕn+1 − ϕn
= L(ϕn , ϕn+1 )
Δt
Eq. 8.2.5
Where again L is an operator of spatial discretization and the resulting equations yields a tridiagonal
system of linear algebraic equations.
8.2.3 Simple Explicit
The following explicit scheme which is 1st order accurate in time is presented as
ϕn+1 − ϕn
= L(ϕn )
Δt
Eq. 8.2.6
Although the explicit schemes are not recommended because of the obvious reasons, nevertheless,
it is mentioned as completeness.
Case Study – Numerical Solution of 1D Heat Model Equation
Generally, the explicit schemes tend to become more unstable than the implicit ones. For example,
consider a 1D Heat equation as
1
ut = αuxx where α = , B. C. ∶ u(0, t) = u(1, t) = 0
π2
Eq. 8.2.7
with aid of Separation of Variables we get the exact solution as
1 −t
u(x, t) = e sin(πx)
π2
Eq. 8.2.8
Using Eq. 8.2.7 and Eq. 8.2.8, we get the result that using explicit schemes would be not be stable,
while implicit schemes (i.e., Euler implicit or Crank Nicholson) yield to numerically stable solution,
as demonstrated Figure 8.2.1.
Figure 8.2.1 Numerical Stability of 1D Heat Equation using Explicit & Implicit Algorithms (Wikipedia)
8.2.4 Runga-Kutta Method
In numerical analysis, the Runge–Kutta methods are a family of implicit and explicit iterative
methods, which includes the well-known routine called the Euler Methods (yn+1 = yn+ hf(xn,yn)), used
in temporal discretization for the approximate solutions of ordinary differential equations262. These
methods were developed around 1900 by the German mathematicians [C. Runge] and [M. W. Kutta].
8.2.4.1 Explicit Treatment
The family of explicit Runge–Kutta methods is a generalization of the method mentioned above. It is
given by:
k1 = f(t n ,yn ),
s k 2 = f(t n + c2 h,yn + h(a21 k1 )),
yn+1 = yn + h ∑ bi k i k 3 = f(t n + c3 h,yn + h(a31 k1 + a32 k 2 ))
i=1 ....
{k s = f(t n + cs h,yn + h(as1 k1 + as2 k 2 + ....... + as,s−1 k s−1 ))
Eq. 8.2.9
To specify a particular method, one needs to provide the integer s (the number of stages), and the
coefficients aij (for 1 ≤ j < i ≤ s), bi (for i = 1, 2,..., s) and ci (for i = 2, 3,.., s). The matrix [aij] is called the
Runge–Kutta matrix, while the bi and ci are known as the weights and the nodes defined by
i−1
∑ aij = ci for i = 2,......,s

j=1
Eq. 8.2.10
By far the most often used is the classical 4th order Runge-Kutta formula RK4, which has a certain
sleekness of organization about it263. Therefore, fourth-order Runge-Kutta method requires four
evaluations of the right hand side per each step size h. (see
Eq. 8.2.11).
k1 = h f(xn ,yn )
h k1
k 2 = h f (xn + ,yn + )
yn+1 = yn + h f(xn ,yn ) 2 2
h k2
k 3 = h f (xn + ,yn + )
2 2
{k 4 = h f(xn + h,yn + k 3 ) }
k1 k 2 k 3 k 4
yn+1 = yn + + + + + Ο(h5 )
6 3 3 6
Eq. 8.2.11
8.2.4.2 Implicit Runge-Kutta Methods
All Runge-Kutta methods mentioned up to now are explicit methods. Explicit Runge–Kutta methods
are generally unsuitable for the solution of stiff equations because their region of absolute stability
262“Runge–Kutta methods”, From Wikipedia, the free encyclopedia.

263“Numerical Recipes In C: The Art of Scientific Computing”, (ISBN 0-521-43108-5), Copyright (C) 1988-1992
by Cambridge University Press.
is small; in particular, it is bounded. This issue is especially important in the solution of partial
differential equations. The instability of explicit Runge–Kutta methods motivates the development of
implicit methods. An implicit Runge–Kutta method has the form
s s
yn+1 = yn + ∑ bi k i where k i = f (t n + ci h,yn + h ∑ aij k i )

i=1 j=1
Eq. 8.2.12
The difference with an explicit method is that in an explicit method, the sum over j only goes up to i-
1. The coefficient aij of an explicit method is lower triangular. In an implicit method, the sum over j
goes up to s and the coefficient matrix is not triangular. The consequence of this difference is that at
every step, a system of algebraic equations has to be solved. This increases the computational cost
considerably. If a method with s stages is used to solve a differential equation with m components,
then the system of algebraic equations has ms components. This can be contrasted with implicit
linear multistep methods (the other big family of methods for ODEs): an implicit s-step linear
multistep method needs to solve a system of algebraic equations with only m components, so the size
of the system does not increase as the number of steps increase.
8.2.4.3 Case Study - Time Integration Schemes for the Unsteady NS Equations
The focuses here is on the efficiency of higher-order Runge-Kutta schemes in comparison with the
popular Backward Differencing Formulations (BDF). For this comparison an unsteady two-
dimensional laminar, using a thin-layer N-S equation (TLNS3D) code is chosen with a test case of flow
around a circular cylinder at Re=1200. It is concluded that for realistic error tolerances, 4th and 5th
order Runge Kutta schemes are the most efficient. Therefore, for reasons of robustness and computer
storage, the 4th order Runge-Kutta method is recommended. The efficiency of the 4th order Runge-
Kutta scheme exceeds that of 2nd order Backward Difference Formula (BDF2) by a factor of 2.5 at
engineering error tolerance levels (10-1 - 10-2). Efficiency gains are more dramatic at smaller
tolerances. For a constructive discussion, readers should follow the paper by [Bijl, et al.]264.
8.2.5 Piecewise Analytical Method
The new method of solving DE is called piecewise analytic method (PAM). The PAM is based on
dividing the solution interval into subintervals. PAM gives an approximate analytic solution which is
very accurate and can be applied to each subinterval successively [Abassy]265 . The piecewise analytic
method can be made to be of any order of accuracy. PAM gives very interesting results especially
when the solution contains singular points.
8.3 Transient Simulation

Alternatively, the transient (un-steady) scheme could be visualized as series of quasi-Steady-State
solutions to be advanced temporally until pre-defined run time reached (dual time stepping), depicts
such solution propagation though time steps266. Unlike steady-state where the solution is advanced
until residuals fall below pre-defined tolerance level, in transient analysis, there is really no pre-set
convergence criteria defined expect the duration time. The transient residuals although should fall
but could exhibit certain small oscillations, characteristic of unsteady flow. As long as that oscillation
are small enough to limit the temporal approximation errors. In fact the solution sequence which
264 Hester Bijl, Mark H. Carpenter, Veer N. Vatsa, “Time Integration Schemes for the Unsteady Navier-Stokes
Equations”, AIAA-2001.
265 Tamer A. Abassy, “Piecewise Analytic Method”, Int. Journal of Applied Mathematical Research, 2012.
266 Bakker André, Applied Computational Fluid Dynamics; Solution Methods; 2002.
outlined in Figure 8.3.1-(left) could be translated to Figure 8.3.1-(right) which displays residual
plots for a transient flows.
Figure 8.3.1 Transient Solution Sequences
8.3.1 Time Step Size

The choice of time step is of course most important and should be elected carefully. It is restricted by
CFL number on explicit methods. For fully implicit methods, although in principal it could be any
value, in practice other considerations impose limit as previously indicated. This limit, produces in
terms of Δt < h/v where h is the size of smallest cell, and v is typical characteristic flow velocity.
Usually there are options of static (constant) step size, or more robust dynamic evaluation as dictated
internally by the solver.
8.3.2 Steady-State vs. Transient Run
"How do I know in advance whether to perform a steady-state or an unsteady CFD simulation?" The
simple answer is, "you don't know", so it is imperative to provide some help on when to use unsteady
(also known as transient or time-dependent) simulations267. When you run a steady-state simulation
it uses an iterative scheme to progress to convergence. If you see persistent oscillations in the
residuals plot (solver diagnostics) or oscillations in a key monitor, such as a drag force monitor, with
increasing iterations then that's a good indicator the flow may be unsteady (transient) and the
simulation needs to be run as an unsteady. When you are unsure as to whether your simulation is
unsteady or steady-state it is always worth running a steady-state simulation first because it typically
takes an order of magnitude less CPU time to complete. If the steady-state simulation is sufficient
then you'll save a lot of time over running an unsteady simulation. As an example let us examine the
residual and force monitors for an unsteady simulation of vortex shedding behind a cylinder (see
Figure 8.3.2(a)) and compare them with those generated by the same simulation running,
incorrectly, in steady-state mode. Simply put, the rule is that the flow is transient unless proven
otherwise, as many flows in nature are transient.
267 “Steady-State or Unsteady CFD Simulation?” Symscape, Computational Fluid Dynamics Software for All.
(a) Pressure
Contours
(b) Steady-State
Force Monitor for
a flow pass a Circle
(c) Steady-State
Residual Monitor
for a flow pass a
Circle
Figure 8.3.2 Vortex shedding behind a cylinder run wrongly as a Steady State
8.3.2.1 Case Study 1 - Vortex Shedding Behind a Cylinder - Ran as Steady State (Wrong!)
Remember that vortex shedding behind a cylinder is unsteady as described in the previous section,
so it is interesting to see what happens when you try to run the same simulation in steady-state mode.
Clearly after only 20 updates (200 iterations) there is something wrong, as expected, indicated by
the widely oscillating lift force. For a steady-state simulation you'd expect some oscillations in the lift
force values when you first start the simulation and then see them damp out to a fixed value with
increasing iterations. Something is also wrong, as expected, with the residuals. For a steady-state
simulation you should see all residuals reduce relatively smoothly toward or below 1e -3 with
increasing iterations (see Figure 8.3.2: (b)-(c)).
8.3.2.2 Case study 2 - Double Sided Membrane - Ran as Steady State (Right!)
For a steady-state simulation the residuals and force profile should be something similar to those in
the tutorial "Flow Over a Double-Sided Membrane". Note the converged lift and drag force values
with increasing iterations268. The relatively smooth reduction below 1e-3 in all the residuals with
increasing iterations. In conclusion, if you run a steady-state simulation for an unsteady flow then
you will get poor results, but as I just pointed out there is usually a good indication from the steady
state results that an unsteady simulation was necessary. However, if you find that that your
simulation has a steady-state then you can avoid the unnecessary expense of performing an unsteady
simulation (Figure 8.3.3).
268 “Steady-State or Unsteady CFD Simulation?” Symscape, CFD Software for All.
(a) Double Sided
Membrance
(b) Steady-State
Force Monitor
(c) Steady-State
Residual Monitor
Figure 8.3.3 Steady-State Force and Monitoring for a flow over a double sided membrane case
8.3.2.3 Case Study 3 – Evolution of the Wake of 3 Inline Square Prisms

Citation : Zheng, Qinmin and Alam, Md. Mahbub. “Evolution of the wake of three inline square prisms”,
Phys. Rev. Fluids, 4, 10, 2019, American Physical Society, DOI : 10.1103/PhysRevFluids.4.104701,
https://link.aps.org/doi/10.1103/PhysRevFluids.4.104701
Expanding on that, a study of the flow around three tandem square prisms, conducted by [Zheng &
Mahbub Alam]269, may provide us a better understanding of complicated flow physics related to
multiple closely spaced structures. In this paper, a numerical investigation on the flow around three
tandem square prisms at a Reynolds number Re =(U∞W/ν) = 150 is conducted for L/W = 1.2–10.0,
where U∞ is the freestream velocity, W is the prism width, L is the prism center-to-center spacing,
and ν is the kinematic viscosity of the fluid. Extensive analyses are done of flow structures, Strouhal
numbers St, fluid forces, and vorticity, velocity, and pressure fields. Four distinct flow regimes and
their ranges are identified, viz., single bluff-body flow
➢ Regime I : 1.2 ≤ L/W < 3.0), alternating reattachment flow
➢ Regime II : 3.0 < L/W < 4.3), synchronous co-shedding flow
➢ Regime III : 4.3 < L/W < 7.3) and asynchronous Co-shedding flow
• Regime III A : 4.3 < L/W < 5.1) and dual St flow
• Regime III B : 5.1 < L/W < 7.3).
➢ Regime IV : 7.3 < L/W ≤10.0).
269Qinmin Zheng and Md. Mahbub Alam, “Evolution of the wake of three inline square prisms”, Physical Review
Fluids 4, 104701 (2019).
The dependence on L/W of fluctuating and time-mean fluid forces and St of the three prisms in each
regime is studied in detail and connected to the flow structures. A secondary vortex street following
the primary vortex street is observed for Regimes III B and IV. The detailed physics of the evolution
of the primary vortex street to the secondary is imparted. The inherent frequency associated with
the secondary vortex street is smaller than that with the primary. The evolution process of the
primary vortex street to the secondary leads to a tertiary frequency. Dynamic mode decomposition
analysis is proposed for the first time as a useful and quantitative tool to identify and quantify the
secondary vortex street and its onset position. (See Figure 8.3.4 and [Zheng & Mahbub Alam]270).
Regime I Regime II
Regime III B Regime IV
Figure 8.3.4 Contours of instantaneous vorticity field showing vortex shedding from the prisms
8.3.3 Concept of Dual Time Stepping

When solving an unsteady fluid flow, inadvertently, two time steps come into the picture. One a real
physical time integration (outer loop), the other is pseudo timing mainly for iterative schemes on
spatial coordinates (inner looping). The idea is to use an implicit scheme with a large stability region
and to solver the implicit equations at each time step, while by inner iterations using an accelerated
evolution scheme in artificial time or pseudo-time [Jameson]271 as :
d d𝐖
∫ 𝐖dV + ∮ 𝐧𝐢 . 𝐟i . dS = 0 or V + 𝐑(𝐖)
⏟ =0
dt ⏟dt
Cell Cell Boundary 𝐏seudo Time
Real Time
Eq. 8.3.1
Where w now denotes the average value of the state in the cell. V is the cell volume, or in the two
dimensional case, the cell area. R(w) is the residual resulting from the space discretization.
Applications to external aerodynamic typically use grids in which the cell area or volume varies by
many orders of magnitude between the body and the far field, and this is a principal reason for using
implicit schemes for time accurate simulations.
8.3.3.1 Backward Differencing Formula (BDF)
Introducing superscripts n to denote the time level, the second order Backward Difference Formula
(BDF2) for time integration is
270 Qinmin Zheng and Md. Mahbub Alam, “Evolution of the wake of three inline square prisms”, Physical Review
Fluids 4, 104701 (2019).
271 Antony Jameson, “Time Integration Methods In Computational Aerodynamics”, 2003.
V 3 n+1 1
( 𝐖 − 2𝐖 n + 𝐖 n−1 ) + 𝐑(𝐖 n+1 ) = 0
dt ⏟2 2
𝐑∗ (𝐖)
Eq. 8.3.2
In the dual time stepping scheme this equation is solved by marching the equation:
d𝐖
+ 𝐑∗ (𝐖) = 0
dτ
Eq. 8.3.3
In solving Eq. 8.3.3 one is free to use every available acceleration technique for fast steady state
solutions without regard for time accuracy. It was shown that Multigrid techniques can be very
effective for this purpose. The dual time stepping approach has been quite widely adopted,
particularly in conjunction with the (BDF2) scheme. Recently there has been considerable interest in
whether Implicit Runge-Kutta schemes can achieve better accuracy for a given computational cost
than the Backwards Difference Formulas. Most of the studies to date have focused on Diagonal
Implicit Runge-Kutta (DIRK) schemes, sometimes called semi-implicit schemes, in which the stages
may be solved successively.
8.4 Essence of Local Preconditioning in CFD

It is essentially two types of preconditioning:
1. PDE level and its discretization ,
2. Linear system level (or purely mathematics)
Here we are mainly concern with type (1) which is a time derivative preconditioning to modify the
way the solution evolves in pseudo-time towards convergence (or at each time step, for unsteady).
Traditional time-marching algorithms that use the physical time derivatives in their formulation have
been very successful in the computation of transonic and supersonic flows as argued by [Colin,
Deniau and Boussuge]272. However, a major shortcoming in most compressible flow solvers is
their inability to solve efficiently problems of mixed flow involving very low Mach numbers in
the flow. At low Mach numbers, most of these codes encounter degraded convergence speeds due to
the wide disparity that exists between the particle and acoustic wave speeds. Local preconditioning
techniques have been first introduced to enable the simulation of an incompressible flow thanks to a
compressible flow solver. They alter the time derivatives of the compressible Euler and Navier-
Stokes (NS) equations to control the propagation velocities of the various modes. The goal of
preconditioning methods is to reduce the disparity between the particle and acoustic wave speeds
so that good convergence properties may be obtained at all speeds. The idea is thus to modify the
time-marching behavior of the equations without altering the steady state solutions.
The use of preconditioning does not only reduce the stiffness of the system of equations; it also
improves accuracy at low speed. The modification of the fluxes required to take into account the new
characteristics of the preconditioned system results in a well-conditioned dissipation formulation
and ensures reliable accuracy. So far, preconditioning techniques have proven to be a powerful tool.
Unfortunately, the gains in convergence and accuracy are accompanied by reduced robustness, which
constitutes the major shortcoming of these methods for their use in an industrial context. The loss of
robustness can be explained for two different flow phenomena. First, for Euler computations, the
loss of robustness is due to stagnation point regions, which result in high local pressure disturbances.
Then, for turbulent computations, the presence of low Reynolds number regions may also lead to
Yann Colin, Hugues Deniau and Jean-Fran¸cois Boussuge,”A Robust Low Speed Preconditioning Formulation:
272
Application to Air Intake Flows”, CERFACS, Toulouse, France.

instabilities. Indeed, the preconditioning techniques have been developed to eliminate analytic
stiffness arising from the propagative disparities, inherent to the hyperbolic system of Euler
equations. However, for viscosity dominated flows, the NS system becomes parabolic and the
boundary layer region is dominated by diffusion processes273. [Birken et al.]274 studied the multigrid
methods for finite volume discretization of the Reynolds Averaged Navier-Stokes (RANS) for both
steady and unsteady flows, using a preconditioned smoothers. See also [Eli Turkel and Veer N. Vatsa,
1991]275.
8.4.1 Pseudo (Artificial) Compressibility
The objective here is to propose a formulation of the preconditioning parameter to carry out robust
computations for both internal and external flows. Since we are only interested in steady solutions,
we will modify the time. Following the reasoning given by [Turkel]276, the simplest such modification
is the pseud-compressibility approach which adds a pressure time derivative to the continuity
equation. Then all the equations can be marched in time until a steady state is reached. Since there is
no decay mechanism except for boundaries we can accelerate to a steady state only by increasing the
allowable time step. By normalizing the fastest speed it is shown that we accelerate the convergence
when all the speeds are close together in absolute value. Conversely, the worst convergence occurs
when the speeds of the system differ by orders of magnitude. It is also shown in that in order to have
a well-posed problem that is compatible with the steady state, especially in terms of boundary
conditions, it is desirable to have a symmetric hyperbolic system. For a symmetric hyperbolic system,
when the preconditioning matrix is positive definite we are guaranteed that we have not changed the
appropriate number of boundary conditions and that we have not introduced any nonphysical time
reversals. The advantage of this method is its low computational cost and the reasonable
convergence speed. The efficiency of the method relies on the approximation of the inviscid and
viscous Jacobians by their spectral radii to eliminate large block matrix inversions. In this context,
the Block-Jacobi preconditioner may not be useful since its simplification within this framework
leads to classical local time stepping procedure.
8.4.2 Case Study 1 – Preconditioned Methods for Solving 2D Incompressible Flow
Here, we consider the incompressible inviscid equations. Extensions to the viscous equations will
be considered later277. We will only consider time-independent solutions and follow closely the
development in278. Nevertheless, since we shall discuss time-marching algorithms we begin with the
time-dependent incompressible inviscid equations,
1 αu
pt + ux + vy = 0 , p + ut + uux + vu𝑦 + p𝑥 = 0
β2 β2 t
αv
p + ut + uvx + vv𝑦 + p𝑦 = 0
β2 t
Eq. 8.4.1
Here, α and β are functions to be determined. When, α = 0, we recover the standard pseudo-
compressibility method and we need only determine β. To form a conservation system we multiply
273 See Previous.

274 Philipp Birken, Jonathan Bull, Antony Jameson, “Preconditioned smoothers for the full approximation scheme
for the RANS equations”, October 16, 2017.
275 Eli Turkel and Veer N. Vatsa, “Local Preconditioners For Steady And Unsteady Flow Applications”, 1991
Mathematics Subject Classification. 65m06,76m12.

276 Eli Turkel, “Preconditioned Methods For Solving The Incompressible and Low Speed Compressible Equations”,
Journal of Computational Physics, 1987.

277 See Previous.
278 See Previous.
the first equation by u and also v and then add to the second and third equations, respectively. We
first rewrite Eq. 8.4.1 in vector form as
1
0 0
β2
αu p 0 1 0 p 0 0 1 p
1 0 (u) + [1 u 0] (u) + [0 v 0] ( u ) = 0
β2 ⏟ ⏟0 0 u ⏟
αv
v v ⏟0 0 v ⏟ v
0 1 𝐖t 𝐀𝟎 𝐖𝐱 𝐁𝟎 𝐖𝐲
[ β2
⏟ ]
𝐄 −1
Eq. 8.4.2
p 0 𝛽2 0 p 0 0 𝛽2 p
(u) + [1 (1 − α)u 0] (u) + [0 v −αu ] (u) = 0
⏟v ⏟0 −αv u ⏟ v ⏟1 0 (1 − α) ⏟
v
𝐖t 𝐀 𝐖𝐱 𝐖𝐲
𝐁
Eq. 8.4.3
In order to consider the wave speeds of Eq. 8.4.3, we Fourier transform the system [Turkel]279. We
note that the optimal β for α ≥ 1 is gotten by choosing an equality in Eq. 8.4.4 rather than an
inequality. Hence, if one wishes the system to be both close to optimal and symmetrize, should
choose β2 slightly larger than u2 + v2. Furthermore, for α ≤ 1, Eq. 8.4.4 implies automatically. For α
≤ 0 , Eq. 8.4.4 is always satisfied for all β.
β2 > α(u2 + v 2 )
Eq. 8.4.4
We can time integrate using an implicit scheme on Eq. 8.4.1 such that:
∂ n ∂
[𝐄 −1 + ∆t ( 𝐀0 + 𝐁0n )] ∆𝐖 = −∆t(𝐟xn + 𝐠 ny ) , ∆𝐖 = 𝐖 n=1 − 𝐖 n
∂x ∂y
𝐟 = [u , u2 + p , uv]T , 𝐠 = [u , uv , v 2 + p]T
∂ ∂
𝐄 −1 [𝐈 + ∆t 𝐄 𝐧 ( 𝐀n0 + 𝐁0n )] ∆𝐖 = −∆t(𝐟xn + 𝐠 ny )
∂x ∂y
Eq. 8.4.5
We now apply an approximate factorization and ignore errors in the conservation form of the left-
hand side to get
∂ ∂
𝐄−1 [𝐈 + ∆t ( 𝐀)] [𝐈 + ∆t ( 𝐁)] ∆𝐖 = −∆t(𝐟xn + 𝐠 ny )
∂x ∂y
Eq. 8.4.6
Since the matrices [A] = [E][A0] and [B] = [E][B0] are well conditioned, there is no way that the
splitting error can slow down the convergence compared with the standard AD1 splitting. Further
279Eli Turkel, “Preconditioned Methods for Solving the Incompressible and Low Speed Compressible Equations”,
Journal of Computational Physics -1987.
details and formulation for compressible flow are obtainable from [Turkel]280.
∂𝐖 ∂(𝐟 − 𝐟𝐯 ) ∂(𝐠 − 𝐠 v ) ∂(𝐡 − 𝐡v )

+ + + =0
∂t ∂x ∂y ∂z
ρ ρu 0
ρu 2
ρu + p τxx
𝐖 = ρv , 𝐟= ρuv , 𝐟v = τxy
ρw ρuw + p τxz
[ Et ] [(Et + p)u] [uτxx + vτxy + wτxz − qx ]
ρv 0
ρuv τxy
2 τyy
𝐠 = ρv + p , 𝐠v =
ρvw τyz
[(Et + p)v] [uτxy + vτyy + wτyz − qy ]
ρw 0
ρuw τxz
𝐡= ρvw , 𝐡v = τyz
2 τzz
ρw + p
[(Et + p)w] [uτxz + vτyz + wτzz − qz ]
Eq. 8.4.7
Additional information can also be obtained from studies by [Turkel and Vatsa]281 and [Turkel &
Vatsa]282
8.4.3 Case Study 2 – Preconditioned Methods for 3D Unsteady Low Speed Compressible N-S
The governing equations are the unsteady compressible Navier-Stokes equations which describe the
conservation of mass, momentum and energy of the flow field. Following closely the development in
[Colin et al.]283, the conservative form can be expressed in 3D Cartesian coordinates (x, y, z) as Eq.
8.4.7.
8.4.3.1 Low Speed Preconditioning Formulation
Preconditioning techniques involve the alteration of the time-derivatives used in time-marching CFD
methods with the primary objective of enhancing their convergence. The alteration of the
propagation velocities is done by multiplying the time-derivative by a preconditioning matrix ГW as
∂𝐖 ∂𝐖 ∂𝐖 ∂𝐖
𝚪𝐖 + 𝐀𝐖 + 𝐁𝐖 + 𝐂𝐖 = 𝐑𝐖
𝐕 (𝐖)
∂t ∂x ∂y ∂z
280 Eli Turkel, “Preconditioned Methods for Solving the Incompressible and Low Speed Compressible Equations”,
Journal of Computational Physics -1987.

281 Eli Turkel and Veer N. Vatsa, “Choice of Variables and Preconditioning for Time Dependent problems”, NASA
Langley Research Center, Hampton, VA, AIAA Paper.

282 Eli Turkel and Veer N. Vatsa, “Local Preconditioners For Steady And Unsteady Flow Applications”,
Mathematical Modelling and Numerical Analysis.

283 Yann Colin, Hugues Deniau and Jean-Fran¸cois Boussuge,”A Robust Low Speed Preconditioning Formulation:

∂𝐟 ∂𝐠 ∂𝐡
where 𝐀𝐖 = , 𝐁𝐖 = , 𝐁𝐖 =
∂𝐖 ∂𝐖 ∂𝐖
Eq. 8.4.8
are the inviscid Jacobians expressed in conservative variables and RWv (W) denotes the differential
operator for the viscous term. An issue related to the study or comparison of preconditioning
matrices relies on the choice of the system variables. Merkle, Turkel or Van Leer thus make different
variable choices. Besides the choice of the conservative variables set W is not well suited for
preconditioning analysis due to the complex formulation. The analysis is generally simplified by
considering the Euler conservative variables and its differential form of the entropy variables as:
T
T
dp
e 2
𝐖 = [ρ, ρu, ρv, ρw, E] , d𝐖 = [ , du, dv, dw, dp − c dρ]
ρc
Eq. 8.4.9
where c is speed on sound and superscript e assigns entropy284. In this formulation, the system of
preconditioned Navier-Stokes equations becomes:
∂𝐐 ∂𝐐 ∂𝐐 ∂𝐐
+ 𝚪𝐐−𝟏 [𝐀𝐐 + 𝐁𝐐 + 𝐂𝐐 ] = 𝚪𝐐−𝟏 𝐑 𝐕 (𝐐)
∂t ∂x ∂y ∂z
ε
ε 0 0 0 −δ
ρc
where 𝚪𝐐−𝟏 = 0 1 0 0 0
0 0 1 0 0
0 0 0 1 0
[0 0 0 0 1 ]
Eq. 8.4.10
where AQ, BQ, and CQ are symmetric matrixes. The Г-1Q is the preconditioning matrix where a
generic Weiss-Smith/Choi-Merkle preconditioner (WSCM) was implemented. In this formulation, ԑ
~ M2 is the preconditioning parameter, to be defined, and δ is a free parameter varying from 0 to 1.
For δ = 0, the preconditioner is the Weiss-Smith preconditioner, whereas for δ = 1 it reduces to the
Choi-Merkle one. At this point, we recall that there are two other types of preconditioners which try
to modify the inviscid flux Jacobian eigenvalues. The first one is the preconditioner by Turkel which
introduces a new parameter to improve the condition number to unity at the low Mach number limit.
The second one is the Van Leer-Lee-Roe preconditioner (VLR) which is designed to optimize wave
speeds across all Mach number ranges. Concerning convergence issues, the natural candidate turns
to be the VLR preconditioner which yields the most optimal condition number obtainable. The WSCM
does not achieve the optimal conditioning at low Mach numbers and possesses a condition number
of 2.61 as the Mach number tends to zero.
8.4.3.2 Numerical Integration
The numerical code solves the compressible Navier-Stokes equations on structured meshes using a
finite volume method where the preconditioning is used as:
284 Kaveh Hosseini and Juan J. Alonso, “Practical Implementation and Improvement of Preconditioning Methods
for Explicit Multistage Flow Solvers”, AIAA 2004{0763.
∂𝐖 −1
∫ dV + 𝚪W ∮𝚳 .ndS = 0 where 𝐌 = (f − fv , g − g v , h − hv )
V ∂t S
Eq. 8.4.11
and n is the outward unit normal. These equations are discretized in space using a cell centered finite
volume method. The discretized equations reduce to the following system applied to one cell:
∂𝐖 −1
V + 𝚪W 𝐑=0
∂t
Eq. 8.4.12
where R is the residual of the discretized convective and viscous fluxes. On structured meshes, a
large number of schemes have been developed in order to get an approximation of the convective
fluxes. Most of them may be written using a central discretization in conjunction with an artificial
dissipation model. Therefore, the inviscid part of the numerical flux Fi+1/2 at the cell face i + 1/2 is
written as:
Fi+1/2 = Mi+1/2.si+1/2 -ΓW,i+1/2di+1/2
Eq. 8.4.13
where S = (SX, SY, SZ) is the corresponding surface vector and d is the dissipative flux. The use of
preconditioning does not only reduce the stiffness of the system of equations, it also improves
accuracy at low speeds. It turns out that the artificial dissipation fluxes become extremely large for
very low velocities and are responsible for the loss of accuracy of the original convective schemes.
The modification of the fluxes required to take into account the new characteristics of the
preconditioned system results in a well-conditioned dissipation formulation and ensures reliable
accuracy. The artificial dissipation flux d of [Jameson et al.] consists of a blend of second- and fourth-
order differences. Other relative details can be found in [Colin, et al. ]285.
8.4.4 Case Study 3 - Numerical Analysis of a Dual-Time Pseudo-Compressibility Method
Citation : Van-Tu Nguyen, Duc-Thanh Vu, Warn-Gyu Park, Young-Rae Jung, Numerical analysis of water
impact forces using a dual-time pseudo-compressibility method and volume-of-fluid interface tracking
algorithm, Computers & Fluids, Volume 103, 2014, Pages 18-33, ISSN 0045-7930,
https://doi.org/10.1016/j.compfluid.2014.07.007.
An implicit algorithm based on a dual-time pseudo-compressibility method is developed to compute
water impact forces on bodies, by [Nguyen et al.]286 and [Nguyen & Park]287. Flow fields of
incompressible viscous fluids are solved using unsteady Reynolds-averaged N–S equations. Pseudo-
time derivatives are introduced into the equations to improve computational efficiency. A second-
order volume-of-fluid interface tracking algorithm is developed in a generalized curvilinear
coordinate system to track the interface between the two phases in the computational domain. A grid
refinement study of the dam-break flow is performed as a validation, and the obtained solutions
agreed well with the experimental data and with the results of other numerical simulations.
Numerical analysis of water impact forces on a hemisphere, two cones, and a wedge through free
falling in one degree of freedom is then performed. Free surface deformation, pressure coefficients,
285 Yann Colin, Hugues Deniau and Jean-Francois Boussuge, “A Robust Low Speed Preconditioning Formulation:
286 Van-Tu Nguyen, Duc-Thanh Vu, Warn-Gyu Park, Young-Rae Jung, “Numerical analysis of water impact forces
using a dual-time pseudo-compressibility method and volume-of-fluid interface tracking algorithm”, Computers
& Fluids 103 (2014) 18–33.
287 Van-Tu Nguyen and Warn-Gyu Park, “A free surface flow solver for complex three-dimensional water impact
problems based on the VOF method”, Int. J. Numerical Meth. Fluids (2015).
impact velocities, and vertical accelerations during impact are compared with available experimental
data and theoretical results. Good agreement with these results is obtained.
8.4.4.1 Introduction and Background
The computational fluid dynamic simulation of free surface flow for water impact problems is a vast
topic that is still receiving increasing attention, particularly for applications in many hydraulic and
hydrodynamic problems. The important examples for hydraulic problems in civil engineering are the
potential risks of failures of levees, dams, reservoirs, and flood management. The main computational
challenges when solving such highly nonlinear, complex problems, include the determination of the
dynamic pressure loads by water impact and the very violent motions of the interface, including
turbulence, discontinuities, splashing, wave breaking, and mixing or entrapment of one fluid within
another. The challenges have motivated researchers to develop novel, efficient, and accurate
numerical models for high resolution, 2D, and 3D flow simulations over the years. A class of particle
methods adopts a Lagrangian framework for the description of the fluid, such as the smoothed
particle hydrodynamics (SPH), the meshless finite element method, or the particle finite element
method. These methods have been developed by many authors for the simulation of an extensive
class of problems involving complex interaction between fluids and solids. Among the Lagrangian
approaches, the earliest method is the SPH technique, originally proposed by pioneers [Gingold and
Monaghan]288 and [Lucy]289.
The technique subsequently received widespread interest and success within the scientific
community, especially for its applications in both hydraulic and hydrodynamic problems because of
its simplicity and high computational efficiency290. However, this method faces some drawbacks, such
as a lack of consistency, and a tensile instability in distortion of the material domain that can lead to
a low accuracy and to a prominent problem in proving the convergence. Based on the best features
of the particle method, together with the finite element method, both the meshless finite element and
the particle finite element methods, in which meshless and mesh-based shape functions are
respectively used, were later introduced. The methods are easy to use and introduce the boundary
condition and have proven their capability for simulating a broad class of problems. Moreover, the
tensile instability in the distortion of the material domain still occurs and leads to a poor accuracy in
simulations using the methods.
For the use of Eulerian approaches, the Level-Set Method (LSM) and the Volume-Of-Fluid (VOF)
method are the most popular and are frequently used by researchers for the prediction of the
problems. The LSM method was originally proposed by [Osher and Sethian]291. The interface is
represented as a smooth function of the distance from the interface, and highly deformed interfaces
can be treated. Because of the simplicity and ability to capture the interface, the method has been
developed and applied to a wide range of problems, such as the Rayleigh Taylor instability, vortex
motion, bubbles and drops, free surface motion, and the interaction between free surface flow and
rigid bodies. However, the drawback with mass conservation of the method is an unphysical
loss/gain of the fluid in simulations. As an alternative to the LSM in capturing the interface, the VOF
technique is a good tool for numerical simulations of free surface flows292. As a result of the high
accuracy of mass conservation, many different novel, accurate, VOF interface tracking algorithms
288 Gingold RA, Monaghan JJ. “Smoothed particle hydrodynamics: theory and application to non-spherical stars”.
Monthly Notices of the Royal Astronomical Society 1977; 181:375–389.

289 Lucy LB. “A numerical approach to the testing of the fission hypothesis”. Astronomical Journal 1977.
290 Prakash M, Rothauge K, Cleary PW. “Modelling the impact of dam failure scenarios on flood inundation using
SPH”. Applied Mathematical Modelling 2014; 38:5515–5534.

291 Osher S, Sethian JA. “Fronts propagating with curvature-dependent speed: algorithms based on Hamilton–
Jacobi formulations”, Journal of Computational Physics 1988; 79:12–49.

292 C. W. Hirt and B. D. Nichols, “Volume of Fluid (VOF) Method for the Dynamics of Free Boundaries”, Journal of
Computational Physics 39, 201-225 (1981).

have been developed and have been used extensively to compute bubbles, droplets, and the Rayleigh
Taylor instability, free surface flows, water impact problems, and multiphase flows of incompressible
fluids. An overview of the methods available can be found in our previously published work293.
The aim here is to develop a robust numerical method that allows the predictive 3D simulation of
free surface flows and dynamic pressure loads by the water impact on complex domains. A dual-time
pseudo-compressibility (NS) model, and a VOF interface tracking algorithm that was implemented in
a generalized curvilinear coordinate system. The NS equations are expressed in the vector form
system, which is discretized on a general curvilinear grid using a class of lower-upper symmetric
Gauss–Seidel method. The Monotonic Upstream-Centered Scheme for Conservation Laws (MUSCL)-
Roe procedure is employed in the discretization of the convective terms to achieve a high-order
approximation. To evaluate the accuracy of the VOF method on curvilinear grids, the multiple
numerical benchmark tests, including 2D and 3D deformation cases, are first performed. The
numerical procedure is then validated by computing water entries of the free-falling hemisphere and
cone, the dam-break impact flows, and the impact of the wave on a container and on a tall structure
where dam failure is assumed to occur further to the collapse of a water column and a subsequent
impact with the obstacles. The obtained results are compared with the experimental data as well as
with the results of other numerical simulations in the literature.
The dual-time, pseudo-compressibility, homogeneous flow model is developed on the basis of the
unsteady incompressible Reynolds-averaged N–S equations. All dependent variables are non-
dimensionalized using the free-stream conditions, such as free-stream velocity u1, free-stream
density q1, freestream viscosity μ1, and characteristic length of the body D. The governing equations
can be expressed in generalized curvilinear coordinates as follows294-295:
̂ ∂𝐐
∂𝐐 ̂ ∂𝐄̂j ∂𝐄̂jv
𝚪e + + + = 𝐒̂
∂t ∂τ ∂ξj ∂ξj
Eq. 8.4.14
where the primitive solution variable, convective, viscous flux, and source vectors are written as
follows:
̂ = 𝐐 = 1 [ρ̅, ̅u,
𝐐 ρ ρ̅w]T
ρ ̅v,
J J
1 T
𝐄̂j = [ρm Uj , ρm uUj + ξj,x p , ρm vUj + ξj,y p , ξj,x p , ρm wUj + ξj,z p]
J
1 T
𝐄̂jv = [0 , ξj,k τx,k , ξj,k τy,k , ξj,k τz,k ]
J
1 T
𝐒̂ = [0 , ρ𝑚 g 𝑥 , ρ𝑚 g 𝑦 , ρ𝑚 g 𝑧 ]
J
Eq. 8.4.15
293 Nguyen V-T, Vu D-T, Park W-G, Jung Y-R. “Numerical analysis of water impact forces using a dual-time pseudo-
compressibility method and volume-of-fluid interface tracking algorithm”. Computers and Fluids 2014.
294 Nguyen V-T, Vu D-T, Park W-G. “3D numerical simulation of water entry of free falling objects using Navier–
Stokes computations and moving chimera grid scheme”. 10th Asian CFD Conference, Korea. 2014.
295 De Jouëtte C, Laget O, Le Gouez JM, Viviand H. “A dual time stepping method for fluid–structure interaction
problems”, Computers and Fluids 2002; 31:509–537.

and t is the physical time, s is the pseudo-time, and ĝx, ĝy and ĝz are the accelerations due to gravity
and hydrodynamic forces in the x, y and z directions, respectively. The accelerations can be
determined using the dynamic equation of the body. The pseudo-time derivatives involve a pseudo-
density ρ∼; and the pressure field is calculated on the basis of an additional pseudo-state equation:
ρ̃
p = ρm U02 ln ( ) + p∞
ρ∞
Eq. 8.4.16
where the parameters are set in accordance with U0 = U∞ or U0 = √u2 + v2 + w2, in which u, v, and w
are the local values of the respective velocities obtained at a previous iteration step in pseudo-time.
The mixture density and mixture viscosity are defined as follows:
ρm = α1 ρl + (1 − α1 )ρg , μm = α1 μl + (1 − α1 )μg
Eq. 8.4.17
where α is the volume fraction, and the subscripts l and g denote liquid and gas phases, respectively.
The contravariant velocities are given as follows:
Uj = ξj,t + ξj,x u + ξj,y v + ξj,z w

Eq. 8.4.18
And the matrix Гe is given as
0 0 0 0
ρm −u 1 0 0
𝚪e = [ ]
ρ̃ −v 0 1 0
−w 0 0 1
Eq. 8.4.19
8.4.4.3 Time Integration
The governing equations expressed by Eq. 8.4.14 are discretized on a general, structured grid, using
the lower-upper symmetric Gauss–Seidel method. An upwind difference scheme, based on the
characteristic information of the governing equations, is used to compute the convective flux
derivatives. For this purpose, the flux Jacobian matrix is split into two sub-vectors associated with
the nonnegative and non-positive eigenvalues. The convective flux in Eq. 8.4.14 can be linearized as
follows296:
̂ ∂𝐐
∂𝐐 ̂ ∂𝐐 ̂
𝚪e + + 𝐀𝒋 = 𝐒̅
∂t ∂τ ∂ξ𝑗
−Uj ξj,x ξj,y ξj,z
∂𝐄̂𝐣 ρ −2uUj + U02 ξj,x uξj,x + Uj uξj,y uξj,z
̂𝐣 =
𝐀 =
∂Q̂ ρ̃ −2vUj + U02 ξj,y vξj,x vξj,y + Uj vξj,z
2
[ −2vw + U0 ξj,z wξj,x wξj,y wξj,z + Uj ]
and flow velocity = U0 = √u2 + v 2 + w 2
Eq. 8.4.20
296 NguyenV-T, Vu D-T, Park W-G, Jung Y-R. “Numerical analysis of water impact forces using a dual-time pseudo
compressibility method and volume-of-fluid interface tracking algorithm”. Computers and Fluids 2014.
The physical time derivative is approximated by a second-order backward difference, and the
implicit Euler’s finite difference formula is used for the pseudo-time derivative. The governing
equation, expressed by Eq. 8.4.14, can be written in a difference form as follows:
∂Âj 𝚪𝐞 ̂ n+1,k − 4𝐐
3𝐐 ̂n + 𝐐 ̂ n−1
[𝐈 + ∆τ ( + 1.5 − 𝐒)] ∆𝐐 ̂ n+1,k
− ∆τ𝚪e
∂ξj ∆t 2∆t
∂𝐄̂j − ∂𝐄̂j
v
= ∆τ ( − 𝐒̂) where ∆𝐐 ̂ n+1,k = 𝐐̂ n+1,k+1 − 𝐐̂ n+1,k
∂ξj
Eq. 8.4.21
Here, the superscript n represents the physical time index, and the superscript k represents the
pseudo-time index. The pseudo-time step is determined in accordance with the local pseudo-time
step, which is defined by the largest system eigenvalue. At each physical time step, a pseudo-time
iterative procedure is applied, such that ΔQn+1,k /Δτ →0 at convergence.
8.4.4.4 Six-Degree-of-Freedom Rigid Body Motion
A 6 DOF model is integrated into the numerical solver for considering the arbitrary motions of rigid
bodies. The flowchart of the strong combination of the NS/VOF flow solver and 6DOF model is shown
in Figure 8.4.1. Hydro-forces and
moments are computed after each
pseudo-time step (inner loop) of the
NS/VOF solver, and then, the 6DOF
motions of a rigid body are solved. Next,
the Chimera grid system is redefined
(moved) based on the motions of the
rigid body. At this step, the constraints
based on the difference between two
sequential iterations of calculated loads
are checked. In addition to the
computational Chimera grid, the
fulfillment of such conditions allows for
the continuation of the procedure and the
movement of the body. This inner loop
provides a strongly coupled solution in
the entire computational domain
between the rigid body motions and flow
field. The 6DOF rigid-body motion
equations are required to describe the
position and orientation of a rigid body
during simulations. Among these, three
DOFs provide the location of a point fixed
on the body. The other three DOFs Figure 8.4.1 Flowchart of the Strong coupling of NS/VOF
provide the orientation of the body in a Flow Solver and 6DOF Model (Courtesy of Nguyen & Park)
fixed reference frame. The position of the
body in a reference frame can be obtained by integrating the velocity in that frame297,298.
8.4.4.5 3D Flow Evolution of a Dam Break
3D simulations of interfacial structures under wave-front propagation in a dam-break problem are
accessible by [Nguyen & Park]299. The corresponding experiments were conducted by [Fraccarollo
and Toro]300. In the experiment, still water with a total depth of H = 0.6 m was initially placed in a
plane-bottom tank with a width of 2 m and a length of 1 m. The tank had a 0.4 m wide gate and was
connected to a downstream area with dimensions of 2 m × 2 m, which had open boundaries on three
sides. Figure 8.4.2 shows an image of the experimental setup and the snap shot of the 3D dam-
break flow simulation that was performed using a grid comprising 1.5 M points. The water front
Figure 8.4.2 Snapshots of 3D dam-break flow: (a) experimental image and (b) simulation result at 0.5
s (Courtesy of Nguyen & Park)
flows through the gate and moves downstream to half the length of the rectangular tank in a relatively
short time of t = 0.5 s.
As the water flows past the gate and moves down-stream, the water height in the reservoir reduces,
which can be clearly observed from the change in the color of the interface with respect to time. The
free surface becomes smoother after the wave front reaches the bounds. The water level and
velocities of the flow at various positions inside and outside the tank were measured in the
experiment. A comparisons between the predicted and experimental data of the water levels as a
function of time is been made (see [Nguyen & Park]301). The obtained numerical results are similar to
the experimental measurements in terms of the oscillation frequency and amplitude of the velocity
signals. The two aforementioned quantitative comparisons show that the proposed method is
capable of accurately simulating complex interface structure flows. A simulation of the same problem
is conducted to observe other scenarios of dam-break failure. However, in this simulation, closed
boundaries are applied to the downstream area.
297 P.M. Carrica, R.V. Wilson, R.W. Noack, F. Stern, Ship motions using single-phase level set with dynamic overset
grids, Computational Fluids 36 (2007)1415–1433.
298 N.C. Prewitt, D.M. Belk, W. Shyy, Parallel computing of overset grids for aerodynamic problems with moving
objects, Prog. Aerospace Sci. 2000.

299 Van-Tu Nguyen, and Warn-Gyu Park, “Enhancement of Navier–Stokes solver based on an improved volume-
of-fluid method for complex interfacial-flow simulations”, Applied Ocean Research 72 (2018) 92–109.
300 L. Fraccarollo, E.F. Toro, Experimental and numerical assessment of the shallow water model for two-
dimensional dam-break type problems, J. Hydraulic Res. 1995.

Figure 8.4.3 shows the snapshots of the dam-break problem during the simulation at time set =
0.25, 0.5, 1.0, 1.5, 2.0, 3.0, 4.0, and 12.15 s. At t = 0.25 s and 0.5 s, longitudinal crests appear, and the
structure of the interface formed is similar to that in the case of a downstream area with open
Figure 8.4.3 Image sequences of the 3D evolution of a dam break in the case of closed downstream
walls, where the color of the free surface denotes the water level (red, z = 0.6 m; green, z = 0)
(Courtesy of Nguyen & Park)
boundaries. The interfacial structure remains similar until the wave front reaches the bounds. The
water progressively propagates and hits the lateral and downstream walls, thus resulting in complex
waves reflecting from the walls. The back waves return and interact with the primary waves, forming
a complex interfacial structure. Finally, the water returns to an approximately hydrostatic
distribution, as shown at time t = 12.15 s.
8.4.4.6 Free-Surface Wave Around Surface-Piercing NACA Foils
To further validate the numerical method for unsteady free-surface wave flows, the experiments
conducted by [Metcalf and Stern]302 for a surface-piercing NACA 0024 foil are used for comparison
Figure 8.4.4 Visual Comparison of Simulated and Experimental Free-Surface Wave Profiles
(Courtesy of Nguyen & Park)
with the numerical results. The hydrofoil has a chord length of 1.2 m and a beam length of 0.29 m.
Figure 8.4.4 shows the visual comparisons of the wave profiles around the surface-piercing NACA
0024 foil for Fr = 0.37. A quantitative wave pro-file is calculated close to the wall. data for Fr = 0.37
and 0.55. It can be observed that the numerical simulations predict the location of the toe (x < 0.4 in
the case of Fr = 0.37 and x < 0.5 in the case of Fr = 0.55)accurately, but fail to predict the subsequent
regions with sharp rise (0.4 < x < 0.6 in the case of Fr = 0.37 and x > 0.5 in the case of Fr = 0.55). The
present results and the solutions of [Kandasamy et al.]303 agree with the data. Studies on grid
refinement and numerical convergence were performed using this large-scale problem. The wave
profiles around the surface-piercing NACA 0024 foil for Fr = 0.37 were simulated using grids with
five different grid sizes of 180,000 (grid I), 400,000(grid II), 710,000 (grid III), 1,050,000 (grid IV),
and 1,820,000 (grid V)points. The wave profiles for three different grid sizes do not agree with the
experimental data. The discrepancies between the predicted results for medium and fine grids are
small, and the present results agree well with the experimental data as shown in Figure 8.4.6.
8.4.4.7 Computational Model and on a NACA 66 Hydrofoil
The proposed model is used to simulate a wave breaking around a surface-piercing NACA 66
hydrofoil moving at a speed of 5.33 m/s. The chord and span of the hydro-foil are 0.15 m and 0.45
m, respectively. The hydrofoil is submerged in water at a depth of 0.15 m, and 0.30 m is out of the
water. Figure 8.4.5 shows the profile of the wave breaking due to the hydrofoil and corresponding
computational grid. The water starts splashing up from the original water surface at the leading part
302 B. Metcalf, J. Longo, S. Ghosh, F. Stern, Unsteady free-surface wave-induced boundary-layer separation for a
surface-piercing NACA 0024 foil: towing tank experiments, J. Fluids Structure. 22 (2006) 77–98.
303 M. Kandasamy, T. Xing, F. Stern, Unsteady free surface wave-induced separation: vortical structures and
instabilities, J. Fluid Struct. 25 (2009)343–363.

and extends down-
stream, forming a
pair of thin liquid
sheets. The sheets
stretch and
subsequently
pinch-off from the
liquid sheet with a
long wake. The
water is separated
on two sides of the
hydrofoil. In
addition to the two
liquid sheets in the
wake region, a Figure 8.4.6 Wave profile Around a Surface-Piercing NACA 0024 Hydrofoil at Fr
third liquid sheet, = 0.37obtained from Grid Refinement
which is at a level
lower than the water level, is formed in the middle region between the two liquid sheets because of
gravity. At the end of the wake, the liquid sheets fall and tend to return to the initial waterline.
(a) Grid (b) Waves
Figure 8.4.5 Grid and Wave Breaking by a NACA 66 Hydrofoil (Courtesy of Nguyen & Park)
8.4.4.8 Water Entry of Free-Falling Rigid Objects

8.4.4.8.1 Hemisphere
Before applying the model for the simulation of a free-falling sphere and considering the complicated
behavior of a cavity, a model of the 6DOF motion coupled with the numerical solver was used to
simulate a transient free-falling hemisphere entering the free surface of water. This was done to
check and validate the computational model using a simpler problem (presented in304). The
304V.-T. Nguyen, W.-G. Park, A free surface flow solver for complex three-dimensional water impact problems
based on the VOF method, Int. J.Numer. Methods Fluids 82 (2015) 3–34.
experimental results of [De Backer et al.]305 were compared with simulation results. The diameter
and mass of the hemisphere were 0.3 m and 11.5 kg, respectively. It was freely released into the
water, and it reached a velocity of 4.0 m/s immediately prior to touching the free surface. Figure
8.4.7 shows the temporal pressure-distribution coefficients defined as Cp = p/(0.5ρU2entry). The case
is simulated using three different grid sizes, and the obtained results are compared with the
experimental data, the numerical simulation results of [Wang and Soares]306, and the asymptotic
results obtained on assuming a constant water impact velocity as in. The numerical results of [Wang
and Soares]307 contain numerous spurious oscillations and the asymptotic solutions exhibit
Figure 8.4.7 Impact Pressure Distributions over the Surface of a Water Entry Hemisphere over time
(Courtesy of V.T. Nguyen, W.-G. Park)
remarkable overestimation, while the present results agree well with the experimental data. It was
also shown the experimental and theoretical values of the penetration depth of the free-falling
hemisphere (see [Nguyen & Park]308). The comparisons show that the numerical model is successful
in determining the impact loads due to the interaction of the free surface and structure and the
trajectory of the water-entry body.
305 G. De Backer, M. Vantorre, C. Beels, J. De Pré, S. Victor, J. De Rouck, et al., Experimental investigation of water
impact on axisymmetric bodies, Appl. Ocean Res. 31 (2009) 143–156.

306 S. Wang, C. Guedes Soares, Numerical study on the water impact of 3D bodies by an explicit finite element
method, Ocean Eng. 78 (2014) 73–88.

307 S. Wang, C. Guedes Soares, Numerical study on the water impact of 3D bodies by an explicit finite element
method, Ocean Eng. 78 (2014) 73–88.

8.4.4.8.2 Sphere
Next, the hydrodynamics of a steel sphere freely falling into water are simulated. [Arist off et al.]309
studied this problem experimentally. The diameter of the sphere is 0.0254 m, and the ratio of the
densities of the sphere and water is 7.86. The sphere enters the water at a velocity of 2.17m/s. For
computational convenience, Chimera grids comprising a body-fitted sphere grid with a size of 130 ×
30 × 50 and a curvilinear background grid with a size of 400×110×40 are used, as shown in Figure
8.4.8. Simulations are performed for the falling of the sphere at three different entry velocities.
depths increase linearly with entry velocity. The comparison of the penetration depths of the sphere
at various entry velocities is shown in Figure 8.4.9. The curves in the figure show that when entry
velocity is higher, the sphere penetrates the water faster and cavity pinch-off occurs at a higher depth.
For Further and complete discussion, please consult the [Nguyen & Park]310.
Figure 8.4.8 Chimera Grids for Water Entry of a Figure 8.4.9 Center-depth variation for a free-
Sphere: (a) Curvilinear Background Grid (b) Body- falling sphere with time at various entry
Fitted Grid (Courtesy of Nguyen & Park) velocities (Courtesy of Nguyen & Park)
309 J.M. Aristoff, T.T. Truscott, A.H. Techet, J.W.M. Bush, The water entry of decelerating spheres, Phys. Fluids 2
(2010) 032102.
9 Panel Methods
9.1 Preliminaries
The panel method is an analysis method that can be used to arrive at an approximate solution for the
forces acting on an object in a flow311. The method is based on inviscid flow analysis, so it is limited
to the resultant pressure forces over the surface. The panel method is basically a numerical
approximation that relies on using discrete elements on the surface of an object and then prescribing
a flow element (such as a vortex or doublet or source or sink) on each element that will satisfy certain
boundary conditions (like no flow crosses the surface of the object). The interaction of the elements
are accounted for and must also satisfy the condition that far from the object the flow should be equal
to the free stream velocity approaching the object. There are a number of books and papers written
that describe the method
in very general terms and
even the inclusion of
viscous forces to some
degree. But here we are
just introducing the
method to get a feel for
its usefulness in external
flows, so we will use a
simply geometry with a
simply distribution of
flow elements. More
complicated models exist
but they all are based on
the simplified form
presented here.
We will assume that we
have potential flow such Figure 9.1.1 Physical domain for Laplace's equation
that the governing
equation for the flow field is the Laplace of the velocity potential, ∇2ϕ = 0. The boundary condition
at an impermeable surface, where the velocity normal to the surface is zero, is ∇ϕ⋅n = 0. Also, we can
put our frame of reference on the object so fluid flow approaches the object. Keep in mind that since
it is inviscid there may be a nonzero velocity component tangent to the surface. Also, the goal is to
determine the velocity on the surface, and once this is found the Bernoulli equation can be used to
find the local pressure distribution. The pressure can then be integrated over the surface to find the
force by the fluid flow. Without deriving this it can be shown that the following defines the velocity
potential at any point P in the flow field (using Green’s Identify):
1 ∇ϕ 1
ϕ(P) = ∫( − ϕ∇ ) 𝐧 ∙ dS
4π r r
Eq. 9.1.1
where the integral is over the surface area of the flow (assuming 2D flow), S, and
r = √(x − ξ)2 + (y − η)2
311Intermediate Fluid Mechanics by James Liburdy is licensed under a Creative Commons Attribution-Non-
Commercial-ShareAlike 4.0 International License.
Eq. 9.1.2
This equation indicates that to solve for the velocity potential we must evaluate the integral on the
flow boundaries (both the solid surface and infinitely far away). Please also refer to [Tannehill, Dale
A. Anderson, Richard H. Pletcher, Computational Fluid Mechanics and Heat Transfer, 2nd edition, page
431].
9.2 Gridding (Paneling)

The general approach is to select a “grid”
which is a series of “panels” that form the
surface. Here we take the panels as
straight flat surfaces arranged over the
real surface. In the limit of very small
panels the constructed surface will
simulate the actual surface. On each panel
we place a distribution of flow elements
(like sources, sinks, vortices, etc.) that
when combined together will result in a
flow field that will satisfy the surface
boundary condition. There are lots of ways
to identify which elements to use and how
they may be distributed on the panels.
Here we will use vortex elements, with one Figure 9.1.2 Illustration of a panel geometry; any
placed on each panel. The net flow is the three dimensional shape can be constructed; shown
result of superposition of the flow set up here is a surface of what could be a three dimensional
by each vortex on each panel element. So object such as an entire airplane
at each point in the field we add together
the flow caused by all of the panel elements using the superposition rule. The panels that are far away
from a given point will have less and less influence on the flow because the strength of the flow caused
by a flow element decreases with distance from the element origin. For instance for a “source” the
velocity decreases with increasing radial position because the flow is spreading out away from the
source. But the influence never really goes to zero. Figure 9.1.2 illustration of a panel geometry;
any three dimensional shape can be constructed; shown here is a surface of what could be a three
dimensional object such as an entire airplane.
In placing a series of panels over the surface we first need to specify the size of each panel. We place
a vortex of some strength somewhere on the panel (whose location is shown below) and we must
identify points on the surface where we want to make sure that the velocity is zero across the surface.
To be clear, individual points on each panel are used to evaluate the element (vortex) flow field –it
needs its own origin, or coordinate system, to write an equation for the flow generated by this
element. We also only pick a point on the panel to check to make sure that the net sum of
contributions from all elements results in zero flow across the surface. The fact that we only satisfy
the condition at one point on each panel will be satisfactory if the panels are made to be reasonably
small. These points are called “collocation points” on each panel. In the end each panel will have
coordinates that define its location on the surface, coordinates for the element location on the surface
and coordinates for the collocation point.
9.3 Method of Solving the Potential Equation

The full potential equation could be either conservative or non-conservative form. Here we deal with
non-conservative form which obtained using the continuity equation and some manipulation via
momentum equation. The 3D velocity potential equation in non-conservative for
  
u= , v= , w=
x y z
 2    y2   2  2 x y 2  2 y z
Continuity : 1 - x2   xx + 1 − 2  yy + 1 − z2  zz −  xy − x2 z  xz − 2  yz = 0
 a  2
 a     a  a a a
u 2 + v 2 + w2 dp
Momentum & Energy : + = constant →
2 d
  x2 +  y2 +  z2  ρ   x +  y +  z 
2 2 2
dp = −ρd   =− 2d
 2  a  2 
  
γ −1 2
where a = a 0 − V and V = u 2 + v 2 + w 2 , a 0 = speed of sound
2
Eq. 9.3.1
Note that for an incompressible flow, a → ∞, the velocity potential reduces to linear Laplace’s
equation and could be solve with relative ease. It represents a combination of continuity, momentum
and energy equations and could be solved for velocities (i.e., Mach number) and then temperature,
pressure and density could be obtained using the isentropic relations, previously defined for local
values. It should be noted that the total quantities are known and obtained from free-stream
conditions. For a 2D flow, after substituting for u, v, we obtain:
u2 v2 2uv
(1- 2 ) ϕxx + (1 − 2 ) ϕyy − − 2 ϕxy = 0
a a a
Eq. 9.3.2
After the landmark paper by312 , it points to type dependent differencing. The idea is:
u+v u+v
− 1 > 0 → hyperbolic , − 1 < 0 → elliptic
a a
Eq. 9.3.3
If the flow is subsonic, elliptic equation prevails and central differencing are used for the derivatives.
On the other hand, if the flow is supersonic, the equation is hyperbolic and upwind differencing could
be used.
Case Study – Solving a Maze via a Laplace Equation
An novel and interesting way to look at Laplace Equation was developed by Jeremy Theler and
presented in Linkedin. The steps to solve is :
1. Mesh the maze
2. Set Dirichlet BCs ϕ = 0 at start and ϕ = 1 at end
3. Set homogeneous Neumann BCs everywhere else
4. Solve ∇²ϕ = 0
5. Go to the start and follow the gradient
312 Murman, E, M, and Cole, J, D, “Calculation of Plane Steady Transonic Flows”, AIAA Journal, Volume 9, pp. 114-
121, 1971.
Figure 9.3.1 Resolving a Maze by solving a Laplace Equation
9.3.1 Conservative Forms

The conservation form potential equation for 2D may be written:
 ( u)  ( v)  
+ +0 where u = ,v =
x y x y
1/γ −1
 γ −1 2 2 
from Energy equation ρ = 1 − M  (u + v 2 − 1
 2 
 A1 = ξ 2x + ξ 2y
 U  V 
 ρ  +  ρ  = 0 where U = A1 ξ + A 2 η , V = A 2 ξ + A 3 η  A 2 = ξ x ηx + ξ y ηy
 J ξ  J η  A = η2 + η2
 3 x y
 ( , )
J= = ξ x η y − ξ y η x where ξ x = Jyη , ξ y = −Jx η , η x = −Jyξ , η y = Jx ξ
 (x, y)
1/(γ −1)
 γ −1 2 
ρ = 1 − M  (U x + V y − 1)
 2 
Eq. 9.3.4
Where U and V are contravariant velocity components.
9.4 Method for Transonic Flow
The full potential equation is useful for describing transonic flows when Shock wave’s strength is
small. We use the scheme of Retarded density as an example. A second-order finite differencing
approximation can be written for a 2D conservative potential equation in conservative form as:
 ρU   ρV 
ξ   + η   =0
 J  ,j
i +1  J  i, j+1
2 2
1
U i +1/2,j = (A1 ) i +1/2,j ( i +1, j −  i, j ) + (A 2 ) i +1/2,j ( i +1, j+1 −  i +1, j−1 +  i, j+1 −  i, j−1 )
4
1
V i, j+1/2 = (A 3 ) i, j+1/2 ( i, j+1 −  i, j ) + (A 2 ) i, j+1/2 ( i +1, j+1 −  i −1, j+1 +  i +1, j −  i −1, j )
4
 U   ρV 
 ξ ~ ρi    + η   =0
  J  i +1/2,j   J  i, j+1
2
where retarded density ~ ρ = (1 − ν

i )ρ
i + k, j +ν
i +1/2,j ρ
i + k, j i + 2k−1/2,j
0 U i +1/2,j  0   1 
with k= and ν = max 0, C1 1 − 
1 U i +1/2,j  0   M 2 
Eq. 9.4.1
Where the constant C1 is unity for small regions of supersonic flow but must be increased in regions
where shocks strength is appreciable. This information may be used throughout the flow to solve the
full potential equation at points which are either elliptic or hyperbolic. The solution procedure used
to solve the set of resulting difference equations may take many forms. We choose the Approximate
Factorization (AF) scheme. The full potential equation may be written as
N(ϕn+1 − ϕn ) + ωL(ϕn ) = 0
Eq. 9.4.2
Where ω is the relaxation parameter, L(ϕn) represents the residual of resulting equation, and N is
operator which determines the iteration method consist of N = N1N2. The N1 and N2 must be selected
so their product approximates L. The procedure uses simple matrix operation and the overall scheme
is stable.
9.4.1 Case Study - Panel Methods for Solving the Laplace’s Equation
Potential flow plays an important historical role in the theory of flight since 50s and before the CFD
applications become fashionable. Numerical models based on this approach are known as panel
methods in the aerodynamics community. Panel methods are numerical models based on simplifying
assumptions about the physics and properties of the flow of air over an aircraft313. It is well known
fact that the Boing® used panel techniques for design of original 747s where they are still in service.
The viscosity of air in the flow field is neglected, and the net effect of viscosity on a wing is
summarized by requiring that the flow leaves the sharp trailing edge of the wing smoothly. The
compressibility of air is neglected, and the curl of the velocity field is assumed to be zero (no vorticity
in the flow field). Under these assumptions, the vector velocity describing the flow field can be
represented as the gradient of a scalar velocity potential, to solve the problem of potential flow over
a solid object. Laplace’s equation must be solved subject to the boundary condition that there be no
flow across the surface of the object. This is usually referred to as the tangent-flow boundary
condition. Additionally, the flow far from the object is required to be uniform. The results of solving
313 R. L. Fearn, “Airfoil Aerodynamics Using Panel Methods”, The Mathematica Journal, 2008.
Laplace’s equation subject to tangent-flow boundary conditions provide an approximation of cruise
conditions for an airplane. The basic solution procedure for panel methods consists of discretizing
the surface of the object with flat panels and selecting singularities to be distributed over the panels
in a specified manner, but with unknown singularity-
strength parameters. Since each singularity is a
solution to Laplace’s equation, a linear combination of
the singular solutions is also a solution. The tangent-
flow boundary condition is required to be satisfied at a
discrete number of points called collocation points.
This process leads to a system of linear algebraic
equations to be solved for the unknown singularity-
strength parameters. Details of the procedure vary
depending on the singularities used and other details
of problem formulation, but the end result is always a
system of linear algebraic equations to be solved for
the unknown singularity-strength parameters. Panel
methods are applicable to 2 and 3D flows (see Figure
9.4.1) and has one distinctive feature. That is a
solution for body pressure distribution can be
obtained without solving the entire domain. For flow
over a 2D, the flat panels become straight lines, but can Figure 9.4.1 Cp Contours for a Rotor
be thought of as infinitely long rectangular panels in using Panel Method
the three-dimensional interpretation.
9.5 Vortex Lattice Method (VLM)

The Vortex Lattice Method, (VLM), is a numerical method used in computational fluid dynamics,
mainly in the early stages of aircraft design and in aerodynamic education at university level314. The
VLM models the lifting surfaces, such as a wing, of an aircraft as an infinitely thin sheet of discrete
vortices to compute lift and induced
drag. (see Figure 9.5.1). The
influence of the thickness, viscosity is
neglected. The vortex lattice method
is built on the theory of ideal flow, also
known as Potential flow. Ideal flow is
a simplification of the real flow
experienced in nature, however for
many engineering applications this
simplified representation has all of
the properties that are important
from the engineering point of view.
This method neglects all viscous Figure 9.5.1 Simulation of an Airplane Based in the VLM
effects. Turbulence, dissipation and
boundary layers are not resolved at all. However, lift induced drag can be assessed and, taking special
care, some stall phenomena can be modelled. By the above assumptions the flow field is conservative
vector field, which means that there exists a perturbation velocity potential φ such that the total
velocity vector V is given by
V = V∞ + ∇ϕ
314 From Wikipedia.

Eq. 9.5.1
and that φ satisfies Laplace's equation. Laplace’s equation is a second order linear equation, and
being so it is subject to the principle of superposition. Which means that if φ1 and φ2 are two solutions
of the linear differential equation, then the linear combination c 1 φ1 + c2 φ2 is also a solution for any
values of the constants c1 and. As [Anderson] put it "A complicated flow pattern for an irrotational,
incompressible flow can be synthesized by adding together a number of elementary flows, which
are also irrotational and incompressible.”. Such elementary flows are the point source or sink, the
doublet and the vortex line, each being a solution of Laplace’s equation. These may be superposed in
many ways to create the formation of line sources, vortex sheets and so on. In the Vortex Lattice
method, each such elementary flow is the velocity field of a horseshoe vortex with some strength Γ315.
9.5.1 Case Study - Transonic and Viscous Potential Flow Method Applied to Flexible Wing
Transport Aircraft
Authors : Daniel Chaparro1, Gustavo E. C. Fujiwara2, Eric Ting3 and Nhan Nguyen3
Affiliations : 1MORI Associates, Moffett Field, CA 94035,
2University of Washington, Seattle, WA 98195,
3NASA Ames Research Center, Moffett Field, CA 94035
Citation : Daniel Chaparro, Gustavo E. Fujiwara, Eric Ting and Nhan T. Nguyen. "Transonic and Viscous
Potential Flow Method Applied to Flexible Wing Transport Aircraft," AIAA 2017-4221. 35th AIAA
Applied Aerodynamics Conference. June 2017.
Adaption : None except minor modification for formatting
9.5.1.1 Abstract
The need to rapidly scan large design spaces during conceptual aerodynamic design calls for
computationally efficient tools such as the vortex lattice method (VLM). Although some VLM tools,
such as Vorview/Vorlax have been extended to model fully supersonic flow, VLM solutions are
typically limited to inviscid, subcritical flow regimes. Many transport aircraft operate in the transonic
speed regime, which limits the applicability of the VLM for such applications. This paper presents a
novel approach to augment potential flow methods with a correction method for transonic and
viscous aerodynamic effects present for many transport aircraft. The method leverages a directly
coupled transonic small disturbance (TSD) and integral boundary layer (IBL) framework to
capture transonic and viscous flow physics. The viscous and transonic flow corrections are
integrated into a static aeroelastic modeling framework and applied to the NASA General Transport
Model (GTM) equipped with a novel control surface known as the Variable Camber Continuous
Trailing Edge Flap (VCCTEF).
In the same manner, the aeroelastic framework is also adapted to couple MSES, a fully-simultaneous
Euler/IBL solver, with the VLM in the loop. Aeroelastic solutions and computational wall clock time
from the TSD/IBL and MSES transonic viscous flow potential flow models are compared with higher
fidelity 3D aerodynamic solvers. The wall clock time of the transonic viscous flow potential flow
model is two orders of magnitude less than the three-dimensional Euler solver Cart3D. It is found
that that GTM lift slope calculated by the transonic and viscous potential flow method agrees with
Reynolds Averaged Navier-Stokes (RANS) to within 2.0% and the cruise lift over drag ratio agrees to
within 3.6%. A large design space of candidate VCCTEF configurations is evaluated using the TSD/IBL
and MSES transonic and viscous corrections and the best performing VCCTEF candidates are
compared. The VCCTEF candidate with the largest drag reduction is predicted to reduce cruise drag
by 7.04% and 5.71% by the TSD/IBL and MSES models, respectively. Furthermore, both models agree
on the best performing VCCTEF configuration.
315 From Wikipedia.

The commercial transport industry is trending towards incorporating composite materials and other
lightweight materials with the goal of achieving more energy-efficient aircraft. Weight reduction
leads to lower lift requirements and subsequent reductions in drag and thrust requirements.
Ultimately, lower drag and thrust translate into higher efficiency and lower fuel consumption. The
additional structural flexibility of these lightweight materials can, however, lead to aeroelastic
interactions that can degrade aerodynamic performance at off-design conditions. Recovering off-
design performance through the use of active wing shaping control can maximize the benefits of
employing lightweight/highly flexible aerospace materials in wing structures. In 2010, a conceptual
study titled “Elastically Shaped Future Air Vehicle Concept”[1] was conducted by NASA to investigate
multiple active wing shaping control concepts for flexible wings. The study proposed the Variable
Camber Continuous Trailing Edge Flap (VCCTEF) control effector as a means to elastically control the
wing washout twist and wing bending deflection to change the local angle of attack to reduce drag
[1–4]. Under the Fixed Wing project Active Aeroelastic Shape Control (AASC) element, NASA and
Boeing conducted a joint study to investigate the application and potential of the VCCTEF [5-6]. As
shown in Figure 9.5.2, the VCCTEF is composed of multiple spanwise flap sections connected by
Figure 9.5.2 VCCTEF Configuration on a Generic Transport Model (GTM)
flexible elastomer material. Unlike traditional flap systems, elastomer material is incorporated as a
means to prevent vorticity generation between flap sections that occurs if a geometric discontinuity
exists. The VCCTEF configuration for the General Transport Model (GTM) is comprised of three
chordwise segments
per spanwise flap, as
shown in Figure
9.5.3 where each
segment can finely
tune the camber of
the wing at any point
within the flight
envelope. Figure 9.5.3 VCCTEF Section with 3 Camber Segments (Green) Compared to a
The aircraft used in Traditional Flap System (Blue)
this study is based on
the NASA Generic Transport Model (GTM), which is a research model that originated from NASA
Langley Research Center. The model is selected because subsonic wind tunnel data is available for
validation of computational models. The GTM is a notional single-aisle, mid-size, 200-passenger
aircraft.1 The design lift coefficient is ¯CL = 0.51 at the design mid-cruise condition of M = 0.797 at
36000 ft, however, the stiffness properties of the GTM wing are scaled by half to represent current
trends towards lightweight and flexible wing designs. Therefore, the GTM with the flexible wing is
modeled as having a cruise ¯CL = 0.497 to account for the weight benefit of a lighter, but more flexible
wing. The GTM equipped with the VCCTEF is shown in Figure 9.5.4.
Previous studies of the GTM equipped with the VCCTEF have examined the drag reduction benefits of
the VCCTEF by estimating skin friction drag and predicting induced drag through the use of the
VLM.1, 2 Since VLM
does not account for
shock effects, wave
drag was not
optimized. Since the
GTM cruise speed is
Mach = 0:797, it is
necessary to account
for wave drag and
transonic effects on
lift and induced drag.
In a follow up study
by ([Lebofsky et
al,)[7] an Euler
solver was leveraged
to create two- Figure 9.5.4 Illustration of the GTM Aircraft Equipped with the VCCTEF
dimensional (2D) lift
and drag databases from which to sample and augment the VLM spanwise lift and drag distributions.
The study also refined the estimate for skin friction drag by using a flat plate analytical
approximation. The framework was efficient and accounted for transonic effects on lift and drag. A
limitation of the approach is that it relied on having a database of high-fidelity airfoil data. For
example, if one wished to optimize the layout of the VCCTEF, it would be necessary to create an
exhaustive database of all the configurations to be evaluated a priori. Creating the database can be
time consuming and may yield erroneous predictions for large wing deformations. The approach
also did not capture viscous boundary layer effects on lift and drag. In 2016, a single-pass framework
that coupled 2D Transonic Small Disturbance (TSD) and Integral Boundary Layer (IBL) solutions
in the loop with the VLM was developed by Chaparro et al8 to capture transonic and viscous effects
on lift and drag.
This paper expands on the viscous and transonic corrections presented in [2016 Van Dam et al]
presented a methodology to couple 2D and 3D aero models for high lift predictions [9,10]. The
algorithm is adapted to couple the VLM with TSD/IBL by altering the incidence angle across the wing
in the VLM model to capture viscous and transonic effects. The iterative re-twisting scheme is
incorporated into an aeroelastic framework that is optimized to efficiently couple the Finite Element
Analysis (FEA), VLM and TSD/IBL models. The framework is also adapted to use MSES, a fully
simultaneous Euler/IBL solver, instead of TSD/IBL, and the results are compared to the TSD/IBL
model and other high fidelity 3D aerodynamic solvers.
9.5.1.3 Aero-Structural Modeling
9.5.1.3.1 Vortex Lattice Model
Vorlax is an aircraft aerodynamic modeling tool based on the VLM. The VLM is an extension of
Prandtl’s lifting line theory that is applicable to a broader range of lifting surfaces including swept
and low aspect ratio wings. However, limitations
associated with the VLM in general apply to Vorlax
aerodynamic analysis. For example, Vorlax is
limited to subcritical or fully supersonic potential
flow, consequently, the drag prediction from
Vorlax accounts only for induced drag. Wave drag
and viscous drag must be modeled by other
methods. Vorview is the pre/post processor for
the Vorlax code that is used to generate the lattice
model and analyze results [11]. Once the VLM
model is generated by Vorview, it can be more
computationally efficient to deform the VLM
panels in Vorlax without using Vorview if the
airfoil shape can be assumed to not deform. The
Vorlax model of the GTM has been validated by
wind tunnel data [12]. The Vorlax GTM wing-body Figure 9.5.5 GTM Aircraft Wing-Body Model in
configuration is composed of 118 spanwise Vorview
panels with 12 chordwise segments each and is
shown Figure 9.5.5.
9.5.1.3.2 Transonic Small Disturbance Model / Integral Boundary Layer Model
TSFOIL is a TSD solver for flow past lifting airfoils [13]. TSFOIL is chosen for its rapid solve time, ease
of use, and its open-source architecture. The method has been shown to compare well with other
Euler solvers for moderate angles of attack. More detail about the TSD method as it pertains to the
present framework as well as 2D validation cases are available in previous work [8]. A mesh
sensitivity study is conducted to ensure that lift and drag do not change if the mesh is further refined,
and the results are shown in Figure 9.5.6. Lift is invariant across the three analyzed meshes. Some
small differences are seen at high lift, but this study focuses on cruise conditions. As expected, drag
is more sensitive to the mesh than lift. Coarsening the baseline mesh by half does change the drag
polar, but refining it to the maximum allowable mesh size in TSFOIL does not appreciably alter the
drag prediction.
The IBL model is presented in detail in prior work [14]. The IBL model employs a direct sequential
coupling of the TSD and viscous boundary layer equations with special treatment near the trailing
edge to prevent the boundary layer solution from becoming singular, known as Goldstein’s
singularity [15]. A Goldstein singularity results from strong interactions between the boundary layer
and the inviscid flow near the trailing edge separation point where strong adverse pressure gradients
are present. For a given Cp distribution across the airfoil surface, the model marches from the leading
edge stagnation point to the
trailing edge calculating the
boundary layer displacement
thickness at each node. In the
laminar region, the model uses
the compressible formulation
of Thwaites’ method [16] to
march the solution towards the
laminar to turbulent transition
point. Michel’s method [17] is
used to locate the transition
point. After transition, the
compressible formulation of
Head’s method [18] is used to
march to the trailing edge. The
displacement thickness over
the aft 5% of the chord is
linearly extrapolated to avoid
singular solutions near the
trailing edge. Flow separation
is determined when the Head
shape factor exceeds 2.2. The
IBL solution is not valid once
the flow is separated;
therefore, when flow
separation is predicted, the
displacement thickness is
linearly extrapolated
beginning 5% upstream of the
separation point. Further
detail of the IBL model can be
found in Ref. [14]. The IBL
model has been shown to agree
well with XFOIL19 for subsonic
flow and with RANS for
transonic flow [14]. The TSD/
IBL loop typically converges on
lift within four to five iterations
for the GTM at cruise
conditions.
9.5.1.3.3 Euler-IBL Model Figure 9.5.6 TSFOIL Mesh Sensitivity Study; Lift (a) and Drag (b)
(MSES)
MSES is a widely accepted
airfoil analysis code developed by Dr. Mark Drela [20] that is capable of capturing transonic and
boundary layer physics. MSES is a fully simultaneous solver, meaning that it solves the Euler and
boundary layer equations together using the global Newton method. Details regarding the
implementation and theory behind MSES can found in Ref. [20]. MSES is integrated in the loop to
handle arbitrary VCCTEF configurations without a need for look-up tables. MSES is also integrated
into the aeroelastic framework by automating the mesh coarsening/refinement steps listed in Table
9.5.1 in order to minimize
the number of airfoils that
fail to converge. The mesh
refinement sequence is
tuned for robustness such
that the number of GTM
airfoils that do not converge
at cruise conditions is
minimized; however, it may
be worthwhile to further
tune the sequence for other
aircraft and/or operating
conditions. Care is also taken Table 9.5.1 Automated Mesh Refinement Sequence for MSES
to initialize MSES from a
Figure 9.5.7 MSES Mesh Sensitivity Study ; Lift (a) and Drag (b)
previous solution whenever possible to reduce computation time. A mesh sensitivity study is
conducted and the results are shown in Figure 9.5.7. Lift is essentially insensitive to the three
meshes. While drag changes between the coarse and baseline mesh; the change between the baseline
and refined meshes is negligible. As a result, MSES is allowed to break out of the automatic mesh
refinement sequence as soon as it converges, but in order to ensure consistent drag predictions, MSES
is always re-run with the baseline mesh when the outer transonic and viscous correction loop
converges.
9.5.1.3.4 Static Aeroelastic Modeling Framework
A static aeroelastic modeling framework is used to couple the aerodynamics models to a finite
element model to appropriately model the wing aero-structural interaction at a given operating
condition. The structural model is a 3D beam finite element model developed by (Nguyen, Ting et
al.) [21,22]. Following prior work [7], the stiffness properties of the GTM wing are scaled by half to
represent current trends towards lightweight and flexible wing designs. The user can opt to specify
the aircraft angle of attack and solve for the aerodynamic loads, known as angle of attack mode.
Alternatively, the user can specify the aircraft lift coefficient and solve for the angle of attack and
aerodynamic loads, known as fixed lift coefficient mode. The framework is depicted in both fixed
angle of attack and fixed lift coefficient mode in Figure 9.5.8. The geometry deformer deflects the
Figure 9.5.8 Static Aeroelastic Modeling Framework for Fixed Angle of Attack (α) and Fixed Lift
Coefficient (b)
VCCTEF and generates the geometry input files for the VLM and TSD/IBL models. Vorview/Vorlax is
used to generate the vortex lattice model of the undeformed wing prior to applying the transonic and
viscous corrections and coupling with the FEA model. In fixed angle of attack mode, the VLM accounts
for the structural deformation by translating the wing VLM panels along the three cartesian
directions and by twisting the wing panels about the pitch axis. The VLM model is executed and the
aerodynamic loads corresponding to the deformed wing are then input into the FEA model. The two
solvers iterate until the wing tip twist converges. Similarly, in the fixed lift coefficient mode, the
aeroelastic lift matching loop iterates between Vorlax and FEA until the tip twist converges while
simultaneously converging to the specified aircraft lift coefficient by solving for the angle of attack
using to the aircraft lift curve slope.
The transonic and viscous correction loop couples TSD/IBL with the VLM and FEA models. The
methodology for the transonic and viscous corrections to VLM is described in detail in Section II.E.
It is worthwhile to note that the TSD/IBL correction is the most computationally expensive step in
the framework because it is applied on each spanwise section, but placing the TSD/IBL correction
outside of the aeroelastic loop minimizes the amount of TSD function calls and thus significantly
reduces overall computation time. In order to move the TSD/IBL correction outside of the aeroelastic
loop, it is assumed that the airfoils only twist about the pitch axis. However, twist about the yaw and
roll axis have a relatively minor impact on the aerodynamic loads.
9.5.1.3.5 Transonic and Viscous Corrections for the VLM
The transonic and viscous corrections leverage strip theory to couple the VLM with higher fidelity 2D
solutions. In this study, a total of 33 streamwise sections along the span of the wing, as shown in
Figure 9.5.10, are analyzed using either TSD/IBL or MSES to augment the VLM to capture transonic
and viscous effects. The flow chart shown in Figure 9.5.9 highlights the major building blocks of
the transonic and viscous correction method. Let y be the spanwise coordinate along the wing. The
transonic and viscous corrected aerodynamic loads are calculated using the following process:
1 The virtual twist g, and elastic twist Фy, for each section along the span are initialized to zero.
Figure 9.5.10 Streamwise Slices of the GTM wing for 2D Aerodynamic Analysis
Figure 9.5.9 Transonic and Viscous Correction Method Flow Chart
2 The incidence angle for each VLM panel is set to equal the sum of the geometric incidence
angle αinc, the elastic twist Фy, and the virtual twist angle:
̃inc (y) = αinc (y) + ϕy (y) + γ(y)
α
Eq. 9.5.2
Positive incidence angle is nose up.
3 The VLM and FEA models iterate at the specified input flight condition and until Фy converges.
The aeroelastic loop yields the wing deformation and the aircraft aerodynamic load
coefficients including spanwise distributions of lift coefficient cl(y), induced drag coefficient
cdi(y), and quarter-chord moment coefficient cmqc (y).
4 The 3D/2D transformation calculates the effective angle of attack:
cl vlm
α2D (y) = α0 (y) + − γ(y)
clα
Eq. 9.5.3
for each section where a0 is the zero lift angle of attack, and clvlm (y) is the section lift
coefficient at y from the VLM model. cla is the 2D lift slope with the Prandtl-Glauert
compressibility correction such that
2π
cla =
√1 − MΛ2 c/2
Eq. 9.5.4
where MΛc/2 is the sweep-corrected Mach number with respect to mid-chord.
5 If the TSD/IBL model is selected, steps 5(a) and 5(b) are repeated until the lift coefficient
converges for each spanwise section before proceeding to step 7.
(a) The TSD model is executed for each section at the effective 2D angle of attack. Surface
pressure and velocity are calculated for the upper and lower airfoil surfaces.
(b) The local pressure and velocity distributions are used by the IBL model to calculate
the boundary layer displacement thickness. The displacement thickness is then added
to the airfoil coordinates, effectively thickening the airfoil.
6 If the MSES model is selected, MSES is executed for each section at the effective 2D angle of
attack.
7 The virtual twist angle of each section is updated as
cl2Di (y) − clvlmi (y)

γi+1 (y) = γi (y) +
cla
Eq. 9.5.5
where cl2D is the airfoil lift coefficient computed by either TSD/IBL or MSES.
8 Steps 2 through 7 are repeated until the VLM sectional lift and the airfoil lift from either
TSD/IBL or MSES converges for all sections.
9 Viscous and wave drag from the 2D solutions are integrated over the span to calculate the
Table 9.5.2 Comparison of 3D Inviscid Lift Curve and Drag Polar Metrics of Interest for the Rigid GTM
total viscous and wave drag of the aircraft whereas the lift, pitching moment, and induced
drag are calculated by the re-twisted VLM model.
9.5.1.4 Results
9.5.1.4.1 Rigid Clean Wing GTM Results
1. Comparison of Inviscid Aerodynamic Solutions
The GTM is first modeled without the VCCTEF deflected, aeroelastic deformation, and viscous
correction. Five inviscid solutions are compared in Figure 9.5.11. The standalone VLM model is
considered the lowest order model out of the five because it does not capture transonic effects or
lifting surface thickness effects. The other solutions are VLM coupled with TSD, VLM coupled with
MSES and two solutions from a 3D Euler solver, Cart3D [27]. The two Cart3D solutions correspond
to a coarse mesh for exploratory studies that could be run on a local work station and a finer mesh
for higher fidelity drag calculations that must be run on a high performance cluster [28].
Unfortunately only one data point for the fine-mesh Cart3D model is available. Table 9.5.2
compares the 3D aircraft CLa , CL0 and the lift over drag ratio (L/D) at cruise. The VLM+TSD and
VLM+MSES models under-predict CLa by 8.7%, and 7.4%, respectively, when compared to Cart3D
(coarse). CL0 is under-predicted by 8.2% and 9.6% by the VLM+TSD and VLM+MSES models
respectively. The L/D ratio at cruise predicted by the VLM+TSD and VLM+MSES models agree with
the fine-mesh Cart3D model within 0.28% and 5.5% respectively.
Figure 9.5.11 Lift Curve (Left) and Drag Polar (Right) for the Rigid GTM Using Inviscid Aero Solvers
9.5.1.4.2 Comparison of Viscous Aerodynamic Solutions

The GTM without the VCCTEF deflected and no aeroelastic deformation is modeled with viscous
effects. Three viscous solutions are compared in Figure 9.5.11 and Table 9.5.3: VLM+TSD/IBL,
VLM+MSES, and RANS
(LAVA)[28,29]. LAVA is a grid-
flexible computational fluid
dynamic solver with specialized
modules for launch vehicle
applications developed at NASA
Ames Research Center. Both
transonic and viscous potential Table 9.5.3 Comparison of 3D Viscous Lift Curve and Drag Polar
flow models compare favorably Metrics of Interest for the Rigid GTM
with the RANS model. Although
Figure 9.5.12 Lift Curve (Left) and Drag Polar (Right) for the Rigid GTM Using Viscous Aero Solvers
a slight offset is seen between the RANS and the transonic and viscous flow VLM lift curves, the lift
slopes of the VLM+TSD/IBL and VLM+MSES models agree with RANS to within 2.0% and 0.3%
respectively as shown in Table 9.5.3. The cruise L/D predicted by the VLM+TSD/IBL and VLM+MSES
models agree with RANS to within 3.6% and 2.1% respectively.
9.5.1.4.3 Aeroelastic Clean Wing GTM Results
The full aeroelastic framework described in Section 7 is exercised to model the flexible GTM with the
transonic and viscous corrections. The lift curves and drag polar for the flexible GTM calculated using
the TSD/IBL and MSES corrections are compared in Figure 9.5.13. The cruise condition predicted
with RANS by (Denison et al)[28] is also included for comparison. The offset in lift between RANS
and the transonic and viscous potential flow models seen in the rigid analysis is also present in the
aeroelastic results. However, the cruise L/D predicted by the TSD/IBL and MSES corrections agree
with RANS to within 2.4% and 0.1%, respectively. The aeroelastic framework is able to capture how
Figure 9.5.13 Lift Curve (a) and Drag Polar (b) for the Aeroelastic GTM with Transonic and Viscous Flow
VLM Models
the wing deformation produces a more triangular lift distribution as shown in Figure 9.5.14. The
pressure coefficient contour plots in Figure 9.5.15 and the lift distributions from the two transonic
Figure 9.5.14 Aeroelastic Effect on Lift Distribution using TSD/IBL (a) and MSES (b) at C L = 0.497
and viscous flow VLM models agree well with each other, which suggests that the TSD/IBL model can
capture viscous and transonic physics with similar fidelity as MSES.
9.5.1.4.4 Rigid GTM Wing with VCCTEF
Deployed
The transonic and viscous corrections are
leveraged to rapidly evaluate a large number of
VCCTEF candidate configurations for the rigid
wing GTM model at the baseline cruise ¯CL = 0.51.
The analysis is conducted with the TSD/IBL
correction and then repeated with MSES to
compare the drag prediction capability of the
two models. For this study, the 16 VCCTEF flaps
are composed of three chordwise segments that
are constrained such that
δ𝑖
δ𝑘𝑖 = k
3
Eq. 9.5.6 Figure 9.5.15 Contour Plots of Pressure
where δi is the total flap deflection for ith flap and Coefficient Obtained with the Transonic and
δki is the deflection for the kth chordwise Viscous Potential Flow Models for the Flexible
segment of the ith flap. The total VCCTEF GTM at
deflections for the spanwise segments are CL = 0.497
parameterized according to the first four Chebyshev polynomials:
1
2ηi i−1
δi = [c1 c2 c3 c4 ]
4η2i − 1 where ηi = −1 +
nf − 1
[8η3i − 4ηi ]
Eq. 9.5.7
where nf = 16. A total of 85 VCCTEF candidates are selected by finding combinations of the
polynomial parameters, cj, subject to the following constraints
|δi − δi+1 | ≤ 2° , 1° ≤ δi ≤ 6° , − 10 ≤ cj ≤ 10
Eq. 9.5.8
The drag reduction achieved by the
VCCTEF, ΔCD, is defined as
∆CD = CDclean − CDvcctef

Eq. 9.5.9
Of the 85 VCCTEF candidates
evaluated, the average drag
reduction predicted by the TSD/IBL
model is 2.3 drag counts larger than
the MSES model. The flap
deflections for the top five
performing VCCTEF configurations
according to both models are plotted
in Fig. 15 of [Chaparro et al.
“Transonic and Viscous Potential
Flow Method Applied to Flexible Wing
Transport Aircraft”, 2017]. Note that Table 9.5.4 Drag Reduction (counts) for the Top Five GTM
the results from the TSD/IBL and VCCTEF Configurations
MSES models are very similar. The
two models agree on the first, third
Figure 9.5.16 Lift Distribution with the Best Performing VCCTEF Candidate Calculated with TSD/IBL
(a) and MSES (b)
and fourth best configurations, and their fifth best configurations have the same shape but are offset
by 0.75 degrees. The drag reduction predicted by the TSD/IBL and MSES models is tabulated for the
top five performing VCCTEF configurations in Table 9.5.4. The total drag reduction estimated for
the best configuration is 7.04% and 5.71% according to the TSD/IBL and MSES models, respectively.
Figure 9.5.16 shows how the lift distribution of the rigid GTM changes with the best performing
VCCTEF candidate. Note that lift distribution over the inboard half of the wing does not move towards
the elliptical lift distribution to minimize induced drag. By coupling the transonic and viscous
corrections to the VLM, the tradeoff between wave and induced drag becomes apparent. In this study,
the best performing VCCTEF candidate is reducing the total aircraft drag by accepting an induced
drag penalty in order to reduce wave drag, which is highest near the root where the airfoils are
thickest. Figure 9.5.17 compares the pressure coefficient contours between the clean wing and the
wing with the best performing VCCTCF candidate. The pressure contours demonstrate that deploying
the VCCTCF reduces wave drag by delaying the shock onset.
Figure 9.5.17 Change in Cp due to the Best Performing VCCTEF Candidate Calculated with the TSD/IBL
(a) and MSES (b) Models
9.5.1.4.5 Wall Clock Time Comparison

The motivation for developing the approach is to develop a VLM-based method that captures
transonic and viscous physics while maintaining relatively short wall clock times. Figure 9.5.18
shows a wall clock comparison between six aerodynamics models calculating a single fixed lift
aeroelastic solution: VLM, VLM+TSD, VLM+TSD/IBL, VLM+MSES(Euler), VLM+MSES(Viscous), and
Cart3D. Note that the calculations are conducted on a Macbook Pro with 16GB of memory and a 2.5
GHz Intel i7 processor, which has 4 cores/8 threads. Unfortunately, Vorlax does not have the ability
to run on multiple cores, but the TSD, MSES and Cart3D models are executed on all 4 cores. The
VLM+TSD/IBL run time is longer than the VLM+TSD time because the number of TSFOIL executions
increases when the IBL code is coupled. Nonetheless, the VLM+TSD/IBL is approximately three times
faster than VLM+MSES and two orders of magnitude faster than Cart3D. The shorter wall clock time
is especially important during conceptual design when there is a need to explore large design spaces
with reasonable accuracy. The computation time for the TSD/IBL and MSES models can be further
reduced by dynamically building a database of 2D solutions and interpolating lift as function angle of
attack and VCCTEF deflection. While it is not practical to run aeroelastic RANS cases for this study on
a Macbook Pro, it is worth noting that a single rigid-wing LAVA (RANS) case ran on 320 processors
on the NASA Pleiades
supercomputer
converges in about
four hours, which
highlights the
practicality of the
proposed transonic
and viscous potential
flow method for
flexible wing aircraft.
9.5.1.5 Conclusion
A novel approach to
efficiently augment
potential flow
methods with
corrections for
transonic and viscous Figure 9.5.18 Wall Clock Comparison Between Multiple Aerodynamic Codes
for a Single Fixed Lift Aeroelastic Solution
effects using TSD
coupled with IBL is
developed and applied to the GTM equipped with a novel control surface known as the Variable
Camber Continuous Trailing Edge Flap (VCCTEF). The transonic and viscous potential flow model is
shown to be in close agreement with the LAVA RANS solver; the lift curve slope agrees to within 2.0%
and the cruise L/D agrees to within 3.6%. The framework is also adapted to couple MSES, a fully
simultaneous Euler- integral boundary layer solver, with vortex lattice in the loop and the results are
compared to the TSD/IBL model. A large design space of VCCTEF candidates is evaluated using the
TSD/IBL and MSES augmentations for the VLM. The study demonstrated the VCCTEF’s ability to
reduce the overall drag of the rigid-wing GTM by 7.04% and 5.71% according to the TSD/IBL and
MSES VLM models, respectively. The study highlights the VCCTEF’s ability to tailor the camber of the
wing to reduce wave drag, which cannot be modeled with the VLM alone. The study also shows that
the TSD/IBL and MSES corrections agree on the best VCCTEF candidates, which suggests that the
TSD/IBL method can capture transonic and viscous flow physics with similar fidelity as the widely
accepted MSES code. Both transonic and viscous flow VLM models are orders of magnitude faster
than 3D Euler and RANS solvers. The MSES +VLM wall clock time is 3.1 times larger than the TSD/IBL
VLM model. The fast wall clock time and close agreement with RANS makes the VLM+TSD/IBL model
ideal for rapid design optimization studies during early design, which would otherwise be
impractical with RANS or Euler solvers especially when accounting for aeroelastic deformation of the
aircraft structures.
Acknowledgments
The authors would like to thank Marie Denison at Science and Technology Corporation in the NASA
Computational Aero-science Branch for providing the LAVA and Cart3D data used to compare with the
VLM modeling results. The authors would also like to thank the Advanced Air Transport Technology
(AATT) Project under the Advanced Air Vehicles Program (AAVP) of NASA Aeronautics Research Mission
Directorate (ARMD) for funding support of this work. The authors also would like to acknowledge the
work done by Boeing Research & Technology (BR&T) and the University of Washington for their
collaboration with NASA on this work under tasks NNL11AD25T and NNL12AD09T entitled
“Development of Variable Camber Continuous Trailing Edge Flap System” and “Development of Variable
Camber Continuous Trailing Edge Flap System for B757 Configured with a More Flexible Wing”.
9.5.1.6 References
[1] Nguyen, N., “Elastically Shaped Future Air Vehicle Concept,” NASA Innovation Fund Award 2010
Report, http://ntrs.nasa.gov/archive/nasa/casi.ntrs.nasa.gov/20110023698_2011024909.pdf,
Submitted to NASA Innovative Partnerships Program Office, October 8, 2010.
[2] Nguyen, N., and Urnes, J., “Aeroelastic Modeling of Elastically Shaped Aircraft Concept via Wing
Shaping Control for Drag Reduction,” AIAA Atmospheric Flight Mechanics Conference, AIAA-2012-
4642, August 2012.
[3] Nguyen, N., Trinh, K., Reynolds, K., Kless, J., Aftosmis, M., Urnes, J., and Ippolito C., “Elastically
Shaped Wing Optimization and Aircraft Concept for Improved Cruise Efficiency,” 51st AIAA
Aerospace Sciences Meeting including the New Horizons Forum and Aerospace Exposition, AIAA-
2013-0141, January 2013.
[4] Ippolito, C., Nguyen, N., Totah, J., Trinh, K., Ting, E., “Initial Assessment of a Variable-Camber
Continuous Trailing-Edge Flap System for Drag-Reduction of Non-Flexible Aircraft in Steady-State
Cruise Condition,” AIAA Infotech@Aerospace (I@A) Conference, AIAA-2013-5143, August 2013.
[5] Boeing Report No. 2010X0015, "Development of Variable Camber Continuous Trailing Edge Flap
System,” October 4, 2012.
[6] Urnes, Sr., J., Nguyen, N., Ippolito, C., Totah, J., Trinh, K., Ting, E., “A Mission-Adaptive Variable
Camber Flap Control System to Optimize High Lift and Cruise Lift-to-Drag Ratios of Future N+3
Transport Aircraft,” 51st AIAA Aerospace Sciences Meeting including the New Horizons Forum and
Aerospace Exposition, AIAA-2013-0214, January 2013.
[7] Lebofsky, S., Ting, E., Nguyen, N., “Multidisciplinary Drag Optimization of Reduced Stiffness
Flexible Wing Aircraft With Variable Camber Continuous Trailing Edge Flap,” 56th
AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, AIAA-2015-1408,
January 2015.
[8] Chaparro, D., Fujiwara, G.E.C., Ting, E., and Nguyen, N., "Aerodynamic Modeling of Transonic
Aircraft Using Vortex Lattice Coupled with Transonic Small Disturbance for Conceptual Design", AIAA
Aviation 2016 Conference, Washington, D.C., AIAA paper 2016-3418, June 2016.
[9] Van Dam, C. P., Vander Kam, J.C., Paris, J.K., “Design-Oriented High-Lift Methodology for general
aviation and civil transport aircraft,” Journal of Aircraft, Vol. 38, No. 6, Nov.-Dec. 2001.
[10] Fujiwara, G.E.C., Nguyen, N., “Aero structural Design Optimization of a Subsonic Wing with
Continuous Morphing Trailing Edge”, 35th AIAA Applied Aerodynamics Conference, Denver, CO, June
5-9, 2017 (submitted for publication), 2017.
[11] Miranda, L.R., Elliot, R.D., and Baker, W.M., “A Generalized Vortex Lattice Method for Subsonic
and Supersonic Flow Applications,” NASA CR-2865, 1977.
[12] Nguyen, N., Nelson, A., Pulliam, T., “Damage Adaptive Control System Research Report,” NASA
Ames Research Center Internal Report, April, 2006.
[13] Stahara, S. S., “Operational Manual for Two-Dimensional Transonic Code TSFOIL,” NASA
Contractor Report 3064, December, 1978.
[14] Fujiwara, G. E. C., Chaparro, D., and Nguyen, N., "An Integral Boundary Layer Direct Method
Applied to 2D Transonic Small-Disturbance Equations," AIAA Aviation 2016 Conference, Washington,
D.C., AIAA paper 2016-3568, June 2016.
[15] Goldstein, Sidney. "On laminar boundary-layer flow near a position of separation." The Quarterly
Journal of Mechanics and Applied Mathematics 1.1, 1948, pp. 43-69.
[16] Thwaites, B., “Approximate Calculation of the Laminar Boundary Layer,” Aero. Quart., Vol. 1, pp.
245-280, 1949.
[17] Michel, R., “Etude de la Transition sur les Profiles d’Aile; Etablissement d’un Critere de
Determination de Point de Transition et Calcul de la Trainee de Profile Incompressible,” Tech. rep.,
ONERA, 1951. Report 1/1578A.
[18] Head, M.R., “Entrainment in the Turbulent Boundary Layer,” Aeronautical Research Council
Reports and Memoranda Report 3152, September 1958.
[19] Drela M., “Newton solution of coupled viscous/inviscid multielement airfoil flows,” AIAA Fluid
Dynamics, Plasma Dynamics and Lasers Conference, AIAA-1990-1470, June 1990.
[20] Drela, M. and Giles, M. B., “Viscous-Inviscid Analysis of Transonic and Low Reynolds Number
Airfoils,” AIAA Journal, Vol. 25, No. 10, Oct. 1987.
[21] Nguyen, N., Ting, E., Nguyen, D., Dao, T., and Trinh, K., “Coupled Vortex-Lattice Flight Dynamic
Model with Aeroelastic Finite-Element Model of Flexible Wing Transport Aircraft with Variable
Camber Continuous Trailing Edge Flap for Drag Reduction,” AIAA Atmospheric Flight Mechanics,
AIAA- 2013-4746, Boston, MA, August 2013.
[22] Ting, E., Nguyen, N., and Trinh, K., “Static Aeroelastic and Longitudinal Trim Model of Flexible
Wing Aircraft Using Finite-Element Vortex-Lattice Coupled Solution,” 55th
AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, AIAA-
2014-0837, National Harbor, MD, January 2014.
[23] Lebofsky, S., Ting, E., Nguyen, N., “Aeroelastic Modeling and Drag Optimization of Aircraft Wing
with Variable Camber Continuous Trailing Edge Flap,” 32nd AIAA Applied Aerodynamics Conference,
AIAA-2014-2443, June 2014.
[24] Ting, E., Nguyen, N., Lebofksy, S., “Static Aeroelastic Modeling of a Sub-Scale Wind Tunnel Model
with Novel Flap Concept,” 56th AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials
Conference, AIAA-2015-1407, January 2015.
[25] Fujiwara, G. E. C. and Nguyen, N., "Adaptive Aeroelastic Wing Shape Optimization for High-Lift
Configurations," AIAA Aviation 2015 Conference, Dallas, TX, AIAA paper 2015-2420 , 2015.
[26] Ting, E., Reynolds, K.W., Nguyen, N. and Totah, J., "Aerodynamic Analysis of the Truss-Braced
Wing Aircraft Using Vortex-Lattice Superposition Approach", AIAA Aviation 2014 Conference, AIAA
paper 2014-2597, 2014.
[27] Aftosmis, M.J., Berger, M.J., and Melton, J.E., “Robust and Efficient Cartesian Mesh Generation for
Component- Based Geometry,” AIAA Journal, Vol. 36, No. 6, 1998, pp. 953-960.
[28] Denison, M., Housman, J.A., Ting, E., Nguyen, N., “Comparison of Viscous and Inviscid Loads in a
Static Aeroelastic Model of the Variable Camber Continuous Trailing Edge Flap Concept in the
Transonic Regime”, AIAA Aviation 2016 Conference, AIAA paper 2016-3571, 2016.
[29] Kiris, C., Barad, M., Housman, J., Sozer, E., Brehm, C., and Moni-Yeta, S., “The LAVA computational
fluid dynamics solver,” 52nd Aerospace Sciences Meeting, AIAA paper 2014-0070, 2014.
9.6 VLM vs DLM

The DLM can be regarded as an extension of the Vortex Lattice Method (VLM), which is used for
steady load calculation. The subsonic Doublet Lattice Method (DLM) has been the industry standard
method for the calculation of unsteady air loads for the past three decades. A constant-doublet panel
has exactly the same velocity field as a vortex-ring panel, so there is really no fundamental difference
between the two methods. There are some differences in implementation details, however. Most
documented VL methods place a horseshoe vortex at the ¼ chord location of each surface panel, so
that each panel has its own trailing vortices which extend into the wake. No special treatment of the
wake is then necessary. Putting the vortex at the ¼ chord location allows accurate results with very
few chord-wise panels. Just one or two chord-wise panels are often sufficient. Most DL methods put
a constant-doublet distribution on each surface AND wake panel. This is equivalent to putting a ring
vortex around the perimeter of each panel rather than the 1/4-chord location. The requires more
chord-wise panels to get the center of lift position roughly correct. On the other hand, DL is more
convenient for unsteady flows, where the wake doublet strengths are not constant and so the
horseshoe vortex representation is not very natural. For further consideration, please consult [L. H.
van Zyl]316.
316 L. H. van Zyl, ”Robustness of the subsonic doublet lattice method”, The Aeronautical Journal, 2003.
9.7 Vortex Panel Method (VPM) vs. DLM
The Vortex Panel Method (VPM) is a very simple and computationally inexpensive method to solve
the incompressible/inviscid flow past airfoils. It was investigated by [Sulton et al.]317 and have shown
that it is capable of solving the flow past a thin airfoils for subsonic and laminar flows. For transonic
and turbulent flows, as the angle of attack increased, the method lacks the precision, specially near
leading and trailing edges. As a comparison, vortex lattice methods are:
➢ Similarities
• singularities are placed on a surface
• the non-penetration condition is satisfied at a number of control points
• a system of linear algebraic equations is solved to determine singularity strengths
➢ Differences
• Oriented toward lifting effects, and classical formulations ignore thickness
• Boundary conditions (BCs) are applied on a mean surface, not the actual surface (not
an exact solution of Laplace’s equation over a body, but embodies some additional
approximations, i.e., together with the first item, we find ΔCp, not Cp upper and Cp lower)
• Singularities are not distributed over the entire surface
• Oriented toward combinations of thin lifting surfaces (recall Panel methods had no
limitations on thickness)318.
317 Khalid M. Sultan, Anas M. Elshabli, Mohammed A. Kashbour, Seraj A. Ben. Ateiga, “Performance assessment
of the vortex panel method”, Libyan Journal of Science & Technology, (2019).
318 Aerodynamics of 3D Lifting Surfaces through Vortex Lattice Methods, 1998.
10 Solution Methods for Inviscid (Euler) Equations
10.1 Background
The interest in Euler equations arises from the fact that in many primary design the information
about the pressure alone is needed. In boundary layer where the skin friction and heat transfer is
required, the outer edge condition using the Euler. The Euler equation is also of interest because of
interest in major flow internal discontinuities such as shock wave or contact surfaces. Solutions
relating to Rankine-Hugonist Equations are embedded in Euler equation. The Euler equations
govern the motion of an Inviscid, Non-
heat-Conducting flow have different Subsonic Sonic Supersonic
character in different regions. If the flow Flow
M<1 M=1 M>1
is time-dependent, the flow regimes is
Steady Elliptic Parabolic Hyperbolic
hyperbolic for all the Mach numbers and
solution can be obtained using marching Unsteady Hyperbolic Hyperbolic Hyperbolic
procedures. The situation is very
Table 10.1.1 Classification of the Euler Equation on
different when a steady flow is assumed.
Different Regimes
In this case, Euler equations are elliptic
when the flow is subsonic, and
hyperbolic when the flow is supersonic. For transonic flows, has required research and development
for many years.
Table 10.1.1 shows the different flow regimes and corresponding mathematical character of the
equations.
10.2 Method of Characteristics

For inviscid flows, method of Characteristics is the oldest and most nearly exact method which still
used to solve parabolic PDE’s. Other notable methods are Shock-Capturing which could be used to
capture large pressure gradients within a supersonic flow using a predictor-corrector scheme such
as Mac Cormack’s. The Euler equations for steady-state, isentropic, irrotational can be combined into
a single equation as potential equation. This could be treated using a type-dependent differentiation
where for supersonic regions where the flow is hyperbolic an upwind differential recommended. For
subsonic region, where the flow is elliptic, a central differencing recommended. Evidently, the
solution methods are dependent on several parameters confined to problem at hand. The description
for some legacy discretization methods and their characteristic behavior are available in literature.
Closed form solutions of non-linear hyperbolic partial differential equation do not exists for general
cases. In order to obtain the solution to such an equations we are required to resort to numerical
methods. The method of characteristics is the oldest and most nearly exact method in use to solve
hyperbolic PDEs. Even though this technique is been replaced by newer finite difference method. A
background in characteristic theory and its application is essential. The method of characteristics is
a technique which utilizes the known physical behavior of the solution in each point in the flow.
10.2.1 Linear Systems
Consider Steady Supersonic of Inviscid, Non-heat conducting of small perturbation for 2D perfect gas
[Anderson et al.]319 as depicted in Figure 10.2.1.
D. Anderson, J., Tannehill, R., Pletcher, ”Computational Fluid Mechanics and Heat Transfer”, ISBN 0-89116-
319
471-5 – 1984.
 
(1 − M  ) xx +  yy = 0 denoting (1 − M  ) = β 2 and u = ,v=
x y
u v v u w w
β2 − =0 , − =0 write in vector form + [ A] =0
x y x y x y
 1
u   0 − 2
where w =   and [ A] = β
v  
− 1 0 
Eq. 10.2.1
The eigenvalues of this system are the
eigenvalues of [A]. These are obtained by
extracting the roots of characteristics equation of
[A] as
1
−λ −
[ A] − λ[I] = 0 or β2 = 0 ,
−1 −λ
1 1 1
λ2 − = 0 , λ1 = , λ2 = −
β 2
β β
Eq. 10.2.2
This is pair of roots from the differential equation
of characteristics. Next we determine the
compatibility equation. These equations are Figure 10.2.1 Characteristics of Linear
obtained by pre-multiplying the system of Equation
equations by left eigenvectors of [A]. This
effectively provides a method for writing the equations along the characteristics. Let L1 represents
the left eigenvectors of [A] corresponding to λ1 and L2 represents the left eigenvectors corresponding
to λ2. Drive the eigenvectors of [A]:
T
[Li ] [𝐀 − λi 𝐈] = 0
1 1
− − 2
l β β −β β
L1 = [ 1 ] → [l
⏟ 1 l2 ] =0 L1 = [ ], L2 = [ ]
l2 1 1 1
LT −1 −
[⏟ β]
𝐀
Eq. 10.2.3
The compatibility equations along λ1 is obtained from
T T
[Li ] [wx + [A]wy ] = 0 or [Li ] [wx + λi wy ] = 0
1
ux + uy
β
Compatibility along λ1 is obtained [-β , 1] =0
1
v + v
[ x β y]
∂ 1 ∂ ∂ 1 ∂
(βu − v) + (βu − v) = 0 , similarly (βu + v) − (βu + v)
∂x β ∂y ∂x β ∂y
Eq. 10.2.4
It is expressed the fact that quantity (βu-v) is constant along λ1, and (βu+v) is constant along λ2. The
quantities are called Riemann Invariants. Since these two quantities are constant and opposite pair
of characteristics, it is easy to determine u and v at a point. If at a point we know (βu-v) and (βu+v),
we can immediately compute both u and v.
10.2.2 Non-Linear Systems
The development presented so far is for a system linear equations for simplicity. In more complex
nonlinear settings, the results are not as easily obtained. In the general cases, the characteristics
slopes are not constant and vary with fluid properties320 shown in Figure 10.2.2. For a general
nonlinear problem, the characteristics equation must be integrated numerically to obtain a complete
flow field solutions. Consider a 2D supersonics flow of a perfect gas over a flat surface. The Euler
equation governing this inviscid flow as a matrix form
u
∂w ∂w v
+ [A] =0 where w = [ ] and
∂x ∂y p
e
2
v
uv −a − 0
p
v 2 u2 − a2
1 0 2
(u − a ) 0
[A] = u ρu
u2 − a2
−ρva2 ρua2 uv 0
v v 2
(u − a2 )
[ −ρv ρu
u u ]
Eq. 10.2.5
The eigenvalues of [A] determine the characteristics direction and are [Anderson et al.] 321
v v uv + a√u2 + v 2 − a2 uv − a√u2 + v 2 − a2
λ1 = , λ2 = , λ3 = , λ4 =
u u u2 − a2 u2 − a2
Eq. 10.2.6
The matrix of left eigenvectors associated with these values of λ may be written as
320
See previous.
D. Anderson, J., Tannehill, R., Pletcher, ”Computational Fluid Mechanics and Heat Transfer”, ISBN 0-89116-
321
471-5 – 1984.
ρu ρv
0 1
a2 a2
ρu ρv 1 0
[T]−1 = − 1 u 1 1
+ 0
√u2 + v 2 − a2 v √u2 + v 2 − a2 ρva
1 u 1 1
−v 0
[ √u2 + v 2 − a2 v √u2 + v 2 − a2 ρva ]
Eq. 10.2.7
We obtain the compatibility relations by pre-multiplying the original system by [T]-1. These relations
along the wave fronts are given by:
du dv β dp dy du dv β dp dy
−v +u + = 0 along = λ3 v −u + = 0 along = λ4
ds3 ds3 ρ ds3 dx ds4 ds4 ρ ds4 dx
Eq. 10.2.8
These are an ordinary differential equations which holds along the characteristic with slope λ 3, λ4,
while arc length along this characteristics is denoted by s3, s4. In contrast to linear example, the
analytical solution for characteristics is not known for the general nonlinear problem. It is clear that
we must numerically integrate to
determine the shape of the
characteristics in step by step manner.
Consider the characteristic defined by
λ3. Stating at an initial data surface, the
expression can be integrated to obtain
the coordinates of next point at the
curve. At the same time, the
differentials equation defining the
other wave front characteristics can be
integrated. For a simple first-order
integration this provide us with two
equations for wave front
characteristics. From this expressions,
we determine the coordinate of their
intersection, point A. Once the point A
is known, the compatibility relations,
are integrated along the characteristics
to this point. This provide a system of Figure 10.2.2 Characteristics of Nonlinear solution point
equations at point A. This is a first- (exaggerated)
order estimate of the both the location
of point A and the associated flow variables. In the next step, the new intersection point B can be
calculated which now includes the nonlinear nature of the characteristic curve. In a similar manner,
the dependent variables at point B are computed. Since the problem is nonlinear, the final
intersection point B does not necessary appear at the same value of x for all solution points.
Consequently, the solution is usually interpolated onto an x-constant surface before the next
integration step. This requires additional logic and added considerably to the difficulty in turning an
accurate solution [Anderson et al.]322.
10.3 Shock Capturing Method

10.3.1 Explicit McCormack Method
The shock capturing schemes are most used techniques for computing inviscid flows with shocks. In
this approach, the Euler’s equations are cast in conservative form for and shocks wave predicted as
part of solution. The shock waves predicted by these methods are smeared over several grid intervals
bur the simplicity of the approach may outweigh the slight compromised in the results. First we
consider 2D steady supersonic flow. We assume the x-axis forms the body surface and marching
direction. The equations can be written as
ρu ρv
∂𝐄 ∂𝐅
+ = 0 where 𝐄 = [p + ρu2 ] and 𝐅 = [ ρuv ]
∂x ∂y ρuv p + ρv 2
Eq. 10.3.1
This is a hyperbolic PDE and explicit Mac Cormack scheme would be a good choice as
̅̅̅̅̅̅ ∆x n 1 ̅̅̅̅̅̅ ∆x ̅̅̅̅̅̅ ̅̅̅̅̅̅

𝐄in+1 = 𝐄in − (𝐅i+1 − 𝐅in ) → 𝐄in+1 = [𝐄in + 𝐄in+1 − (𝐅in+1 − 𝐅i−1
n+1
)]
⏟ ∆y 2
⏟ ∆y
predictor corrector
Eq. 10.3.2
At the end of predictor/corrector step, E must be decoded to obtain the primitive variables. This way,
the flux vector can be evaluated for the next integration step. The y-components of velocity v is
immediately known
E3 E1 γ E2 γ E2 2 γ − 1
v= , ρ= , u= ± √( ) − (2H − v 2 ) , p = E2 − ρu2
E1 u γ + 1 E1 γ + 1 E1 γ+1
Eq. 10.3.3
Having completed this process, F can be
recalculate and the next step can be
implemented. Readers also should
consult the work by [Mahdi and Al-
Kwarizmi]323 for shock capturing on a
2D compressible unsteady Euler
equation. Using a Mac Cormack's time
marching method that an explicit finite-
difference technique. The test case Figure 10.3.1 Supersonic Flow Over Circular Arc with
chosen is that of a transonic and Inlet M=1.4 - Courtesy of [Mahdi and Al-Kwarizmi]
supersonic flow through a channel with
a circular arc bump on the lower wall, half wedge and extended compression corner.
322 D. Anderson, J., Tannehill, R., Pletcher, ”Computational Fluid Mechanics and Heat Transfer”, ISBN 0-89116-
471-5 – 1984.
323 Ahmed Fouad Mahdi, Al-Kwarizmi, “Shock Wave Capturing Numerically in Two-Dimensional Supersonic Wind
Tunnel for Different Configurations”, Eng. & Tech. Journal, Vol. 30, No.3 , 2012.
10.3.2 1D Upwind Flux-Splitting Scheme (Steger-Warming)
This is usually used as a Shock Capturing Method and belongs to a class of solutions as AUSM
(Advection Upstream Splitting Method). It is developed as a numerical inviscid flux function for
solving a general system of conservation equations. It is based on the upwind concept and was
motivated to provide an alternative approach to other upwind methods, such as the Godunov
method, flux difference splitting methods by [Roe]324, [Solomon and Osher], flux vector splitting
methods by [Van Leer]325, and [Steger and Warming. The AUSM first recognizes that the inviscid flux
consist of two physically distinct parts, i.e., convective and pressure fluxes. The former is associated
with the flow (advection) speed, while the latter with the acoustic speed; or respectively classified as
the linear and nonlinear fields. Currently, the convective and pressure fluxes are formulated using
the eigenvalues of the flux Jacobian matrices. To illustrates the flux splitting concepts, consider
the one-dimensional system of hyperbolic PDE,
∂U ∂E + −
∂ U ∂ E+ ∂ E−
+ = 0 define E = E + E so + + =0
∂t ∂x ∂t ∂x ∂x
Eq. 10.3.4
Where the plus indicates a backward differencing, a minus forward differencing is required. The split
flux can be used either for explicit or implicit algorithms. For example, a second-order upwind,
predictor/corrector scheme (Beam & Warming, 1975) used as
Δt
Predicter Ujn+1 = Ujn − (∇ Ej+ + Δ Ej− )
∆x
1 n Δt Δt
Corrector Ujn+1 = [Uj + Ujn+1 − (∇2 Ej+n + ∇Ejn+1 ) + (Δ2 Ej−n − ΔEj−n+1 )]
2 ∆x ∆x
Eq. 10.3.5
An implicit algorithm using the trapezoidal rule is derived
Δt Δt
{[I] + (∇[Aj ]+ + Δ[Aj ]− )} ΔUjn = − [∇E + + ΔE − ]
2Δx ∆x
Eq. 10.3.6
This algorithm is 1st order accurate in space, 2nd order accurate in time. The left hand side can be AF
and ignoring the 2nd order cross terms
Δt Δt Δt
([I] + ∇[Aj ]+ ) ([I] + Δ[Aj ]− ) ΔUjn = − [∇E + + ΔE − ]
2Δx 2Δx Δx
Δt Δt
([I] + ∇[Aj ]+ ) ΔUj′ = − [∇E + + ΔE − ]
2Δx Δx
Δt
([I] + Δ[Aj ]− ) ΔUjn = ΔUj′
2Δx
Eq. 10.3.7
In this equations, each one dimensional sweep required the solution of two block bi-diagonal (here
1) system. Usually the advantages of AP is more pronounced in multi-dimension problem. The use of
split flux techniques for shock capturing applications produces somewhat better results than
standard central difference schemes.
324 Roe, Flux Differencing Scheme Details.

325 Bram van Leer, “Flux-Vector Splitting for the 1990s”, The University of Michigan, N91-21073.
10.3.3 Total Variation Diminishing (TVD) as other Upwind Schemes
In numerical methods, Total Variation Diminishing (TVD) is a property of certain discretization
schemes used to solve hyperbolic partial differential equations. To capture the variation fine grids
(∆x = very small) are needed and the computation becomes heavy and therefore un-economic. The
use of coarse grids with central difference scheme, upwind scheme, hybrid difference scheme, and
power law scheme gives false shock predictions. TVD scheme enables sharper shock predictions on
coarse grids saving computation time and as the scheme preserves monotonicity there are no
spurious oscillations in the solution. In systems described by partial differential equations, such as
the following 1D hyperbolic advection equation,
∂U ∂U ∂E
+ [A] where [A] =
∂t ∂x ∂U
∂U
TV = ∫ | | dx = ∑|Uj+1 − Uj | subject to TV(Un+1 ) ≤ TV(Un )
∂x
Eq. 10.3.8
Conventional shock capturing schemes for the solution of nonlinear hyperbolic conservation laws
are linear and L2-norm stable when considered in the constant coefficient case326. There are three
major difficulties in using such schemes to compute discontinuous solutions of a nonlinear system,
such as the compressible Euler equations:
1. Schemes that are second (or higher) order accurate may produce oscillations wherever the
solution is not smooth.
2. Nonlinear instabilities may develop in spite of the &-stability in the constant coefficient case.
3. The scheme may select a nonphysical solution.
It is well known that monotone conservative difference schemes always converge and that their limit
is the physical weak solution satisfying an entropy inequality. Thus monotone schemes are
guaranteed not to have difficulties (2) and (3). However, monotone schemes are only first-order
accurate. Consequently, they produce rather crude approximations whenever the solution varies
strongly in space or time. When using a second- (or higher) order accurate scheme, some of these
difficulties can be overcome by adding a hefty amount of numerical dissipation to the scheme.
Unfortunately, this process brings about an irretrievable loss of information that exhibits itself in
degraded accuracy and smeared discontinuities. Thus, a typical complaint about conventional
schemes which are developed under the guidelines of linear theory is that they are not robust and/or
not accurate enough. The class of TVD schemes contains monotone schemes, but is significantly
larger as it includes second-order accurate schemes.
10.3.3.1 The Upwind Connection to Explicit Artificial Dissipation
If the viscosity isn’t large enough, velocity oscillations about the correct mean velocity are observed
to develop behind a shock. These oscillations can be interpreted as a macroscopic version of heat
energy, i.e., fluctuating kinetic energy in place of fluctuating molecular energy327. These upwind
schemes all claim (with good justification) to be physically consistent since they follow in some sense
the characteristics of the flow. They in general can be shown to produce sharp oscillation free shocks
without added artificial dissipation. Figure 10.3.2 shows the coefficient of pressure for a shock
without artificial dissipation (left); with artificial dissipation (right). Also these schemes have an
inherent amount of internal dissipation, due to the one sided differences, which cannot be modified
or decreased. It may be advantageous to have the flexibility of a simple central difference scheme
326 H. C. Yee, NASA, “Implicit Total Variation Diminishing (TVD) schemes for steady-state calculations”, Journal of
Computational Physics, March 1985.
327 Flow Science Blog, “What are Artificial and Numerical Viscosities?”
with a controllable
amount of artificial
dissipation. It can be
shown that the
upwind schemes have
an equivalence to
central difference
schemes with added
dissipation. The
central schemes are
much simpler and
more flexible and are
therefore desirable if Figure 10.3.2 Coefficient of Pressure for a Shock
the dissipation can be
added in an analogous fashion to the upwind schemes328. This is often called the Implicit Artificial
Dissipation as opposed to Explicit one which purposely added to a difference equation and, been
discussed previously. In general, the flux of any scheme can be written as
⏟f + f − fFTCS
⏟ FTCS = Foward Time & Central Space
FTCS flux Flux due to Artificial Viscosity
Eq. 10.3.9
10.3.4 3D Unsteady Euler Equation Solutions Using Flux Vector Splitting
To compute the flow of a store released from an aircraft, it is desirable to solve the unsteady Euler
equations on a grid that moves with the store along its trajectory [Whitfield]329. The objective here
is to solve the 3D unsteady Euler equations on a time-dependent grid. The computations presented
here are for bodies whose motion is prescribed. As the solution advances in time, body motion could
be determined from the Euler equations by using force and moment coefficients obtained from the
Euler solution in the dynamic equations of motion for the body to determine the trajectory of the
body. The objective of this report is to present and verify dynamic-grid Euler equations
computations. Following the development in [Whitfield], the strong conservation law of the Euler
equations in curvilinear coordinates can be written as:
T. H. Pulliam, “Solution Methods in Computational Fluid Dynamics”, NASA Ames Research Center, USA.
328
David, L., Whitfield, “Three-Dimensional Unsteady Euler Equation Solutions Using Flux Vector Splitting”,
329
NASA-CR-173254 19840008789.
Q F G H
+ + + =0 (7.18)
τ ξ η ζ
ρ  ρU   ρV   ρW 
 ρu   ρuU + ξ p   ρuV + η p   ρuW + ζ p 
   x   x   x 
Q = J  ρv  , F = J  ρvU + ξ y p  , G = J  ρvV + η y p  , H = J  ρvW + ζ y p 
       
ρw   ρwU + ξ z p   ρwV + ηz p   ρwW + ζ z p 
 ρe   U(e + p) − ξ t p V(e + p) − η t p  W(e + p) − ζ t p
 ( , ,  )
and ξ = ξ (x, y, z) , η = η (x, y, z) , ζ (x, y, z) , t =  and J =
 ( x, y , z )
M atrices of transformation are :
ξ x = J (y η z ζ − y ζ z η ) , ξ y = J (x η z ζ − x ζ z η ) , ξ z = J (x η y ζ − x ζ y η )
η x = J (y ξ z ζ − y ζ z ξ ) , η y = J (x ξ z ζ − x ζ z ξ ) , ηz = J (x ξ y ζ − x ζ x ξ )
 x = J (y ξ z − y z ξ ) ,  y = J (x ξ z − x z ξ ) ,  z = J (x ξ y − x y ξ )
with contvariant velocity components
U = ξ x u + ξ y v + ξ z w , V = ηx u + η y v + ηz w , W = ζ x u + ζ y v + ζ z w
Eq. 10.3.10
The 3D unsteady Euler equations,
Eq. 10.3.10, are a hyperbolic system of five equations and hence have five characteristic velocities
in each of the three spatial directions. These characteristic velocities are determined from the
quasilinear form of
Eq. 10.3.10. A finite volume discretization of
Eq. 10.3.10 balances the increase of the conserved quantity in a computational cell, or volume, with
the flux of the quantity through the surface of the cell. Assuming the dependent variables are
constant in the interior of cell i, j, k, and that the flux vectors F, G, and H are constant over the constant
ξ , constant η and constant surfaces of the ζ , respectively, an explicit discretization yields:
n+1 n n n
⏟ i,j,k − Q i,j,k ) ∆ξ∆η∆ζ = − (Fi+1,j,k − Fi−1.j.k ) ∆η∆ζ
(Q
2 2
∆Q
∆τ
− (Gn 1 − Gn 1 ) ∆ξ∆ζ − (H n 1 − Hn 1 ) ∆ξ∆η

i,j+ ,k i,j− ,k i,j,k+ i,j,k−
2 2 2 2
Eq. 10.3.11
and time step Δτ is given in [Whitfield], or using the classical Runge-Kutta scheme. The central
difference operator is been used in Eq. 10.3.11 indicates the flux vectors are evaluated at cell faces
in this finite volume formulation. The numerical scheme used is a finite volume version of the second-
order upwind scheme of [Beam & Warming]330, while the present scheme is an extension of that used
by [Deese]331.
330 Warming, R. F. , and Beam, K. M., "Upwind Second·-Order Difference Schemes .md Applications in Aerodynamic
Flows," AIAA ,Journal, Vol. 14. No.9, September 1976, pp. 1241-1249.
331 Deese, J. E, "Numerical Experi1D:ents with the Split-Flux··Vector Form of the Euler Equations," AIAA Paper No.
83-0122, January 1983.

10.3.4.1 Flux Splitting
Hyperbolic partial differential equations, such as the Euler equations, are characterized by the
existence of a limited domain of dependence. The solution at a point does not depend on every
other point in the field; this means that information travels only in certain characteristic directions.
Numerical schemes intended to solve hyperbolic equations are usually enhanced by insuring that
the numerical method propagates information in the direction specified by the partial differential
equation. This can be done by using an upwind method, or one in which the difference operator is
taken in the direction from which the information should come. Stability properties are often
improved by unwinding, and it is usually unnecessary to add smoothing terms or artificial viscosity
to an upwind method. The 3D Euler equations,
Eq. 10.3.10, are a hyperbolic system of five equations and hence have five characteristic velocities
in each of the three spatial directions. These characteristic velocities are determined from the
quasilinear form of
Eq. 10.3.10. Details of splitting and test cases can be obtained from [Whitfield]. It is suffice to show
that five eigenvalues are:
λ1k = λ2k = λ2k = ⏟

ku + kv + kz , λ4k = θk + c|∇k| , λ5k = θk − c|∇k|
θk
1/2
where k = {ξ , η , ζ} and |∇k| = (k 2x + k 2y + k 2z )
Eq. 10.3.12
And c is speed of sound. As evident, two of the five right eigenvectors form a 2D subspace, within the
general 5-dimensional space spanned by all right eigenvectors, and that every member of this
subspace is itself an eigenvector. This phenomenon was attributed to the fact that their
corresponding eigenvalues are repeated, which creates a “symmetry” within the eigenvector space.
Although it may seem difficult to visualize any symmetry within a 5-dimensional vector space, part
of this symmetry reveals itself when we geometrically interpret the 2-dimensional subspace as a
plane. The Euler equations contain three types, or families of waves, one for every distinct eigenvalue.
Each family of waves carries a different signal. The waves traveling at the speed of the flow (λk1,2,3)
are called entropy waves, their signal being entropy, whereas waves traveling at the speed of sound
relative to the flow (λk4,5) are called acoustic waves. Unfortunately, the signal carried by acoustic
waves is not quantifiable in simple thermodynamic terms, but let us just say that they carry acoustic
information [Rohde] 332.
10.4 The Riemann Problem

The Riemann problem consists of a conservation law together with piecewise constant data having a
single discontinuity (i.e., shocks)[Kong]333. Here we will discuss the problem for a linear system, and
then discuss how the Riemann problem for the Euler equations, addressing specific problems that
will be focused on during comparisons of schemes. The initial state of the system is defined as
uL for x ≤ 0
u(x, t = 0) = {
uR for x ≥ 0
Eq. 10.4.1
To put into perspective, the initial state is constant for all negative x, and constant for all positive x,
332Axel Rohde, ”Eigenvalues And Eigenvectors Of The Euler Equations In General Geometries”, AIAA 2001-2609.
Kong, “Comparison of Approximate Riemann Solvers”, A dissertation submitted in partial fulfilment
333 Charlotte
of the requirement for the degree of Master of Science in Mathematical and Numerical Modelling of the
Atmosphere and Oceans, 2011.
but differs between left and right. In the one-dimensional case we can consider this problem as a gas
with one temperature and density located to the left of a removable wall and another gas with
another temperature and density to the right of the wall. At time t = 0 the wall is instantly removed
and the results are observed. In numerical analysis Riemann problems appear in a natural way in
finite volume methods for the solution of conservation law equations due to the discreteness of the
grid. For this we use approximate Riemann solvers, since iterative schemes are too costly some
assumptions must be made, which will be discussed further in the following section.
10.4.1 Roe Approximate Riemann Solver
The Roe solver, devised by [Roe]334, is an approximate Riemann solver based around the Godunov
scheme and works by looking for an estimate for the inter cell numerical flux or Godunov flux at the
interface between two computational cells. It essentially determine the approximate solution by
solving a constant coefficient linear system instead of the original nonlinear system. We study
the break-up of a single discontinuity. Those cases where F(u) is linear are well-known and
essentially trivial. Those cases where u is scalar and F is non-linear can be surprisingly complicated,
but have been thoroughly investigated. If u is a vector and F is non-linear, then the problem involves
non-linear algebraic equations together with, usually, logical conditions which express the fact that
a given member of the wave system may be present either as a shockwave or as an expansion fan. In
general, the most efficient way to solve these equations will depend on the system of conservation
laws from which they derive; ingenuity is required to exploit special features of each individual
system. The usual way of incorporating the Riemann problem into the numerical solution is to take
(un, un+i), for each i in turn, as pairs of states defining a sequence of Riemann problems, which are
then thought of as providing information about the solution within each interval (i , i+1). Various
individual methods are then distinguished by the way in which this information is put to use. Here,
we consider approximate solutions which are exact solutions to an approximate problem:
u t + Au x = 0  ut + Aˆ u = 0 , A = F
u
x
where A ˆ = 1 ( A + A ) = A 1 (u + u )
L R L R
2 2
1 ~ ~p ~ p  ~p
f Roe = F(u L ) + F(u R ) -  λ p α R  where α ~p = L (u R - u L )
2 p 
~ ~ ~ ˆ
and λ p , R p , Lp being the eigenvalue s and the right and left eigenvecto rs of A
and p = number of equations
Eq. 10.4.2
For further information, reader should consult the [Roe]329.
334P. L. Roe, “Approximate Riemann Solvers, Parameter Vectors, and Difference Schemes”, Journal of
Computational Physics 43, 357-372 (1981).
10.4.2 Case Study – Further Discussion Regarding the Shock Capturing Techniques to Evaluating
the Discourteous Solution
Author : Joseph J. S. Shang
Affiliation : Wright State University, 3640 Colonel Glenn Highway, Dayton, OH 45435-0001, USA
Title of Paper : Landmarks and new frontiers of computational fluid dynamics
Original Appearance : Advances in Aerodynamics (Springer Nature)
Citation : Shang, J.J.S. Landmarks and new frontiers of computational fluid dynamics. Adv.
Aerodynamic. 1, 5 (2019). https://doi.org/10.1186/s42774-019-0003-x
A major pacing item for CFD adopting shock capturing techniques is evaluating discontinuous
solution generated by shock waves and slip streams from shock interceptions. A breakthrough by
Godunov demonstrates a multi-dimensional flow field that contains shock waves and contact
surfaces can still be analyzed [16]. The discontinuities of the hyperbolic differential systems are
treated as a piecewise continuous data distribution within a control volume and to be solved across
the singular point as the Riemann problem. The underpinning principle is the monotonicity
preserving property of the hyperbolic difference equation; namely, temporal increment/decrement
of dependent variable is monotonic. Based on this property, Harten originates the total variation
diminishing (TVD) scheme and spans off a huge amount of research on TVD schemes and a variety of
flux limiters for analyzing piecewise discontinuous solutions for CFD [23].
From the physics viewpoint, the treatment of shock jump by flux splitting can be easily understood
through the concept of zone of dependence for supersonic flows. By solving a set of Riemann
problems over the entire computational domain according to their distinctive characteristics, this
approach actually honors the physics of domain of influence. The directional wave propagation is
constructed according to the phase velocity from the permissible database. In an outstanding work
by Steger and Warming, it has shown a systematic relationship of the real eigenvalue and eigenvector
for the split flux formulation. They also demonstrate the Euler equations, together with the equation
of state for gas, possessing the homogeneous function of degree one property [24].
The solving procedure for the split equation is by applying one-side differencing approximation to
achieve the approximate Riemann problem. The basic issue is that the split inviscid flux components
are not differentiable at singular sonic points. This behavior is also the peculiarity of the approximate
governing equations. The continuous viscous terms are solving simultaneously by spatially central
scheme. An incisive summary for using the approximated Riemann approximations can be found
from the work of Roe [25].
In spite of the rational treatments of discontinuous numerical solution, the undesirable artifact of
numerical oscillation or the Gibbs phenomenon is always presented around a singular point. A series
of excellent algorithms for maintaining computational stability and yielding sharp definition of a
piecewise continuous numerical solution are the ENO and WENO (weighted ENO) schemes [26, 27].
The fifth-order WENO scheme is supported by an overall stencil of five points; the smoothness of a
solution is measured by the sum of normalized squares of the scaled L2 norm for derivatives from the
lower-order polynomials. The conditioned information is incorporated into the weights definition to
improve the convergence at the critical points. It is revealed that the enhancement of the fifth-order
scheme is derived from a large weight assigned to the discontinuous stencils, but not from their
superior order of convergence at critical points.
From the lessons learned, the desired feature of a numerical scheme may be better selected from the
optimization in the Fourier space rather than by focusing on the lowest possible truncation error.
Along this line of reasoning, compact-difference scheme becomes a viable method to achieve high
resolution. The basic algorithm is an implicit procedure for evaluating derivatives, which has a small
stencil dimension and yet can maintain a lower level of dispersive and dissipative errors than the
conventional numerical schemes. The basic formulation of compact-difference approximation is
derived from the Hermite’s generalization of the Taylor series [28]. The compact differencing
formulations for evaluating the first-order and second-order derivative have been given by Lele [29].
The formulas are three-point spatially central scheme and require attention on boundaries. Since
the scheme is inapplicable on the immediately adjacent grid point next to a boundary, a transitional
operator between the boundary and the interior domain is required. The transitional boundary
scheme is not only required to transmit data from the boundary to the interior domain but also must
preserve the stability and accuracy for the global solution.
Although the high-resolution scheme is stable in the classic sense but the transition operator is one
of the sources that contributes to spurious high-frequency oscillations known as time-delay
instability. The time-instability is incurred by positive real eigenvalue components which dominate
the numerical result.
A very effective remedy to control the
time-delay instability has been
demonstrated by using a low-pass filter
[30]. The spectral function is a
symmetric numerical filter that contains
no imaginary part and has the low-pass
amplitude response. In other words, the
low-pass filter modifies only the
amplitude but not the phase relation
among all Fourier components.
In Figure 10.4.1, the accuracy and
effectiveness of the 4th and 6th order
compact-difference scheme
with/without including some fine tuning
is depicting to reduce significantly
dispersive and isotropic errors in
comparison with conventional
numerical methods such as the 2nd Figure 10.4.1 Comparison of dispersion error of
order MUSCL and the simple 4th order compact-difference scheme with others methods
explicit schemes. The detailed
comparison on dispersive error is display in the wave numbers range of π/4 < w < 2π.
The superior behavior of compact-difference schemes are noted, but the fine tuning may be
counterproductive [31]. The reduction for isotropic error for multi-dimensional computation by
compact-difference schemes is displaying in the wave numbers range from π/8 to 3π/4 in four
quadrants.
In most CD simulations, a high resolution solution is frequently needed in the high gradient regions
like shock jump, media interface, and flame front. A local grid refinement approach appears to be
very attractive; especially the grid refinement is independent from the global mesh system. The
spectral-like polynomial grid refinement method introduced by Korpriva that meets the
requirement, and the high resolution result is derived from the Gauss quadrature [32]. By this
approach, there is no need to reconstruct the overall grid system, but by just increasing the degrees
of polynomials within the refined grid block to capture the fine-structure features. The local grid
refinement numerical procedure is equally applicable to the temporal advancement of a time-
dependent problem. In some cases, it may even be possible to examine a problem that has
discontinuity between the integral intervals by relegating the singularity to the weighting function.
A unique behavior of the recursive formula for derivative computation is that the result depends on
all discretized points or the roots of the polynomial within the refined grid block. In fact, all high-
resolution schemes striving to achieve a spectral-like accuracy are by employing all discretized
points in an array to mimic the Gauss-quadrature formulation.
The spectral-like polynomial refinement for the entire computational domain is by dividing it into
grid-refining blocks. The local high resolution solution is generated within each grid-refining block
by the unequal-spacing roots from any of the classic orthogonal polynomials (Legendre, Laguerre,
Chebyshev, Hermit, Gegenbauer, Jacobi, Meixner-Poluckzek). For discontinuity capturing, an artificial
dissipative term may not be necessary within the sub grid domain for suppressing numerical
oscillations, but just by reducing the grid-refining space dimension or by increasing the order of the
polynomial. The local grid refinement approach has also been extended for solving the conservation
laws on unstructured grids [33].
10.4.3 References
[16] Godunov SK (1959) Finite-difference method for numerical computational of discontinuous
solution of the equations of fluid dynamics. Mat Sb 47:271–306
[18] Peaceman DW, Rachford HH (1955) The numerical solution of parabolic and elliptic differential
equations. J Soc Ind Appl Mat 3:28–41
[19] Richtmyer RD, Morton KW (1967) Differential methods for initial-value problem, 2nd ed. Inter
science Publishers, Wiley, New York
[20] Shang JS (2009) Computational fluid dynamics application to aerospace science. Aeronaut J
113(1148)
[21] Brandt A (1973) Multi-level adaptive technique (MALT) for fast numerical solution to boundary
value problem, lecture notes in physics, vol 18. Springer-Verlag, Berlin, pp 82–89
[22] Delaunay, B., Sur la Sphere Vide, Bull. Acad. Science, USSR, VII, Class. Sci. Mat. Nat. 1934.
[23] Harten A (1983) High-resolution schemes for hyperbolic conservation Laws. J Comp. Phys
49:375–385
[24] Steger JL, Warming RF (1981) Flux vector splitting of the inviscid Gas dynamics equations with
application to finite difference methods. J Comp. Phys 40:263–293
[25] Roe PL (1981) Approximate Riemann solvers, parameter vectors and difference schemes. J
Comp. Phys 43:357–372
[26] Balsara D, Shu CW (2000) Monotonicity preserving weighted essentially non-oscillatory
schemes with increasingly high order of accuracy. J Comp Physics 160:405–452
[27] Shu CW, Osher S (1989) Implementation of essentially non oscillatory shock capture scheme II.
J Comp physics 83:32–78
[28] Collatz L (1966) The numerical treatment of differential equations. Springer-Verlag, New York.
[29] Lele SK (1992) Finite difference schemes with spectral-like resolution. J Comp Phys. 103:16–14
[30] Gaitonde D, Shang JS (1997) Optimized compact-difference-based finite-volume schemes for
linear wave phenomena. J Comp Physics 138:617–643
[31] Gaitonde DV, Shang JS, Young JL (1999) Practical aspects of higher-order numerical schemes for
wave propagation phenomena. Int J Num. Methods Eng. 45:1849–1869
[32] Korpriva D (1994) Multidomain spectral solution of compressible viscous flows. J Comp Physics
115:184–199
[33] Korpriva D (1996) A conservative staggered-grid Chebyshev multi-domain method for
compressible flows, II. A semi structure method. J Comp Physics 129:475–488
10.5 Euler Equation With 2-Species335

To model two-fluid flows, the seven-equation model proposed by [Baer and Nunziato [25] is the most
complete model. In Baer and Nunziato's model, conservation equations of the mass, momentum and
energy are solved for each species and an additional transport equation is solved to describe the
335Man Long Wong, Sanjiva K. Lele ,” High-Order Localized Dissipation Weighted Compact Nonlinear Scheme for
Shock- and Interface-Capturing in Compressible Flows”, Department of Aeronautics and Astronautics, Stanford
University, Stanford, USA, 2019.
topology of the fluid-fluid interface. However, their model is computationally very expensive and
arguably retains redundant information. The simplest family of models to describe two-fluid flows is
the four-equation model which consists of equations of mass, momentum and energy for the mixture
of fluids as a whole and one transport equation. In order to suppress pressure oscillations across
material interfaces, different quantities were proposed for the transport equation in nonconservative
advection form. Abgrall [26] and Shyue [27] respectively suggested 1/(Υ - 1) or Y to be solved in the
transport equation for pressure equilibrium across material interfaces, where is the ratio of specific
heats of the mixture and Y is the mass fraction of one of the species. However, Abgrall's model has a
technical problem that interfaces cannot be described if both fluids have the same value of Υ and
Shyue's model has a strong assumption that molecular masses of the two fluids are the same. Worse
still, neither of the models conserves mass of each species discretely. Another family of reduced
models that are able to conserve the mass of each species and maintain pressure equilibrium at
interfaces is the five-equation model. The five-equation model proposed by [Allaire et al. [24] for two
immiscible, inviscid, and non-conducting fluids in the following form is used in present work:
∂Z1 ρ1 ∂
+ (Z ρ u ) = 0
∂t ∂xj 1 1 j
∂Z2 ρ2 ∂
+ (Z ρ u ) = 0
∂t ∂xj 2 2 j
∂ρui ∂
+ (ρui uj + pδij ) = 0
∂t ∂xj
∂E ∂
+ [u (E + p)] = 0
∂t ∂xj i
∂Z1 ∂Z1
+ uj =0
∂t ∂xj
Eq. 10.5.1
where ρ1 and ρ2 are the densities of fluids 1 and 2 respectively. ρ, ui, p, and E are the density, velocity
vector, pressure, and total energy per unit volume of the mixture respectively. Z1 is the volume
fraction of fluid 1. The volume fractions of the two fluids Z1 and Z2 are related by:
Z2 = 1 − Z1
Eq. 10.5.2
The ideal equation of state is used to close the system. By using the isobaric assumption, we are able
to derive an explicit mixture rule for the ratio of specific heats of the mixture:
1 Z1 Z2
= −
Υ − 1 Υ1 − 1 Υ2 − 1
Eq. 10.5.3
where Υ1 and Υ2 are the ratios of specific heats of fluids 1 and 2 respectively. In the absence of surface
tension, the isobaric assumption is consistent with pressure equilibrium across material interfaces.
The transport equation of volume fraction is solved in advection form. Following the approach
proposed by [ Johnsen et al. [21] and extended by [Coralic et al. [23], the following mathematically
equivalent form of the advection equation is used for the adaptation of a HLLC-type Riemann solver
to compute fluxes at midpoints between cell nodes:
∂Z1 ∂(Z1 uj ) ∂uj
+ = Z1
∂t ∂xj ∂xj
Eq. 10.5.4
10.5.1 Numerical Methods
In vector notation, Eq. 10.5.1, can be written as:
∂𝐐 ∂𝐅(𝐐) ∂𝐆(𝐐) ∂𝐇(𝐐)

+ + + = 𝐒(𝐐)
∂t ∂x ∂y ∂z
Eq. 10.5.5
Where Q, F, G, H, and S are the vectors of conservative variables, fluxes in the x, y, and z directions,
and sources, respectively. For two-species flow with five-equation model,
Z1 ρ1 u1 Z1 ρ1 v1 Z1 ρ1 w1 0
ρ Z2 ρ2 u1 Z2 ρ2 v2 Z2 ρ2 w2 0
ρu 2
ρu + p ρuv ρuw 0
𝐐 = ρv 𝐅 = ρv 𝐆 = ρv 2 + p 𝐇= ρwv 𝐒= 0
ρw ρw ρvw ρw 2 + p 0
[E] u(E + p) v(E + p) w(E + p) 0
[ Z1 u ] [ Z1 v ] [ Z1 w ] [Z1 ∇. u]
Eq. 10.5.6
u, v, and w are the components of velocity u in the x, y, and z directions respectively. For details on
solution scheme, please refer to [Wonga &Lele ]336.
10.5.2 References
[21] E. Johnsen, T. Colonius, Implementation of WENO schemes in compressible multicomponent
flow problems, Journal of Computational Physics 219 (2) (2006).
[22] T. Nonomura, S. Morizawa, H. Terashima, S. Obayashi, K. Fujii, Numerical (error) issues on
compressible multicomponent flows using a high-order differencing scheme: Weighted compact
nonlinear scheme, Journal of Computational Physics 231 (8) (2012).
[23] V. Coralic, T. Colonius, Finite-volume WENO scheme for viscous compressible multicomponent
flows, Journal of Computational Physics 274 (2014).
[24] G. Allaire, S. Clerc, S. Kokh, A five-equation model for the simulation of interfaces between
compressible fluids, Journal of Computational Physics 181 (2) (2002).
[25] M. Baer, J. Nunziato, A two-phase mixture theory for the deflagration-to-detonation transition
(DDT) in reactive granular materials, International Journal of Multiphase Flow 12 (6) (1986).
[26] R. Abgrall, How to prevent pressure oscillations in multicomponent ow calculations: a quasi
conservative approach, Journal of Computational Physics 125 (1) (1996).
[27] K.-M. Shyue, An effcient shock-capturing algorithm for compressible multicomponent problems,
Journal of Computational Physics 142 (1) (1998).
[28] T. Nonomura, K. Fujii, Robust explicit formulation of weighted compact nonlinear scheme,
Computers & Fluids 85 (2013).
336Man Long Wong, Sanjiva K. Lele ,” High-Order Localized Dissipation Weighted Compact Nonlinear Scheme for
Shock- and Interface-Capturing in Compressible Flows”, Department of Aeronautics and Astronautics, Stanford
University, Stanford, USA, 2019.
[29] E. M. Taylor, M. Wu, M. P. Martin, Optimization of nonlinear error for weighted essentially non
oscillatory methods in direct numerical simulations of compressible turbulence, Journal of
Computational Physics 223 (1) (2007).
11 Solution Methods for Viscous (Navier-Stokes) Equations
11.1 Preliminaries
The Navier-Stokes equation are very difficult to solve in their complete form. In general, a very large
amount of computer resources is needed to obtain a solution. This is particularly true for the
compressible N-S equations which are a mixed set of elliptic-parabolic equations, while the unsteady
incompressible N-S equations are a mixed set of hyperbolic-parabolic equations. As a consequence,
different numerical techniques must be used to solve them. The time dependent solution is normally
used when a steady-state flow is computed. That is, the unsteady N-S solutions are integrated in time
until a steady-state solution is achieved. Thus, for a three-dimensional flow field a four-dimensional
(3 space +1 time) problem must be solved. Besides being very CPU intensive, it needs a very large
amount of storage. That is why whenever possible, the complete compressible N-S equation should
be avoided. The compressible N-S and energy equations in Cartesian coordinates without body
force or external heat addition, in vector notation can be written as:
U E F G
+ + + =0 where U, E, F, and G are given by
t x y z
ρ  ρu 
 ρu   ρu + p − τ xx
2 
   
U =  ρv  , E= ρuv − τ xy 
   
ρw   ρuw + p − τ xz 
 E t  (E t + p)u − uτ xx − vτ xy − wτ xz + q x 
 
 ρv   ρw 
 ρuv − τ xy   ρuw − τ xz 
   
F= ρv 2 + p − τ yy  , G= ρvw − τ yz 
   
 ρvw − τ yz   ρw + p − τ zz
2

(E t + p)v − uτ xy − vτ yy − wτ yz + q y  (E t + p)w − uτ xz − vτ yz − wτ zz + q z 
   
where
2  u v w  2  v u w  2  w u v 
τ xx = μ 2 − −  , τ yy = μ 2 − −  , τ zz = μ 2 − − 
3  x y z  3  y x z  3  z x y 
 u v   w u   v w 
τ xy = τ yx = μ +  , τ xz = τ zx = μ +  , τ yz = τ zy = μ + 
 y x   x z   z y 
T T T  u 2 + v2 + w 2 
q x = −k , q y = −k , q z = −k and E t = ρ e + 
x y z  2 
Eq. 11.1.1
By setting density to constant, we obtain the incompressible N-S equation for Newtonian flow as:
.V = 0
u gx
V  
+ (V. )V + p = ν 2 V + g where V =  v and g = g y
t w g
  z
Eq. 11.1.2
11.2 General Transformation

These equations can be expressed in terms of a generalized non-orthogonal curvilinear coordinated
system
ξ = ξ (x, y, z) , η = η (x, y, z) , ζ (x, y, z) , t = t

x x x
 ( , ,  ) 1 1
J= = = = 1/ y y y
 ( x, y, z ) J −1  (x, y,z)
z z z
 ( , ,  )
where matrices are :
ξ x = J (y η z ζ − y ζ z η ) , ξ y = J (x η z ζ − x ζ z η ) , ξ z = J (x η y ζ − x ζ y η )
η x = J (y ξ z ζ − y ζ z ξ ) , η y = J (x ξ z ζ − x ζ z ξ ) , η z = J (x ξ y ζ − x ζ x ξ )
 x = J (y ξ z − y z ξ ) ,  y = J (x ξ z − x z ξ ) ,  z = J (x ξ y − x y ξ )
Eq. 11.2.1
The generalized transformation to the compressible N-S equations (Error! Reference source not f
ound.) written in curvilinear vector form [Anderson et al.]337 as:
𝐔𝐭 + ξx 𝐄𝛏 + ηx 𝐄𝛈 + ζx 𝐄𝛇 + ξy 𝐅𝛏 + ηy 𝐅𝛈 + ζy 𝐅𝛇 + ξz 𝐆𝛏 + ηz 𝐆𝛈 + ζz 𝐆𝛇 = 𝟎
𝐔 𝐄ξx + 𝐅ξy + 𝐆ξz 𝐄ηx + 𝐅ηy + 𝐆ηz 𝐄ζx + 𝐅ζy + 𝐆ζz

( ) +( )+( )+( )=0
⏟𝐉 ⏟ 𝐉 ⏟ 𝐉 ⏟ 𝐉
U1 t E1 F1 G1
∂𝐔1 ∂𝐄1 ∂𝐅1 ∂𝐆1
+ + + =0
∂t ∂ξ ∂η ∂ζ
Eq. 11.2.2
By no means is this form of representation is conclusive. Many texts and researchers are attain their
own representation as they see to be relevant. But the concepts should be the same. This is the strong
conversation form of governing equation which is best suited for finite differencing schemes. It
should be noted that the vectors E1, F1and G1 contain partial derivatives of viscous and heat transfer
terms which also has to be transformed. Alternatively, the vectors E, F, and G can be split into an
inviscid (i) and a viscous parts (v). Reason for doing this becomes evident later, and also this make it
337Anderson, Dale A; Tannehill, John C; Plecher Richard H; 1984:”Computational Fluid Mechanics and Heat
more modular and easy to handle.
U  (Ei - E v )  (Fi - Fv )  (G i - G v )
+ + + =0
t x y z
  U   1
 +
t  J  ξ  J
 
 ξ x (Ei − E v ) + ξ y (Fi − Fv ) + ξ z (G i − G v )  

+
 1
η  J
 
 η x (Ei − E v ) + η y (Fi − Fv ) + η z (G i − G v )  

+
 1

ζ  J
 
 ζ x (Ei − E v ) + ζ y (Fi − Fv ) + ζ z (G i − G v )  = 0

ρ   ρu   0 
 ρu   ρu 2 + p   τ xx 
     
U =  ρv  , E i =  ρuv  , E v =  τ xy 
     
ρw   ρuw + p   τ xz 
 E t  (E t + p)u uτ xx + vτ xy + wτ xz − q x 
 
 ρv   0 
 ρuv    xy 
   

Fi = ρv + p 2
 , Fv =   yy

   
 ρvw    yz 
(E t + p)v u xy + v yy + w yz − q y 
 
 ρw   0 
 ρuw    xz 
   
G i =  ρvw  , G v =   yz 
   
 ρw + p 
2
  zz 
(E t + p)w u xz + v yz + w zz − q z 
 
Eq. 11.2.3
11.3 Solution Methods for Compressible (Density Based) N-S Equation

The unsteady compressible N-S equations are a mixed set of hyperbolic-parabolic equations, while
the unsteady incompressible is a mixed set of elliptic-parabolic. As a consequence, different
numerical techniques should be used to solve N-S equations in compressible vs incompressible flow
regimes. We start with compressible methods first and divide the categories to Explicit and Implicit
schemes.
11.3.1 Explicit Scheme (Mac Cormack)
The Mac Cormack Explicit, the predictor/corrector which gained a lots of popularity among
research cycles in 70s and early 80s. For an excellent discussion on these and many more, reader is
advised review338. The compressible N-S equations results:
∂U ∂E ∂F ∂G
+ + + =0
∂t ∂x ∂y ∂z
n+1 n
Δt n n
Δt n n
Δt n n
Predictor: Ui,j,k = Ui,j,k − (Ei+1,j,k − Ei,j,k ) − (Fi,j+1,k − Fi,j,k ) − (Gi,j,k+1 − Gi,j,k )
Δx Δy Δz
n+1
Corrector: Ui,j,k
1 n n+1 Δt n+1 n+1 Δt n+1 n+1
= [Ui,j,k + Ui,j,k − (Ei,j,k − Ei−1,j,k ) − (Fi,j,k − Fi,j−1,k )
2 Δx Δy
Δt n+1 n+1
− (Gi,j,k − Gi,j,k−1 )]
Δz
Eq. 11.3.1
Where x= i Δx, y= j Δy and z = k Δz. This is 2nd order accurate in both space and time. The choice of
Δt for stability consideration is obtained from339 as:
-1
α(Δt)CFL u v w 1 1 1 
Δt  where (t)CFL   + + +a + + 
1 + 2 / Re   Δx Δy Δz (x ) (y ) (z )2 
2 2
ρ u Δx ρ v Δy ρ w Δz
with Re Δ = Min (Re Δx , Re Δy , Re Δz ) Re Δx = Re Δy = Re Δz =
μ μ μ
and a = (p /  ) 0.5 , safty factor α  0.9
Eq. 11.3.2
The explicit scheme is 2nd order accurate in both space and time. In the present form, forward
differencing are used for all special derivatives in the predictor step while backward differences are
used in the corrector step. The forward and backward differencing can be alternated between
predictor and corrector steps as well as between the three spatial derivatives in sequential fashion.
This eliminates any bias due to the on sided differencing. Moreover, the derivatives appearing in
viscous terms of E, F and G must be differenced correctly in order to maintain 2nd order accuracy. The
x derivative terms appearing in E are differenced in the opposite direction to that for dE/dx while the
y-derivative and z are approximated with central differencing. Likewise, the y derivative terms
appearing in F and z derivative terms appearing in G are differenced in opposite direction to that
used for dF/dy and dG/dz respectively. Cross-derivative terms in F and G are approximated with
central differencing. After each predictor or corrector step, the primitive variables (ρ, u, v, w, e, p, T)
can be found be decoding the U vector. McCormack modified the original method by splitting the
original McCormack scheme into a sequence of one-dimensional operations340. Thus, it become
possible to advance the solution in each direction (Δtx, Δty, and Δtz) with large differences in mesh
spacing (Δx, Δy, Δz). The explicit Mac Cormack algorithm is a suitable method for solving both steady
and unsteady flows at moderate to low Reynolds numbers. However, it is not satisfactory method for
solving high Reynolds number flows where the viscous regions become very thin. For these flows,
339 Tannehill, J, C., Holst, T, L, and Rakich, J, V, “Numerical Computation of Two-Dimensional Viscous Blunt Body
Flows and Impinging Shock”, AIAA Paper 75-154, Pasadena, Ca, USA, 1975.
340 MacCormack, R, W, “Numerica solution of the Interaction of a shock wave with Laminar boundary layer”,
Proceding of 2nd International Conference in Numerical Methods in Fluid Dynamics, pp. 151-163.
the mesh must be highly refined to resolve the viscous regions. This leads to small time steps and
longer computer time.
11.3.2 Case Study – Dual Block Applied to Navier-Stokes Equations in 2D
A 2D Navier-Stokes equation using explicit Mac Cormack method on multi-block structured mesh
are investigated by [Almeida et al.]341, for steady state and unsteady state compressible fluid flows.
The multi-block technique and generalized coordinate system are used to develop a numerical solver
which can be applied for a large range of compressible flow problems on complex geometries without
modifying the governing equations and numerical method. Besides that the numerical method is
based on a finite difference approach and the generalized coordinates introduced allow the
application of the boundary conditions easily. The subsonic flow over a backward facing step and
supersonic flow over a curved ramp are presented, and the results are compared with the
experimental and numerical data.
The two-dimensional compressible Navier-Stokes equations in generalized coordinates system (x ,h)
without body forces, mass diffusion, finite-rate chemical reactions, or external heat addition can be
written in non-dimensional conservative law form as [Anderson et al. ]342.
̂ ∂(𝐄̂𝐢 − 𝐄̂𝐯 ) ∂(𝐅̂𝐢 − 𝐅̂𝐯 )

∂𝐐
+ + =0
∂t ∂ξ ∂η
Eq. 11.3.3
where Q is the state vector of conservative variables defined as below and Êi and ˆFi are the inviscid
flux vectors,
ρ ρU ρV
ρU ρuU + ξx P ρuV + ηx P
̂=[ ] ,
𝐐 𝐄̂𝒊 = 𝐉 −1 ρvU + ξ P , 𝐄̂𝒊 = 𝐉 −1 [ρvV + η P]
ρV y y
Et [ (Et + p)U] (Et + p)V
Eq. 11.3.4
The Ev and Fv are the viscous flux vectors in the x and h directions, which are given below
0 0
−1 −1
Re (ξx τxx + ξy τxy ) Re (ηx τxx + ηy τxy )
𝐄̂𝐯 = 𝐉 −1
Re−1 (ξx τxy + ξy τyy ) , 𝐄̂𝐢 = 𝐉 −1
Re−1 (ηx τxy + ηy τyy )
−1 −1
[ Re (ξx βx + ξy βy ) ] [ Re (ηx βx + ηy βy ) ]
Eq. 11.3.5
where J is the Jacobian of the transformation, r is the density, u and v are the velocity components in
the x and h coordinate directions, U and V are the contravariant velocities, Et is total energy per unit
of volume, ξx, ξy, ηx and ηy are the metrics of transformation, βx = τxxu + τxyv, and βy = τxyu + τyyv, p is
the static pressure and t describes the stress components for viscous flow. The Navier-Stokes
341 Jeferson Osmar de Almeida, Diomar Cesar Lobão, Cleyton Senior Stampa, Gustavo Benitez Alvarez, “Multi-
block Technique Applied to Navier-Stokes Equations in Two Dimensions”, Original Article, DOI: 10.5433/1679-
0375.2018v39n2p115.
342 Anderson, D.; Tannehill, J.; Pletcher, R. Computational fluid mechanics and heat transfer, Hemisphere
Publishing Corporation - McGraw Hill, 1984.

equations are based on the universal law of conservation of mass, conservation of momentum and
conservation of energy. However, to complete this system of equations is necessary to add an
equation of state that can be written as:
1
p = (γ − 1) [E𝑡 − ρ (u2 + v 2 )]
2
Eq. 11.3.6
in which the fluid is considered a perfect gas. In the above equation, γ denotes the ratio of the specific
heats. The dimensionless of the variables is performed to eliminate the scale problems. Please see
[Anderson et al. ]343.
11.3.2.2 Numerical Method
The Mac Cormack method344 is used for solving the governing equations as given by Eq. 11.3.3. The
numerical method is an explicit predictor-corrector scheme based on a finite difference formulation
that has been used for compressible flow, and it has second-order of accuracy in both space and time.
When the method is applied to the two-dimensional compressible Navier-Stokes equations given by
Eq. 11.3.3, it can be written as
Δt n Δt n
Predictor: ̂ n+1
Q i,j
̂ ni,j −
=𝐐 (𝐄̂i+1,j − 𝐄̂i,jn ) − (𝐅̂ − 𝐅̂i,jn )
Δξ Δη i,j+1
1 n ̅̅̅̅̅̅ Δt n+1̅̅̅̅̅̅ ̅̅̅̅̅̅ Δt n+1 ̅̅̅̅̅̅ ̅̅̅̅̅̅
Corrector: ̂ n+1
Q i,j = [̂ ̂ n+1
𝐐i,j + 𝐐 i,j − (𝐄̂i,j − 𝐄̂i-1,j
n+1
)− (𝐅̂i,j − 𝐅̂i,j-1
n+1
)]
2 Δξ Δη
Eq. 11.3.7
where Ê = Êi -Êv and ˆF = ˆFi -ˆFv. The explicit Mac Cormack method requires the predictor be calculated
first to n = 0 (initial conditions). As stated by [Roe]345 any flow which goes through Mach 1.0, the
classical numerical methods (Finite Difference/Finite Volume) present physical discontinuities, so
needs special numerical treatment. In the present work the flow is much greater than Mach 1.0, well
developed supersonic flow. In this case the Mac Cormack method does not require such special
treatment. Note that Mac Cormack method does not carry any special treatment for the convective
terms (inviscid) or any other terms in the formulation, it is a very naive method. Here, the boundary
conditions are defined as follows: inflow, outflow and lower and upper solid wall. The inflow
condition, all variables are prescribed as Dirichlet boundary conditions in supersonic regime. For
outflow condition, with subsonic flow, the value of the static pressure p is prescribed as Dirichlet
boundary conditions and all other variables are extrapolated, but if the flow is supersonic, all other
variables are extrapolated. The solid wall condition are represented by non-slip boundary condition
u = 0 for viscous flow and free-slip boundary condition U. n = 0 for inviscid flow, where in the last
case the velocity components are calculated through of the contravariant velocity components.
However, in both cases all other variables are extrapolated.
11.3.2.3 Block Interface
A multi-block structured mesh with two blocks is used to clarify the block interface boundary
condition treatment. The first block, which is in red, is where the fluid enters. The second block, which
is in blue, is where the fluid from block1 becomes its inlet. The mesh of each block has 60 x 50 nodes.
344 Mac Cormack, R. The effect of viscosity in hypervelocity impact cratering. AIAA., 1969. p. 69–354, 1969.
345 ROE, P. Approximate Riemann solvers, parameter vectors, and difference schemes. Journal of Computational
Physics, 1981. v. 43, p. 357–372, 1981.

For the treatment of the boundary between blocks1 and 2, it is observed that they are physically
coincident. For the exchange of information between the blocks, the multi-block structured mesh is
coincident at the boundary. At the boundary between the blocks, the boundary of block1 is
considered as an outflow boundary condition, since the fluid leaves this block. In block2, the
boundary is the inlet of the fluid exiting block1, being considered an inlet boundary condition. In
order to avoid a numerical discontinuity of the solution at the boundary between the blocks, after
each iteration a numerical boundary condition is applied at this border, where the values of the
variables are determined through the variables neighboring of such boundary. For this numerical
condition, please consult the work by [Almeida et al.]346. With the input and initial conditions and
the boundary conditions mentioned above, it is possible to obtain satisfactory numerical results by
implementing the Mac Cormack original method and the use of multi-block structured mesh in the
cases discussed as follow.
11.3.2.4 Stability Consideration
The monitoring of the stability of the numerical scheme is performed by observing the residue at all
internal points of the discretized domain, according to the equation below:
CFL γP
(Δt) = where CFx = |ξx u + ξy v | + √ √ξ2x + ξ2y
2v ρ
+ CFx + CFy
Re
γP
and CFy = |ηx u + ηy v | + √ √η2x + η2y
ρ
Eq. 11.3.8
Among the conserved variables of ˆQ, the one used in the above equation for determining the residue
is the density ρ. To keep the numerical scheme stable, the value of the time integration step can be
defined by the following empirical formula in generalized coordinates [Anderson et al. ]347, [Mac
Cormack]348, where CFL is the Courant-Friedrichs-Lewy number. For the explicit Mac Cormack
scheme the CFL must be less than or equal to 0.5. The values of CFx and CFy for the above equation
can be determined through Eq. 11.3.8.
11.3.2.4.1 Test 1 - Flow Over a Backward-Facing Step
The first test is the well-known subsonic flow over a backward facing step that is often used as
benchmark problem in computational fluid dynamics. The main feature of this flow is that it has a
simple geometry that generates an interesting and complex flow field, such as flow separation,
reattachment zone and recirculation bubbles on the upper and lower wall of the channel. These
characteristics are dependent on the Reynolds number and the geometrical parameters349; [Biswas
346 Jeferson Osmar de Almeida, Diomar Cesar Lobão , Cleyton Senior Stampa, Gustavo Benitez Alvarez, “Multi-
block Technique Applied to Navier-Stokes Equations in Two Dimensions”, Original Article, DOI: 10.5433/1679-
0375.2018v39n2p115.

348 Mac Cormack, R. The effect of viscosity in hypervelocity impact cratering. AIAA., 1969. p. 69–354, 1969.
349 Armaly, B.; Durst, F.; Pereira, J.; Schonung, B. Experimental and theoretical investigation of backward facing
step flow. J. Fluid Mech, 1983. v. 127, p. 473–496, 1983.

et al.]350, [Breuer and Durst]351, [Saleel et al.]352. For the numerical simulations, the following initial
conditions are assumed: density r0 = 1.21kg/m3, pressure p0 = 1.01x105N/m2, coefficient of dynamic
viscosity μ = 1.81x105 kg/(m.s), and ratio of the specific heats γ = 1.4. The block1 (upstream block )
has a mesh size of 25x25 and the block2 (downstream block ) has size of 160 x 50. The Figure 11.3.1
(a-b) shows the velocity contours of the steady state flow field for two different Reynolds number
(Re = 50 and 100) for expansion ratio H/h=1.9423 (⋍2). In all cases shown in figures, a vortex is
found in the concave corner behind the step and the maximum velocity is located on the upstream
side of the channel, as found in the experiments performed by, [Biswas et al.]353, [Saleel et al.354]. It
can also be seen that the size of the
recirculation region increases with
Experimental xr Numerical xr
increasing Reynolds number. The
Table 11.3.1 describes the variation of
Re REF-1 Authors REF-2 REF-3
reattachment length (xr) for two
different Reynolds numbers (Re = 50 50 1.70 1.61 1.55 1.55
and 100), which clearly shows that the 100 3.06 2.82 2.80 2.81
reattachment length increase with
increasing Reynolds number, as found Table 11.3.1 Comparation of the Results For Flow Over a
in the references. In the second column Backward Facing Step
are presented experimental values
(a) Re = 50
(b) Re = 100
Figure 11.3.1 Velocity Contours for Flow Over a Backward Facing Step
350 Biswas, G.; Breuer, M.; Durst, F. Backward-facing step flows for various expansion ratios at low and moderate
Reynolds numbers. Journal of Fluids Engineering, 2004. v. 126, p. 362–374, 2004. DOI: 10.1115/1.1760532.
351 Baird, S.; Mcguirk, J. J. Multi-block parallel simulation of fluid flow in a fuel cell. In: High-Performance
Computing and Networking. HPCN-Europe 1999. Springer Lecture Notes in Computer Science, 1999. v. 1583.
352 Saleel, C.; Shaija, S.; Jayaraj, S. On simulation of backward facing step flow using immersed boundary method.
American Journal of Fluid Dynamics, 2013.

353 See 283.

obtained in [Armaly et al.]355, and denoted by REF-1. The third column presents the results obtained
in this work, and denoted by Authors. The fourth and fifth columns correspond to values obtained by
numerical simulations in [Biswas et al.]356 and [Saleel et al.]357, and denoted by REF-2 and REF-3
respectively. The results obtained by the present work are quite compatible with results found in the
references. As can be clearly seen in Figure 11.3.1(a-b) and Table 11.3.1, the results are in
agreement with the numerical data especially with respect to the reattachment length.
11.3.2.4.2 Test 2 - Flow Over a Curved Ramp
The second test case is a transient supersonic flow over a curved ramp at Mach number 1.5 that can
be used as benchmark problem for the supersonic Euler equations. This flow is characterized by the
formation of a detached bow shock in front of the curved ramp and of an expansion wave. Moreover,
other feature is the wave shock reflection from the solid wall [Lobao]358-359, [Allen]360. For the
numerical simulation, the initial conditions are as follows: density r0 = 1.21kg/m3, pressure p0 = 1.01
x 105N/m2, and ratio of the specific heats γ = 1.4. The mesh for the multi-block solutions of this
problem. The mesh sizes in the first and second blocks are 110 x 80 and 60 x 80, respectively. The
pressure and Mach number contour over a curved ramp are shown in Figure 11.3.2(a-b)
respectively, for Mach number 1.5. The detached bow shock in front of the curved ramp can be seen
in the figures as well as the shock reflection from the solid wall. The Figure 11.3.2(b) shows the
expansion wave, where is possible to observe the subsonic, transonic and supersonic zones before of
the curved ramp. As can be observed in Figure 11.3.2(a-b) there is no spurious oscillation at the
interface boundary between the two blocks even in presence of a very strong shock wave structure.
(a) Pressure contour (b) Mach number contour
Figure 11.3.2 Flow Field Over a Curved Ramp
355 Armaly, B.; Durst, F.; Pereira, J.; Schonung, B. Experimental and theoretical investigation of backward facing
step flow. J. Fluid Mech, 1983. v. 127, p. 473–496, 1983.
356 Biswas, G.; Breuer, M.; Durst, F. Backward-facing step flows for various expansion ratios at low and moderate
Reynolds numbers. Journal of Fluids Engineering, 2004. v. 126, p. 362–374, 2004


358 Lobao, D. High Resolution Schemes Applied to the Euler Equations. (PhD thesis), University of Bristol, 1992.
359 Lobao, D. Numerical simulations of Navier-stokes for transient flows in 2d. In: Mechanical Computational.
Buenos Aires, Argentina: [s.n.], 2010.

360 Allen, C. An Efficient Euler Solver for Predominantly Supersonic Flows with Embedded Subsonic Pockets. (PhD
thesis, University of Bristol, 1992.

The numerical interface boundary condition is well suited for this simulation which demonstrates its
applicability. The present numerical results are compared with the numerical data presented in
[Lobao]361.
In this work, the discretization of the Navier-Stokes and Euler equations on multi-block structured
mesh is realized using explicit Mac Cormack method. The numerical results for steady state and
unsteady state compressible fluid flow in two-dimensional geometries are presented for two
different test cases in subsonic and supersonic regimes, the flow over a backward facing step and
flow over a curved ramp, respectively, which indicated good agreement with the references data.
Therefore, it is shown the capability of the methodology to obtain numerical results for these types
of subsonic and supersonic flows in two-dimensional complex geometries.
11.3.3 Other Explicit Schemes
In addition to Mac Cormack scheme, other explicit methods can be used to solve the Compressible N-
S equation, including:
• Hopscotch Method
• Leapfrog/DuFort-Frankel Method
• Brailovskaya Method
• Allen-Cheng Method
• Lax-Wendroff Method
These as discussed earlier might be used for Heat equation and viscous Burger’s equation, but
difficult to apply to more complicated equation like compressible N-S. For one thing, all the above,
except the Lax-Wendroff, are 1st order accurate in time. So they cannot be used for accurately
compute the time evolution of a flow field. In addition, all have stability restriction which limits the
maximum time steps.
11.3.4.1 Beam-Warming
In the Beam-Warming scheme, the solution is marched in time using:
θ1Δt  n Δt  n θ  1  
Δn U = (Δ U) + (U ) + 2 Δ n −1U +   θ1 − − θ 2 (t)2 + (t)3 
1 + θ 2 t 1 + θ 2 t 1 + θ2  2  
Δ n U = U n +1 − U n
Eq. 11.3.9
This is a general difference formula (revisited) with appropriate choice of parameters ϴ1 and ϴ2,
represents many of the standard difference scheme. For compressible N-S equations, either the Euler
implicit scheme (ϴ1 =1, ϴ2 =0), which is first order accurate in time, or a three point backward implicit
scheme (ϴ1=1, ϴ2=1/2), which is 2nd order accurate in time, is normally used. The difference formula
so called delta form is linearized using truncated Taylor series expansion. For example
361 Lobao, D. High Resolution Schemes Applied to the Euler Equations. (PhD thesis)”, University of Bristol, 1992.
 E 
n
n +1 n +1
= E +  (U − U ) + Ο[(t) ]
n n 2
E
 U 
Δ n E = [ A]Δ n U + Ο[(Δt)2 ] where E = Ei - E v
Similary
Δ n F = [B]Δ n U + Ο[(Δt)2 ]
Δ n G = [C]Δ n U + Ο[(Δt)2 ]
Eq. 11.3.10
Where [A], [B], and [C] are the Jacobian matrix which their definition can be obtained from different
sources, such as [Chung]362. The details for a 2D compressible N-S equation is provided in363.
11.3.4.2 Mac Cormack
Mac Cormack (1981) also developed an implicit algorithm analog to his explicit method. This new
method consists of two stages. In the first stage, uses the original Mac Cormack scheme while the
second stage employs an implicit algorithm which eliminates any stability restriction. The resulting
matrix equations are either lower or upper block equations with details in364. The implicit Mac
Cormack method is defined by:
 λΔt  n +1 λΔt n +1
1 + Δu i = (u i ) explicit + Δu i +1
n
Predictor :
 Δx  Δx
Δu in +1 = u in +1 − u in ( )
(u in ) explicit = u in +1 explicit
− u in
 λΔt  n +1 n +1 λΔt n +1
Corrector : 1 + Δu i = (u i ) explicit + Δu i −1
 Δx  Δx
1
(
u in +1 = u in + u in +1 + Δu in +1
2
) ( ) 1
 ( )
u in +1 explicit = u in + u in +1
2 explicit
(
+ Δu in +1 )
explicit

 2μ Δx  
λ   c + −  , 0.0 c,μ  0
 Δx Δt  
Eq. 11.3.11
This method is unconditionally stable and 2nd order accurate in both space and time, provided that
μΔt/(Δx)2 is bounded as Δt and Δx approach zero. For detail explanation of method and accuracy, as
well as a 2nd order N-S example, reader could refer to365.
11.4 Solution Methods for Incompressible N-S Equations (Pressure Based)

11.4.1 Explicit Schemes
362 T. J. Chung, “Computational Fluid Dynamics”, University of Alabama in Huntsville, Cambridge University
Press 2002.



The incompressible N-S equations are tougher to solve due to their elliptic nature as wells as
decoupling of pressure from continuity.
11.4.1.1 Vorticity-Stream Function Approach (2D)
Taking curl of incompressible momentum equation above, the vorticity potential equation is derived
as
∂v ∂u ∂ψ ∂ψ Dω
ω= − , u= , v=− , ⏟ + ν∇2 ω
= ω∇V
∂x ∂y ∂y ∂x Dt 0
Eq. 11.4.1
Where the scalars such as pressure vanish. While vorticity is not a primary variable in flow analysis,
it is still extremely instructive to examine the impact of vorticity vector on N-S equation. The first
term on the right arises from the convective derivative and is called vortex stretching term. The
second term is obviously a viscous-diffusion term. The vorticity–stream function approach is one of
the most popular methods for solving 2D incompressible N-S equations. This parabolic PDE is called
Vorticity Transport Equation. An additional equation involving the new dependent variables ω and
ψ can be obtained
∂2 ψ ∂2 ψ
+ = −ω
∂x 2 ∂y 2
Eq. 11.4.2
This an elliptic equation (Poisson equation) which can be solved readily. As a result of change
variables, we have been able to separate the mixed elliptic-parabolic 2D incompressible N-S equation
into one parabolic equation and one elliptic one. In order to determine the pressure, we have
differentiate the x-momentum equation with respect to y (d/dy), and y-momentum with x (d/dx) and
adding to obtain:
∂u ∂v ∂u ∂v
∇2 p = 2ρ ( − )
∂x ∂y ∂y ∂x
Eq. 11.4.3
Which is a Poisson equations for pressure. These equations are normally solved using time marching
procedure. (see Figure 11.4.1).
11.4.1.2 Primitive-Variable Approach
The vorticity-stream function approach for solving the incompressible N-S equations losses it
attractiveness when applied to 3D flow because a single scalar stream function does not exist in that
case. One of the early techniques proposed for solving incompressible N-S equation in primitive
variables form is the artificial compressibility method of 366. In this method, the continuity equation
is modified to include an artificial compressibility term which vanishes when a steady-state solution
is reached. With the additional of this term, to continuity equation, the resulting N-S equations are
mixed set of hyperbolic-parabolic equations which can be solved with standard time dependent
approach.
∂ρ′ ∂u ∂v ∂w
+ + + =0
∂t ′ ∂x ∂y ∂z
Eq. 11.4.4
366 Chorin. A, J, “A Numerical Method for Solving Incompressible Viscous Flow Problem”, Journal of Computational
Physics, Volume 2, pp. 12-26, 1967.

Step 1
Set initial ω
and ψ at t=0
Step 2
Step 6 Solve
Solve
for Pressure - if
Vorticity
solution not
Transport
converged
Eqation for ω
return to step 2
at t+Δt
Vorticity-
Stream
Function
Approach
Step 3
Step 5
Iterate for
detemine
new ψ
value of ω on
(Poisson
boundries
Equation)
Step 4
u=ψx v=ψy
Figure 11.4.1 Vorticity-Stream Function Approach For 2D Incompressible N-S Equations
Where ρ’ is an artificial density and t’ is a fictitious time which is analogous to real time in a
compressible flow. The artificial density is related to the pressure by an artificial equation of state
p=ρ’/β where β is an artificial compressibility factor to be determine later. In general, an implicit
finite-differencing scheme is recommended over an explicit one. The artificial compressibility
method is one of technique for solving the incompressible N-S equations. By far the most common
primitive-variable approach is using a Poisson equation for pressure in place of the continuity
equation, known as one of the Projection Method. The other one is Fractional Step method. The
algorithms generally defined as367:
1. First the system is progressed in time to a mid-time-step position, solving the above transport
equations for mass and momentum using a suitable advection method. This is denoted the
predictor step.
2. At this point an initial projection may be implemented such that the mid-time-step velocity
field is enforced as divergence free.
3. The corrector part of the algorithm is then progressed. These use the time-centered
estimates of the velocity, density, etc. to form final time-step state.
4. A final projection is then applied to enforce the divergence restraint on the velocity field. The
system has now been fully updated to the new time.

11.4.2.1 SIMPLE (Semi-Implicit Method for Pressure Linked Equation) for 2D N-S Equation
Since the SIMPLE procedure was described in detail previously, here an outline of it would be
sufficient. It is suffice to say that it can also be applied to the incompressible N-S equation. This
procedure based on a cyclic series of guess-and-correct operations to solve the governing equations.
The velocity is first calculated from the momentum equation using a guess pressure. The pressure
and velocities are then corrected so as to satisfy continuity. This process is continued until the
solution converges. In this procedure, the actual pressure p, u, v is written as
p = p 0 + p
u = u 0 + u Eq. 11.4.5
v = v 0 + v
Where p0, u0, v0 are the estimated values of velocity and p’, u’ and v’ are the velocity corrections. The
pressure corrections are related to the velocity corrections by approximate form of momentum
equations as
u  p Δt p
ρ =− → u = −
t x ρ x
Eq. 11.4.6
v p Δt p
ρ =− → v = −
t y ρ y
Where Δt’ is a fictitious time increment. After combining and substituting in continuity equation
∂u ∂v ∂u0 ∂v0 ∆t ′ ∂2 p′ ∂2 p′
( + )−( + )+ ( + 2) = 0
⏟∂x ∂y ∂x ∂y ρ ∂x 2 ∂y
0
∂u0 ∂v0 ∆t ′ 2 ′
( + ) = ( )∇ p
∂x ∂y ρ
Eq. 11.4.7
Where the Poisson equation can be solved for the pressure correction. The procedure can be
described in fig with steps starting with step 1 until it converges. The SIMPLE procedure has been
used successfully to solve a number of incompressible flow problems. However, for certain cases, it
is found that the convergence rate is not satisfactory. This id due to the pressure correction equation
tends to overestimate the value of p’ even though the corresponding velocities correction are
reasonable. That is why an under relaxation constant ωp is been used for pressure correction as
indicated below:
p = p0 + ωp p′
Eq. 11.4.8
Figure 11.4.2 shows the necessary steps in SIMPLE procedure. The SIMPLE procedure has been
revised to improve the rate of convergence. The new procedure is called SIMPLER (SIMPLR Revised).
In SIMPLER the velocity corrections are computed in the same manner as the SIMPLE, but a complete
Poisson equation for the pressure is used. Also, the velocity field is guessed initially instead of
pressure.
Step 1
Guess p0
Step 5
Replace Step 2
p0,u0,v0, Solve for
with p , u, u0,v0
v
Step 4 Step 3
Correct Solve for
the pressure
pressure correction
p=p0+p' p'
Figure 11.4.2 SIMPLE Procedure as applied to 2D Equation
11.4.3 Projection Methods

Other incompressible methods such as Projection Methods of [Chorin, 1967] as well as Fractional
Step , MAC and Fast Fluid Dynamics (FFD) as detailed before.
11.5 Approximation (Thin-Layer) of N-S Equation

For Thin-Layer approximation to the N-S equations, the viscous terms containing derivatives in the
direction parallel to the body surface are neglected in unsteady N-S equations. But all other terms in
momentum equation are retained. Although the thin-layer N-S equations are considerably less
complicated the complete N-S, a substantial amount of computer effort is still required to solve these
equations. The thin-layer N-S equations are a mixed set of hyperbolic-parabolic PDE in time. As a
consequence, the time dependent approach can be applied in the same manner of full N-S. Thus, the
methods of solving complete N-S equations previously discussed can be applied here also. (See Eq.
11.5.1).
U E F G
+ + + =0
t x y z
ρ  ρu   ρv   ρw 
 ρu   ρu 2 + p   ρuv − τ xy   ρuw 
       
U =  ρv  E =  ρuv  F= ρv 2 + p − τ yy  G =  ρvw 
       
ρw   ρuw   ρvw − τ yz   ρw + p 
2
 E t  (E t + p)u (E t + p)v − uτ xy − vτ yy − wτ yz + q y  (E t + p)w

 
Eq. 11.5.1
11.6 Parabolized N-S Equation

The parabolized N-S (PNS) equations Have recently gained popularity because the can predict
complex 3D, steady, supersonic, viscous flow field in an efficient manner. This efficiency achieved
because the equations can be solved using a space marching finite-difference technique as oppose
the time marching technique which is normally employed for the full N-S equations. The PNS
equations are for an entire supersonic flow field similar somewhat to solving either the inviscid
portions using an Euler equations or the viscous portion using the Boundary Layer equations. The
PNS are mixt set of hyperbolic-parabolic equations provided that certain conditions provided. These
condition include the requirement that the inviscid outer region of the flow field be supersonic and
stream wise velocity component be everywhere positive368.
An additional constraint is caused by the presence of the stream wise pressure gradient in the stream
wise momentum equation. If this term included everywhere in the flow field, then upstream influence
can occur in the subsonic portion of the boundary layer and a space marching method of the solution
is not well-poised. This leads to exponentially growing solutions which are often called departure
solutions. Several techniques are available to circumvent this difficulty. One of the novel technique
for handling the stream wise pressure gradient term was proposed by Vigneron.369. In this approach,
a fraction of pressure gradient term, ω (dp/dx) in the stream wise momentum equation is retained
in the subsonic viscous region and the remainder (1 - ω) (dp/dx) is either omitted or is evaluated
explicitly using a back-ward differencing for the “sub-layer approximation” techniques. The
parameter ω can be obtained by analyzing the 2D PNS equation, where ω was inserted for pressure
gradient (ω p). By ignoring the viscous term and obtaining the eigenvalues of the remaining Euler
equation, an expression can be obtained for ω as
γM 2x σλM 2x
ω = Eq. 11.6.1
1 + (γ − 1)M 2x 1 + (γ − 1)M 2x
Where σ is safety factor. The PNS equations in generalized coordinates can be obtained by simply
dropping the unsteady and viscous terms containing partial derivatives with respect to stream wise
direction ξ. The resulting equations become:
E3 F3 G 3

+

+

=0 where E3 =
1
J

ξ x Ei + ξ y Fi + ξ z G i
1

F3 = η x (Ei − Ev ) + η y (Fi − Fv ) + ηz (G i − Gv )
J

1

G 3 = ζ x (Ei − Ev ) + ζ y (Fi − Fv ) + ζ z (G i − G v )
J

Eq. 11.6.2
And the prime indicates that the terms containing viscous partial derivatives w.r.t ξ have been
ignored. The stress and heat flux terms are reduced to
368 Anderson, Dale A; Tannehill, John C; Plecher Richard H; 1984,”Computational Fluid Mechanics and Heat

369 Vigneron, Y, C, Rakich, J, V, and Tannehill, J, C, “Calculation of Supersonic Viscous Flow over Delta Wings with
Sharp Subsoinc Leading Edge”, AIAA paper 78-1137, Seattle, Washington, 1978.
 xx =
2
3
 
 2( x u +  x u ) − ( y v +  y v ) − ( z w +  z w )
2

 yy =  2( y v +  y v ) − ( x u +  y u ) − ( z w +  z w )
3

2

 zz =  2( z w +  z w ) − ( x u +  y u ) − ( y v +  y v )
3


 xy =  yx =   y u +  y u +  x v +  y v 
 xz =  zx =   u
z  +  z u +  x w +  y w 

 yz =  zy =   v
z  +  z v +  y w +  y w 

qx = -k(  xT +  xT ) , qy = -k(  yT +  yT ) , qz = -k(  zT +  zT )
Eq. 11.6.3
Bear in mind that for many applications, the thin–layer approximation can also be applied to the PNS
equations.
11.6.1 3D Compressible Implicit Numerical Solution of PNS Equation
As previously indicated, the PNS equations are mix set of hyperbolic-parabolic equations in the
stream wise direction provided following has been met:
• Inviscid flow is supersonic.
• Stream wise velocity component is everywhere greater than zero.
• Stream wise pressure gradient term in stream wise momentum equation is either omitted or
the departure behavior is suppressed.
Until recently, the PNS equations have been solved using iterative, implicit finite-differencing
schemes. [Vigneron] were the first to employ a more efficient non-iterative, implicit approximation
factorization (AF) scheme to solve the PNS equations. Let us apply 3D compressible PNS equations
written in Cartesian coordinates (x is stream wise direction) as
 u   0 
 u 2 + p  (1 −  ) p 
E p F G    
+ + + =0 where E =  uv  p= 0 
x x y z    
 uw   0 
( Et + p)u   0 
E = Ei + p , F = Fi − Fv , G = G i − G v
Eq. 11.6.4
Where we incorporate the pressure gradient term in stream wise direction separately. The solution
is marched in x-direction using the Beam and Warming marching technique as
θ1 + Δx  i Δx  i θ  1  
ΔiE = (Δ E) + (E ) + 2 Δ i −1E + O  θ1 − − θ 2 (x) 2 + (x) 3 
1 + θ 2 x 1 + θ 2 x 1 + θ2  2  
where Δ i E = Ei +1 − Ei , x = ix
substituti ng governing equatio ns in BW marching fo rmula:
θ1 + Δx   (i F)  (i G)  Δx   (F i )  (G i )  θ
ΔE=
i
 +  +  +  + 2 Δ i −1E
1 + θ 2  y z  1 + θ 2  y z  1 + θ 2
where Δ i E = Δ i E + Δ ip , Δ i F = Δ i Fi + Δ i Fv , Δ iG = Δ iG i + Δ iG v
Eq. 11.6.5
Where the inviscid delta terms ΔiE, ΔiF and ΔiG are linearized using the Taylor series expansion. In
order to linearize the inviscid delta terms, we make use of the fact that E’, Fi, and Gi are function of
the vector:
 U3 
 U 2 U3 
 ρ   U1   
 U1 
 ρu   U 
   2  U 32 ~ 
+U   U 2 + U 32 + U 24 
For example, Fi =  U1
~
U =  ρv  =  U 3  where U = (γ − 1) U 5 − 2 
       2U1 
ρw   U 4   U3U 4 
 E t   U 5   U1 
 ~ U 
 
 U5 + U 3 
 U1 
 E  i
i
(E) i +1
= (E) + 
i
  U + (x)
2
 U 
Δ i E = [Q]i Δ i U
 F 
i

(Fi ) i +1 = (Fi ) i +  i  i U + (x) 2 or Δ i Fi = [R ]i Δ i U
 U  Δ i G = [S]i Δ i U
 i
i
i +1  G i  i
(G i ) = (G i ) + 
i
  U + (x)
2
 U 
Eq. 11.6.6
Where [Q], [R], and [S] are the Jacobian of matrices dE’/dU, dFi/dU, and dGi/dU which are given
in370. The viscous delta terms can be linearized using a method suggested by Steger371. In order to
apply this linearization method, the coefficients of viscosity (μ) and thermal conductivity (k) are
assumed to be locally independent of U, and the cross derivative viscous terms are neglected. As the
result of these assumptions Fv and Gv have the general form of
370 Anderson, Dale A; Tannehill, John C; Plecher Richard H; 1984,”Computational Fluid Mechanics and Heat

371 Steger, J, L, “Implicit finite difference Simulation of the flow about Arbitrary Geometries with application to
Aitfoils”, AIAA paper 77-665, Albuquerque, NM, 1077.

   5  β k  i 
fk = αk (β k ) , f i +1 = f i + α ik   Δ U L  + Ο(Δx) 2
y y  L =1  U L  
 i 
 5  β k  i 
  Δ U L  + Ο(Δx) 2
i +1
gk = αk (β k ) , g = g + α k
i
z z  L =1  U L  
α k is independent of U and β k is a function of U. We can write :
i
Δ i Fv = [V ]i Δ i U , Δ i G v = [ W ]i Δ i U
Eq. 11.6.7
Where the [V] and [W] are the Jacobian matrices for viscous terms. We now ready to put everything
in our marching order equation (BW) and the results
 
i
  R 
V
  S w

i


 E  θ1Δx 
  Fi Fv  
 G i G v  
 i
  +  −
 y U U  +  −  Δ U =
   1 + θ 2
U     z  
  
U U 
 Q 
   A   B  

Δx  Fi G i  θ2 i −1
−  y + z  + 1 + θ Δ E − Δ p
i
1 + θ2   2
i −1
 p =  p + (x)
i 2

 i θ1Δx  [ A] [B]  
i

or [Q] +  +  Δ i U = R.H.S .
 1 + θ 2  y y  
 
Using Appriximate Factoriziation :
 i θ1Δx  [ A]  
  i θ Δx  [B] i 
 
i
 i -1  
[Q] +    (Q )  [Q] + 1   Δ i U = R.H.S .

 1 + θ 2  z    1 + θ 2  y  
 
Eq. 11.6.8
The partial derivative d/dy and d/dz are approximated by 2nd order accurate central differencing.
The algorithm is implemented in the following manner:
 θ1Δx  [ A ]    
 
i
 [B] 
i
   θ Δx  i
  (Q )
-1
+   [Q]i + 1   Δ U = R.H.S .
i i
[Q ]

 1 + θ 2  z     1+ θ2  y  
 

 θ1Δx  [ A ]  
i
 i
[Q] +   Δ U 1 = R.H.S .
i
Step 1 :

 1 + θ 2  z   
Step 2 : Δ U 2 = [Q] Δ U 1
i i i

 θ1Δx  [B]  
i
 i
Step 3 : [Q ]i
+ 
 
 Δ U = Δ U 2
i
 1 + θ 2  y  
 
i +1
Step 4 : U =U =ΔU i i
Eq. 11.6.9
In steps 1 and 3, the system of equations can be solved using a block tridiagonal solve. As the result
of manipulation in step 2, the inverse matrix does not have to be determined in the solution process.
Finally, in step 4, the vector of unknown at station i+1 (Ui+1) is determined and the primitive variable
can be obtained in the following manner
U i2+1 U i3+1 U i4+1

ρ n +1 = U1i +1 , u n +1 = , v n +1
= , w n +1
= ,
U1i +1 U1i +1 U1i +1
U 5i +1 (u i +1 ) 2 + (vi +1 ) 2 + (w i +1 ) 2
e n +1 = −
U1i +1 2
Eq. 11.6.10
11.6.2 Case Study - New-Generation Hyperbolic Navier-Stokes Schemes: Speed-Up and Accurate
Viscous/Heat Fluxes
Citation : Nishikawa, H. (2011). New-Generation Hyperbolic Navier-Stokes Schemes: O(1/h) Speed-
Up and Accurate Viscous/Heat Fluxes.
We introduce a 1st order hyperbolic system model for viscous flows, and propose a unique way of
computing steady viscous flows: integrate the hyperbolic Navier-Stokes system in time toward the
steady state. We construct an upwind finite-volume scheme for the hyperbolic Navier-Stokes system
and demonstrate remarkable advantages of the resulting Navier-Stokes code: O(1/h) speed-up over
traditional Navier-Stokes codes, where h is the mesh spacing, and the capability of simultaneously
computing the viscous stresses and the heat fluxes to the same order of accuracy as that of the main
variables on irregular grids. The paper concludes with discussions on the future developments and
the potential impact on the future algorithm development for computational fluid dynamics.
Although the 2D development is in the emphasis here, for 3D, readers are encourage to consult [Li et
al.]372.
We extend the 1st order hyperbolic system method developed for model equations in a series of
372 Lingquan Li, Hong Luo, Jialin Lou and Hiroaki Nishikawa, “High-Order Hyperbolic Navier-Stokes
Reconstructed Discontinuous Galerkin Method for Unsteady Flows”, AIAA Aviation Forum, TX, 2019.
papers373-374 to the Navier-Stokes equations. We thereby propose a non-traditional way of computing
viscous flows: integrate an equivalent first-order hyperbolic system in time toward the steady state.
The first-order system is deliberately designed such that it reduces to the original Navier-Stokes
equations in the steady state; its viscous part is a hyperbolic system on its own. Navier-Stokes codes
arising from the proposed method will be radically different from those currently used.
11.6.2.2 Simplified Discretization
Robust and accurate viscous discretization is made simple because the viscous term is hyperbolic
just like the inviscid term. Methods developed for the inviscid term such as upwind fluxes and
limiters, are directly applied to the viscous term. The first-order hyperbolic system method has a
great potential for overcoming many difficulties associated with the viscous discretization
encountered particularly in unstructured grids and high-order methods (see 375-376 and references
therein). Note that the proposed method is different from the mixed finite-element method377 and
other first-order system methods 378-379 in that our system is hyperbolic in time while their systems
have no such characterization. It is the hyperbolicity that brings a drastic change in
the viscous discretization.
11.6.2.3 Speed-up
Because the system is hyperbolic, the explicit time step is determined by the CFL condition, leading
to an O(h) time step where h is the mesh spacing. It implies O(1/h) speed-up over traditional schemes
with an O(h2) time step. For implicit time-stepping schemes, the advantage comes in the condition
number of the linearized system to be inverted at every time step: O(1/h) versus O(1/h 2). It brings
O(1/h) speed-up for iterative methods for solving the linearized system. In either case, the
acceleration factor grows for larger-scale problems. In 3D simulations, it will be O(100) for 1M grid
points, and O(1000) for 1 Billion grid points. Such an orders-of-magnitude improvement in the
algorithm will not only allow us to overcome the current hardware limit, but also bring a
continuously-growing advantage for larger-scale problems along with the increase in computing
power.
11.6.2.4 Accurate Viscous/Heat Fluxes
The first-order hyperbolic system method generates a new class of Navier-Stokes codes that are
capable of computing the viscous stresses and the heat fluxes simultaneously with the main ow
variables to the same order of accuracy on irregular grids. The use of irregular grids is common in
practical applications due to complex geometries; the irregularity is hard to avoid particularly once
we start adapting grids for viscous flows. On such grids, the physical quantities sought by the viscous
simulation, such as the viscous stresses and the heat fluxes, can be obtained only with a lower order
of accuracy, typically one order less than that of the main flow variables. They also often exhibit
erroneous behavior. For example, current state-of-the-art Navier-Stokes codes are known to produce
373 Nishikawa, H., A First-Order System Approach for Diffusion Equation. I: Second-Order Residual-Distribution
Schemes," Journal of Computational Physics, Vol. 227, 2007, pp. 315-352.
374 Nishikawa, H., A First-Order System Approach for Diffusion Equation. II: Unification of Advection and
Diffusion," Journal of Computational Physics, Vol. 229, 2010, pp. 3989-4016.

375 Nishikawa, H., Beyond Interface Gradient: A General Principle for Constructing Diffusion Schemes," 40th AIAA
Fluid Dynamics Conference and Exhibit, AIAA Paper 2010-5093, Chicago, 2010.
376 Nishikawa, H., Robust and Accurate Viscous Discretization via Upwind Schemes, I: Basic Principle," Computers
and Fluids, 2011, in press.

377 Girault, V. and Raviart, P. A., An analysis of a mixed finite element method for the Navier-Stokes equations,"
Numerische Mathematik, Vol. 33, 1979, pp. 235-271.

378 Heys, J., Lee, E., Manteuffel, T., and McCormick, S., An alternative least-squares formulation of the Navier-
Stokes equations with improved mass conservation," Journal of Computational Physics, Vol. 226, 2008.
379 Jiang, B.-N., The Least-Squares Finite Element Method, Springer, 1998.
erratic viscous stress and heating distributions380-381. The proposed method has a great potential for
overcoming these difficulties. Also, it can be extended to produce accurate vorticity as well as the
viscous stresses and the heat fluxes. The core of the proposed method lies in the construction of a
hyperbolic model for viscous flows. Therefore, it is fully compatible with virtually any numerical
method (e.g., finite-volume/element, residual-distribution, and other modern higher-order methods
such as discontinuous Galerkin and spectral-volume/difference methods).
Many advantages such as those described above are intrinsic properties of the proposed method.
Here, we present an example of such a hyperbolic model for the compressible Navier-Stokes
equations, and show how it can be discretized by the finite-volume method. Presented here
preliminary results obtained by the resulting Navier-Stokes code, and demonstrate the O(1/h) speed-
up and accurate viscous/heat fluxes on irregular grids.
11.6.2.5 First-Order 2D Hyperbolic Navier-Stokes System
Consider the 2D compressible Navier-Stokes equations:
∂ρ ∂(ρu) ∂(ρv)
+ + =0
∂t ∂x ∂y
∂(ρu) ∂(ρu2 + p − τ𝑥𝑥 ) ∂(ρuv − τ𝑦𝑥 )
+ + =0
∂t ∂x ∂y
∂(ρv) ∂(ρuv − τxy ) ∂(ρv 2 + p − τyy )
+ + =0
∂t ∂x ∂y
∂(ρE) ∂(ρuH − τxx u − τxy v + qx ) ∂(ρuH − τyx u − τyy v + qy )
+ + =0
∂t ∂x ∂y
Eq. 11.6.11
E is the specific total energy, and H = E +p/ρ is the specific total enthalpy. Also, τxx, τxy, and τyy are the
viscous stresses, and qx and qy are the heat fluxes defined as
2 ∂u ∂v ∂u ∂v 2 ∂u ∂v
τxx = μ (2 − ) , τ𝑥𝑦 = τyx = μ ( − ) , τyx = μ (2 − )
3 ∂x ∂y ∂y ∂x 3 ∂x ∂y
μ ∂T μ ∂T
qx = ( ) , qy = ( )
Pr(γ − 1) ∂x Pr(γ − 1) ∂y
Eq. 11.6.12
We construct a first-order Navier-Stokes system by replacing Eq. 11.6.12 by the following evolution
equations for the viscous stresses and the heat fluxes:
∂τxx μv ∂u 1 ∂v τxx
= ( − − )
∂t Tv ∂x 2 ∂y μv
∂τxy μv 3 ∂u 3 ∂v τxy
= ( − − )
∂t Tv 4 ∂y 4 ∂x μv
380 Gnoffo, P. A., Multi-Dimensional, Inviscid Flux Reconstruction for Simulation of Hypersonic Heating on
Tetrahedral Grids," AIAA Paper 2009-599, 2009.
381 Kitamura, K., Nakamura, Y., and Shima, E., An Evaluation of Euler Fluxes II: Hypersonic Surface Heating
Computation," 38th AIAA Fluid Dynamics Conference and Exhibit, AIAA Paper 2009-3648, Seattle, 2008.
∂τyy μv ∂v 1 ∂u τyy
= ( − − )
∂t Tv ∂y 2 ∂x μv
∂qx μv 1 ∂T qx
= (− − )
∂t Tv γ(γ − 1) ∂x μh
∂qy μv 1 ∂T qy
= (− − )
∂t Tv γ(γ − 1) ∂y μh
Eq. 11.6.13
Where μv and μh are the scaled viscosities,
4 γμ ρL2 ρL2
μv = μ , μ = , Tv = , Tℎ =
3 Pr μv μh
Eq. 11.6.14
Tv and Th are relaxation times associated with the viscous stress and the heat flux, and L is a length
scale of O(1) defined as suggested in382. Note that the first-order system has been deliberately
constructed such that it reduces to the original Navier-Stokes system in the steady state for arbitrary
Tv and Th. Traditionally, the Navier-Stokes system is discretized in two steps: the inviscid term is
discretized by a method suitable for hyperbolic systems (e.g., upwind differencing) followed by the
discretization of the viscous term by a method suitable for parabolic equations (e.g., central
differencing). We challenge the tradition by proposing the following first-order system model. As in
one dimension, we cast the first-order system in the form of a preconditioned conservative system:
∂𝐔 ∂𝐅 ∂𝐆
𝐏 −1 + + =𝐒
∂t ∂x ∂y
Eq. 11.6.15
Where
ρu
ρu2 + p − τxx
ρ
ρu ρv 2 − τxy
ρv ρuH − τxx u − τxy v + qx
ρE −u
−3
𝐔 = τxx , 𝐅= v ,
τxy 4
u
τyy
qx 2
a2
[ qy ]
γ(γ − 1)
[ 0 ]
ρv
ρuv − τxy
ρv 2 + p − τyy
ρuH − τxy u − τyy v + qy
−v
𝐆= −3
u
4
−v
0
a2
[ γ(γ − 1) ]
0 1 0 0 0 0 0 0 0 0
0 0 1 0 0 0 0 0 0 0
0 0 0 1 0 0 0 0 0 0
0 0 0 0 1 0 0 0 0 0
τ /μ
𝐏 = xx v , 𝐒 = 0 0 0 0 Tv /μv 0 0 0 0
τxy /μv 0 0 0 0 0 Tv /μv 0 0 0
τyy /μv 0 0 0 0 0 0 Tv /μv 0 0
qx /μh 0 0 0 0 0 0 0 Th /μh 0
[ qy /μh ] [0 0 0 0 0 0 0 0 Th /μh ]
Eq. 11.6.16
The wave structure of the system can be analyzed by the Jacobian matrix projected along an arbitrary
vector, (nx; ny):
∂𝐅 ∂𝐆
𝐏𝐀𝐧 = 𝐏 ( nx + n )
∂𝐔 ∂𝐔 y
Eq. 11.6.17
Again, we split the Jacobian into the inviscid and viscous parts:
𝐏𝐀𝐧 = 𝐏𝐀𝐢𝐧 + 𝐏𝐀𝐯𝐧

Eq. 11.6.18
As Ain and Avn are the projected Jacobians derived from the inviscid and viscous fluxes, respectively.
The Eigen-structure of the inviscid Jacobian is well known: the eigenvalues are
λ1i = u𝑛 − a , λi2 = u𝑛 , λi3 = u𝑛 , λi4 = u𝑛 − a , λi5,6,7,8 = 0

Eq. 11.6.19
where un = unx + vny. The corresponding linearly independent right-eigenvectors are denoted by Ri,k
, k = 1, 2, 3, , , , 9. The first four eigenvectors represent the inviscid acoustic, shear, and entropy waves,
constituting the inviscid subspaces. The other eigenvectors, Ri k, k = 5, 6, 7, 8, 9, are the vectors having
1 in the k-th component and 0 elsewhere. The viscous Jacobian has the following eigenvalues,
λ1v = −anv , λv2 = anv , λv3 = −amv , λv4 = amv , λv5 = −ah ,
λv6 = ah , λv7,8,9 = 0
Eq. 11.6.20
Where
νv 3νv νh
anv = √ , amv = √ , λv4 , ah = √
Tv 4Tv Th
Eq. 11.6.21
The speed, anv, is associated with the normal viscous stress; it is called the normal viscous wave. On
the other hand, amv is associated with the shear viscous stress; it is called the shear viscous wave. As
in one dimension, ah is the speed of the heating wave. The corresponding linearly independent right-
eigenvectors can be found and denoted by Rik, k = 1, 2, 3, , , , , 9. Thus, the viscous part is a hyperbolic
system by itself, describing the isotropic normal/shear viscous and heating waves. In both the
inviscid and viscous parts, the corresponding left-eigenvectors denoted by Li k and Lvk, k = 1, 2, , , , 9
can be found. Then, the full Jacobian can be expressed as a sum of 10 (not necessarily orthogonal)
subspaces:
4 6
𝐏𝐀 = ∑ λik ∏ik + ∑ λvk ∏vk

k=1 k=1
Eq. 11.6.22
where Πik and Πvk are the pure inviscid and
viscous projection matrices,
∏ik = 𝐑ik 𝐋ik , ∏vk = 𝐑vk 𝐋vk

Eq. 11.6.23
As in one dimension, the subspaces are
orthogonal only within the inviscid and
viscous parts, not orthogonal across them.
11.6.2.6 Discretization
Given a computational grid composed of
quadrilaterals and/or triangles, we store the Figure 11.6.1 Dual control volume for node-
centered finite-volume schemes with unit normal
solution data at nodes, and discretize the
associated with an edge {j , k}.
hyperbolic Navier-Stokes system by the
edge-based finite-volume method:
j
d𝐔𝐣 1 1
𝐏j−1 = − ∑ 𝚽jk 𝐀jk + ∫ 𝐒dv
dt Vj Vj
k=1 Ωj
Eq. 11.6.24
where Uj is the solution vector at the node j, Vj is the median dual volume, Kj is a set of neighbors of
the node j, Φjk is a numerical flux along the directed area vector (see Figure 11.6.1),
𝐧𝐣𝐤 = 𝐧𝐋𝐣𝐤 + 𝐧𝐑𝐣𝐤

Eq. 11.6.25
defined at the midpoint of the edge, and Ajk is the magnitude of the directed area vector (i.e., Ajk =∣
njk∣). For second-order accuracy, we compute the solution gradients by the unweighted least-squares
method at nodes, and reconstruct a linear solution within each dual control volume. On the boundary,
a suitable boundary flux is applied with the linearity-preserving quadrature formulas (see
Appendices of Ref.383 for a comprehensive list of linearity-preserving quadrature formulas in both
two and three dimensions). We define the numerical flux as an upwind flux of the form:
1 1
𝚽jk = [𝐇jk (𝐔R ) + 𝐇jk (𝐔L )] − 𝐏 −1 |𝐏𝐀𝐧 | Δ𝐔
2 2
Eq. 11.6.26
where ΔU = UR - UL, and UR and UL are the extrapolated solution vectors at the midpoint of the edge,
{j , k}, Hjk is the physical flux projected along the directed area vector,
𝐧jk
𝐇jk = [𝐅, 𝐆]. 𝐧
̂j,k , ̂𝐣𝐤 =
𝐧
|𝐧jk |
Eq. 11.6.27
and An = ∂Hjk/∂U. The dissipation matrix is again computed by the simple approximation:
4 6
𝐏𝐀𝒏 ≈ ∑|λik |∏ik + ∑|λvk | ∏vk

k=1 k=1
Eq. 11.6.28
The interface quantities are computed similarly as in one dimension; and thus the resulting
numerical flux will reduce to the Roe flux in the inviscid limit. Also, we simplified the viscous part of
the dissipation term and implemented it as a single vector. Note that the resulting numerical flux is
upwind for all Reynolds numbers. The Number of Nodes Iteration semi-discrete equation is then
integrated in time by the forward-Euler time-stepping scheme. The global time-step Δt, is defined as
the minimum of the local time-step, Δtj , restricted by the local CFL condition:
2Vj
∆t j = CFL , CFL ≤ 1.0
∑k∈{Kj } 𝐀jk (|un | + a + ah )j
Eq. 11.6.29
Again, the time step is O(h), not O(h2); it is an intrinsic property of numerical schemes solving the
hyperbolic Navier-Stokes system.
11.6.2.7 Results
Preliminary results are available for a viscous shock-structure problem whose exact solution can be
obtained by numerically solving a pair of ordinary differential equations for the velocity and the
temperature384. The program used to generate the exact solution in this study can be downloaded at
http://www.cfdbooks.com/cfdcodes.html. In all computations, we take M1 = 3.5, Pr = 3/4, γ = 1.4,
Re∞ = 25, and T∞ = 400 [k]. We consider the 1D viscous shock-structure problem in a 2D rectangular
domain. Results are available for irregular triangular grids generated from 21x5, 41x9, 61x13, 81x17,
101x21 regular grids by random perturbation, random diagonal splitting, and stretching. In each
383 Nishikawa, H., Beyond Interface Gradient: A General Principle for Constructing Diffusion Schemes," 40th AIAA
Fluid Dynamics Conference and Exhibit, AIAA Paper 2010-5093, Chicago, 2010.
384 Xu, K., A Gas-Kinetic BGK Scheme for the Navier-Stokes Equations and Its Connection with Artificial Dissipation
and Godunov Method," Journal of Computational Physics, Vol. 171, 2001, pp. 289-335.
grid, the nodes are clustered over
the viscous shock as shown in
Figure 11.6.2. Again, the exact
solution is used as the initial
solution. Also, a similar internal
pressure condition and boundary
conditions are applied as in one
dimension. Time integration is
performed with CFL= 0.99 until
the divided residual is reduced by
six orders of magnitude in the L1
norm. The hyperbolic Navier-
Stokes scheme is compared with a
traditional Navier-Stokes scheme Figure 11.6.2 Irregular Triangular Grid for the Viscous Shock-
Structure
based on the Roe flux for the
inviscid term and the face-
tangent average-least-squares scheme for the viscous term.
Figure 11.6.3 shows the convergence results for the hyperbolic Navier-Stokes scheme and the
traditional Navier-Stokes scheme. As clearly seen in Figure 11.6.3 (a), the traditional scheme takes
orders of magnitude larger number of iterations to reach the steady state than the hyperbolic scheme.
As predicted, and confirmed by Figure 11.6.3 (b), it increases linearly with the total number of
nodes, denoted by N, for the traditional scheme while it is proportional to the square root of the
Figure 11.6.3 Comparison of Convergence for the 2D Problem. Stars: the Traditional Scheme. Circles:
the Hyperbolic Scheme
number of nodes for the hyperbolic Navier-Stokes scheme. Note again that the speed-up factor grows
with the number of nodes. The hyperbolic scheme gets faster and faster than the traditional scheme
for larger-scale problems.
Error convergence results are given in Figure 11.6.4. For the traditional scheme, the viscous stress
and the heat flux were computed once at the end of the iterations by the unweighted least-squares
reconstruction. The traditional scheme has some irregularity in the error convergence. It is
considered as a result of the mesh irregularity; we observed a uniform second order convergence for
different sets of grids. Figure 11.6.4 (a-b) shows the error convergence in the viscous stresses and
the heat fluxes (τyy is equivalent to τxx, and thus the result is not shown). As expected, the hyperbolic
scheme achieved second-order accuracy in these quantities. The reconstructed values for the
traditional scheme are only 1st order accurate. This difference in the order of error convergence
implies orders of magnitude smaller errors in further grid refinement. We emphasize that this
superior accuracy in the viscous stresses and the heat fluxes comes with the O(1/h) faster iterative
convergence. Even if second-order accuracy is achieved by high-order or implicit reconstruction for
the traditional scheme, it remains extremely slower than the hyperbolic scheme.
Figure 11.6.4 Error Convergence Results for the Viscous Stresses and the Heat Fluxes in the 2D
problem
11.6.2.8 Concluding Remarks and Future Developments
We have introduced a first-order hyperbolic Navier-Stokes system to compute the steady state
solution of the compressible Navier-Stokes equations. A finite-volume scheme has been constructed
for the hyperbolic system based on an upwind flux. Preliminary results demonstrated the advantages
of the resulting Navier-Stokes code over traditional Navier-Stokes codes: the O(1/h) speed-up by the
explicit time-stepping scheme and the second-order accuracy of the viscous stresses and the heat
fluxes on fully irregular unstructured grids.
For a simple and systematic discretization, we have introduced a preconditioned conservative form
of the hyperbolic Navier-Stokes system. This particular approach greatly simplifies the analysis of
the wave structure of the system by avoiding complications arising from the nonlinearity. It also
paves the way for further improvements by setting a stage for the local preconditioning technique to
ensure the accuracy in the low-Mach number limit as well as to accelerate the convergence to the
steady state385. If the full Eigen-structure were available for the hyperbolic system in the steady form,
the optimal local preconditioning matrix could be constructed for the whole system in one and two
dimensions386. This preconditioned-form approach is a general approach applicable to other
nonlinear equations. It makes the proposed method available to a wide range of practical
applications. Also, we have introduced an approximate evaluation of the upwind dissipation matrix:
the full absolute Jacobian is approximated by a sum of the inviscid and viscous absolute Jacobians.
This approximate approach simplifies the construction of the interface flux for the hyperbolic Navier-
Stokes system. Although the approach has been found successful for the problem considered here, it
may be more sensible to weight them by the Reynolds number as suggested in Ref. 387. Yet, we may
simply view it as a sum of the Roe inviscid flux and the upwind viscous flux, and explore other choices
for each ux. For example, we can employ a more robust inviscid flux such as the Rotated-RHLL flux388
for applications involving strong shocks.
For flows with shock waves, a mechanism to prevent oscillations such as a limiter needs to be
incorporated, perhaps, not only for the main flow variables but also for the extra variables. It can be
considered as introducing a means to control the nonlinear stability such as the positivity of the
viscous discretization. Positivity is considered as a very important property for the viscous
discretization, but it remains difficult to devise a positive viscous discretization on general
unstructured grids. In the first-order hyperbolic system method, if we have a positive scheme for the
inviscid term, we almost immediately have a positive scheme for the viscous term.
The development of shock-capturing hyperbolic Naiver-Stokes schemes is underway. In practical
applications, the computational grid is typically highly-stretched for resolving viscous layers. For
such grids, it would be desired to have implicit time-stepping schemes available. In this case, the
residual Jacobian, which needs to be inverted at every time step, has an O(h) times smaller condition
number, and thus we expect O(1/h) faster iterative convergence. The development of implicit time-
stepping schemes is a very important subject of future work. Eventually, we will extend the method
to time-accurate simulations by employing the dual-time stepping technique where the Navier-
Stokes code arising from the proposed method can be used in the inner iteration.
A rapid convergence is expected over each physical time step. It should be noted that the first-order
hyperbolic system for the Navier-Stokes equations is by no means unique. There are many other
385 Nishikawa, H., Roe, P., Suzuki, Y., and van Leer, B., A General Theory of Local Preconditioning and Its
Application to the 2D Ideal MHD Equations," 16th AIAA Computational Fluid Dynamics Conference, AIAA Paper
2003-3704, Orlando, 2003.
386 See Previous.

388 Nishikawa, H. and Kitamura, K., Very Simple, Carbuncle-Free, Boundary-Layer Resolving, Rotated-Hybrid
Riemann Solvers," Journal of Computational Physics, Vol. 227, 2007, pp. 2560-2581.
possible choices. For example, an alternative system can be constructed such that it leads to not only
accurate viscous stresses and heat fluxes but also accurate vorticity on unstructured grids. The
development of such alternative systems is currently underway.
The first-order hyperbolic system method is a general method applicable to various partial
differential equations involving second and higher order derivatives. As shown, O(1/h) times faster
iterative methods can be constructed for the Laplace/Poisson type equations with accurate solution
gradients simultaneously computed. Applications of the resulting fast elliptic solvers include the
elliptic grid generation/adaptation, the Poisson equation for the pressure in the incompressible
Navier-Stokes equations, etc. In Ref.389, the method was extended to the advection-diffusion equation,
and in particular a uniform iterative convergence over a wide range of Reynolds numbers was
demonstrated for boundary-layer type problems on stretched grids. The resulting hyperbolic
advection-diffusion scheme can be readily applied, for example, to scalar turbulence model
equations.
Application to higher-order derivative terms is also possible: construct an extended 1st order
hyperbolic system and solve it by an upwind scheme. That is, partial differential equations of
arbitrary order can be discretized by methods for hyperbolic systems, and it leads to orders of
magnitude more efficient and accurate solvers. Finally, the method has been extended to nonlinear
systems in this paper. Opportunities for practical applications are now wide open: incompressible
Navier-Stokes equations, thermal flow and heat transfer phenomena in nuclear applications,
resistive magneto-hydrodynamic simulations, ground-water simulations in hydro-geology, chemical
diffusion, and so on. The impact of the proposed method on the future CFD development is expected
to grow larger as the grid size gets larger and the geometry gets more complex.
11.7 Multigrid Methods

Multigrid methods (MGM) are effective techniques that can deliver fast convergence rates with
minimal memory overheads. The basic idea of a multigrid method is to accelerate the solution of a
set of fine grid equations by time stepping on a sequence of fine and coarse grids using a simple
explicit scheme. Multigrid methods capitalize on the effectiveness of explicit methods in reducing
high frequency error modes. A high-frequency error can be thought of as a solution component that
oscillates between neighboring grid points. While explicit methods are effective at eliminating such
errors, they are relatively ineffective at reducing low-frequency or global error components. This is
to be expected, because explicit schemes rely exclusively on local information supplied through the
residual stencil.
The multigrid strategy consists in explicitly time stepping the fine grid equations until the high-
frequency errors have been conquered. The solution is then transferred to a coarser grid, where the
remaining low-frequency errors now manifest themselves as high-frequency errors and can be
effectively damped by the same explicit method. The process is repeated recursively through a
complete sequence of grids, where each level is responsible for a particular bandwidth of errors.
When the coarsest grid of the sequence is reached, the corrections are interpolated back to each
successively finer grid. This entire multigrid cycle is then repeated until overall convergence is
achieved. For structured grids, simply get rid of every other line of grid and make sure that grid is
sufficient for coursing. But for unstructured meshes, the issue is more complicated. Given a fine
unstructured mesh, there is no simple procedure for constructing uniformly coarser levels, as in the
structured-grid case. One of the drawbacks of this approach is that it still requires the user to
generate multiple grids for a single solution, which is at best tedious. With this in mind, several efforts
have been pursued to automate the process. But first we consider the typical (i.e. V &W) cycle which
is the essence of the multigrid process.
11.7.1 Multigrid Cycle & Definitions
Usually iterative methods would reduce the high-frequency (i.e., oscillatory) errors but fails to reduce
the low-frequency (i.e., smooth) errors thus will results poor rate of convergence390. High-frequency
and low-frequency are the names of the errors that are referring to the error in the coarser and finer
mesh. In the case of the iterative methods, the solution in the finer grid looks smoother but if we
transfer the solution to the coarser grid it will be oscillating. To solve this problem we need to do
sampling of the solution from finer grid to coarser grid where a few iterations (iterative methods for
example, Gauss-Seidel) need to be done to reduce the high-frequency error.
All multigrid methods require a definition of a succession of coarse grids, based on the original "fine"
grid. The process of defining the coarser grids involves what is called Agglomeration, i.e. the
combination of several nodes or control volumes or coefficients from the original grid. Transferring
Figure 11.7.1 Multi-Gridding Cycle
the solution from finer grid to coarser grid is called Restriction. After the few steps of the
restriction are done, the error of high-frequency will be reduced. Later this solution is transferred to
finer grid for further calculation and by then the low-frequency error is also minimized.
Transferring the solution from coarser grid to finer grid is called the Prolongation or
Interpolation, (see Figure 11.7.1).
On the finer grid it is suggested to do a few more iterations to keep the high-frequency error still
small. So the solution that is in the finer grid will be having less high-frequency and less low-
frequency error. These cycles have to be continued until the solution meets the desired convergence
criteria. Prolongation, restriction and less iteration in the finer grid gives a faster convergence rate
and quicker solution than the normal stationary iterative methods391. An investigation into a Multi-
gridding algorithm by [Gargoloff]392 shows that the maximum value of the residuals for a typical
multigrid solver were reduced much faster than the maximum value of the residuals for the one-level
grid solver. The 2D case was run for a NACA 0012 airfoil. Further discussion regarding smoother
terminology and their usage can be obtained from [Birken et al.]393.
11.7.2 Classification394
Multigrid methods (MGM) are classified into two branches
➢ Geometric multigrid - FAS
390 Ezhilmathi, “Magic behind the Most of the CFD solvers for HPC “, Scientific Computing blog, 2013.
391 Same as above.
392 A Dissertation by Joaquin Ivan Gargoloff, “A Numerical Method For Fully Nonlinear Aero-elastic Analysis”,
Submitted to the Office of Graduate Studies of Texas A&M University in partial fulfillment of the requirements
for the degree of DOCTOR OF PHILOSOPHY, 2007.
393 Philipp Birken, J onathan Bull, and Antony Jameson, “A note on terminology in multigrid methods”, Proc. Appl.
Math. Mech. 16, 721 – 722 (2016).

394 CFD online.com
➢ Algebraic multigrid - AMG
In the Geometric Multigrid (GMG), agglomeration of the nodes (cells, elements, or control volumes)
takes place on the geometric level, and a set of new data structures representing the coarse grids
need to be constructed for each level. This method is usually difficult to deal with when using the
finite volume method since the FVM is based on a cell centered discretization which makes it difficult
to define irregularly shaped control volumes. On the other hand, the Algebraic Multigrid (AMG)
performs the agglomeration using
the coefficient matrix only (hence
the name algebraic). In the AMG
method, specially chosen
coefficients of the matrix are
combined together to form a new
coefficient matrix representing the
coarser grid and no new
discretization is required on the
coarse grids. Agglomeration
techniques could vary from
algorithm to algorithm. It is
recommended that (AMG) is best
suited for unstructured mesh, while
(GMG) is appropriate for structure
mesh. Agglomeration techniques
could vary from algorithm to
algorithm. For that, see different
sources such as [Ghia ]395.
11.7.3 Unstructured Mesh
Cycling
Methods that remove selected mesh
points, using graph-based
algorithms, and re-triangulate the
remaining subset of vertices have
been demonstrated as effective tools
for generating coarse-level Methods
that remove selected mesh points,
using graph-based algorithms, and
re-triangulate the remaining subset
of vertices have )been demonstrated
as effective tools for generating
coarse-level multigrid meshes.
Figure 11.7.2 Sequence of gridding in unstructured
However, for very complex multigrid scheme
geometries, the generation of coarse
meshes that conform to the original geometry either manually or automatically, becomes an
unpleasant task. A usual and tedious approach to unstructured multigrid methods is to generate a
sequence of completely independent coarse and fine meshes and use linear interpolation to
transfer variables back and forth between the various meshes of the sequence, within a
395U. Ghia, K. N. Ghia, and C. T. Shin, “High-Re Solutions for Incompressible Flow Using the Navier-Stokes
Equations and a Multigrid Method, Journal of Computational Physics 48, 387-411 (1982).
multigrid cycle 396-397. The meshes may be generated using any feasible grid generation technique
and will generally be non-nested, and may even not contain any common points.
The only requirement is that they conform to the same domain boundaries. This technique is more
flexible than the nested subdivision approach, since the fine and coarse meshes are not constrained,
and may be optimized independently for accuracy and speed of convergence respectively.
Furthermore, this approach can be applied to a problem with a pre-specified fine mesh. The inter
grid transfer operators can be determined in a preprocessing operation but require smart search
techniques to determine the patterns between coarse and fine grid elements, which in principle may
overlap randomly. Once these have been determined and stored, grid transfers are simply
implemented as a weighted gather and scatter of data between coarse and fine grid arrays.
Application of this technique to a three-dimensional inviscid flow is depicted in Figure 11.7.2 where
two grids from the sequence of grids employed in the overset mesh multigrid scheme for the
computation of transonic flow over an aircraft configuration. Yet another approach is provided by
agglomeration (collection) multigrid methods. Based on the control-volume formulation, these
methods form coarser-level meshes by blending or agglomerating fine-level control volumes
together with their neighbors398. The resulting coarse mesh contains a smaller number of larger and
more complex control volumes. The precise manner in which control volumes are agglomerated can
be controlled through a graph-based algorithm similar to the vertex removal procedure described
above. The flow solver must be modified to run on arbitrarily shaped control volumes on the coarse
levels. For inviscid-flow control-volume formulations, this presents little difficulty, since the
equations are generally discretized as fluxes over individual control-volume faces, which can be used
to build contour integrals about arbitrarily shaped control volumes. The observed convergence rate
of the agglomeration multigrid method is almost identical to that obtained with the overset-mesh
method.
11.7.4 Viscous Flow Consideration
For viscous flows, the discretization of diffusion terms on arbitrarily shaped control volumes is no
longer straightforward. An algebraic interpretation of agglomeration multigrid provides a
mechanism for dealing with equations sets that contain diffusion terms. Borrowing from the
algebraic multigrid literature [Ruge & Stüben 1987], a coarse-grid operator may be constructed by
projecting the fine-grid operator onto the space spanned by the coarse-grid basis functions. In
general, the multigrid convergence rates achieved for viscous flow cases are substantially slower
than those achieved for inviscid cases. The slower convergence in the viscous flow cases is principally
due to the anisotropic stretching of the mesh in the boundary-layer and wake regions. Unstructured
multigrid methods offer the possibility of designing schemes that are insensitive to anisotropic
effects.
The graph-based agglomeration or vertex coarsening algorithms described above can be modified
to merge only those neighboring control volumes or delete only those neighboring vertices that are
the most strongly coupled to the current point. By coarsening or agglomerating only in the direction
of strongest coupling, as determined by the magnitude of the coefficients in the fine-grid discrete
equations, rather than eliminating all possible neighbors, coarse levels that are optimal for the
problem at hand can be generated. An alternate strategy for improving the convergence of multigrid
methods is to employ a stronger smoother as the base grid solver. Any of the implicit methods
described above may be substituted for an explicit method. Of course, most. There is an obvious
duality between the construction of sub regions for implicit methods and coarsening strategies for
396 Mavriplis DJ., “Three-dimensional multigrid for the Euler equations”, AIAA , 1992.
397 Leclercq MP., “Resolution des equations d’Euler par des methods multigrilles conditions aux limites en regime
hypersonique”, PhD thesis. Dep. Appl. Math, Univ. de Saint- Etienne.
398 Lallemand M, Steve H, Dervieux A., “Unstructured multi gridding by volume agglomeration: current status”,
Computational. Fluids 21(3):397–433.

multigrid methods that should be exploited in the future to better couple locally implicit strategies
with multigrid methods.
The above discussion on multigrid methods centers on the Full Approximation Storage (FAS)
technique, where multigrid is applied directly to the nonlinear form of the governing equations.
Multigrid may also be employed as a solver for the linear system arising at each time step of an
implicit scheme, or even as a preconditioner for an iterative solution strategy. While these strategies
may yield desirable robustness characteristics, they are plagued by the high memory requirements
of the implicit linearization, which are avoided in the FAS approach.
11.7.5 Case Study - Development and Application of Agglomerated Multigrid Methods for
Complex Geometries
Authors : Hiroaki Nishikawa, Boris Diskin and James L. Thomas
Appearance : 40th Fluid Dynamics Conference and Exhibit, 28 June - 1 July 2010, Chicago, Illinois
Citation : Nishikawa, H., Diskin, B., & Thomas, J. (2010). Development and application of agglomerated
multigrid methods for complex geometries. In 40th Fluid Dynamics Conference and Exhibit (p. 4731).
[Nishikawa et al.]399 reports on progress been made on the development of agglomerated multigrid
techniques for fully un-structured grids in 3D. Building upon two previous studies, focused on
efficiently solving a model diffusion equation. It demonstrates a robust fully-coarsened agglomerated
multigrid technique for 3D complex geometries, incorporating the following key developments:
consistent and stable coarse-grid discretization, a hierarchical agglomeration scheme, and line-
agglomeration/relaxation using prismatic-cell discretization’s in the highly-stretched grid regions. A
significant speed-up in computer time over state-of-art single-grid computations is demonstrated for
a model diffusion problem, the Euler equations, and the Reynolds-averaged Navier-Stokes equations
for 3D realistic complex geometries.
Multigrid techniques [1] are used to accelerate convergence of current Reynolds-Averaged Navier-
Stokes (RANS) solvers for both steady and unsteady flow solutions, particularly for structured-grid
applications. [Mavriplis et al. ][2, 3, 4, 5] pioneered agglomerated multigrid methods for large-scale
unstructured-grid applications. During the present development, a serious convergence degradation
in some of the state-of-the-art multi-grid algorithms was observed on highly-refined grids. To
investigate and overcome the difficulty, we critically studied agglomerated multigrid techniques [6,
7] for two- and three-dimensional isotropic and highly-stretched grids and developed quantitative
analysis methods and computational techniques to achieve grid-independent convergence for a
model equation representing laminar diffusion in the incompressible limit. It was found in Ref. [6]
that it is essential for grid-independent convergence to use consistent coarse-grid discretization. In
the later Ref. [7], it was found that the use of prismatic cells and line-agglomeration/relaxation is
essential for grid-independent convergence on fully-coarsened highly-stretched grids. Here, we
extend and demonstrate these techniques for inviscid and viscous flows over complex geometries.
The paper is organized as follows. Finite-volume discretization employed for target grids are
described. Details of the hierarchical agglomeration scheme are described. Elements of the multigrid
algorithm are then described, including discretization on coarse grids. Multigrid results for complex
geometries are shown for a model diffusion equation, the Euler equations, and the RANS equations.
The final section contains conclusions and recommendations for future work.
11.7.5.2 Discretization
The discretization method is a finite-volume discretization (FVD) centered at nodes. It is based on
399Hiroaki Nishikawa, Boris Diskin and James L. Thomas, “Development and Application of Agglomerated
Multigrid Methods for Complex Geometries”, 40th Fluid Dynamics Conference and Exhibit 28 June - 1 July 2010,
Chicago, Illinois, AIAA 2010-4731.
the integral form of governing equations of interest:
̂) dΓ = ∬ s dΩ
∮(𝐅. 𝐧
Γ Ω
Eq. 11.7.1
where F is a flux tensor, s is a source term, Ω is a control volume with boundary Г, and n^ is the
outward unit normal vector. For the model diffusion (Laplace) equation, the boundary conditions are
taken as Dirichlet, i.e., specified from a known exact solution over the computational boundary. Tests
are performed for a constant manufactured solution, U(x; y; z) = 10.0, with a randomly perturbed
initial solution. For inviscid flow problems, the governing equations are the Euler equations.
Boundary conditions are a slip-wall condition and inflow/outflow conditions on open boundaries.
For viscous flow problems, the governing equations are the RANS equations with the Spalart-
Allmaras one-equation model [8]. Boundary conditions are non-slip condition on walls and
inflow/outflow conditions on open boundaries. The source term, s, is zero except for the turbulence-
model equation (see Ref. [8]).
The general FVD approach requires partitioning the
domain into a set of non-overlapping control volumes
and numerically implementing Eq. 11.7.1 over each
control volume. Node-centered schemes define
solution values at the mesh nodes. In 3D, the primal
cells are tetrahedra, prisms, hexahedra, or pyramids.
The median-dual partition [9, 10] used to generate
control volumes is illustrated in Figure 11.7.3 for 2D.
These non-overlapping control volumes cover the
entire computational domain and compose a mesh that
is dual to the primal mesh.
The main target discretization of interest for the model
diffusion equation and the viscous terms of the RANS Figure 11.7.3 Illustration of a node-
equations is obtained by the Green-Gauss scheme [11, centered median-dual control volume
12], which is a widely-used viscous discretization for (shaded). Dual faces connect edge
midpoints with primal cell centroids.
node-centered schemes and is equivalent to a Galerkin
Numbers 0-4 denote grid nodes
finite-element discretization for tetrahedral grids. For
mixed-element cells, edge-based contributions are
used to increase the h-ellipticity of the operator [11, 12].
The inviscid terms are discretized by a standard edge-based method with unweighted least-squares
gradient reconstruction and Roe's approximate Riemann solver [13]. Limiters are not used for the
problems considered in this paper. The convection terms of the turbulence equation are discretized
with first-order accuracy.
11.7.5.3 Agglomeration Scheme
As described in the previous papers [6,7],
the grids are agglomerated within a
topology-preserving framework, in which
hierarchies are assigned based on
connections to the computational
boundaries. Corners are identified as grid
points with three or more boundary-
condition-type closures (or three or more
boundary slope discontinuities). Ridges are
identified as grid points with two boundary-
condition-type closures (or two boundary
slope discontinuities). Valleys are identified
as grid points with a single boundary-
condition-type closure. Interiors are
identified as grid points without any
boundary condition. The agglomerations Figure 11.7.4 Trailing-edge area of a 3D wing
proceed hierarchically from seeds within the agglomerated by the hierarchical scheme. Primal grid
topologies | first corners, then ridges, then is shown by thin lines; agglomerated grid is shown by
valleys, and finally interiors. Rules are thick lines.
enforced
to maintain the boundary condition types of the finer grid within the agglomerated grid. Candidate
Table 11.7.1 Admissible Agglomerations
volumes to be agglomerated are vetted against the hierarchy of the currently agglomerated volumes.
In this work, we use the rules summarized in Table 11.7.1.
In order to enable a valid non-degenerate stencil for linear prolongation and least-squares gradients
near boundaries [7], the rules reflect less agglomerations near boundaries than in the interior.
Corners are never agglomerated, ridges are agglomerated only with ridges, and valleys are
agglomerated only with valleys. A typical boundary agglomeration generated by the above rules is
shown in Figure 11.7.4.
The conditional entries denote that further inspection of the connectivity of the topology must be
considered before agglomeration is allowed. For example, a ridge can be agglomerated into an
existing ridge agglomeration if the two boundary conditions associated with each ridge are the same.
For valleys or interiors, all available neighbors are collected and then agglomerated one by one in the
order of larger number of edge-connections to a current agglomeration until the maximum threshold
of agglomerated nodes (4 for valleys; 8 for interiors) is reached. The prolongation operator P1 is
modified to prolong only from hierarchies equal or above the hierarchy of the prolonged point.
Hierarchies on each agglomerated grid are inherited from the finer grid.
For the results reported in this paper, we employ agglomeration scheme II described in previous
papers [6 , 7]. It has been modified to deal with viscous meshes using implicit-line agglomeration. It
performs the agglomeration in the following sequence:
1. Agglomerate viscous boundaries (bottom of implicit lines).

2. Agglomerate prismatic layers through the implicit lines (implicit-line agglomeration).
3. Agglomerate the rest of the boundaries.
4. Agglomerate the interior.
The second step is a line-agglomeration step where volumes are agglomerated along implicit lines
starting from the volume directly above the boundary volume. Specifically, we first agglomerate
volumes corresponding to the second and third entries in the implicit-line lists associated with each
of the fine-grid volumes contained in a
boundary agglomerate. The line
agglomeration continues to the end of the
shortest line among the lines associated
with the boundary agglomerate. This line-
agglomeration process preserves the
boundary agglomerates. Figure 11.7.5
illustrates typical implicit line-
agglomeration near a curved solid body.
The implicit line-agglomeration preserves
the line structure of the fine grid on coarse
grids, so that line-relaxations can be
performed on all grids to address the grid
anisotropy. If no implicit lines are defined,
typical for inviscid grids, the first two
steps are skipped.
In each boundary agglomeration (steps 1
and 3), agglomeration begins with
corners, creates a front list defined by Figure 11.7.5 Typical implicit line-agglomeration
collecting volumes adjacent to the showing a curved solid body surface on the left and a
agglomerated corners, and proceeds to symmetry plane on the right. The projection of the line-
agglomerate volumes in the list (while agglomerations can be seen on the symmetry plane.
updating the list as agglomeration proceeds) in the order of ridges and valleys. During the process, a
Figure 11.7.6 Grids and convergence of the model diffusion equation for the F6 wing-body
combination
volume is selected from among those in the same hierarchy that has the least number of non-
agglomerated neighbors, thereby reducing the occurrences of agglomerations with small numbers of
Figure 11.7.7 Grids and Convergence of the Model Diffusion Equation for the DPW-W2 case
volumes. A heap data-structure is utilized to efficiently select such a volume. The agglomeration
continues until the front list becomes empty. Finally, for both valleys and interiors, agglomerations
Figure 11.7.8 Grids and Convergence for the wing-ap inviscid case.
containing only a few volumes (typically one) are combined with other agglomerations. Figure
11.7.6 and Figure 11.7.7 show primal grids and agglomerations for the F6 wing-body combination
and the DPW-W2 [14] grids. These grids are viscous grids; the primal grid has prismatic viscous
layers around the body and the wing. Coarsening ratios are indicated by r k (k = 1 ; 2 ; 3 ; 4) in the
parenthesis. Line agglomeration was applied in these regions. Figure 11.7.8 show primal grids and
agglomerations for a wing-body combination, a wing-ap combination, and a 3D wing with a blunt
trailing edge, all are pure-tetrahedral inviscid grids.
11.7.5.4 Single-Grid Iterations
Single-grid iteration scheme is based on the implicit formulation:
Ω ∂𝐑̂∗
( + ̂ (𝐔)
) δ𝐔 = −𝐑
∆τ ∂𝐔
Eq. 11.7.2
where ^R (U) is the target residual computed for the current solution U, Δτ is a pseudo-time step,
∂Ř*/∂U is an exact/approximate Jacobian, and δU is the change to be applied to the solution U. An
approximate solution to Eq. 11.7.2 is computed by a certain number of iterations on the linear
system (linear-sweeps). Update of U completes one nonlinear iteration. The RANS equations are
iterated in a loosely-coupled formulation, updating the turbulence variables after the mean-ow
variables at each nonlinear iteration. The left-hand-side operator of Eq. 11.7.2
includes an exact linearization of the viscous (diffusion) terms and a linearization of the inviscid
terms involving first-order contributions only. Thus, the iterations represent a variant of defect
correction.
Typically in single-grid FUN3D RANS applications, the first-order Jacobian corresponds to the
linearization of Van Leer's flux-vector splitting. For inviscid cases, we consider using the linearization
of Roe's approximate Riemann solver. Jacobians are updated after each iteration. The linear sweeps
performed before each nonlinear update include νp sweeps of the point multi-color Gauss-Seidel
relaxation performed through the entire domain followed by νl line-implicit sweeps in stretched
regions. The line-implicit sweeps are applied only when solving the model diffusion or the RANS
equations. In a line-implicit sweep, unknowns associated with each line are swept simultaneously by
inverting a block tridiagonal matrix [7]. For RANS simulations, νp = νl = 15 for the mean-flow
equations and νp = νl = 10 for the turbulence equation. For the model diffusion equation, only one
linear sweep is performed per nonlinear iteration, i.e., νp = νl = 1, and the exact Jacobian computed
only once at the beginning of the entire calculation. In spite of linearity of the model diffusion
equation, computations of Ř(U) do not employ the exact Jacobian, thus, providing a better similarity
to nonlinear computations.
11.7.5.5 Multigrid
Elements of the multigrid algorithm are presented in this section. In this study, we do not explore
various algorithmic options, relying on the methods that proved effective from the previous studies.
11.7.5.5.1 Multigrid V-Cycle
The multigrid method is based on the full-approximation scheme (FAS) [1, 15] where a coarse-grid
problem is solved/relaxed for the solution approximation. A correction, computed as the difference
between the restricted fine-grid solution and the coarse-grid solution, is prolonged to the finer grid
to update the fine-grid solution. The two-grid FAS is applied recursively through increasingly coarser
grids to define a V-cycle. A V-cycle, denoted as V (ν1 ; ν2), uses ν1 relaxations performed at each grid
before proceeding to the coarser grid and ν2 relaxations after coarse-grid correction. On the coarsest
grid, relaxations are performed to bring two orders of magnitude residual reduction or until the
maximum number of relaxations, 10, is reached.
11.7.5.5.2 Inter-Grid Operators
The control volumes of each agglomerated grid are found by summing control volumes of a finer grid.
An operator that performs the summation is given by a conservative agglomeration operator, R0,
which acts on _ne-grid control volumes and maps them onto the corresponding coarse-grid control-
volumes. Any agglomerated grid can be defined, therefore, in terms of R0 as
Ωc = R 0 Ωf
Eq. 11.7.3
where superscripts c and f denote entities on coarser and finer grids, respectively. On the
agglomerated grids, the control volumes become geometrically more complex than their primal
counterparts and the details of the control-volume boundaries are not retained. The directed area of
a coarse-grid face separating two agglomerated control volumes, if required, is found by lumping the
directed areas of the corresponding finer-grid faces and is assigned to the virtual edge connecting the
centers of the agglomerated control volumes. Residuals on the fine grid, ^Rf , corresponding to the
integral Eq. 11.7.1 are restricted to the coarse grid by the conservative agglomeration operator, R0,
as
̂ ̂f
𝐑c = R 0 𝐑
Eq. 11.7.4
where ^Rc denotes the fine-grid residual restricted to the coarse grid. The fine-grid solution
approximation, Uf , is restricted as
𝐑 0 (𝐔f Ωf )
𝐔0c =
Ωc
Eq. 11.7.5
where Uc 0 denotes the fine-grid solution approximation restricted to the coarse grid. The restricted
approximation is then used to define the forcing term to the coarse-grid problem as well as to
compute the correction, (δU)c:
(δ𝐔)c = 𝐔 c − 𝐔0c
Eq. 11.7.6
where Uc is an updated coarse-grid solution obtained directly from the coarse-grid problem. The
correction to the finer grid is prolonged typically through the prolongation operator, P1, that is exact
for linear functions, as
(δ𝐔)f = P1 (δ𝐔)c
Eq. 11.7.7
The operator P1 is constructed locally using linear interpolation from a tetrahedra defined on the
coarse grid. The geometrical shape is anchored at the coarser-grid location of the agglomerate that
contains the given finer control volume. Other nearby points are found by the adjacency graph. An
enclosing simplex is sought that avoids prolongation with non-convex weights and, in situations
where multiple geometrical shapes are found, the first one encountered is used. Where no enclosing
simplex is found, the simplex with minimal non-convex weights is used.
11.7.5.5.3 Coarse-Grid Discretization
For inviscid coarse-grid discretization, a first-order edge-based scheme is employed. For the model
equation and the viscous term in the RANS equations, two classes of coarse-grid discretization were
previously studied [6, 7]: the Average-Least-Squares (Avg-LSQ) and the edge-terms-only (ETO)
schemes. The consistent Avg-LSQ schemes are constructed in two steps: first, LSQ gradients are
computed at the control volumes; then, the average of the control-volume LSQ gradients is used to
approximate a gradient at the face, which is augmented with the edge-based directional contribution
to determine the gradient used in the ux. There are two variants Inviscid Viscous (Diffusion) Primal
grid Second-order edge-based reconstruction Green-Gauss Coarse grids First-order edge-based
reconstruction Face-Tangent Avg-LSQ.
Coarse grids Exact or Approximate (edge-terms only) of the Avg-LSQ scheme. One uses the average-
least-squares gradients in the direction normal to the edge (edge-normal gradient construction). The
other uses the average-least-squares gradients along the face (face-tangent gradient construction).
The ETO discretization are obtained from the Avg-LSQ schemes by taking the limit of zero Avg-LSQ
gradients. The ETO schemes are often cited as a thin-layer discretization in the literature [2, 3, 4];
they are positive schemes but are not consistent (i.e., the discrete solutions do not converge to the
exact continuous solution with consistent grid refinement) unless the grid is orthogonal [13, 16]. As
shown in the previous papers [6, 7], ETO schemes lead to deterioration of the multigrid convergence
for refined grids, and therefore are not considered in this paper. For practical applications, the face-
tangent Avg-LSQ scheme was found to be more robust than the edge-normal Avg-LSQ scheme. It
provides superior diagonal dominance in the resulting discretization [6, 7]. In this study, therefore,
we employ the face-tangent Avg-LSQ scheme as a coarse-grid discretization for the model equation
and the viscous term.
For excessively-skewed faces (over 90◦ angle between the outward face normal and the
corresponding outward edge vector), which can arise on agglomerated grids, the gradient is
computed by the Avg-LSQ scheme and edge contributions are ignored. The Galerkin coarse-grid
operator [1], which was considered in a previous study, is not considered here since the method was
found to be grid-dependent and slowed down the multigrid convergence for refined grids [6]. For
inviscid discretization, we employ a first-order edge-based discretization on coarse grids. Table
11.7.2 shows a summary of discretization used.
Table 11.7.2 Summary of discretization used to define the residual, ^R
11.7.5.5.4 Relaxations
Relaxation scheme is similar to the single-grid iteration described in 11.7.5.4 with the following
important differences. On coarse grids, the Avg-LSQ scheme used for viscous terms has a larger
stencil than the Green-Gauss scheme implemented on the target grid and its exact linearization has
not been used; instead relaxation of the Avg-LSQ scheme relies on an approximate linearization,
which consists of edge terms only. For inviscid cases, the first-order Jacobian is constructed based on
Roe's approximate Riemann solver, and thus it is exact on coarse grids where the first-order scheme
is used for the residual. For RANS cases, the first-order Jacobian is constructed based on Van Leer's
flux-vector splitting, but the inviscid part of the residual is computed by Roe's approximate Riemann
solver. Therefore, the Jacobian is approximate on both the primal and coarse grids. Table 11.7.4
summarizes the Jacobians used for inviscid and viscous (diffusion) terms on the primal and coarse
grids. In multigrid nonlinear applications, Jacobians are evaluated at the beginning of a cycle and
frozen during the cycle. For inviscid and RANS flow simulations, significantly fewer linear sweeps are
used in a multigrid relaxation than in a single-grid iteration: νp = νl = 5 for both the mean ow and
turbulence relaxations. For the model diffusion equation, still only one sweep is performed per
relaxation.
11.7.5.5.5 Cost of Multigrid V-Cycle
All of the computations in the paper use FAS multigrid. For the linear model diffusion equation, the
computer time would be reduced if the corresponding correction scheme (CS) cycle is used. To
estimate relative cost of multigrid cycles in comparison with single-grid iterations, the cost of
nonlinear residual valuations, relaxation updates, and Jacobian evaluations needs to be taken into
account. Suppose that a nonlinear relaxation and a Jacobian evaluation cost σ and J times a nonlinear
residual evaluation, respectively. Then, the cost of a single-grid iteration relative to the cost of a
nonlinear residual evaluation is given by
W SG = σSG + J
Eq. 11.7.8
where the superscript SG denotes single-grid iterations. On the other hand, a multigrid cycle involves
ν1 + ν2 nonlinear relaxations, a nonlinear residual evaluation before restriction, and a Jacobian
evaluation per cycle per grid. A residual evaluation on coarse grids is also required to form the FAS
forcing term. The cost of a multigrid cycle, MG, relative to the cost of a fine-grid nonlinear residual
evaluation is given by
W MG = [C(ν1 + ν2 )σMG + J + 1] + C − 1
Eq. 11.7.9
where C is a coarse-grid factor,
1 1 1
C= + + +⋯
r1 r1 r2 r1 r2 r3
Eq. 11.7.10
Here, rk is the agglomeration ratio of the k-th agglomerated grid. The relative cost, WMGSG , of a V -cycle
is therefore given by
MG
W MG
WSG = SG
W
Eq. 11.7.11
Table 11.7.3 shows
values of WMGSG , σ and J
for each equation set
within the single-grid Table 11.7.3 Summary of costs and typical numbers of linear-sweeps. The
iteration and the multigrid cycle is a 5-level V (2; 1) with a typical coarsening ratio 8. The
multigrid method. The numbers in parenthesis denote the number of point and line sweeps,
values for σ and J are respectively, and the second set for RANS denotes the number of point and
line sweeps of the turbulent equation.
based on measured
computer times
associated with residual evaluation, Jacobian evaluation, and linear-sweeps on the primal grid for
Table 11.7.4 Summary of Jacobians, ∂^R*/∂U

particular configurations. The corresponding values on a per node basis vary from the tabulated
values on the coarser grids and across configurations. Thus, Eq. 11.7.11 serves as a reasonable
approximation to the expected code performance. Note that the Jacobian computation has been
ignored for the model diffusion equation. This is because the Jacobian is constant for the linear
problem and therefore it is computed only once and never updated. Observe also that σ is much
smaller in the multigrid cycle than in the single-grid iteration for the nonlinear cases. This saving
comes from much fewer linear-sweeps in the multigrid method. We experimentally found that the
multigrid convergence did not depend heavily on the number of linear-sweeps. Increasing them
further does not reduce the number of cycles for convergence, but it merely increases the CPU time.
The numbers of linear-sweeps shown for the single-grid method are typical numbers considered
sufficient for robust computations with a reasonably large CFL number. The relative cost (Eq.
11.7.11) computed based on the measured σ and J are shown in the third column of the table.
Considering a 5-level V (2 ; 1) cycle with a coarsening ration of 8, the relative cost is found to be 4 : 5
for the diffusion equation, 1: 8 for the inviscid equation, and 1 : 5 for the RANS equations.
11.7.5.6 Results for Complex Geometries
All calculations presented in this paper were performed with a single processor. Parallelization of
the multigrid algorithm is currently underway. The multigrid cycle is a 5-level V (2 ; 1) for all cases.
11.7.5.6.1 Model Diffusion Equation
The multigrid method was applied on grids generated for two practical geometries: the F6 wing-body
and the DPW-W2 wing-alone cases [14]. Both grids are tetrahedral, but prisms are used in a highly-
stretched viscous layer near the solid boundary. Pyramidal cells are also present around the
transitional region. The multigrid V (2; 1) cycle is applied and compared with single-grid iterations.
Table 11.7.5 Cost of V-cycle relative to a single-grid iteration and speed-up factor. The expected
speed-up factors have been computed with the actual coarsening ratio
The CFL number is set to infinity. For the F6 wing-body grid (1,121,301 nodes), the grids and
convergence results are shown in Figure 11.7.6. The speed-up factor is 63 in CPU time. A similar
result was obtained for the DPW-W2 grid (1,893,661 nodes) as shown in Figure 11.7.7. The speed-
up factor is nearly 22 in this case. The cost of one V -cycle computed according to Eq. 11.7.11 with
actual coarsening ratios is shown for each case in the fourth column of Table 11.7.5. It shows that
one V-cycle costs nearly 4 single-grid iterations. The fifth column is an expected speed-up factor
based on the number of single-grid iterations (NSG), the number of multigrid cycles (NMG), and the
factor WMGSG
MG
N𝑆𝐺 ⁄NMG WSG
Eq. 11.7.12
The last column is the actual speed-up factor computed as a ratio of the total single-grid CPU time to
the total multigrid CPU time. A fairly good agreement can be observed between the expected and
actual speed-up factors.
Table 11.7.6 Summary of grid sizes and parameters for the inviscid cases
11.7.5.6.2 Inviscid Flows

The multigrid method was applied to three inviscid cases: low-speed subsonic flows over a wing-
body configuration, a wing-ap configuration, and a NACA15 wing with a blunt trailing edge. Table
11.7.6 shows a summary of grid sizes and parameters. Nramp denotes the number of first
Figure 11.7.9 Residual versus CPU time for the F6 wing-body case (RANS)
iterations/cycles over which the CFL number is ramped from 10 to 200 for single-grid/multigrid
calculations. The multigrid cycle is V (2 ; 1) for these cases. The convergence results for the wing-ap
configuration is given in Figure 11.7.8 (f). It shows that the multigrid converges (to machine zero)
nearly 2 times faster in CPU time than the single-grid iterations. For the NACA15 wing case, the
solution does not fully converge in either single-grid or multigrid computations apparently due to an
unsteady behavior near the blunt trailing edge.
In all three cases, the ratio of the number of multigrid cycles to the number of single-grid iterations
is about twice the speed-up factor in terms of the CPU time. It implies that the cost of one multigrid
V (2 ; 1) cycle is close to the cost of two single-grid iterations. These results are in good agreement
with the estimates of the cost of one V-cycle computed according to Eq. 11.7.11 and shown in the
fourth column of Table 11.7.5. The estimated cost of one V -cycle is 1:8 of the single-grid iteration
cost for all inviscid cases. The estimated speed-up shown in the fifth column agrees well with the
actual speed-up shown in the last column.
11.7.5.6.3 Turbulent Flows (RANS)
We applied the multigrid algorithm to a RANS simulation on the F6 wing-body grid shown in Figure
11.7.6. The inflow Mach number is 0:3, the angle of attack is 1 degree, and the Reynolds number is 2
: 5 M. For this case, a prolongation operator that is exact for a constant function is used. The P1
prolongation operator encountered a difficulty on a boundary for this particular configuration, and
it is currently under investigation. The CFL number is not ramped in this case, but set to 200 for the
mean-flow equations and 30 for the turbulence equation. Convergence results are shown in Figure
11.7.9. As can be seen, the multigrid achieved four orders of reduction in the residual 5 times faster
in CPU time than the single-grid iteration. For this case, neither the multigrid nor single-grid method
fully converges seemingly due to a separation near the wing-body junction. Four orders of magnitude
reduction is just about how far a single-grid is run in practice for this particular configuration. The
comparison of the number of cycles with the number of single-grid iterations in the figure implies
that the CPU time for a multigrid V (2 ; 1) cycle is less than the CPU time for two single-grid iterations.
As shown in Table 11.7.5, one multigrid V-cycle actually costs 1 : 6 single-grid iterations, indicating
a good agreement between the expected and actual speed-up factors.
An agglomerated multigrid algorithm has been applied to inviscid and viscous flows over complex
geometries. A robust fully-coarsened hierarchical agglomeration scheme was described for highly-
stretched viscous grids, incorporating consistent viscous discretization on coarse grids. Results for
practical simulations show that impressive speed-ups can be achieved for realistic flows over
complex geometries. Parallelization of the developed multigrid algorithm is currently underway to
expand the applicability of the developed technique to larger-scale computations and to demonstrate
grid-independent convergence of the developed multigrid algorithm.
11.7.5.8 References
[1] Trottenberg, U., Oosterlee, C. W., and Schuller, A., Multigrid, Academic Press, 2001.
[2] Mavriplis, D. J., Multigrid Techniques for Unstructured Meshes," VKI Lecture Series VKI-LS 1995-
02, Von Karman Institute for Fluid Dynamics, Rhode-Saint-Genese, Belgium, 1995.
[3] Mavriplis, D. J., Unstructured Grid Techniques," Annual Review of Fluid Mechanics, Vol. 29, 1997,
pp. 473-514.
[4] Mavriplis, D. J. and Pirzadeh, S., Large-Scale Parallel Unstructured Mesh Computations for 3D High-
Lift Analysis," Journal of Aircraft, Vol. 36, No. 6, 1999, pp. 987{998.
[5] Mavriplis, D. J., An Assessment of Linear versus Non-Linear Multigrid Methods for Unstructured
Mesh Solvers," Journal of Computational Physics, Vol. 275, 2002, pp. 302-325.
[6] Nishikawa, H., Diskin, B., and Thomas, J. L., Critical Study of Agglomerated Multigrid Methods for
Diffusion," AIAA Journal, Vol. 48, No. 4, 2010, pp. 839-847.
[7] Thomas, J. L., Diskin, B., and Nishikawa, H., A Critical Study of Agglomerated Multigrid Methods for
Diffusion on Highly-Stretched Grids," Computers and Fluids, 2010, to appear.
[8] Spalart, P. R. and Allmaras, S. R., A One-Equation Turbulence Model for Aerodynamic Flows," AIAA
paper 92-0439, 1992.
[9] Barth, T. J., Numerical Aspects of Computing Viscous High Reynolds Number Flows on Unstructured
Meshes," AIAA Paper 91-0721, 1991.
[10] Haselbacher, A. C., A Grid-Transparent Numerical Method for Compressible Viscous Flow on Mixed
Unstructured Meshes, Ph.D. thesis, Loughborough Universit, 1999.
[11] Anderson, W. K. and Bonhaus, D. L., An implicit upwind algorithm for computing turbulent flows
on unstructured grids," Computers and Fluids, Vol. 23, 1994, pp. 1-21.
[12] Diskin, B., Thomas, J. L., Nielsen, E. J., Nishikawa, H., and White, J. A., Comparison of Node-Centered
and Cell-Centered Unstructured Finite-Volume Discretization. Part I: Viscous Fluxes," 47th AIAA
Aerospace Sciences Meeting, AIAA Paper 2009-597, January 2009.
[13] Diskin, B. and Thomas, J. L., Accuracy Analysis for Mixed-Element Finite-Volume Discretization
Schemes," NIA Report No. 2007-08 , 2007.
[14] “The DPW-II Workshop for the geometry," http://aaac.larc.nasa.gov/tsab/cfdlarc/aiaa-
dpw/Workshop2/workshop2.
[15] Briggs, W. L., Henson, V. E., and McCormick, S. F., A Multigrid Tutorial, SIAM, 2nd ed., 2000.
[16] Thomas, J. L., Diskin, B., and Rumsey, C. L., Towards Verification of Unstructured Grid Methods,"
AIAA Journal, Vol. 46, No. 12, December 2008, pp. 3070-3079.
12 Finite Element Method (FE)
12.1 Introduction
The finite element method (FEM) is used in structural analysis of solids, but is also applicable to
fluids. However, the FEM formulation requires special care to ensure a conservative solution. The
FEM formulation has been adapted for use with fluid dynamics governing equations. Although FEM
must be carefully formulated to be conservative, it is much more stable than the finite volume
approach. However, FEM can require more memory and has slower solution times than the FVM. In
this method, a weighted residual equation is formed:
R i = ∭ Wi QdV ε
Ri
Eq. 12.1.1
Where Ri is the equation residual at an element vertex i, Q is the conservation equation expressed on
an element basis, Wi is the weight factor, and Vε is the volume of the element400. This is very general
statements and to illustrate we resort to simple examples to follow. But first some terminology and
definition of them.
12.2 Galerkin Method

Discontinuous Galerkin (DG) methods are a variant of the Finite Element Method which considers
an element-by-element discontinuous approximation. They can be interpreted as a generalization of
Finite Volume (FV) methods, but providing a natural framework for high-order computations and p-
adaptivity. DG methods inherit several of the properties that make FV widely used in CFD, such as,
inherent stabilization with proper definition of numerical fluxes, local conservation properties and
efficiency for parallel computing. Despite the first DG methods were proposed in the early 1970’s, DG
methods have gained special attention from academy and industry in the last years, thanks to the
recent developments and new trends401. The solution is first expanded in a set of basic functions and
the residual is made orthogonal to a set of test functions. When the basis and the test functions are the
same, the method is termed a Galerkin Method; otherwise it is called a Petrov-Galerkin method.
The standard Galerkin method leads to a centered scheme and is unconditionally unstable for
hyperbolic problems when combined with forward Euler discretization in time. Therefore, artificial
viscosity has to be added in some form to stabilize the procedure. In contrast with the finite volume
methods, finite element practitioners have always preferred cell vertex schemes since the global
function is usually expressed as a summation of trial functions multiplied by the values at the vertices.
These trial functions are typically assumed to be 1 at a vertex and zero at all other vertices.
12.3 Continuous & Discontinuous Galerkin (DG)

In mathematics, in the area of numerical analysis, Galerkin Methods are a class of approaches for
converting a continuous operator problem (such as a differential equation) to a discrete problem. In
principle, it is the equivalent of applying the method of variation of parameters to a function space,
by converting the equation to a weak formulation. Typically one then applies some constraints on
the function space to characterize the space with a finite set of basic functions. Galerkin's method
provides powerful numerical solution to d]ifferential equations and modal analysis. The approach is
usually credited to [Boris Galerkin] but the method was discovered by [Ritz], to whom Galerkin refers.
The basic idea of the Galerkin method is to multiply the system of partial differential equations
400 Wikipedia, the free encyclopedia.

401 Universitat Politècnica de Catalunya - CER-LaCàN - 2017
by arbitrary test functions. In Discontinuous Galerkin (DG) Methods we perform a partial
integration over each element resulting in a weak formulation. When we discretize the weak
formulation the
discontinuous
Galerkin methods
specifically uses a
numerical flux at the
Continuous
boundaries of the
element that concerns
the two neighboring
elements. The
discontinuity may
occur at the element
boundaries. The
advantage of this
method that we can Dis-Continuous
refine hp locally, which
means that we may
refine the element size
h of one element or that
we may adjust the
order of our polynomial Figure 12.3.1 Continuous vs. Discontinuous Galerkin Finite Element
expansion p in an Method
element.
We can consider a piecewise linear discretization of a function u(x) in one dimension, see Figure
12.3.1-(top), in which the nodal values of uh(x) determine uh everywhere else. Hence, this finite
element discretization is based on function values at the nodes and is continuous across elements. In
contrast, in a discontinuous Galerkin finite element method a piecewise linear discretization is
found on each element and the limit or trace values approaching the nodes from the element left or
right of a node are not assumed to be continuous, see Figure 12.3.1-(bottom). Hence, this
discretization is continuous in each element but discontinuous across elements. While more degrees
of freedom are required in the discontinuous discretization, it offers generally more flexibility and
more accuracy. Further, Discontinuous Galerkin (DG) can be divided into Line and nodal. The line-
based discontinuous Galerkin discretization (Line-DG) is constructed by modifying the standard
nodal DG discretization on tensor-product elements (mapped quadrilaterals or hexahedra), so that a
sequence of one-dimensional Galerkin problems are solved along each coordinate dimension.
(Persson, 2013)402.
12.4 Steps in the Finite Element Discretization

For the both continuous and discontinuous Galerkin Finite Element, discretization usually contain
the following steps403:
1. Derive weak formulation: Each equation is multiplied by its own arbitrary test function,
integrated over the domain of validity entirely or as a sum of integrals over all elements, and
integrated by parts to obtain the weak formulation.
402 Per-Olof Persson, A sparse and high-order accurate line-based discontinuous Galerkin method for
unstructured meshes, Journal of Computational Physics, Volume 233, 2013, Pages 414-429, ISSN 0021-9991,
403 Onno Bokhove and Jaap J.W. van der Vegt, “Introduction to (dis)continuous Galerkin finite element methods”,
Department of Applied Mathematics, University of Twente.

2. Form discretized weak formulation/algebraic system: The variables are expanded in the
domain or in each element in a series in terms of a finite number of basis functions. Each
basis function has compact support over neighboring elements (for continuous finite
elements) or within each element (for discontinuous finite elements). This expansion is then
substituted into the weak formulation, and a test function is chosen alternately to coincide
with a basis function, to obtain the discretized weak formulation. The resulting system is a
linear or nonlinear algebraic system.
3. Evaluate of integrals in local coordinate system: A local or reference coordinate system is
used to evaluate the integrals. In the continuous finite element discretization global matrices
and vectors are assembled in the assembly routine.
4. Solve algebraic system: The resulting algebraic system is solved (iteratively) using forward
time stepping methods or linear algebra routines.
Steps 1 and 2 are often combined in discontinuous Galerkin methods. If in step 3, we have not
discretized time, we choose a time discretization of the ordinary differential equations resulting after
the spatial finite element discretization. If in step 4 the algebraic system is nonlinear, we choose an
iterative solution method which essentially will solve a linear system at each iteration step. Compact
support means that the test functions are only nonzero locally over one or a few neighboring
elements. In the continuous finite element method (we consider), the basic functions are zero at the
edge of their domain of influence, while in the discontinuous case the basis function is (generally)
nonzero within an element including the element boundary and zero elsewhere. The careful
definition of function spaces for the test and basis functions is common practice in finite element
methods. This is often perceived to be complicated, but we will see that all the function spaces make
sense, also intuitively.
12.5 Concept of Shape (Basis) Function

The shape function is the function which interpolates the solution between the discrete values
obtained at the mesh nodes. Therefore, appropriate functions have to be used and, as already
mentioned, low order polynomials are typically chosen as shape functions (Figure 12.5.1). For
three-dimensional finite element simulations it is convenient to discretize the simulation domain
using tetrahedrons, as depicted. Thus, linear shape functions must be defined for each tetrahedron
of the mesh, in order to apply the Galerkin method. For one dimensional shape function, If a
polynomial is selected as basis function, then
1, i=j
Ni (x) = a1 + a2 x + a3 x 2 + . . . . . . . . Ni (xj ) = δij = {
0, i≠j
Linear Case : For two nodes of x1 and x2 we have Ni (x) = ai1 + ai2 x
Quadratic Case : x1 , x2 , and x3 Ni (x) = ai1 + ai2 x + ai3 x 2
Cubic Case : x1 , x2 , x3 and x4 Ni (x) = ai1 + ai2 x + ai3 x 2 + ai4 x 3
Eq. 12.5.1
12.5.1 Lagrangian Elements
To avoid solving this so complex system of equations, the well-known properties of the Lagrangian
polynomials can be used where it compasses all these shape functions. This equation is easier to
implement, as can be checked using this Matlab code. The graphic representation of each case show
case in Figure 12.5.1404.
404 CFD online, 2009.

Linear Quadratic
Cubic Lagrangian
Figure 12.5.1 Illustration of Different Shape, Basis, and Blending Functions
12.6 Simple 1D Discretization Example using Shape (Basis) Function

This definition is applicable to every bit as of FV method. The description of the laws of physics for
space and time-dependent problems are usually expressed in terms of partial differential equations
(PDEs). The Finite Element Method (FEM) is used to compute such approximations405. Take, for
example, a function u that may be the dependent variable in a PDE (i.e., temperature, electric
potential, pressure, etc.). The function u can be approximated by a function uh using linear
combinations of basis (shape) functions according to the following expressions:
u ≈ uh where uh = ∑ ui ψi
i
Eq. 12.6.1
Here, ψi denotes the basis functions and ui denotes the coefficients of the functions that approximate
u with uh. The principle for a 1D problem. u could, for instance, represent the temperature along the
length (x) of a rod that is non-uniformly heated. Here, the linear basis functions have a value of 1 at
their respective nodes and 0 at other nodes. In this case, there are seven elements along the portion
of the x-axis, where the function u is defined (i.e., the length of rod). One of the benefits of using the
finite element method is that it offers great freedom in the selection of discretization, both in the
elements that may be used to discretize space and the basis functions. Depending on the problem at
hand, other functions may be chosen instead of linear functions.
405 Detailed Explanation of the Finite Element Method (FEM), COMSOL Inc.
12.7 Mathematics Behind Finite Element Method
To enlighten ourselves without details, we resort to the following statements. According to [Jeff H
Peterson]406, the mathematical basis for the FEM, lies in the math of Hilbert spaces. A Hilbert space
is a way of treating a function like a vector so that we can do some vector math tricks with it.
Remember that a vector is a series of values multiplied by a set of orthogonal basis vectors (like the
unit vectors that define the x, y, and z directions... think i, j, k unit vectors). We can use a similar
technique to define a function. First, we pick a set of basis functions instead of vectors (the functions
need to be orthogonal to each other Orthogonal functions but that's getting too much into the math)
and then we can define the original function as a sum of coefficients multiplied by those basis
functions like this:
∞
u = ∑ αk ψk where ψ is the basis function

k=1
Eq. 12.7.1
The next step is to convert our differential equation into something called the "weak formulation".
This is basically multiplying by a test function and then integrating over the space. Without going into
the specifics, this is how we convert our differential equation into a form we can use our vector math
on. This form is an "inner product" (the equivalent of a dot product except we're dealing with
functions now, see Inner product space) of our solution and the test function. This inner product is
an integral and we can use Integration by parts to convert it to more manageable form (that also
includes some nice ways to impose boundary conditions). After this, we recognize that we're actually
dealing with a finite-dimensional space. Thus the function vectors aren't infinite and we're not really
summing to infinity. This is what is meant by discretization in the FEM. Remember our basis
functions we picked earlier? We use a finite number of these to represent the solution of our
differential equation like this:
N
u′ = ∑ αk ψk
k=1
Eq. 12.7.2
The only difference between this and what's above is that now our sum is finite. The next trick is to
let our test function be a basis function. We also make sure to choose basis functions such that they
don't overlap. This ensures that they are "orthogonal" like we wanted earlier and gives us a really
easy way to approximate our solution over the domain of interest. These basis functions are often
polynomials (especially quadratic polynomials). It almost seems like we've made the problem harder
by adding all this abstraction and mathematics but at the end of all of this, what have we really done
here? We have converted the problem into its matrix form and we can now solve it using matrix
algebra. If the problem was linear to begin with, we're simply solving
𝐀𝐱 = 𝐛
Eq. 12.7.3
which, is what most numerical methods classes teach you how to solve. Of course even if the problem
wasn't linear, we can linearize it with something like Newton's Method and still solve it. For a simple
problem such as Poisson's equation, the matrix A is very easy to compute and is often called the
"Stiffness Matrix" in homage to the FEM's beginnings in elasticity problems. This matrix is formed
by the inner product of the basic functions with themselves (very sparse and diagonal dominant if
406Jeff H Peterson, “What exactly is Finite element analysis – Quora”, PhD in mathematical modeling of crystal
growth systems.
you constructed your problem rationally) multiplied by whatever constant is in your original
equation. The solution vector then is a list of the coefficients being multiplied by the basic functions,
and in order to plot your solution and get real values out, you multiply this by your series of basis
functions. This provides a function (albeit a long, complicated one) that approximates the solution to
your problem.
12.8 Summary of Math Procedure for Finite Element Analysis

So in short we are performing these steps:
➢ Convert our problem into a vector problem using the properties of Hilbert spaces.
➢ Create the weak formulation so that now we can pose our problem as an inner product.
➢ Discretize our domain and choose basis functions that don't overlap elements.
➢ Convert our inner product into a set of linear equations.
➢ Solve the linear set of equations and get your solution.
12.9 Example with Heat Source

Say there is a solid with time-varying temperature but negligible variations in space. In this case, the
equation for conservation of internal (thermal) energy may result in an equation for the change of
temperature, with a very small change in time, due to a heat source
dT
ρcp = g(T, t)
dt
Eq. 12.9.1
Here, ρ denotes the density and cp denotes the heat capacity. Temperature, T, is the dependent
variable and time, t, is the independent variable. The function may describe a heat source that varies
with temperature and time. The ODE in
Eq. 12.9.1 states that if there is a change in temperature in time, then this has to be balanced (or
caused) by the heat source. Oftentimes, there are variations in time and space. The temperature in
the solid at the positions closer to a heat source may, for instance, be slightly higher than elsewhere.
Such variations further give rise to a heat flux between the different parts within the solid. In such
cases, the conservation of energy can result in a heat transfer equation that expresses the changes
in both time and spatial variables (x), such as:
∂T
ρcp + ∇. q = g(T, t , x)
∂t
Eq. 12.9.2
As before, T is the dependent variable, while x (x = (x, y, z)) and t are the independent variables. The
heat flux vector in the solid is denoted by q = (qx, qy, qz) while the divergence of q describes the change
in heat flux along the spatial coordinates referred to as Fourier’s law. Here, the derivatives are
expressed in terms of t, x, y, and z. When a differential equation is expressed in terms of the
derivatives of more than one independent variable, it is referred to as a partial differential equation
(PDE), since each derivative may represent a change in one direction out of several possible
directions. Further note that the derivatives in ODEs are expressed using d, while partial derivatives
are expressed using the more curly ∂. Rather than solving PDEs analytically, an alternative option is
to search for approximate numerical solutions to solve the numerical model equations. The finite
element method is exactly this type of method; a numerical method for the solution of PDEs. Similar
to the thermal energy conservation referenced above, it is possible to derive the equations for the
conservation of momentum and mass that form the basis for fluid dynamics. Further, the equations
for electromagnetic fields and fluxes can be derived for space and time-dependent problems, forming
systems of PDEs. Continuing this discussion, let's see how the so-called weak formulation can be
derived from the PDEs.
12.9.1 Steady State Heat Sink; Weak Formulation; Basis Functions & Test Functions
Assume that the temperature distribution in a heat sink is being studied, given by Eq. 12.9.2, but
now at steady state, meaning that the time derivative of the temperature field is zero. The domain
equation for the model domain, Ω, is the following:
.(-kT) = g (T, x) in Ω
with B.C. T = T0 on Ω1
(−kT).n = h (T − Tamb ) on Ω 2
(−kT).n = 0 on Ω 3
Eq. 12.9.3
further, assume that the temperature along a boundary (∂Ω1) is known, in addition to the expression
for the heat flux normal to some other boundaries (∂Ω2). On the remaining boundaries, the heat flux
is zero in the outward direction (∂Ω3). The boundary conditions at these boundaries then becomes
where h denotes the heat transfer coefficient and Tamb denotes the ambient temperature. The
outward unit normal vector to the boundary surface is denoted by n. The situation is best describe in
Figure 12.9.1. The next step is to multiply both sides of Eq. 12.9.2 by a test function φ and integrate
over the domain Ω:
∫Ω ∇. (-k∇T) ϕ dV = ∫Ω g(T , x)ϕ dV in Ω
Eq. 12.9.4
Figure 12.9.1 Mathematical Model of a Steady State Heat Sink.
12.9.2 Test Function

The test function φ and the solution T are assumed to belong to Hilbert spaces. A Hilbert space is an
infinite dimensional function space with functions of specific properties. It can be viewed as a
collection of functions with certain nice properties, such that these functions can be conveniently
manipulated in the same way as ordinary vectors in a vector space. For example, you can form linear
combinations of functions in this collection (the functions have a well-defined length referred to as
norm) and you can measure the angle between the functions, just like Euclidean vectors. Indeed, after
applying the finite element method on these functions, they are simply converted to ordinary vectors.
The finite element method is a systematic way to convert the functions in an infinite dimensional
function space to first functions in a finite dimensional function space and then finally ordinary
vectors (in a vector space) that are tractable with numerical methods.
12.9.3 Weak Formulation
The weak formulation is obtained by requiring
Eq. 12.9.3 to hold for all test functions in the test function space instead of Eq. (5.8) for all points in
Ω. A problem formulation based on Eq. (5.8) is thus sometimes referred to as the pointwise
formulation. In the so-called Galerkin Method, it is assumed that the solution T belongs to the same
Hilbert space as the test functions. This is usually written as φ ϵ H and T ϵ H, where H denotes the
Hilbert space. Using Green’s first identity (essentially integration by parts), the following equation
can be derived from (5.9):
∫ k∇T.∇ ϕ dV − ∫ (−k∇T) . nϕ dS = ∫ g (T, x) ϕ dV

Ω 2Ω Ω
Eq. 12.9.5
The weak formulation, or Variational formulation, of
Eq. 12.9.3 is obtained by requiring this equality to hold for all test functions in the Hilbert space. It
is called “weak” because it relaxes the requirement
Eq. 12.9.3, where all the terms of the PDE must be well defined in all points. The relations in Eq.
12.9.5 and Eq. 12.9.4 instead only require equality in an integral sense. For example, a discontinuity
of a first derivative for the solution is perfectly allowed by the weak formulation since it does not
hinder integration. It does, however, introduce a distribution for the second derivative that is not a
function in the ordinary sense. As such, the requirement (
Eq. 12.9.3) does not make sense at the point of the discontinuity. A distribution can sometimes be
integrated, making Eq. 12.9.4 well defined. It is possible to show that the weak formulation, together
with boundary conditions (5.8), is directly related to the solution from the pointwise formulation.
And, for cases where the solution is differentiable enough (i.e., when second derivatives are well
defined), these solutions are the same. The formulations are equivalent, since deriving (5.10) from
(5.8) relies on Green’s first identity, which only holds if T has continuous second derivatives. This is
the first step in the finite element formulation. With the weak formulation, it is possible to discretize
the mathematical model equations to obtain the numerical model equations. The Galerkin method
one of the many possible finite element method formulations can be used for discretization. First, the
discretization implies looking for an approximate solution to Eq. 12.9.5 in a finite-dimensional
subspace to the Hilbert space H so that T ≈ Th. This implies that the approximate solution is expressed
as a linear combination of a set of basis functions ψi that belong to the subspace:
(x) = ∑ Ti ψi (x)
i
Eq. 12.9.6
The discretized version of Eq. 12.9.6 for every test function ψj therefore becomes:
∑ Ti ∫ k∇ψi . ∇ψj dV + ∑ ∫ (−kTi ∇ψi ).nψj dS = ∫ g ∑ Ti ψi ψj dV
i Ω i 2Ω Ω i
Eq. 12.9.7
The unknowns here are the coefficients Ti in the approximation of the function T(x). Eq. 12.9.7 then
forms a system of equations of the same dimension as the finite-dimensional function space. If n
number of test functions ψj are used so that j goes from 1 to n, a system of n number of equations is
obtained according to Eq. 12.9.7. From Eq. 12.9.6, there are also an unknown coefficients (Ti).
Once the system is discretized and the boundary conditions are imposed, a system of equations is
obtained according to the following expression:
ATh = b
Eq. 12.9.8
where T is the vector of unknowns, T h = {T1, .., Ti, …, Tn}, and A is an NxN matrix containing the
coefficients of Ti in each equation j within its components Aji. The right-hand side is a vector of the
dimension 1-n. A is the system matrix, often referred to as the stiffness matrix, harkening back to the
finite element method’s first application as well as its use in structural mechanics. If the source
function is nonlinear with respect to temperature or if the heat transfer coefficient depends on
temperature, then the equation system is also nonlinear and the vector b becomes a nonlinear
function of the unknown coefficients Ti. One of the benefits of the finite element method is its ability
to select test and basis functions. It is possible to select test and basis functions that are supported
over a very small geometrical region. This implies that the integrals in Eq. 12.9.8 are zero
everywhere, except in very limited regions where the functions ψj and ψi overlap, as all of the above
integrals include products of the functions or gradients of the functions i and j. The support of the
test and basis functions is difficult to depict in 3D, but the 2D analogy can be visualized.
12.10 Effect of Basis Function

Assume that there is a 2D geometrical domain and that linear functions of x and y are selected, each
with a value of 1 at a point i, but zero at other points k. The next step is to discretize the 2D domain
using triangles and depict how two basis functions (test or shape functions) could appear for two
neighboring nodes i and j in a triangular mesh. Two neighboring basis functions share two triangular
elements. As such, there is some overlap between the two basis functions, as shown in Figure
12.10.1 (AB). Further, note that if i = j, then there is a complete overlap between the functions. These
contributions from the coefficients for the unknown vector T that correspond to the diagonal
components of the system matrix Ajj. If the two basis functions are now a little further apart where
(B) Not overlapping

(A) Overlapping
Figure 12.10.1 Basis functions sharing two triangular elements in 2D

these functions do not share elements but they have one element vertex in common. As the Figure
12.10.1 (A) indicates, they do not overlap. When the basis functions overlap, the integrals in Eq.
(5.12) have a nonzero value and the contributions to the system matrix are nonzero. When there is
no overlap, the integrals are zero and the contribution to the system matrix is therefore zero as well.
This means that each equation in the system of equations for (5.12) for the nodes 1 to n only gets a
few non-zero terms from neighboring nodes that share the same element. The system matrix A in Eq.
(5.13) becomes sparse, with nonzero terms only for the matrix components that correspond to
overlapping Tij. The solution of the system of algebraic equations gives an approximation of the
solution to the PDE. The denser the mesh, the closer the approximate solution gets to the actual
solution407.
12.11 Different Elements

As mentioned above, the Galerkin Method utilizes the same set of functions for the basic functions
and the test functions. Yet, even for this method, there are many ways (infinitely many, in theory) of
defining the basis functions (i.e., the elements in a Galerkin finite element formulation). Let's review
some of the most common elements.
The linear basis functions, as defined
in a triangular mesh that forms
triangular linear elements, are
depicted in Figure 12.11.1. The
basic functions are expressed as
functions of the positions of the nodes
(x and y in 2D and x, y, and z in 3D). In
2D, rectangular elements are often
applied to structural mechanics
analyses. They can also be used for
boundary layer meshing in CFD and
heat transfer modeling. Their 3D
analogy is known as the hexahedral
elements, and they are commonly
applied to structural mechanics and Figure 12.11.1 Finite element approximation of the
boundary layer meshing as well. In temperature field in the heat sink
the transition from hexahedral
boundary layer elements to tetrahedral elements, pyramidal elements are usually placed on top of
the boundary layer elements. The corresponding second-order elements (quadratic elements) are
shown in the figure below. Here, the edges and surfaces facing a domain boundary are frequently
curved, while the edges and surfaces facing the internal portion of the domain are lines or flat
surfaces. Note, however, that there is also the option to define all edges and surfaces as curved.
Lagrangian and serendipity most common element types in 2D and 3D. It is difficult to depict the
basis of the quadratic basis functions in 3D inside the elements above, but color fields can be used to
plot function values on the element surfaces. When discussing FEM, an important element to consider
is the error estimate. This is because when an estimated error tolerance is reached, convergence
occurs. Note that the discussion here is more general in nature rather than specific to FEM.
12.12 Error Estimation

The finite element method gives an approximate solution to the mathematical model equations. The
difference between the solution to the numerical equations and the exact solution to the
mathematical model equations is the error: e = u - uh}. In many cases, the error can be estimated
407 Detailed Explanation of the Finite Element Method (FEM), COMSOL Inc.
before the numerical equations are solved (i.e., an a priori error estimate). A priori estimates are
often used solely to predict the convergence order of the applied finite element method. For instance,
if the problem is well posed and the numerical method converges, the norm of the error decreases
with the typical element size h according to O(hα), where α denotes the order of convergence. This
simply indicates how fast the norm of the error is expected to decrease as the mesh is made denser.
An a priori estimate can only be found for simple problems. Furthermore, the estimates frequently
contain different unknown constants, making quantitative predictions impossible. An a posteriori
estimate uses the approximate solution, in combination with other approximations to related
problems, in order to estimate the norm of the error.
12.13 Additional Finite Element Formulations

In the examples above, we have formulated the discretization of the model equations using the same
set of functions for the basis and test functions. One finite element formulation where the test
functions are different from the basis functions is called a Petrov-Galerkin Method. This method is
common, for example, in the solution of convection-diffusion problems to implement stabilization
only to the streamline direction. It is also referred to as the streamline upwind/Petrov-Galerkin
(SUPG) method. In the solution of coupled systems of equations, different basis functions may be
used for different dependent variables. A typical example is the solution of the Navier-Stokes
equations, where the pressure is often more smooth and easy to approximate than the velocity.
Methods where the basis (and test) functions for different dependent variables in a coupled system
belong to different function spaces are called mixed finite element methods.
12.14 Conceptual Differences Between 4 Most used Prediction Methods

The partial differential equations shown earlier in this section must be discretized or transformed
into a set of algebraic equations which can be solved digitally. There are numerous methods available
to do this discretization. The three most popular, based on the number of commercial (CFD) codes
are:
• Finite Difference Method (FDM)
• Finite Volume Method (FVM)
• Finite Element Method (FEM)
• Discontinuous Galerkin Methods (DS-FEM)
Rendering to [TAZ Engineering]408, finite element and finite volume methods (FEM and FVM) are
both based on dividing the flow domain into small cells, or volumes. These may possibly take any
shape (triangles, quadrilaterals, etc. in 2D; tetrahedra, prisms, cubes, polyhedral etc. in 3D). They are
thus more suitable for application considering complex flow geometries. Although may be applied to
numerically solve both solid mechanics and CFD problems, traditionally FEM found its way mostly to
solid mechanics but nonetheless may be applied (sometimes with a very sound basis as in the case
of the Galerkin procedure applied to the N–S Equations) to fluid problems, FVM tends to be more
popular in CFD and generally used in most noticeable major commercial packages. Finite difference
schemes can generally be applied to regular-shaped domains using body-fitted grids renders
problems of which large grid distortions cannot be avoided, as problematic to apply hence not easily
applied for very complex flow geometry shapes encountered in most industrial engineering oriented
fluid problems. Despite not being generally used in industrial codes, finite difference schemes are
useful for introducing the ideas of accuracy, truncation error, stability and boundlessness in a well-
defined and fairly transparent way and in the following paragraphs shall do just that. (see Figure
12.14.1).
408Tomer’s (Tom) Blog, ”Numerical Schemes in CFD: Up winding and The Cell-Reynolds Problem”, TAZ-
Engineering: Thermal Management, Computational Fluid Dynamics (CFD) and optimization to the level of art.
Figure 12.14.1 Conceptual Differences Between Three Most used Prediction Methods
12.14.1 Finite Differencing Method (FDM)

In the Finite Difference Method (FD), the partial derivatives are replaced with a series expansion
representation, usually a Taylor series. The series is truncated usually after 1 or 2 terms. The more
terms you include, the more accurate the solution. However, more terms in the expansion causes the
complexity and number of discrete points or nodes of the solution to increase dramatically. Applying
this method to a regularly shaped geometry is straightforward. However, for irregularly shaped
geometries, the equations must be transformed before the Taylor series can be applied. This
transformation introduces all sorts of problems in terms of additional cross-coupling of equations,
mesh generation and general convergence409.
12.14.2 Finite Volume Method (FVM)
In the Finite Volume Method (FV), the governing equations are integrated over a volume or cell
assuming a piece-wise linear variation of the dependent variables (u, v, w, p, T). Again the piece-wise
linear variation determines both the accuracy and the complexity. Using these integrations, you
essentially balance fluxes across the boundaries of the individual volumes. The flux is calculated at
the mid-point between the discrete nodes in the domain. Hence, you must calculate a flux between
all neighboring nodes in the domain. In a topologically regular mesh (same number of divisions in
any one direction), this flux calculation is quite straightforward. In an irregular mesh (as in an
automatically generated tetrahedral mesh), this calculation will lead to an excruciating amount of
fluxes and a major bookkeeping effort to make sure all the fluxes have been calculated properly.
12.14.3 Finite Element Method (FEM)
In the Finite Element Method (FE), Galerkin's method of weighted residuals is generally used. In
this method, the governing partial differential equations are integrated over an element or volume
after having been multiplied by a weight function. The dependent variables are represented on the
element by a shape function, which is the same form as the weight function. The shape function may
take any of several forms. The main advantage as well as the main disadvantage of finite elements is
that it is a mathematical approach that is difficult to put any physical significance on the terms in the
409 “Finite Element vs Finite Volume”, Autodesk Knowledge Network.

algebraic equations. In the finite volume method, you are always dealing with fluxes, not so with finite
elements. However, the application of finite elements on any geometric shape is the same. Also, the
boundary conditions which must be added after the fact for finite volume methods are an integral
part of the discretized equations. While it is true that early (FE) CFD methods struggled with
modeling high speed flows as many of the successfully applications demonstrated (FV) techniques to
the (FE) discretization method has produced a highly robust means of predicting not only high speed
turbulent flows, but compressible flows, as well. All of this has been accomplished with the strictest
application of Galerkin's method of weighted residuals. For simple geometries, you can show that
all 3 of these methods produce the exact same solution matrix or digital representation. All 3 methods
can produce similar sets of discretized equations for the governing equations of fluid flow and heat
transfer.
12.14.4 Discontinuous Galerkin Methods (DG)
The discontinuous Galerkin (DG) methods are locally conservative, stable, and high-order accurate
methods which can easily handle complex geometries, irregular meshes with hanging nodes, and
approximations that have polynomials of different degrees in different elements (Cockburn, 2003).
These properties, which render them ideal to be used with hp-adaptive strategies, not only have
brought these methods into the main stream of computational fluid dynamics, for example, in gas
dynamics, compressible and incompressible flows, turbomachinery, magneto-hydrodynamics,
granular flows, semiconductor device simulation, visco-plastic crack growth and chemical transport,
viscoelasticity and transport of contaminant in porous media, but have also prompted their
application to a wide variety of problems for which they were not originally intended like, for
example, Hamilton-Jacobi equations, second-order elliptic problems, elasticity, and Korteweg-de
Vries equations.
An introduction to DG methods can be found in the short monograph410. A history of their
development and the state of the art up to 1999 can be found in. Finally, a fairly complete and
updated review is given in. The paper is a short essay on DG methods which differs from the above
mentioned references in that it is intended for a wider audience and focuses on the exposition of the
ideas behind the devising of these methods as well as in the mechanisms that allow them to perform
so well in such a variety of problems. Table 12.14.1 compares and summarizes observation on 4
commercially available predication methods as documented by [Hesthaven]411 of Brown University.
Accordingly, the scheme combines the high-order flexible element of FEM, with local statement of
FVM.
Scheme Complex High-Order Explicit Semi- Conversation Elliptic

Geometries Accuracy Discrete Form Laws Problem
FDM No Yes Yes Yes Yes
FVM Yes No Yes Yes Yes
FEM Yes yes No Yes Yes
DG-FEM Yes Yes Yes Yes Yes
Table 12.14.1 Summarizing the Discontinuous Galerkin (DG) Finite Element Method
12.15 Comparing FV and FE for Spatial Convergence of 3D Benchmark Cases
410 B. Cockburn, Discontinuous Galerkin methods for convection-dominated problems, High-Order Methods for
Computational Physics, edited by T. Barth and H. Deconink, Lecture Notes in Computational Science and
Engineering, Vol. 9 (Springer Verlag, Berlin, 1999), pp. 69–224.
411 Jan S Hesthaven, “Discontinuous Galerkin methods Lecture 1”, RMMC 2008.
Recently, [Park & Anderson]412 investigated the FV and FE schemes, both implemented within the
same flow solver to evaluated for several test cases. Different grid densities and types were used. The
cases include subsonic flow over a hemisphere cylinder, subsonic flow over a swept bump
configuration, and supersonic flow in a
square duct. The FV and FE schemes are
both used to obtain solutions for the
first two cases, whereas only the FV
scheme is used for the supersonic duct.
Altogether, the FE scheme produces
results on biased tetrahedral mesh
topology that are closer to the reference
solution than the FV scheme. But the
reader is advised not to take these
results as universal rule. The simulation
used FUN3D, a NASA research code, but
similar results is obtained by other
NASA linked codes such as CFD3D and
USM3D. To solve nonlinear flow
equations, FUN3D uses a Hierarchical
Adaptive Nonlinear Iterative Method
(HANIM). The main objective in using
(HANIM) is the preconditioner alone
(PA) baseline solver technology to
advance nonlinear solution in pseudo-
time where (HANIM) preconditioner Figure 12.15.1 Propagation Mean Flow Residuals on
based on defect-correction scheme and Different Mesh Density (Courtesy of Pandya, et al.)
point-implicit Gauss-Seidel solution
method413. It effectively results in speed up iterative convergence on finer grids as shown in Figure
12.15.1. On the innermost level HANIM uses a preconditioner based on a defect-correction method
and iterates on a simplified first-order Jacobian with a pseudo-time term. One preconditioner
iteration involves a point- or line-implicit multi-color pass through the domain. The number of
preconditioner iterations may vary for different nonlinear iterations. A Generalized Conjugate
Residual (GCR) method uses the preconditioner solutions to converge linear residuals and to
compute solution correction [Diskin, et al.]414. Details regarding this, as well as other benchmark
cases can be found in415.
12.15.1 Case Study - Subsonic Flow Over 3D Swept Bump Configuration
The test case is a swept 3D bum where the finite-element and finite-volume solutions are obtained
on pure tetrahedral and pure hexahedral meshes ranging in size from just over 18 K nodes, up to
over 966 K nodes. Comparisons are made with simulations that have been computed on hexahedral
meshes with almost 59 M nodes. The 3D bump depicted in shows the surface mesh for representative
tetrahedral and hexahedral meshes, respectively. The flow conditions correspond to a freestream
412 Michael A. Park_ and W. Kyle Anderson, “Spatial Convergence of Three Dimensional Turbulent Flows”, DOI:
10.2514/6.2016-0859.
413 Mohagna J. Pandya, Boris Diskin, James L. Thomas, and Neal T. Frink, “Assessment of Preconditioner for a
USM3D Hierarchical Adaptive Nonlinear Iteration Method (HANIM) (Invited)”, AIAA Science and Technology
Forum and Exposition (SciTech 2016), San Diego, California, January 4-8 2016.
414 Boris Diskin, James L. Thomas, Mohagna J. Pandya, Christopher L. Rumsey, “Reference Solutions for
Benchmark Turbulent Flows in Three Dimensions”, NASA Langley Research Center, Hampton, VA.
415 See previous.
Table 12.15.1 Tetrahedral Grids for Finite-Volume and Finite-Element Solutions
Mach number of 0.2 and a Reynolds number of 3 M based on unit grid length. In the results that
follow, comparisons are again made with the results described in [Diskin et al.]416 for drag
coefficients, pressure distributions, and profiles of u-velocity and the turbulence working variable. A
summary of the mesh sizes used for this study is given in Table 12.15.1. Note that for the finest
mesh, finite-volume results on hexahedra from [Diskin et al.]417 are used as reference solutions.
Because the tetrahedral were not used beyond mesh sizes of 966 K nodes, the number of tetrahedral
for the finest two meshes is designated with “NA." Pressure distributions, velocity profiles, and
profiles of the turbulence working variable computed using the finite-element and finite-volume
results on tetrahedral meshes have been obtained on grid levels 3-5, and are compared to
corresponding results on hexahedral meshes of the same density.
12.15.1.1 Results and Discussion
The tetrahedral meshes are generated directly from the hexahedral meshes by splitting each
hexahedra into six tetrahedral with a consistent stencil418. During this process, all the surface
triangles have been generated by splitting the surface quadrilaterals in identical directions, thereby
introducing a strong bias in the mesh that apparently has a stronger effect on the finite-volume
solutions than on the finite-element solutions. Meshes with more random dissection of the hexahedra
or meshes typically produced by unstructured grid generation, may mitigate the strong bias of these
tetrahedral grids. Surface pressure distributions along the y = 0 symmetry plane are shown in Figure
12.15.2(a-b) which displays the Cp for finite-element and finite-volume discretization on
tetrahedral meshes ranging in size from 18 K nodes to 966 K nodes. The finite-volume reference
solution, which is computed on the mesh with almost 59 M nodes.
416 Diskin, B., Thomas, J. L., Pandya, M. J., and Rumsey, C. L., “Reference Solutions for Benchmark Turbulent Flows
in Three Dimensions," AIAA SciTech Forum and Exposition (SciTech 2016), AIAA.
417 See Previous.
418 Dompierre, J., Labb_e, P., Vallet, M.-G., and Camarero, R., “How to Subdivide Pyramids, Prisms, and Hexahedra
into Tetrahedra," 8th International Meshing Roundtable, 1999.

(a) - Finite Element
(b) - Finite Volume
Figure 12.15.2 Convergence of Cp along symmetry plane (y = 0) using Tetrahedral cells

12.16 Case Study - A High Order Discontinuous Galerkin – Fourier Incompressible
3D Navier–Stokes Solver with Rotating Sliding Meshes419
Citation : Esteban Ferrer, Richard H.J. Willden, A high order Discontinuous Galerkin – Fourier
incompressible 3D Navier–Stokes solver with rotating sliding meshes, Journal of Computational Physics,
Volume 231, Issue 21, 2012, Pages 7037-7056, ISSN 0021-9991,
https://doi.org/10.1016/j.jcp.2012.04.039.
We present the development of a sliding mesh capability for an unsteady high order (order P ≥3) h/p
Discontinuous Galerkin solver for the 3D incompressible Navier–Stokes equations. A high order
sliding mesh method is developed and implemented for flow simulation with relative rotational
motion of an inner mesh with respect to an outer static mesh, through the use of curved boundary
elements and mixed triangular–quadrilateral meshes. A second order stiffly stable method is used to
discretize in time the Arbitrary Lagrangian–Eulerian form of the incompressible Navier–Stokes
equations. Spatial discretization is provided by the Symmetric Interior Penalty Galerkin formulation
with modal basis functions in the x–y plane, allowing hanging nodes and sliding meshes without the
requirement to use mortar type techniques. Spatial discretization in the z-direction is provided by a
purely spectral method that uses Fourier series and allows computation of spanwise periodic 3D
flows. The developed solver is shown to provide high order solutions, second order in time
convergence rates and spectral convergence when solving the incompressible Navier–Stokes
equations on meshes where fixed and rotating elements coexist.
In addition, an exact implementation of the no-slip boundary condition is included for curved edges;
circular arcs and NACA 4-digit airfoils, where analytic expressions for the geometry are used to
compute the required metrics. The solver capabilities are tested for a number of two dimensional
problems governed by the incompressible Navier–Stokes equations on static and rotating meshes:
the Taylor vortex problem, a static and rotating symmetric NACA0015 airfoil and flows through three
bladed cross-flow turbines. In addition, three dimensional flow solutions are demonstrated for a
three bladed cross-flow turbine and a circular cylinder shadowed by a pitching NACA0012 airfoil.
12.16.1 Introduction
Problems where the forces on rotating/oscillating geometries are to be predicted are common in
engineering and fluid–structure interaction problems. Examples are flows around isolated rotating
bodies and airfoils, turbomachinery applications, insect flight aerodynamics, unmanned air vehicles
and more recently flows around renewable energy devices; wind and tidal turbines. These flows are
characterized by long wake structures, vortex shedding and stalled flows associated with flow
unsteadiness. To accurately simulate wakes and vortex structures and their evolution, high order
(typically P≥3) numerical methods (i.e. h/p conformal spectral and h/p non-conformal
Discontinuous Galerkin methods) are preferred since dissipation and dispersion errors are
minimum420 when compared to low order (typically 63) methods. Furthermore, for smooth
problems, the exponential decay of the error with polynomial enrichment (p-refinement) in high
order methods as opposed to the fixed decay rate characteristic of low order methods (i.e. h-
refinement only) renders high order methods particularly attractive to obtain accurate solutions for
flows where viscosity limits discontinuities (i.e. elliptic type equations) as in the incompressible
Navier–Stokes (NS) equations.
For conformal discretization (i.e. classic low order finite elements or h/p spectral type methods), if
419 Esteban Ferrer, Richard H.J. Willden, “A high order Discontinuous Galerkin – Fourier incompressible 3D
Navier–Stokes solver with rotating sliding meshes”, Department of Engineering Science, U. of Oxford, UK.
420 G. Karniadakis, S. Sherwin, Spectral h/p Element Methods for Computational Fluid Dynamics, Oxford Science
Publications, 2005.
geometric discontinuities arise (e.g. hanging nodes), a geometric incompatibility421 is created since
C0 continuity cannot be ensured across elements. Similarly, when neighboring elements have
different numbers of degrees of freedom (e.g. mixed triangular–quadrilateral mesh), a functional
incompatibility is created. Over the past few decades methods to overcome these difficulties have
been developed in the framework of conformal discretization, examples are iterative patching,
constrained approximation or mortar patching (see 419 for a review). A natural alternative to
overcome these incompatibilities is to relax the continuity condition across elements, which leads to
the Discontinuous Galerkin (DG) finite element approach.
The DG finite element method can be seen as an extension of h/p spectral methods where the C0
continuity requirement across element boundaries is relaxed or also as a high order finite volume
method with compact stencil. Contrary to conformal finite elements or h/p spectral methods, DG
methods are locally conservative by construction. As in spectral methods, high-order polynomials
can be used within each element allowing exponential convergence, whilst discontinuities in the
solution are permitted at element interfaces.
It has been argued that DG methods are prohibitively expensive, when compared to conformal spatial
discretization (e.g. h/p spectral methods), since additional degrees of freedom (DOF) arise from the
discontinuities between elements. However, the relative number of the additional boundary degrees
of freedom to internal degrees of freedom for each element, decreases rapidly for high polynomials.
To exemplify this, let us consider a two dimensional problem and a mesh with Nel triangular elements
with polynomial spaces of order k. On the one hand, if a h/p spectral discretization is considered, the
number of global degrees of freedom required is DOF spectral ≈ (Nel /2) k2 (see422). On the other
hand, a DG discretization leads to a global number of DOF: DOFDG ≈ (Nel2/2) (k+1)(k+2). The last
expression shows that for high polynomial orders k, the number of degrees of freedom for the DG
discretization tends to DOFDG ≈ (Nel2/2)/k2. This simple analysis shows that for high polynomial
orders DOFDG ≈ DOFspectral and the additional cost of DG methods is not overwhelming.
DG formulations to solve the incompressible NS equations have seen increased popularity over
recent years as evidenced by the number of publications on the topic. Previously, the authors
presented the development of a DG code that uses the Symmetric Interior Penalty Galerkin (SIPG)
formulation for solving the unsteady 2D NS equations using straight sided triangular elements.
Simulation results from the solver were shown to be in good agreement with experimental results
and results from a h/p conformal spectral code. The present implementation is an extension of the
previous work to enable solutions on hybrid meshes (i.e. mixed triangular and quadrilateral
elements) with rotationally sliding meshes and with curved boundary conditions. In addition, Fourier
series applied orthogonally to the 2D DG plane are used to enable 3D flow solutions for problems
with spanwise geometric homogeneity. These developments have been implemented and tested and
results are reported herein.
The sliding mesh technique allows for mesh motion where an inner mesh zone region rotates with
respect to an outer static mesh. This relative motion creates hanging nodes at the interface between
static and rotating elements and boundaries (i.e. walls) curved edged elements are essential. To
clarify these concepts before continuing, we depict in Figure 12.16.1 an example of a 2D mesh,
where the static and rotating subdomains, the external curved boundary for a symmetric NACA airfoil
and the curved sliding mesh interface with the associated hanging nodes have been highlighted.
The present work shows that in the DG context, the geometric incompatibility arising from the
hanging nodes due to mesh rotation does not cause loss of exponential convergence properties.
Further, we show that the functional incompatibility originating from the use of triangular and
quadrilateral element types (these elements have different numbers of local degrees of freedom) in
421See Previous.
422P.E. Vos, S. Sherwin, R. Kirby, From h to p efficiently: implementing finite and spectral h/p element methods
to achieve optimal performance for low and high-order discretization, J. of Computational Physics (2010).
combination with orthogonal modal basis functions, does not present a problem. Finally, the sliding
mesh implementation shows high accuracy when solving the incompressible NS equations in two and
three dimensions.
To account for the relative mesh movement of the inner mesh with respect to the static outer mesh,
it is advantageous to write the equations for fluid motion in their Arbitrary Lagrangian–Eulerian
(ALE) form423. The ALE description was first introduced for finite difference methods and
unstructured meshes for fluid simulation424 and subsequently extended to finite elements. The ALE
approach is generally used for dynamically deforming mesh elements (i.e. arbitrary node movement)
and has been widely explored in combination with DG methods to solve hyperbolic type equations
including the compressible NS equations. As for the incompressible ALE form of the NS equations
Figure 12.16.1 Mixed Triangular–Quadrilateral Mesh for a Symmetric Airfoil with Curved Boundaries
and a Circular Sliding Mesh. Static and Rotating Subdomains are Distinguished
with arbitrary mesh movement, work was limited for a long time to conformal h/p spectral
discretization425. However, very recent work combines this technique with a DG approach.
Deforming element techniques (e.g. ALE for deforming elements) require either generally small body
motions or remeshing for large motions that would have otherwise lead to unacceptably element
distortions. To avoid these limitations, an appealing approach is provided by combining the ALE
approach with the sliding mesh technique. This method is particularly suitable to problems where
the mesh movement is known a priori; e.g. rigid body rotation without mesh deformation. We chose
to follow this approach, the ALE formulation with sliding meshes for non-deforming elements, and
summarize some of its advantages below:
• Inertially fixed and rotating objects can be present in the same simulation.
423 J. Donea, A. Huerta, Finite Element Methods for Flow Problems, John Wiley & Sons Ltd., 2005.
424 C. Hirt, A. Amsden, J. Cook, An arbitrary Lagrangian–Eulerian computing method for all flow speeds, Journal
of Computational Physics 14 (3) (1974).
425 A. Beskok, T. Warburton, An unstructured hp finite-element scheme for fluid flow and heat transfer in moving
domains, Journal of Computational Physics 174 (2) (2001) 492–509.

• No remeshing is required (with its associated computational cost) as mesh elements do not
distort, enabling unlimited rotation as opposed to non-sliding or deforming ALE methods in
which large distortions and subsequent remeshing need to be handled.
• Subsequently, no projection of the solution into a new mesh is required to advance the
solution in time, which is generally a non-conservative process.
• In our approach, no interpolation through the sliding interface is required (as in low order
methods) which would introduce large numerical errors, destroying the high order
properties of the method.
The ALE approach with sliding mesh interfaces, has been previously studied in the context of h/p
conformal spectral methods that require mortar techniques for subdomain linking. Recently, a sliding
mesh capability has been described for the incompressible NS equations426, where the authors used
is geometric analysis and a low order conformal discretization (using NURBS) coupled with a special
treatment for the sliding curved interface exploiting ideas from DG methods. Purely DG discretization
in conjunction with the sliding mesh approach, have been used for the solution of electromagnetic
problems (i.e. Maxwell equations). It was shown innumerous references that to solve the Maxwell
eigensystem with sliding mesh interfaces, mortar techniques are beneficial.
To the authors’ knowledge, the work presented herein details the first high order (order P≥3) DG
solver with sliding meshes for the solution of the incompressible NS equations. We present a novel
approach where non-conformal DG is used in all elements and the curved sliding mesh interface is
approximated through an analytical mapping for the description of the circular interface. We show
that our approach and implementation does not require of mortar type techniques to accurately solve
the incompressible NS equations. In addition, to account for curved external boundary surfaces (i.e.
walls) representing NACA 4-digit airfoils, we introduce an analytical mapping as is required to obtain
smooth solutions for high order techniques. An efficient three dimensional extension of the 2D DG
solver is included, which enables 3D flow solutions on rotating geometries that present a geometrical
homogeneity in the spanwise (Fourier) direction.
12.16.2 Methodology
We are interested in solving the incompressible NS equations in primitive variable formulation in a
unique domain composed of non-overlapping static and moving subdomains:
Ω(t) = Ωsta ∪ Ωrot (t)

Eq. 12.16.1
Where Ωstat ∩ Ωrot(t) = Γsta-rot and Γsta-rot defines the circular sliding mesh interface. The non-
dimensional incompressible NS equations in ALE form427 can be written (in the absence of body
forces) as:
∂𝐮 1
= ((𝐮 − 𝐰). ∇)𝐮 = −∇p + ∇2 𝐮 ; ∇. 𝐮 = 0 in Ω(t)
∂t Re
Eq. 12.16.2
where u = (u, v)T and w are non-dimensionalised using the characteristic free stream flow velocity
magnitude U and represent the flow and mesh velocities, respectively. Re is the Reynolds number
(i.e. Re = UL/ν where L is a characteristic length scale and ν is the kinematic viscosity), t represents
the dimensionless time and p is the non-dimensional pressure (normalized using upstream dynamic
426 J. Cottrell, T. Hughes, Y. Bazilevs, Isogeometric Analysis: Toward Integration of CAD and FEA, John Wiley &
Sons, Ltd, 2009.
427 J. Donea, A. Huerta, Finite Element Methods for Flow Problems, John Wiley & Sons Ltd., 2005.
pressure q = ρU2, where ρ is the fluid density). We distinguish between the static and rotating
subdomain meshes (see Figure 12.16.1) by setting:
0 ∈ Ωsta
𝐰={
̅ × 𝐱 ∈ Ωrot (t)
𝛚
Eq. 12.16.3
where el are the mesh elements in Ω(t), ϖ = (0, 0, Lω/U) is the non-dimensional mesh rotational
velocity and ω represents the dimensional mesh rotational speed. To solve the described system, we
select to discretize temporally using finite differences (here a dual splitting method), and a high order
DG-Fourier method for spatial discretization.
12.16.2.1 Arbitrary Lagrangian–Eulerian Temporal Discretization
We perform the temporal discretization using a second order splitting scheme developed in428 and
studied previously by the authors in conjunction with a DG method for the incompressible NS
equations in Eulerian form. The ALE version of this algorithm has been previously used in the context
of h/p spectral discretization. Within this scheme the nonlinear terms are treated explicitly whilst
viscous and pressure terms are handled implicitly. The resulting temporally discretized momentum
equation is given by:
γ0 𝐮𝐧+𝟏 − α0 𝐮𝐧 − α1 𝐮𝐧−𝟏 1 2 n+1

= −∇pn+1 + ∇ 𝐮 −
∆𝐭 Re
β0 [((𝐮n − 𝐰 n ). ∇)𝐮n ] − β1 [((𝐮n−1 − 𝐰 n−1 ). ∇)𝐮n−1 ]
Eq. 12.16.4
Using second order Adams–Bashforth values for the coefficients, we set: γ0 = 3/2, α0 = 2, α1 = -1/2,
β0 = 2 and β1 = -1. This second order method is not self-starting and we select: γ0 = α0 = β0 = 1 and α1
= β1 = 0 which reduces to the first order explicit forward Euler method for the first time step. For
detailed information such as rigid mesh motion, special discretization, mapping, users encourage to
access with [Ferrer and Willden]429.
12.16.2.2 3D Fourier Extension
The selected tensorial representation of the mappings from physical to computational space in
combination with tensorial orthogonal basis functions allow for 3D extensions of the method without
further modifications. In this section, we describe a 3D extension where the 2D Discontinuous
Galerkin capabilities presented in the previous sections are extended to account for three
dimensional flow features using Fourier series. The selected Fourier extension enables the use of the
Fast Fourier Transform (FFT) algorithm and provides an efficient 3D solver for problems involving
spanwise geometric homogeneity. The use of Fourier series, to efficiently extend two dimensional
codes and account for three dimensional flows, has been previously reported for h/p conformal
spectral methods. To the authors’ knowledge, this type of extension has not been used together with
DG discretization. However, this technique leads to a series of 2D DG linear solves that are coupled
through the non-linear terms (see details below), in a similar manner to conformal implementations.
This feature renders these Fourier extensions similar. Let us introduce the three dimensional DG-
Fourier velocities and pressure as:
428 J. Hesthaven, T. Warburton, Nodal Discontinuous Galerkin Methods: Algorithms, Analysis, and Applications,
Springer, 2008.
429 Esteban Ferrer, Richard H.J. Willden, “A high order Discontinuous Galerkin – Fourier incompressible 3D
M M
−1 −1
2 2
𝐮(x, y, z) = ∑ 𝐮(x, y)eiβmz , p(x, y, z) = ∑ 𝐮(x, y)eiβmz

M M
m=− m=−
2 2
Eq. 12.16.5
i=√-1, b = 2p/Lz represents the wavenumber in the z-direction and Lz defines the length of the domain
in the periodic z-direction. In addition, M defines the number of planes in physical space (and the
number of modes in the Fourier space) and m denotes the m-th mode of the Fourier transformation.
Let us note that um(x,y) and pm(x,y) have been previously defined (Ferrer and Willden)430 and
represent the x–y plane DG solution for the m-th Fourier mode. Applying the Fourier transform to
the momentum and continuity equations in ALE form Eq. 12.16.2 and using its linearity property,
one obtains:
M
−1
2
∂𝐮m 1 2
∑ { ̂m pm − ∇
+∇ ̂m 𝐮m + FFT[(𝐮 − 𝐰). ∇ 𝐮]} eiβmz = 0
∂t Re
M
m=−
2
M
−1
2
̂m 𝐮m }eiβmz = 0
∑ {∇ in Ω(t)
M
m=−
2
Eq. 12.16.6
where FFTm{_} represent the m-th mode of the Fourier transform of the argument and the Fourier
operators ⟑ are defined as:
T
∂ ∂
̂m = (
∇ , , iβm) = (∇2D , iβm)T
∂x ∂y
∂2 ∂2
̂𝑚 = (
∇2
+ 2 − β2 m2 ) = (∇22𝐷 − β2 m2 )
∂x 2 ∂y
Eq. 12.16.7
where ∇2D and ∇22D are the two dimensional gradient (nabla) and Laplacian operators, respectively.
The system described by Eq. 12.16.6 is equivalent to solving an independent equation for each mode
m:
∂𝐮m 1
{ ̂m pm −
+∇ ̂2m 𝐮m + FFT[(𝐮 − 𝐰). ∇ 𝐮]} = 0 ; ∇
∇ ̂m 𝐮m = 0 in Ω(t)
∂t Re
The coupling between modes is ensured by the non-linear terms which are computed in physical
space. It should be noted that this Fourier extension only requires real to complex transforms and
hence only M/2 + 1 modes need to be computed at each time step.
Esteban Ferrer, Richard H.J. Willden, “A high order Discontinuous Galerkin – Fourier incompressible 3D
430
12.16.2.3 Rotating Cases
In this section we consider cases where the NACA 4-digit boundary is used conjointly with the sliding
mesh technique (mesh depicted in Figure 12.16.1 and solution snapshots in Figure 12.16.2). A
NACA0015 airfoil under impulsive start conditions is rotated around its quarter chord point for a
range of geometric angles of attack (i.e. the angle between the free stream velocity and the airfoil
chord line) AOA = 0–35 degrees and four rotational speeds Lx/U = 0.005, 0.01, 0.05 and 0.1, where L
Figure 12.16.2 Snapshots of the Rotating NACA0015 for Polynomial Order k = 5 and Rotational Speed
Lx/U = 0.05 for (a) AOA = 17.2 deg. and (b) AOA = 28.6 deg
= c and c represents the airfoil chord. The Reynolds number is fixed to Re = 100. We use a triangular–
quadrilateral mesh constituted by 1462 elements and fix the polynomial order to k = 5. We show in
Figure 12.16.2 snapshots of the unsteady simulation for Lx/U = 0.05 at two geometric AOAs (AOA
= 17.2 and 28.6 deg.). We observe that the contours are smooth across the interfaces between
triangular and quadrilateral elements and also across the sliding mesh interface. In addition, the time
averaged forces for the static cases for AOA = 0, 10, 20 and 30 degrees have been included.
Comparison between static cases and dynamic simulations at low rotational speed show very good
agreement demonstrating the low error level introduced by the rotating mesh interface. We also note
that dynamic effects cause an increase in the vertical and horizontal components of the forces with
increasing rotational speed.
12.16.3 Case Study - Three Bladed Cross-Flow Turbine Case Study
This section presents the solver’s ability to compute flows through cross-flow turbines (Darrieus
type) in two dimensions. This type of turbine exhibits azimuthal changes in blade aerodynamics,
leading to complex flow-phenomena such as stalled flows, vortex shedding and blade-vortex
interaction. We consider two configurations: an unconstrained three bladed turbine and a three
bladed turbine placed in an elliptically shaped duct (constrained or ducted case). In addition to the
classic unconstrained configuration, the ducted case has been selected to demonstrate the ability of
the sliding mesh technique to simulate the relative rotational motion of the inner mesh (rotating with
the turbine blades) with respect to the outer static mesh (stationary with respect to the duct walls).
The three bladed turbine configuration consists of NACA0015 airfoils located at a radial distance
from the center of rotation of two chords R = 2c. The relative angle between blades is fixed at 120_ as
shown in Figure 12.16.4. The rotational speed is set to Lx/U = 0.5, where U is the free stream velocity
magnitude and L = c. The Reynolds number based on the free stream velocity and the blade chord is
Re = 50. We note that at this low Reynolds number, three dimensionalities may be disregarded,
enabling purely 2D flow simulations.
The polynomial order is fixed to k = 3, the time step Dt to 0.0005 and we use two triangular–
quadrilateral meshes with curved NACA boundaries constituted of: 3320 elements for the
Figure 12.16.4 Solution Snapshots of a 3 Bladed Cross-Flow Turbine for Polynomial Order k = 3 for (a)
Unconstrained and (b) Ducted Cases.
unconstrained three bladed turbine and 3614 for the ducted three bladed turbine. We depict in
Figure 12.16.4 (a) and (b), snapshots of the velocity magnitude for the unconstrained and ducted
devices respectively. It can be seen that the DG solver is able to resolve the complex flow physics
arising from the rotational motion, loading and unloading of the blades, and the interaction with the
boundary layers of the inertially fixed duct walls.
Figure 12.16.3 Solution Snapshots of Flow Through a 3D Cross-Flow Turbine: (a) 11 pressure contours
[_1.6:0.8] and (b) iso-surfaces of z-velocity w = ±1 x10-6
12.16.4 3D Flows
In this last section, we provide two examples of three dimensional flow simulations using the Fourier
extension of the DG solver with rotating sliding meshes. Firstly, the three bladed cross-flow turbine
geometry described is simulated with a rotational speed of Lx/U = 0.1 at a Reynolds number (based
on the freestream velocity and blade chord) of Re = 200 (i.e. large enough to trigger three
dimensionalities in the flow). The spatial discretization consists of polynomials of order k = 4 in the
x–y DG plane and 16 Fourier planes in the z-direction to discretize a spanwise length of Lz/c = 2,
where c is the blade chord. Figure 12.16.3 (a) shows pressure contours and Figure 12.16.3 (b)
depicts iso-surfaces of z-velocity showing the three dimensional character of the solution.
Secondly, we present a problem where a circular cylinder is shadowed by a pitching NACA0012
airfoil. This test case is presented to illustrate the possibility of locating static and rotating 3D
geometries together in a single mesh domain. In addition, all of the features presented in this paper
are included in a single simulation: high order sliding meshes and external curved boundary
condition for NACA airfoils and circular cylinders. The NACA airfoil is pitching with a rotational speed
of Lx/U = 0.5 and the Reynolds number based on the airfoil chord (which is equal to the cylinder
diameter) is Re = 200. As in the previous 3D case, the spatial discretization consists of polynomials
of order k = 4 in the x–y DG plane and 16 Fourier planes in the z-direction. The spanwise length is, in
this case, set to Lz/c = 2.5. Figure 12.16.5 shows the pressure contours and iso-surfaces of z-
velocity. It can be seen that the sliding mesh technique does not damage the numerical solution and
captures the pressure interactions between static and rotating geometries. In addition, Figure
12.16.5 (b) shows that three dimensionalities are present in the wake of both geometries.
Figure 12.16.5 Solution Snapshots of a 3D Circular Cylinder Shadowed by a Rotating NACA Blade (a)
Pressure Contours (b) Iso-surfaces of z velocity w = ±1.5 x 10-6
12.16.5 Conclusions
This work details the formulation, implementation and verification of a novel approach to solve the
three dimensional incompressible NS equations using a high order DG-Fourier formulation with
rotating sliding meshes. The solver allows accurate solutions with curved elements that conform to
either arced surfaces (internal or external) and the profile of NACA 4-digit airfoils. Hybrid
unstructured meshes (i.e. with triangular and quadrilateral elements) can be handled without
damaging the solver’s high order numerical properties. To account for relative motion, the NS
equations are written in Arbitrary Lagrangian–Eulerian form and the sliding interface is given special
treatment that maintains the temporal convergence rates and spectral properties of the code when
rotational motion is applied to a region of the mesh. In addition, it has been shown that the high order
properties are maintained when using body fitted NACA 4-digit boundaries. We have demonstrated
that geometric and functional incompatibilities do not represent a problem in the DG context and
that sliding mesh interfaces can be handled naturally without the necessity of mortar type
techniques. The solver accuracy has been verified with three test cases for two dimensional flows:
the Taylor vortex problem, a static and rotating NACA0015 airfoil and a three bladed cross flow
turbine under unconstrained and ducted flow conditions. These test cases have enabled verification
of the code as well as demonstrating its capabilities to simulate flow problems in which accuracy is
mandatory.
Three dimensional flow features are captured through a Fourier extension that allows high order 3D
solutions for rotating geometries that present a spanwise geometric homogeneity. 3D flow
simulation examples are provided for a three bladed cross-flow turbine and a pitching airfoil
shadowing a circular cylinder. The presented two and three dimensional simulations have
demonstrated the solver’s capability to compute complex flow physics for problems where static and
rotating geometries coexist in a single domain. We conclude that the novel approach to account for
sliding mesh interfaces and curved external boundaries provides a promising framework for
studying fluid–structure interaction problems involving rotation. For further evidence, please see the
[Ferrer and Willden]431.
Esteban Ferrer ⇑, Richard H.J. Willden, “A high order Discontinuous Galerkin – Fourier incompressible 3D
431
13 Spectral and Other High Degree Methods
In the field of CFD, low-order methods are generally robust and reliable; as a result, they are
routinely employed in practical calculations. For the same computing cost, high-order methods can
provide considerably more accurate solutions, but they are more complicated and less robust432.
Spectral method, among the most widely used, are powerful methods for the solution of partial
differential equations. Unlike finite difference methods, spectral methods are global methods, where
the computation at any given point depends not only on information at neighboring points, but on
information from the entire domain. The numerical solution is expressed as a finite expansion of
some set of basis functions. When the PDE is written in terms of the coefficients of this expansion,
the method is known as a Galerkin Spectral Method. Spectral methods converged exponentially,
which makes them more accurate than local methods. Global methods are preferable to local
methods when the solution varies considerably in time or space, when very high spatial resolution is
required, and also when long time integration is needed433. In the past several years, the activity on
both theory and application of spectral methods have been concentrated on collocation spectral
methods. One of the reasons is that collocation methods deals with nonlinear terms more easily than
Galerkin Methods. The nonlinear terms are treated on a FD manner, via grid points values
multiplication. The underlying idea of a collocation spectral method is to approximate the
unknown solution in the entire computational domain by an interpolating high order
polynomial at the collocation points. The spatial derivatives of the solution are approximated by
the derivatives of the polynomial and the time derivative, if it exists, is solved through classical finite
differences schemes. Periodic and non-periodic problems are respectively treated with
trigonometric and algebraic polynomials. Some of the methods commonly used in the literature are
the Fourier collocation methods for periodic domains and the Jacobi polynomials for non-periodic
domains, with the Chebyshev and Legendre polynomials as special cases434.
Spectral methods and finite element methods are closely related and built on the same ideas; the
main difference between them is that spectral methods use basis functions that are nonzero over the
whole domain, while finite element methods use basis functions that are nonzero only on small
subdomains. In other words, spectral methods take on a global approach while finite element
methods use a local approach. Partially for this reason, spectral methods have excellent error
properties, with the so-called "exponential convergence" being the fastest possible, when the
solution is smooth. However, there are no known three-dimensional single domain spectral shock
capturing results (shock waves are not smooth). In the finite element community, a method where
the degree of the elements is very high or increases as the grid parameter h decreases to zero is
sometimes called a spectral element method. Spectral methods are computationally less expensive
than finite element methods, but become less accurate for problems with complex geometries and
discontinuous coefficients435.
13.1 Myth about High Degree Methods

According to (Wang et al.) [1] there are two myths currently running among the CFD community in
regard to high-order methods:
13.1.1 Myth 1- High-order methods are expensive
This one is among the most widely held belief about high-order methods. The myth was perhaps
432 H.T. Huynh a,⇑, Z.J. Wangb, P.E. Vincent, “High-order methods for computational fluid dynamics: A brief review
of compact differential formulations on unstructured grids”, Computers & Fluids · June 2013.
433 Sigal Gottlieb and David Gottlieb (2009), Scholarpedia.
434 Bruno Costa, “Spectral Methods for Partial Differential Equations”, A Mathematical Journal Vol. 6, No 4,2004.
435 From Wikipedia.
generated when a CFD practitioner programmed a high-order method and found that obtaining a
converged steady solution with the high-order method took much longer than with a low-order
method on a given mesh. It is well known that a second-order method takes more CPU time to
compute a steady solution than a first-order one on the same mesh. But, nobody is claiming that first-
order methods are more efficient than second-order ones: first-order methods take more CPU time
to achieve the same level of accuracy than second-order ones, and a much finer mesh is usually
needed. When it comes to high-order methods, the same basis of comparison must be used.
We cannot evaluate method efficiency on the basis of the cost on the same mesh. We must do it on
the basis of the cost to achieve the same error. For example, if an error of one drag count (0.0001 in
units of the drag coefficient) is required in an aerodynamic computation, a high-order method may
be more efficient than a low-order one because the high-order method can achieve this error
threshold on a much coarser mesh. Therefore, the only fair way to compare efficiency is to look at the
computational cost to achieve the same level of accuracy or given the same CPU, what error is
produced. On this basis, high-order methods are not necessarily expensive.
13.1.2 Myth 2. High-order methods are not needed for engineering accuracy
CFD has undergone tremendous development as a discipline for three decades and is used routinely
to complement the wind tunnel in the design of aircraft [2]. The workhorse production codes use
second-order finite volume method (FVM), finite difference method (FDM), or FEM. They are capable
of running on small clusters with overnight turnaround time to achieve engineering accuracy (e.g.,
5% error) for Reynolds-averaged Navier–Stokes (RANS) simulations. There was much excitement
when the CFD community moved from first-order to second-order methods as the solution accuracy
showed significant improvement. The reason is that when the mesh size and time step are reduced
by half, the computational cost increases by a factor of roughly 16 (three spatial dimensions and one
time dimension). Therefore, to reduce the error by a factor of 4, the DOFs increase by a factor of 256
for a first-order method and only 16 for a second-order one. Whereas second-order methods have
been the workhorse for CFD, there are still many flow problems that are too expensive or out of their
reach. One such problem is the flow over a helicopter [1].
The aerodynamic loading on the helicopter body is strongly influenced by the tip vortices generated
by the rotor. These vortices travel many revolutions before hitting the body. It is critical that these
vortices be resolved for a long distance to obtain even an engineering accuracy level prediction of the
aerodynamic forces on the helicopter body. Because first-order and second-order methods strongly
dissipate unsteady vortices, the mesh resolution requirement for the flow makes such a simulation
too expensive even on modern supercomputers. The accurate resolution of unsteady vortices is quite
a stringent requirement similar to that encountered in computational aeroacoustics (CAA) where
broadband acoustic waves need to propagate for a long distance without significant numerical
dissipation or dispersion errors. In the CAA community, high-order methods are used almost
exclusively because of their superior accuracy and efficiency for problems requiring a high-level of
accuracy [3].
Thus, for vortex-dominated flows, high-order methods are needed to accurately resolve unsteady
vortices. Such flows play a critical role in the aerodynamic performance of flight vehicles. Why should
we stop at second-order accuracy? There is no evidence that second-order is the sweet spot in terms
of the order of accuracy. The main reason that these methods are enjoying much success in
engineering applications today is because of the research investment by the CFD community from
the 1970s to the 1990s in making them efficient and robust. With additional research, high-order
methods could become a workhorse for future CFD. Ultimately, the most efficient approach is to let
the flow field dictate the local order of accuracy and grid resolution using hp-adaptation.
Another reason that second-order methods may not be accurate enough is the following. An
acceptable solution error for one variable may lead to an unacceptable solution error for another.
For example, a 5% error in velocity may translate into a 20% or higher error in skin friction
depending on many factors such as Reynolds number, mesh density, and the method employed. As
another example, for flows over helicopters, a 5% error in the drag coefficient may require that the
strength of the tip vortices be resolved within 5% error over four to eight revolutions. In short, low-
order methods cannot satisfy even engineering accuracy for numerous problems. So much about
CFD myths; now, let us turn to some justified concerns. The main reasons why high-order methods
are not used in the design process include the following:
• They are more complicated than low-order methods.
• They are less robust and slower to converge to steady state because of the much reduced
numerical dissipation.
• They have a high memory requirement if implicit time stepping is employed.
• Robust high-order mesh generators are not readily available.
In short, in spite of their potential, much remains to be done before high-order methods become a
workhorse for CFD.
13.1.3 References
[1] Wang, Z., Fidkowski, K., Abgrall, R., Bassi, F., Caraeni, D., Cary, A., Deconinck, H., Hartmann, R.,
Hillewaert, K., Huynh, H., Kroll, N., May, G., Persson, P.-O., van Leer, B. and Visbal, M. (2013), High-
order CFD methods: current status and perspective. Int. J. Numer. Meth. Fluids, 72: 811-
845. https://doi.org/10.1002/fld.3767
[2] Vassberg J. Expectations for computational fluid dynamics. Journal of Computational Fluid
Dynamics 2005; 19(8):549–558.
[3] Wagner C, Hüttl T, Sagaut P. Large-eddy Simulation for Acoustics. Cambridge University Press:
Cambridge, United Kingdom, 2007.
13.2 Spectral Difference Method (SDM)

The spectral difference (SD) method combines the prominent features of structured and
unstructured grid methods to achieve high computational efficiency and geometric flexibility. It
utilizes the concept of discontinuous and high-order local representations to achieve conservation
and high accuracy. Universal reconstructions are obtained by distributing unknown and flux points
in a geometrically similar manner for all unstructured cells. In this thesis, we consider first order (p0),
second order (p1) and third order (p2) schemes. The unknowns are updated using the differential
form of the conservation law equations by approximating the flux derivatives at these unknown
points. In order to obtain the flux derivatives, we use a polynomial reconstruction of the fluxes from
their values at available flux points to the unknown points. As a result, the method is defined as a
difference method. The SD method is similar to the multi-domain spectral method developed by
[Kopriva] and can be viewed as an extension of the multi-domain spectral method to a simplex
unstructured grid436. If the unsteady 2D Euler equations are considered, Q is a vector of conservative
variables, the viscous fluxes are zero vectors and F and G are the inviscid fluxes,
ρ ρu ρv
∂𝐐 ∂𝐅 ∂𝐆 ρu ρu2 + p ρuv
+ + =0 where 𝐐 = [ ] , 𝐅 = [ ρuv ] , 𝐆 = [ ρv 2 + p ]
∂t ∂x ∂y ρv
E u(E + p) v(E + p)
Eq. 13.2.1
436Ravishekar Kannan, “High Order Spectral Volume and Spectral Difference Methods on Unstructured Grids”, A
Dissertation submitted to the graduate faculty in partial fulfillment of the requirements for the degree of Doctor
of Philosophy, Iowa State University, Ames, Iowa 2008.
The current cell residual term R(Q) can be evaluated once the neighboring three cells are known. We
can denote the unknown and flux points for cell i as rj,i , and rk,i, respectively. The solutions of Q at
flux points can be conveniently constructed using a Lagrange-type polynomial basis function ,L j,i(r)
as
Np
𝐐(rk,j ) = ∑ 𝐋j,i (rk,i )𝐐j,i

j=1
Eq. 13.2.2
where Np=(n+1)(n+2)/2 is the number of unknown points required to support a degree p polynomial
construction as already illustrated in Figure 13.2.1. As a result, Q(rk) is continuous inside individual
cell element, while across the element interfaces, it is discontinuous and the inviscid fluxes F(rk) and
G(rk), are not uniquely determined. Readers are also encourage to consult the [M. A. Alhawwary ]437.
Figure 13.2.1 Placement of Unknown (Red Dot) and Flux (Blue ) points for a Triangular Element;
From left to right - Case (a): First Order; Case (b): Second Order; Case (c): Third Order.
13.3 Spectral Volume Method (SVM)

Spectral volume is a numerical method for conservation laws. It has all the desired properties of a
higher order scheme. The spectral volume (SV) method can be interpreted as a derivative of the finite
volume method where each cell (called spectral volume) is sub divided into a structured set of
smaller sub-cells (called control volume). This scheme exhibits many of the desirable properties of
the Discontinuous Galerkin (DG) method. It achieves high-order accuracy on unstructured grids and
has a compact stencil (as each SV only communicates only with its nearest neighbors), thus making
it suitable for parallel applications. As the DOFs are the control volume averages, the limiting
phenomenon can be applied at a control volume level. Thus the SV scheme can attain a higher
resolution for discontinuities than the DG method. In this thesis, we consider 2nd , 3rd and 4th order
SV schemes. Here, we following the development by [Kannan] closely.
13.3.1 Basic Formulation
Eq. 13.2.1 is considered in domain Ω with the appropriate initial and boundary conditions. Domain
Ω is discretized into I non-overlapping triangular (2D) cells. In the SV method, the simplex grid cells
are called SVs, denoted Si, which are further partitioned into CVs, denoted Cij, which depend on the
degree of the polynomial reconstruction. Figure 13.3.1 shows linear, quadratic and cubic partitions
in 2D. We need N unknown control volume solution averages (or DOFs). Np is calculated using the
437Mohammad Ahmed Alhawwary, “Numerical Solution of The Navier Stokes Equations Using The Higher Order
Spectral Difference Method”, A Thesis Submitted to the Faculty of Engineering at Cairo University in Partial
Fulfillment of the Requirements for the Degree of Master of Science in Aerospace Engineering, Faculty Of
Engineering, Cairo University, Giza, Egypt, 2015, pp. 13-27.
below formula Np = (m+1)(m+2)/2 where m is the degrees of the polynomial, constructed using the
CV solution averages. The CV averaged conserved variable for Cij is defined as
Figure 13.3.1 Partitions of a Triangular SV . Linear, Quadratic and Cubic Reconstructions Publicized
in Case (a), Case(b) and Case(c) respectively
1
̅ (rkj ) =
Q ∫ QdV , j = 1,,,Np , i = 1, ,I
Vij Cij
Eq. 13.3.1
Where Vi,j is the volume of Cij. Given the CV averaged conserved variables, a m-th degree polynomial
can be constructed such that it is (m+1)- th order approximation to Q. In other words, we can write
the polynomial as
Np
pi (x,y) = ∑ Lj (x , y)Q̄ i,j

j=1
Eq. 13.3.2
where the shape functions Lj (x , y) satisfy
1
∫ L (x , y)dV = δjn
Vij Cij n
Eq. 13.3.3
The G.E. (Eq. 13.2.1) is integrated over the Cij. This results in the below equation
K
∂𝐐 1
+ ∑ ∫ (𝐇⃗⃗ . 𝐧
⃗ ) dA = 0
∂t Vij Ar r=1
Eq. 13.3.4
where H = (F - Fv, G - Gv) , Ar represents the rth face of Cij, n is the outward unit normal vector of Ar
and K is the number of faces in Cij. The surface integration on each face is done using a (m+1)th order
accurate Gauss quadrature formula. The fluxes are discontinuous across the SV interfaces.
13.4 Fast Fourier Transform Methods (FFT)

The most accurate method for calculating spatial derivatives is to use Fast Fourier Transforms.
Instead of being (Δx)2, (Δx)6 or (Δx)n , the spectral, semi-spectral or Galerkin Methods converge to
the exact solution faster than any algebraic value of n < ∞. As Δx decreases, the rate of convergence
is exponential. That does not mean however, that for some finite value of Δx that the spectral method
will give a perfect solution438. The French mathematician [Fourier] discovered that periodic
waveforms can be modeled as the sum of sine and cosine waves called a Fourier series. The
mathematical expression is given in Eq. 13.2.1 for a generic signal with a known range. Application
of Eq. 13.4.1 for a square wave with increasing values of “n” yields to Figure 13.5.1, where it is
apparent that as n -> ∞ the square wave is more accurately reproduced.
∞
1 nπx nπx
f(x) = a0 + ∑ [an cos ( ) + bn sin ( )]
2 L L
n=1
Eq. 13.4.1
The Fourier transform is used to represent a periodic function by a discrete sum of complex
exponentials. Instead of Eq. 13.4.1 above, we could equally write the summation in complex form:
∞
inπx 1 L inπx
f(x) = ∑e L , cn = ∫ f(x) e L dx
2L −L
−∞
Eq. 13.4.2
If we define a new variable k = 2πn⁄α we can define the Fourier Integral (after some math):
∞
f(k) = ∫ f(x) eikx dx
−∞
Eq. 13.4.3
If we want a result for f(k), which is called the Fourier Transform f(x), we apply Eq. 13.4.3 in the
limit as approaches infinity with the Fourier series coefficients cn = ckα/2π. The Fourier transform is
closely related to a Fourier series and is used to represent a general function by a continuous
superposition (or integral) of complex exponentials. The Fourier transform decomposes an arbitrary
waveform into its sine components, thus revealing its frequency content that might else be difficult
to detect. A Discrete-Time Fourier transform (DTFT) is a form of the Fourier transform that is
applicable to uniformly sampled continuous functions. The Fast Fourier Transform (FFT) takes
advantage of powers of two and is a numerically efficient implementation of computing DTFTs.
Simply stated, the FFT is an efficient numerical algorithm that allows for the transformation of a time
dependent signal into the frequency domain (or vice-versa)439.
13.4.1 Case Study - Flow and Fast Fourier Transform (FFT) Analyses for Tip Clearance Effect in
an Operating Kaplan Turbine440
Citation : Kim H-H, Rakibuzzaman M, Kim K, Suh S-H. Flow and Fast Fourier Transform Analyses for
Tip Clearance Effect in an Operating Kaplan Turbine. Energies. 2019; 12(2):264.
https://doi.org/10.3390/en12020264
The Kaplan turbine is an axial propeller-type turbine that can simultaneously control guide vanes
and runner blades, thus allowing its application in a wide range of operations (see Figure 13.4.1).
Here, turbine tip clearance plays a crucial role in turbine design and operation as high tip clearance
flow can lead to a change in the flow pattern, resulting in a loss of efficiency and finally the breakdown
438 Computational Fluid Dynamics lecture series in Spectral Methods.

439 A Guide to Random Data Analysis for Computational Fluid Dynamics, Published by Computer Aided
Engineering Associates Inc.
440 Hyoung-Ho Kim , Md Rakibuzzaman, Kyungwuk Kim and Sang-Ho Suh, “Flow and Fast Fourier Transform
Analyses for Tip Clearance E_ect in an Operating Kaplan Turbine”, Energies 2019.
of hydro turbines. This research investigates tip
clearance flow characteristics and undertakes a
transient fast Fourier transform (FFT) analysis of
a Kaplan turbine. In this study, the computational
fluid dynamics method was used to investigate the
Kaplan turbine performance with tip clearance
gaps at different operating conditions. Numerical
performance was verified with experimental
results. In particular, a parametric study was
carried out including the different geometrical
parameters such as tip clearance between
stationary and rotating chambers. In addition, an
FFT analysis was performed by monitoring
dynamic pressure fluctuation on the rotor. Here,
Figure 13.4.1 Runner Vane of the Kaplan
increases in tip clearance were shown to occur Turbine
with decreases in efficiency owing to unsteady
flow. With this study’s focus on analyzing the flow of the tip clearance and its effect on turbine
performance as well as hydraulic efficiency, it aims to improve the understanding on the flow field in
a Kaplan turbine.
13.4.1.1 Background and Literature Survey
Kaplan hydro turbines are widely used in hydropower plants because of their high efficiency over a
wide range of operating conditions. A propeller-type turbine is suitable when the load on the turbine
remains constant. For a Kaplan turbine’s design and operation, tip clearance, which is formed by the
rotating runner blades and the stationary runner chamber441-442 is essential. Because of the clearance
gap between the blade tips and turbine casing of axial turbomachinery rotor blades, tip leakage flows
are expected. In both compressors and turbines, the tip region flow tends to include a pressure-
driven, oblique leakage flow from the pressure side to the suction side of the blade, and the roll-up of
a tip vortex in the corner bounded by the casing and the blade on the suction side. Leakage flows then
cause efficiency loss because of the increase in tip clearance in Kaplan turbines443.
An unsteady state analysis of hydro-turbines can be useful in predicting and analyzing the instability
caused by the unsteady flow field and in developing mitigating techniques to minimize the effects of
these phenomena444. [Wang et al.]445 investigated the characteristic frequencies in the unsteady
hydraulic behavior of a hydraulic turbine experimentally wherein their results showed that the
pressure fluctuation in a draft tube is stronger than that in the upstream flow passage. A more recent
study by [Su et al.]446 investigated the chaotic dynamic characteristics of pressure fluctuation signals
in hydro-turbines, and their results revealed that the main energy pressure fluctuations in a draft
441 Fox, R.W.; Mcdonald, A.T.; Pritchard, P.J.; Leylegain, J.C. Fluid Mechanics, 8th ed.; John Wiley and Sons, Inc.
Hoboken, NJ, USA, 2012
442 Wu, H.; Feng, J.J.;Wu, G.K.; Luo, X.Q. Numerical investigation of hub clearance flow in a Kaplan turbine. IOP
Conf. Ser. Earth Environ. Sci. 2012.

443 Roussopoulos, K.; Monkewitz, P.A. Measurements of Tip Vortex Characteristics and the Effect of an Anti-
Cavitation Lip on a Model Kaplan Turbine Blade. Flow Turbulence. Combust. 2000, 64, 119–144.
444 Anup, K.C.; Thapa, B.; Lee, Y.-H. Transient numerical analysis of rotor–stator interaction in a Francis turbine.
Renew. Energy 2014, 65, 227–235

445 Wang, F.J.; Li, X.Q.; MA, J.M.; Yang, M. Experimental investigation of characteristic frequency in unsteady
hydraulic behavior of a large hydraulic turbine. J. Hydrodyn. 2009.

446 Su, W.T.; Li, X.B.; Lan, C.F.; Ah, S.; Wang, J.S.; Li, F.C. Chaotic dynamic characteristics of pressure fluctuation
signals in hydro-turbine. J. Mech. Sci. Technol. 2016, 30, 5009–5017.

tube are located at low-frequency regions. Also recently, [Glowacz]447 investigated the fault
diagnosis of a single-phase induction motor based on acoustic signals and then proposed a signal
processing method for early fault diagnosis of electrical and mechanical faults of rotating machines.
At present, the conventional methods for monitoring the stability of the fluid machinery include
pressure fluctuation, acoustic, output, and other inspections. In the running monitoring, the pressure
fluctuation is the major focus to identify the operating conditions. To extract the characteristics of
fluctuated signals, mathematical tools like the fast Fourier transformation (FFT) analysis is often
utilized, wherein the signals’ features in the time domain, frequency domain, or amplitude can be
obtained. Such methods are significantly helpful for the working stability and state inspection of
hydro-turbines. Therefore, the unsteady pressure fluctuations characteristics in the tip leakage flow
play an important role in load instabilities.
With this, this study focuses on the investigation of the tip clearance flow of a Kaplan turbine through
numerical simulations. Furthermore, unsteady three-dimensional turbulent flow throughout the full
Figure 13.4.2 3D Geometry of the prototype Kaplan Turbine
domain of a Kaplan turbine was investigated through simulations, and the pressure pulsation in the
runner and generator (hub) was predicted and analyzed using the FFT analysis. Geometrical Model
and Meshing The 3D geometry of the horizontal prototype Kaplan turbine was selected to analyze
the flow characteristics of the hydrological aberration as shown in Figure 13.4.2. The runner shape
was scanned using a noncontact portable 3D scanner from the operation site. During scanning, the
3D scanner generated the 3D geometrical shape of the runner blade through the laser detection
447Glowacz, A. Fault diagnosis of single-phase induction motor based on acoustic signals. Mech. Syst. Signal
Process. 2018, 117, 65–80.
technique connected to the
computer; however, the 3D
runner blade shape generated
was not smoothened out.
Therefore, the gaps were
filled, and the rough geometry
was modified using CAD
software ANSYS ICEM to get
the original 3D runner shape.
The block diagram of the
research study is represented
in Figure 13.4.3. The 3D
geometry of the casing,
generator, guide vane, runner
hub, and draft tube domains
was designed by ICEM-CFX
from the 2D drawing
information provided by
Chungju 2 Hydropower Plant,
K-Water, Korea. In this study, Figure 13.4.3 The Block Diagram
two model cases (cases 1 and
2) were invested. The tip clearance gap of case 1 was 1.75 mm and 6 mm (only two blades) for case
2. Figure 13.4.4 shows the tip gap between the runner and runner chamber (adopted from K-
Water). In this figure, A, B, and C represent the gap height between the runner and the runner
housing. The tip gap of A was 6.05 mm, 4.80 mm for B, and 3.35 mm for C. The runner tip clearance
was considered the uniform gap, because it is difficult to make the real shape as well as good grid of
the runner. Table 13.4.1 shows the specifications of the model turbine.
The 3D geometry of the casing, generator, guide vane, runner hub, and draft tube domains was
designed by ICEM-CFX from the 2D drawing information provided by Chungju 2 Hydropower Plant,
K-Water, Korea. In this
study, two model cases
(cases 1 and 2) were
invested. The tip
clearance gap of case 1
was 1.75 mm and 6 mm
(only two blades) for
case 2. Figure 13.4.4
shows the tip gap
between the runner and
runner chamber
(adopted from K-Water).
In this figure, A, B, and C
represent the gap height
between the runner and Figure 13.4.4 Tip Cearance Gap of the Kaplan Turbine
the runner housing. The
tip gap of A was 6.05 mm, 4.80 mm for B, and 3.35 mm for C. The runner tip clearance was considered
the uniform gap, because it is difficult to make the real shape as well as good grid of the runner. Table
13.4.1 shows the specifications of the model turbine.
The model was meshed by ANSYS ICEM-CFX
Description Dimension
based on a finite volume methods FVM)448.
Runner outlet diameter 1648.25 mm
Because of the flexibility of the complex
Head 9.2 m
design of the hydraulic turbine when solving
Flow Rate 75.3 m3/s
complex geometries, the unstructured prism
Max. Power 6000 KW
tetrahedron grid system was employed to
Rotational Speed 171.4 rpm
make the grid. The total meshing grids of case
Runner Blade 4
1 were 3,167,233 nodes and 16,506,970
elements, and 4,937,129 nodes and Guide Vane 16
Table 13.4.1 Main Design Parameters of the
27,291,793 elements for case 2. To precisely
prototype Kaplan Turbine
simulate the flow in a whole turbine channel,
further grid refinement around the blades’
edges is required. In the blade end surfaces, the volumes’ sizes were controlled as shown in [Hyoung-
Ho Kim]449. Because of the complex prototype geometry, the grid becomes large, which is needed for
a comparatively fine grid, as numerical simulations lead to a considerable amount of computational
data. To reduce the influence of grid number on the computational results, a grid independence test
is important to check the convergence of the simulation. The grid independence test was performed
at the rated operating condition (GV 67° and RV 23°), and the results found that the efficiency
deviation was less than 1% as shown in
Figure 13.4.5. The mesh independence
test was carried out based on the most
accepted grid convergence index (GCI)
method [30–32]. With this, the
approximate and extrapolated relative
error can be expressed as:
εnew − εold
εa = × 100%
εnew
Eq. 13.4.4
The grid convergence index (GCI) can be
written as:
1.25 × εa
GCI = Figure 13.4.5 Mesh Independence Test of the Kaplan
r2 − 1 Turbine
Eq. 13.4.5
where εa is the relative error, and r is the
mesh ratio. The finite volume approaches of the cells near the wall boundary are irregular, thus
possibly requiring a particular treatment. Prisms can first create a layer of regular prisms near the
wall and then mesh the remaining volume with tetrahedrons [33,34]. This grid approach enhances
the near walls and gives better solutions and convergence of computational methods450. The quality
of the model turbine grids is represented in Table 13.4.2. The estimated numerical uncertainties in
448 Ansys Inc. ANSYS-CFX, “Introduction, CFX Reference Guide, CFX Tutorials, CFX-Pre User’s Guide, CFX-Solver
Manager User’s Guide, Theory Guide”, Release 16.00; Ansys Inc.: Cannonsburg, PA, USA, 2016.
450 Friziger, J.H.; Peric, M. Computational Methods for Fluid Dynamics, 3rd ed., Springer: New York, NY, USA, 2002.
the hydraulic turbine are shown
in451. It shows, the 3,167,233 grid
density showed lower
uncertainties. Also, the total
meshed element and nodes were
different for each guide vane and
runner vane opening angle as
represented in [Hyoung-Ho
Kim]452 for cases 1 and 2,
respectively.
Table 13.4.2 Mesh Quality of the Kaplan Turbine
Numerical analysis of the fluid
flow was based on the continuity and momentum equations453, which are expressed as Eq. 13.4.6
as follows:
∂ui ∂ui ∂ui ∂p ∂ ∂ui

=0 , ρ( + uj )=− + (μ ̅̅̅̅̅
− ρu ′ u′ )
i j
∂xi ∂t ∂xj ∂xi ∂xj ∂xj
Eq. 13.4.6
where ρ and μ are density and dynamic viscosity respectively, p is the pressure scalar, ρu’iu’j is the
apparent turbulent stress tensor. For numerical simulation, the turbine domain was considered with
its steady-state, incompressible flow. The runner domain was rotating on the z-axis at a given
rotating speed, and the casing and draft tube were on a stationary domain. The turbine domain is
shown in Figure 13.4.6. The analysis boundaries were imposed on the inlet and the outlet as static
pressure of 90,221 Pa and 0 Pa on each domain model. All boundary walls were assumed to be
smooth with a nonslip condition. A frozen rotor was applied to couple the rotation and stationary
domain for steady analysis. The rotational speed was 171.4 rpm. Menter’s shear stress transport
Figure 13.4.6 Turbine Domain for Computational Analysis
451 See Previuos.

453 Drtina, P.; Sallaberger, M. Hydraulic turbines—Basic principles and state-of-the art computational fluid
dynamics applications. Proc. Inst. Mech. Eng. Part C. 1999.

(SST) turbulence model was used to solve the turbulence behavior of the flowing fluid454. The residual
value was of 1 x 10-5 was controlled by convection criteria. The unsteady simulation was carried out
to investigate the dynamic behavior of the model Kaplan turbine. The time step of the 3_ rotation of
the runner blade was selected. In general, 4–5 cycles would be enough to get the stable unsteady
flow, but because of the limitation of computer resources, two rotation cycles were made for case 1,
and five cycles for case 2. Therefore, the time step was 7.29 x 10-3 s. The total time for case 1 was
0.70 s, and 1.75 s for case 2. The transient stator–rotor was accounted to couple the rotation and
stationary interface for the unsteady analysis. Furthermore, the FFT analysis of the Kaplan turbine
investigated the stability of the operating conditions.
13.4.1.3 Validation of Numerical Results
To confirm the numerical results, simulation results were validated with experimental data. Figure
13.4.7 show the comparison of the experiment and the numerical values at different operating
conditions for the tip clearance interval of 1.75 mm. It is seen from that figure that both results had
almost similar trends. Therefore, it was revealed that the results of the computer simulations agree
with experimental results.
Figure 13.4.7 Comparison Between Computed and Experimental Results as a Function of Runner
Vane
Opening Angle
13.4.1.3.1 Performance Characteristics
Computer simulations were conducted at different flow rates by changing guide vane and runner
vane opening angles of the Kaplan turbine for cases 1 and 2. The guide vane opening angles varied
from 23.5 to 72.0 deg, and the runner vane opening angles varied from -4 to 25 deg for cases 1 and 2.
The simulations were conducted with output ranging from 1000 to 6000 kW. For details regarding
the performance issues, please refer to [Hyoung-Ho Kim]455.
454
Wilcox, D.C. Turbulence Modeling for CFD, 1st ed., DCW Industries, Inc.: La Cañada Flintridge, CA, USA, 1994.
Hyoung-Ho Kim , Md Rakibuzzaman, Kyungwuk Kim and Sang-Ho Suh, “Flow and Fast Fourier Transform
455
Figure 13.4.8 Tip Clearance (a) Velocity and (b) Pressure Profiles Between the Runner Blade and the
Shroud (case 2)
13.4.1.3.2 Effect of Tip Clearance

The analysis of the internal flow characteristics was performed at the rated condition 67 deg and RV
23 deg), which is mostly operated during power generation. Tip clearance flow creates a vortex that
separates from the runner blade suction side and gives rise to a local pressure reduction near the tip
on the suction side of the runner blade and at the center of the tip vortex. In this region, if the static
pressure falls below the vapor pressure of the liquid water flowing through the turbine, then
cavitation will occur. Figure 13.4.8 shows the tip clearance velocity and pressure profiles
distribution in a plane view. It
is observed that the tip
clearance vortex impacts on
the shroud of the runner,
where pressure suddenly
drops into the center of the
runner; here, pressure is
gradually increased, and
velocity is velocity is
decreased near the runner
blade trailing edge. In this
case, a possible cavitation
scenario could be formed
inside the tip vortex.
Figure 13.4.9 shows the
blade-to-blade velocity
contour for the models for
cases 1 and 2 at rated
conditions; here, for case 1,
the flow velocities inside the
turbine are well predicted.
No recirculation zone was Figure 13.4.9 Blade-to-Blade Velocity Contours
found inside the runner and
shroud tip gap. However, for case 2, the flow instability occurred near the tip of the runner, velocity
is increased at the center of the runner suction side, and the flow is highly unsteady. Moreover, the
tip clearance gap increases the turbulent kinetic energy and reduces the output of the turbine. Figure
13.4.10 shows the turbulent kinetic energy in the vicinity of the draft tube of cases 1 and 2 at a rated
condition. It was observed that for case 1, the turbulent kinetic energy at the exit of the runner outlet
was symmetrical in the up and down directions, and for case 2, it was asymmetric, which may be
because of the instability of the flow near the uneven tip gap of the runner.
This study was based on the steady and unsteady flow analyses with varying tip gaps between the
runner and the discharge ring of the Kaplan turbine through a computerized flow analysis. For
numerical analysis, three-dimensional modeling of the existing Kaplan turbine was performed from
the drawing and scanning shape data. The performance analysis of the existing turbine was
accomplished by changing the runner vane opening from -4 to 25 deg and the guide vane opening
from 23.5 to 72.0 deg. The computed results were compared with the experimental data provided
by the manufacturer to verify the validity of the simulation. The performance of the standard tip gap
(1.75 mm) and that of an abnormal tip gap (6 mm) of the Kaplan turbines were also compared. It was
confirmed that the output of the turbine decreased when the interval was generated. In the
comparison of the results, in both cases, the flow rate of case 2 was 1.46% less than of the
conventional turbine, and the output difference was a maximum of 81 kW. In the case of efficiency,
the difference between both cases was only 4.59% within the rated range. The internal flow field and
the turbulent kinetic energy distribution was also observed and found that unsteady flow occurred
as the gap became higher than usual, and pressure fluctuation and period were confirmed at the
peripheral part of the vane. Through the FFT analysis, it was confirmed that the vibration caused by
the flow instability of the runner vane was transmitted to the generator. To reduce the dynamic
vibration effect of the turbine, the tip gap of the machine should be minimized. Therefore, repairing
the runner and discharge ring gap within the normal range should be considered because this flow
may cause severe vibrations to the runner. The study notes that the simulation results did not
consider the bearing and mechanical loss of the turbine that occurred in the machine. The thrust
bearing, shaft seals, and guide bearings into the model could be a great interest for further research
combined with the FFT analysis.
13.5 Finite Differences vs. Spectral Methods
Finite difference methods are obtained by approximating a function u(x) by a local polynomial
interpolant, and the derivatives of u(x) are then approximated by differentiating this local
polynomial. Here local refers to the use of nearby grid points to approximate the function or its
derivative at a given point. For slowly varying functions, the use of local polynomial interpolants
based on a small number of interpolating grid points is very reasonable. Indeed, it seems to make
little sense to include function values far away from the point of interest in approximating the
derivative. However, using low-degree local polynomials to approximate solutions containing very
significant spatial or temporal variation requires a very fine grid in order to accurately resolve the
function. Clearly, the use of fine grids requires significant computational resources in simulations of
interest to science and engineering. In the face of such limitations we seek alternative schemes that
will allow coarser grids, and therefore fewer computational resources. Spectral methods are such
methods; they use all available function values to construct the necessary approximations (see
Figure 13.5.1).
Figure 13.5.1 Partial Sums of the Fourier Series of a Square Wave
13.6 Weighted Residual Method (WRM)

Weighted residual methods (WRM) assume that a solution can be approximated analytically or
piecewise analytically. In general a solution to a PDE can be expressed as a superposition of a base
set of functions
N
T(x , t) = ∑ aj (t)ϕj (x)

j =1
Eq. 13.6.1
where the coefficients aj are determined by a chosen method. The method attempts to minimize the
error, for instance, finite differences try to minimize the error specifically at the chosen grid points.
WRM’s represent a particular group of methods where an integral error is minimized in a certain
way and thereby defining the specific method. Depending on the maximization WRM generate
• Finite Volume Method,
• Finite Element Methods,
• Finite Difference Methods.
• Spectral Methods,
13.6.1 General Formulation
The starting point for WRM’s is an expansion in a set of base or trial functions. Often these are
analytical in which case the numerical solution will be analytical
T(x , y , z , t) = T0 (x , y , z , t) + ∑ aj (t)ϕj (x , y , z)
j=1
Eq. 13.6.2
with the trial functions φj(x; y; z). T0(x; y; z; t) is chosen to satisfy initial or boundary conditions and
the coefficients aj(t) have to be determined. possible trial functions are φj(x) = xj-1 or φj(x) = sin(jπx).
The expansion is chosen to satisfy a differential equation L(͠T) = 0 (where T is the exact solution)
∂T̄ ∂2 T̄
L(T̄) = −α 2 =0
∂t ∂x
Eq. 13.6.3
However, the numerical solution is an approximate solution, i.e., T ≠ ̅T such that the operator L
applied to T produces a residual L (T) = R . The goal of WRM’s is to choose the coefficients aj such
that the residual R becomes small (in fact 0) over a chosen domain. In integral form this can be
achieved with the condition
Wm (x , y , z) R dx dy dz = 0
Eq. 13.6.4
where Wm is a set of weight functions (m = 1 , , , , M) which are used to evaluate above equation. The
exact solution always satisfies if the weight functions are analytic. This is in particular true also for
any given subdomain of the domain for which a solution is sought. There are four main categories of
weight or test functions which are applied in WRM’s, namely,
• Subdomain Method
• Collocation Method
• Least Squares Method
• Galerkin Method
For excellent discussion regarding these method and general information, readers should consult456.
13.7 Boundary Element Method (BEM)

The boundary element method (BEM), also known as panel methods, is a numerical computational
method of solving linear partial differential equations which have been formulated as integral
equations (i.e. in boundary integral form). It can be applied in many areas of engineering and
science including fluid mechanics, acoustics, electromagnetics, and fracture mechanics. The integral
equation may be regarded as an exact solution of the governing partial differential equation. The
boundary element method attempts to use the given boundary conditions to fit boundary values into
the integral equation, rather than values throughout the space defined by a partial differential
456 Weighted Residual Methods, Chapter 6.

equation. Once this is done, in the post-processing stage, the integral equation can then be used again
to calculate numerically the solution directly at any desired point in the interior of the solution
domain. BEM is applicable to problems for which Green's functions can be calculated. These usually
involve fields in linear homogeneous media. This places considerable restrictions on the range and
generality of problems to which boundary elements can usefully be applied. Nonlinearities can be
included in the formulation, although they will generally introduce volume integrals which then
require the volume to be discretized before solution can be attempted, removing one of the most
often cited advantages of BEM. The benefits of this approach is that it takes a 2D or 3D PDE and
reduces it to an algorithm that involves 1D or 2D computations only, respectively. In 2008,
[Baltazar]457 investigated a low-order potential-based panel method for the calculation of the
incompressible steady for his thesis. The potential flow around wings and marine propellers is
presented, with an on the modelling of the potential flow wings and marine propellers using a
boundary element method. In another attempt, same author presents the mathematical formulation
and the numerical implementation of a Boundary Element Method for the calculation of the steady
incompressible potential flow around delta wings with leading-edge vortex sheet separation, where
a partial wake relaxation model with given wake geometry is used [Baltazar]458.
13.7.1 Comparison to Other Methods
The boundary element method is often more efficient than other methods, including finite elements,
in terms of computational resources for problems where there is a small surface/volume ratio.
Conceptually, it works by constructing a mesh over the modelled surface. However, for many
problems boundary element methods are significantly less efficient than volume-discretization
methods (finite element method, finite difference method, finite volume method). A good example of
application of the boundary element method is efficient calculation of natural frequencies of liquid
sloshing in tanks. Boundary element formulations typically give rise to fully populated matrices. This
means that the storage requirements and computational time will tend to grow according to the
square of the problem size. By contrast, finite element matrices are typically banded (elements are
only locally connected) and the storage requirements for the system matrices typically grow quite
linearly with the problem size.
13.8 Dispersion-Relation-Preserving (DRP) Algorithms for 3D Problems

The Dispersion-Relation-Preserving (DRP) algorithms is to minimize the numerical dispersion
error in large-scale (3D) Finite-Difference Time-Domain (FDTD), as explored by [Wang and
Teixeira]459. The dispersion error is first expanded in spherical harmonics in terms of the
propagation angle and the leading order terms of the series are made equal to zero. Frequency-
dependent FDTD coefficients are then obtained and subsequently expanded in a polynomial (Taylor)
series in the frequency variable. An inverse Fourier transforation is used to allow for the
incorporation of the new coefficients into the FDTD updates. Readers should also consult the work
by [Sriramkrishnan]460, where an incompressbile NS on channel flow been investigated for Re = 800
& 1200. In that particular article, author was interested in transition to turbulence. (Figure 13.8.1).
457 J. Baltazar, “On the Modelling of the Potential Flow About Wings and Marine Propellers Using a Boundary
Element Method”, University of Lisbon, 2008.
458 J. Baltazar, “Leading-Edge Vortex Flow Modelling Around Delta Wings Using a Boundary Element Method”,
September 2009.
459 S. Wang and F. L Teixeira, “Dispersion-Relation-Preserving FDTD Algorithms for Large-Scale Three-
Dimensional Problems”, IEEE Transactions on Antennas and Propagation, Vol. 51, No. 8, August 2003.
460 Sriramkrishnan M, “DNS of Three-Dimensional Incompressible Channel Flow”, A Report Submitted in Partial
Fulfillment of the Requirements for the Degree of Master of Technology, Department of Aerospace Engineering
Indian Institute of Technology, Kanpur May, 2014.
Other prominent references in this
topic would be [Wang et al.]461.
13.8.1 Effects of AeroAcoustics
In contrast with (CFD), which has a
history of fast development,
computational aeroacoustics (CAA)
has only recently emerged as a
separate area of study462. CAA focuses
on the accurate prediction of
aerodynamically generated sound as
well as its propagation. Both aspects
of the problem, sound generation and
propagation, are enormously
demanding in terms of time-domain
computation due to the large number
of grid points normally required. For
aeroacoustic simulation to become
more practical, CAA schemes must
thus be higher order accurate and
numerically optimized in order to
reduce the required number of grid
Figure 13.8.1 Typical Cross Sectional View of a Square
points per wavelength while still Channel Showing Wall Bisectors and Corner Bisectors
ensuring tolerable levels of (Courtesy of Sriramkrishnan)
numerically induced dissipation and
dispersion. Numerical dissipation and numerical dispersion are the two primary sources of error
associated with computational schemes. Because of these errors, classical CFD schemes have been
found to be unsatisfactory for the study of wave propagation over long distances and large time
intervals. Many CFD schemes, such as the MacCormack scheme, upwind schemes, and essentially
nonoscillatory (ENO) schemes have been extended to high order using more stencil points for
application to acoustic problems. Recent reviews of computational aeroacoustics by [Tam]463and
[Wells and Renaut]464 have discussed various numerical schemes currently popular in CAA. In many
computational aeroacoustics applications, the DRP schemes have often been favored for their
accuracy and efficiency. DRP schemes, however, are implemented only on uniform Cartesian grids.
Practical problems in aeroacoustics, however, are seldom confined to uniform Cartesian grids with
the associated computing grids often being nonuniform Cartesian or curvilinear. Grid-optimized,
dispersion-relation-preserving (GODRP) finite difference schemes are proposed, based on
optimization that gives finite difference equations locally the same dispersion relation as the original
partial differential equations on the grid points in the nonuniform Cartesian or curvilinear mesh465.
461 J. L. Wang, Q. B. Huang, Z. X. Liu, and K. Li., “Explicit High Accuracy Maximum Resolution Dispersion Relation
Preserving Schemes for Computational Aeroacoustics”, Hindawi Publishing Corporation,

462 Cheolung Cheong and Soogab Lee, “Grid-Optimized Dispersion-Relation-Preserving Schemes on General
Geometries for Computational Aeroacoustics”, Journal of Computational Physics 174, 248–276 (2001).
463 C. K. W. Tam, “Computational aeroacoustics: Issues and methods”, AIAA J. 33, 1788 (1995).
464 V. L. Wells and R. A. Renaut, “Computing aerodynamically generated noise”, Annual. Rev. Fluid Mechanic,
1997.
465 Cheolung Cheong and Soogab Lee, “Grid-Optimized Dispersion-Relation-Preserving Schemes on General
Geometries for Computational Aeroacoustics”, Journal of Computational Physics 174, 248–276 (2001).
14 Components of CFD Simulation
14.1 Introduction
Having positioned CFD, and its importance, in the global technological world of virtual prototyping,
we should now look at the main components of a CFD system [1]. We wish to answer the following
question: What are the steps you have to define in order to develop, or to apply, a CFD simulation?
We make no difference at this stage between these two options, as it is similarly essential for the User
of a CFD code to understand clearly the different options available and to be able to exercise a critical
judgment on all the steps involved. At this juncture, it is imperative to define difference between
Modeling and Simulation, since both terms used interchangely in CFD.
Figure 14.1.1 A typical CFD Simulation

14.2 Simulation vs. Modeling
A model is a physical, mathematical, or otherwise logical representation of a system, or process. The
Simulation is a method of implementing a model over time466. A typical CFD component of simulation
is illustrated in Figure 14.1.1, and steps are defined below.
14.2.1 Part I
It selects the mathematical model, defining the level of the approximation to reality that will be
simulated. This could be include what kind of equation would be sufficient for simulation, Euler, N-S,
Heat Transfer, etc. For most commercially available CFD codes this step is automatically defined
within the code and the no need for end-users intervention. Then the discretization of G.E. which
includes examples of CD, UD, QUICK, MARS etc.
14.2.2 Part II
It covers the discretization phase, which has three main components, namely Spatial Discretization,
Temporal Discretization, and Field Discretization as defined by the grid generation which discussed
in details and quite tedious. Spatial and Temporal discretization of the governing equation in space
and time respectively.
14.2.3 Part III
The numerical scheme must be analyzed and its properties of stability and accuracy have to be
established. The immediate following step II is to decide upon the type of the solver needed (density
based, pressure based, steady, unsteady, etc.) to address the specific problem. Later, it is required to
select appropriate physical model (turbulence, multiphase, species transport, combustion or
aerodynamic) based on the problem defined. The selection of solver and physical model should be
followed by defining the material properties, operating conditions and boundary conditions. One
should also establish convergence monitors in order to avoid extra computing time. Once the solver
and physics are set up, the flow field should be initialized. Numerical stability and consistency criteria
would be stablished for different flow solver (Implicit vs Explicit).
14.2.4 Part IV
The solution of the numerical scheme has to be obtained, by selecting the most appropriate time
integration methods, as well as the subsequent resolution method of the algebraic systems, including
convergence acceleration techniques. Monitoring solutions as well as revising the solution control
during the run also important.
14.2.5 Part V
Graphic post-processing of the numerical data to understand and interpret the physical properties of
the obtained simulation results. This is made possible by the existence of powerful visualization
software. Whenever possible, it must verify the result. Repeat the process to obtain the mesh and
other flow sensitivities. Alternatively, another way is to be envisioned as following (see
Figure 14.2.1). They are simulation process which can be further streamlined. The solver and solver
setting, as well as, pre-processing, including, mesh generation and CAD date (solid molding), and post
processing are represented. It is well known in CFD circuits that about %70 of engineer times is
spend in pre-processing (CAD data and Mesh Generation). So that it is a big field by itself and requires
keen specialties.
466 Grand Challenges on the Theory of Modeling and Simulation

Material
Properties
Physical Models: Boundary
Turbulence Conditions
Combustion
Radiation Solver
Mutiphase Settings
Moving Mesh
Transport Equations:
Mass - Momentum
Energy
Equation of state
Supporting physical Solid
Post models Modling
Processing
Material Properties
Boundary Conditions Mesh Generation
Initila Conditions
Figure 14.2.1 Streamlined CFD Simulation Process
14.3 Integrated Simulations (Multiphysics & Multiscale)

In another effort, for more advanced and complicated simulations, as divined by (A. Lavin et al.)[2],
“a Seven Motifs” set forth a roadmap of essential methods for the field of scientific computing, where
a motif is an algorithmic method that captures a pattern of computation and data movement [3]. It
represents the Nine Motifs of Simulation Intelligence, a roadmap for the development and integration
of the essential algorithms necessary for a merger of scientific computing, scientific simulation, and
artificial intelligence. We call this merger simulation intelligence (SI), for short. They believe that the
motifs of simulation intelligence are interconnected and interdependent, much like the components
within the layers of an operating system. Using this metaphor, they explore the nature of each layer
of the simulation intelligence “operating system” stack (SI-stack) and the motifs therein:
1. Multi-physics and multi-scale modeling
2. Surrogate modeling and emulation
3. Simulation-based inference
4. Causal modeling and inference
5. Agent-based modeling
6. Probabilistic programming
7. Differentiable programming
8. Open-ended optimization
9. Machine programming
Figure 14.3.1 Diagram of the various physics and scales to simulate for turbulent flow within a nuclear
reactor core – top-to-bottom zooming in reveals finer and finer scales, each with different physics to
model. AI-driven computational fluid dynamics (CFD) can radically improve the resolution and efficiency
of such simulations [3, 4].
Figure 14.2.1 represents their effort in Multi-Physics & Multi-Scale Modeling to simulate for
turbulent flow within a nuclear reactor core.
14.3.1 References
[1] Introduction: An Initial Guide to CFD and to this Volume; page 1, 2007.
[2] Alexander Lavin, Hector Zenil, Brooks Paige, David Krakauer, Justin Gottschlich, Tim Mattson,
Anima Anandkumar, Sanjay Choudry, Kamil Rocki, Atılım Güne¸s Baydin, Carina Prunkl, Olexandr
Isayev, Erik Peterson, Peter L. McMahon, Jakob H. Macke, Kyle Cranmer, Jiaxin Zhang, Haruko
Wainwright, Adi Hanuka, Samuel Assefa, Stephan Zheng, Manuela Veloso, Avi Pfeffer, “Simulation
Intelligence: Towards A New Generation Of Scientific Methods”, arXiv:2112.03235v1, 2021.
[3] D. Kochkov, J. A. Smith, Ayya Alieva, Qifeng Wang, M. Brenner, and Stephan Hoyer. Machine
learning–accelerated computational fluid dynamics. Proceedings of the National Academy of Sciences
of the United States of America, 118, 2021.
[4] Oliver Hennigh, S. Narasimhan, M. Nabian, A. Subramaniam, K. Tangsali, M. Rietmann, J. Ferrandis,
Wonmin Byeon, Zhiwei Fang, and Sanjay Choudhry. Nvidia simnet: an ai-accelerated multi-physics
simulation framework. ArXiv, abs/2012.07938, 2020.
14.4 Simulation Components as Envisioned by NASA

Finally, NPARC (alliance for CFD verification and validation) of NASA describes the CFD simulation
process as below. Bear in mind that this is a detailed and lengthy endower and not all the components
are needed all the time, but the user should be confident with the concepts at least.
1. Formulate the Flow Problem
2. Model the Geometry and Flow Domain
3. Establish the Boundary and Initial Conditions
4. Generate the Grid
5. Establish the Simulation Strategy
6. Establish the Input Parameters and Files
7. Perform the Simulation
8. Monitor the Simulation for Completion
9. Post-process the Simulation to get the Results
10. Make Comparisons of the Results
11. Repeat the Process to Examine Sensitivities
Further details include:
14.4.1 Formulate the Flow Problem
The first step of the analysis process is to formulate the flow problem by seeking answers to the
following questions:
➢ What is the objective of the analysis?
➢ What is the easiest way to obtain those objective?
➢ What geometry should be included?
➢ What are the freestream and/or operating conditions?
➢ What dimensionality of the spatial model is required? (1D, quasi-1D, 2D, axisymmetric, 3D)
what should the flow domain look like? What temporal modeling is appropriate? (steady or
unsteady)
➢ What is the nature of the viscous flow? (inviscid, laminar, turbulent)
➢ How should the gas be modeled?
14.4.2 Model the Geometry and Flow Domain
The body about which flow is to be analyzed requires modeling. This generally involves modeling the
geometry with a CAD software package. Approximations of the geometry and simplifications may be
required to allow an analysis with reasonable effort. Concurrently, decisions are made as to the
extent of the finite flow domain in which the flow is to be simulated. Portions of the boundary of the
flow domain coincide with the surfaces of the body geometry. Other surfaces are free boundaries
over which flow enters or leaves. The geometry and flow domain are modeled in such a manner as to
provide input for the grid generation. Thus, the modeling often takes into account the structure and
topology of the grid generation.
14.4.3 Establish the Boundary and Initial Conditions
Since a finite flow domain is specified, physical conditions are required on the boundaries of the flow
domain. The simulation generally starts from an initial solution and uses an iterative method to reach
a final flow field solution.
14.4.4 Generate the Grid
The flow domain is discretized into a grid. The grid generation involves defining the structure and
topology and then generating a grid on that topology. Currently all cases involve multi-block,
structured grids; however, the grid blocks may be abutting, contiguous, non-contiguous, and
overlapping. The grid should exhibit some minimal grid quality as defined by measures of
orthogonality (especially at the boundaries), relative grid spacing (15% to 20% stretching is
considered a maximum value), grid skewness, etc... Further the maximum spacing’s should be
consistent with the desired resolution of important features. The resolution of boundary layers
requires the grid to be clustered in the direction normal to the surface with the spacing of the first
grid point off the wall to be well within the laminar sublayer of the boundary layer. For turbulent
flows, the first point off the wall should exhibit a y+ value of less than or equal to 1.0.
14.4.5 Establish the Simulation Strategy
The strategy for performing the simulation involves determining such things as the use of space-
marching or time-marching, the choice of turbulence or chemistry model, and the choice of
algorithms.
14.4.6 Establish the Input Parameters and Files
A CFD codes generally requires that an input data file be created listing the values of the input
parameters consisted with the desired strategy. Further, a grid file containing the grid and boundary
condition information is generally required. The files for the grid and initial flow solution need to be
generated.
14.4.7 Perform the Simulation
The simulation is performed with various possible with options for interactive or batch processing
and distributed processing.
14.4.8 Monitor the Simulation for Completion
As the simulation proceeds, the solution is monitored to determine if a "converged" solution has been
obtained, which iterative convergence is. Further discussion can be found on the page entitled
Examining Iterative Convergence.
14.4.9 Post-Process the Simulation to get the Results
Post-Processing involves extracting the desired flow properties (thrust, lift, drag, etc.) from the
computed flow field.
14.4.10 Make Comparisons of the Results
The computed flow properties are then compared to results from analytic, computational, or
experimental studies to establish the validity of the computed results.
14.4.11 Repeat the Process to Examine Sensitivities
The sensitivity of the computed results should be examined to understand the possible differences
in the accuracy of results and / or performance of the computation with respect to such things as:
• dimensionality
• flow conditions
• initial conditions
• marching strategy
• algorithms
• grid topology and density
• turbulence model
• chemistry model
• flux model
• artificial viscosity
• boundary conditions
Further information can be found on the pages entitled Verification & Validation Assessment.
14.4.12 Document
Documenting the findings of an analysis involves describing each of these steps in the process. Again,
the user normally does not have the luxury of time to perform all of these, but it is mentioned here
for completeness.
14.5 Comparison of Some Commercially Available CFD Software

There are multitude of commercially available CFD tools and in-house software designed for special
needs. On a commercially available front, there are about 30 packages and three of them, general
purpose products, covering about %50 percent of market. They are ANASYS© CFX and FLEUNT, and
CD© Star-CD, and its sister product Star-CCM+ with comparison of these 3 codes been made on Table
14.5.1. An OpenFOAM is another arrival which is open source and free to use. The OpenFOAM project
Supported Pressure Density Based Multi- System Discretization

Grid Type Based grid Solver
Structured SIMPLE Coupled Algebraic Gauss- UD
Fluent Unstructured SIMPLEC Implicit Geometric Seidel TVD
Hybrid PISO Preconditioned QUICK
Star- Structured SIMPLE Conjugate UD
CD Unstructured SIMPLEC ----------- ----------- Gradient TVD
Star- Hybrid PISO OUICK
CCM+ CD
Structured SIMPLE Algebraic UD
Unstructured ----------- Coupled ILU TVD
CFX
Hybrid QUICK
CD
Table 14.5.1 An Overview of some commercially available CFD software
emerged from the Field Operations And Manipulations (FOAM) concept at Imperial College London
in the late-1980s. It has one disadvantage: namely lack of GUI interface but on the plus side it has
open-source routine which are easily to manipulate. Each has its own strength and shortcoming and
the user is advised to choose according to specific needs. But in general, they are yields to the same
results for general application. A good source of what is available and their associated problems is
the CFD-online site. Beside these, there are number of research oriented codes which attribute to
specific problems and needs.
One of latest study in inter code comparison is study to be done by [Bayraktar et al.]467. There,
underlying benchmark problem which have been defined in 1996, is a steady simulation of flow
around a cylinder at Re = 20. The benchmark problems are studied with three CFD software packages,
OpenFOAM, CFX and in-house code FeatFlow which employ different numerical approaches to the
discretization of the incompressible Navier-Stokes equations. It sets for finite volume method
(OpenFOAM), element based finite volume method (CFX), and finite element method (FeatFlow)
respectively. As for result, the CFD software package with high order finite element approximation
has been found to be computationally more efficient and accurate than the ones adopting low order
space discretization methods468.
14.5.1 AcuSolve© (www.altair.com)
It is a leading general-purpose Computational Fluid Dynamics (CFD) solver that is capable of solving
the most demanding industrial and scientific applications. AcuSolve’s robust and scalable solver
technology empowers users by providing unparalleled accuracy on fully unstructured meshes.
Applications ranging from steady RANS simulations to complex, transient, multi-physics simulations
are handled with ease and accuracy.
14.5.2 OpenFOAM© (www.openfoam.com)
OpenFOAM is a free, open source CFD software package produced by a commercial company,
OpenCFD Ltd. It has a large user base across most areas of engineering and science, from both
commercial and academic organizations. OpenFOAM has an extensive range of features to solve
anything from complex fluid flows involving chemical reactions, turbulence and heat transfer, to solid
dynamics and electromagnetic.
14.5.3 OpenFlower (sourceforge.net/projects/openflower)
OpenFlower is a free and open source CFD code (for Linux and Windows) mainly intended to solve
the turbulent incompressible Navier-Stokes equations with a LES approach. It can deal with arbitrary
complex 3D geometries with its finite volume approach.
14.5.4 FLASH (flash.uchicago.edu)
A modular, parallel adaptive-mesh code initially designed for thermonuclear runaway problems but
now capable of a wide variety of astrophysical problems. Includes modules for MHD, nuclear burning,
radioactive cooling, self-gravity, particle dynamics, and cosmological expansion. I can give you the
most help with this code since I am one of the principal authors. FLASH is described in Fryxell et al.
2000, ApJS, 131, 273; extensive current documentation is available at their web site.
14.5.5 GADGET© (www.mpa-garching.mpg.de/~volker/gadget)
A parallel N-body tree plus smoothed particle hydrodynamics (SPH) code. Gadget can be used to
address a wide array of astrophysical interesting problems, ranging from colliding and merging
galaxies, to the formation of large-scale structure in the Universe. With the inclusion of additional
physical processes such as radioactive cooling and heating, Gadget can also be used to study the
dynamics of the gaseous intergalactic medium or to address star formation and its regulation by
feedback processes. Gadget is described in Springel 2005, MNRAS, 364, 1105 and in documentation
available at its web site.
467 E. Bayraktar_, O. Mierka and S. Turek, “Benchmark Computations of 3D Laminar Flow Around a Cylinder
with CFX, OpenFOAM and FeatFlow”, Institute of Applied Mathematics (LS III), TU Dortmund Vogelpothsweg
87, D-44227, Dortmund, Germany.
468 See Pervious.
14.5.6 HYDRA© (hydra.mcmaster.ca/hydra)
Adaptive particle-particle-particle-mesh (AP3M) plus smoothed-particle hydrodynamics (SPH) code.
Designed for (but not restricted to) cosmological simulation (includes a cosmological initial
conditions generator).. Current documentation is available with the Hydra source code.
14.5.7 ZEUS-MP (lca.ucsd.edu/portal/software)
Parallel, non-adaptive hydro- and magneto hydrodynamics code with self-gravity and radiation.
Zeus-MP is extensively discussed in astro-ph/0005109 and references therein.
14.5.8 ANSYS CFX© (www.ansys.com/Products/Simulation+Technology/Fluid+Dynamics)
ANSYS CFX computational fluid dynamics (CFD) software delivers best-in-class technology no matter
what level of CFD is required. Using ANSYS Design Modeler, ANSYS CFX works with your CAD
package. The ANSYS Workbench platform is used through all stages of a complete CFD simulation
providing consistency, persistence of information and a convenient work flow. ANSYS CFX guides the
user through the physics setup process. Post-processing provides graphics and hard numbers as well
as animations that can be used by themselves or in presentations. ANSYS CFX also includes a freely-
distributable 3D viewer for sharing 3D designs with colleagues. In addition, the ANSYS CFX suite
contains industry-leading CFD solver capabilities using a unique multi-grid linear solver, essentially
linear parallel CPU scalability and access to a broad set of models that provide accurate answers to
deliver real world results. With ANSYS CFX it is simple to add more functionality while continuing to
seamlessly support and leverage the investments in existing CAE assets. ANSYS CFX delivers the
ability to apply the most powerful and precise CFD technology to virtually every fluid engineering
problem. Explore in depth the technology and advantages of ANSYS CFX using the chart below or
menu on the left.
14.5.9 ANSYS ICEM CFD© (www.ansys.com/Products/Other+Products/ANSYS+ICEM+CFD)
From CAD to mesh generation for analysis, ANSYS ICEM CFD provides sophisticated geometry
acquisition, mesh generation, mesh editing, a wide variety of solver outputs and post-processing.
ANSYS ICEM CFD is the only Universal pre-processor for analysis including FEA, CFD and other CAE
applications such as particle transport and computational electro-magnetic. Used for engineering
applications such as computational fluid dynamics and structural analysis, ANSYS ICEM CFD’s mesh
generation tools offer the capability to parametrically create grids from geometry in multi-block
structured, unstructured hexahedral, tetrahedral, hybrid grids consisting of hexahedral, tetrahedral,
pyramidal and prismatic cells; and Cartesian grid formats combined with boundary conditions.
ANSYS ICEM CFD is the Swiss army knife of meshing, our product vision is to provide a variety of
flexible tools that can generate “any” type of mesh on “any” type of geometry for “any” solver or “any”
application.
14.5.10 FLUENT© (www.fluent.com)
Replaced by Ansys Workbench. The broad physical modeling capabilities of FLUENT have been
applied to industrial applications ranging from air flow over an aircraft wing to combustion in a
furnace, from bubble columns to glass production, from blood flow to semiconductor manufacturing,
from clean room design to wastewater treatment plants. The ability of the software to model in-
cylinder engines, aero acoustics, turbo machinery, and multiphase systems has served to broaden its
reach.
14.5.11 COMSOL Multi-physics© (www.comsol.com/products/multiphysics)
COMSOL Multi-physics is a modeling package for the simulation of any physical process you can
describe with partial differential equations (PDEs). It features state-of-the-art solvers that address
complex problems quickly and accurately, while its intuitive structure is designed to provide ease of
use and flexibility. You can easily model most phenomena through predefined modeling templates.
Modifying these to specific applications is possible through equation-based modeling capabilities. To
deal with the increasing demand for realistic representations of the world around us, you can easily
model systems of coupled physics phenomena. COMSOL Multi-physics provides a friendly, fast and
versatile environment for multi-physics modeling. Fast results and unprecedented flexibility make
COMSOL Multi-physics the ideal modeling and simulation software for research, product
development, and education.
14.5.12 CFDRC© (www.cfdrc.com)
CFDRC offers unique capabilities for Multiphysics, Multiscale, and Coupled Simulations of fluid,
thermal, chemical, biological, electrical, and mechanical phenomena for real-world applications.
CFDRC’s technologies, products, and services enable better understanding of complex problems, and
lead to better decisions resulting in better concepts, designs, products and systems.
14.5.13 STAR-CD/STAR-CCM© (www.cd-adapco.com)
The STAR-CD solver provides one of the most effective numerical methodologies available in an
industrial CFD code with the high level of accuracy needed for complex unstructured meshes. This is
delivered with the speed, efficiency and robustness demanded by engineering design and
development cycles. STAR-CD uses state-of-the-art, proprietary numerical schemes to achieve the
highest levels of accuracy in both steady and transient simulations, making this solver one of the least
sensitive to mesh type and quality, including distorted tetrahedral meshes. Remarkably, this has been
achieved without sacrificing efficiency or robustness. So, whatever the choice of mesh or engineering
application, the STAR solver will provide the best solution in the shortest time. A particular feature
of STAR-CD is its fast CPU performance for transient flows. As the first to introduce moving mesh into
a CFD code, we have always been technology leaders in this area. The meshes can not only move and
deform, but they can also slide along non-matching interfaces; furthermore, selected cells or cell
regions can be deleted or added, detached and again attached to the core model.
14.5.14 FLOW3D© (www.flow3d.com)
FLOW-3D is a powerful modeling tool that gives engineers valuable insight into many physical flow
processes. With special capabilities for accurately predicting free surface flows, FLOW-3D is the ideal
software to use in your design phase as well as in improving production processes. FLOW-3D is an
all-inclusive package. No special additional modules for meshing or post-processing are needed. An
integrated graphical user interface ties everything together, from problem setup to post-processing.
14.5.15 TACOMA© (www.ge.com)
Has been under development at General Electric Global Research for16 years and it been used for
turbomachinery application. It comprises almost 500,000 lines of code, from twenty or more authors.
The equations solved are the steady, Reynolds-averaged Navier-Stokes equations (RANS), or the
unsteady, Reynolds-averaged Navier-Stokes equations (URANS). TACOMA is a density-based, multi
block, time-marching code using the well-established Jameson, Schmidt, Turkel (JST) algorithm.
Available turbulence models include several flavors of Wilcox’s (k, ω) model and Menter’s SST model.
A two-equation transition model due to Menter is available.
14.5.16 CONVERGE™ ( www.convergecfd.com)
This is a general purpose 3D CFD Code with focus on engine simulation. It claims to be is very efficient
and accurate, where complex geometries and/or moving geometries and chemistry are to be
modeled. Although it is a general purpose CFD tool, but is primarily developed as Internal
Combustion Engine simulations (ICE). There are many and flexible ways to adjust the simulation
grid resolution in space and in time, including using a stationary and orthogonal mesh in the interior
of your domain, whose grid density automatically varies to resolve gradients using Adaptive Mesh
Refinement (AMR). CONVERGE is loaded with the physical models needed to accurately simulate
HCCI, Diesel and spark ignited engines. Included are advanced spray and combustion models,
including the SAGE detailed chemistry solver. Of course, CONVERGE runs well in parallel as well.
14.5.17 FLUBIO (https://doi.org/10.1016/j.softx.2020.100655)
FLUBIO is a parallel, unstructured, finite-volume based solver for the solution of the Navier–Stokes
equations and convection–diffusion like equations. The solver is written using modern Fortran
(2003+ standard), it is object-oriented, and is organized in such a way that it is easy to understand
and modify. The solver is targeted at students, academics, personal users and practitioners to help
them understand the general theory behind modern CFD solution methods and discretization
techniques. The solver is also general and capable enough to deal with industrial and academic
problems found in the field of fluid dynamics469.
14.5.18 SU2: An Open-Source Suite for Multiphysics Simulation and Design
SU2 is a computational analysis and design package that has been developed to solve multi physics
analysis and optimization tasks using unstructured mesh topologies. Its unique architecture is well
suited for extensibility to treat partial-differential-equation-based problems not initially envisioned.
The common framework adopted enables the rapid implementation of new physics packages that
can be tightly coupled to form a powerful ensemble of analysis tools to address complex problems
facing many engineering communities. The framework is demonstrated on a number, solving both
the flow and adjoint systems of equations to provide a high-fidelity predictive capability and
sensitivity information that can be used for optimal shape design using a gradient-based framework,
goal-oriented adaptive mesh refinement, or uncertainty quantification470.
14.6 NASA Developed CFD Software

14.6.1 FUN3D
FUN3D is a finite-volume, node-centered, unstructured-grid RANS solver, which is widely used for
high-fidelity analysis (Figure 14.6.1). FUN3D solves the governing flow equations on mixed-
element grids; the elements are tetrahedral, pyramids, prisms, and hexahedra. At median-dual
control-volume faces, the inviscid fluxes
are computed using an approximate
Riemann solver. For second-order
accuracy, face values are obtained by a
MUSCL scheme, with unweighted least-
squares gradients computed at the nodes.
The viscous fluxes use full approximation
of viscous stresses. For tetrahedral
meshes, the viscous fluxes are discretized
using the Green-Gauss (cell-based)
gradients. For non-tetrahedral meshes,
the edge-based gradients are combined
with Green-Gauss gradients. The diffusion
term in the turbulence model is handled in
the same fashion as the mean flow viscous
terms. FUN3D uses the SA-neg variant of
Figure 14.6.1 Projectile Simulation (BMI Corporation)
the SA turbulence model that admits
negative values for the Spalart turbulence
469 Edoardo Alinovi, Joel Guerrero, FLUBIO “An unstructured, parallel, finite-volume based Navier–Stokes and
convection–diffusion like equations solver for teaching and research purposes”, Software X, Volume 13, 2021,
100655, ISSN 2352-7110, https://doi.org/10.1016/j.softx.2020.100655.
(https://www.sciencedirect.com/science/article/pii/S235271102030368X)
470 Thomas D. Economon, Francisco Palacios, Sean R. Copeland, Trent W. Lukaczyk, and Juan J. Alonso AIAA
Journal 2016 54:3, 828-846

variable. This variant was designed for improved numerical behavior. The SA-neg model is identical
to the original SA model for positive values of the Spalart turbulence variable.
To solve nonlinear flow equations, FUN3D uses a Hierarchical Nonlinear Iterative Method (HANIM).
On the innermost level HANIM uses a preconditioner based on a defect-correction method and
iterates on a simplified first-order Jacobian with a pseudo-time term. One preconditioner iteration
involves a point- or line-implicit multi-color pass through the domain. The number of preconditioner
iterations may vary for different nonlinear iterations. A Generalized Conjugate Residual (GCR)
method uses the preconditioner solutions to converge linear residuals and to compute solution
correction. A nonlinear controller assesses the correction computed by the linear solver. The
controller is responsible for the CFL adaptation strategy and for deciding when to update the
Jacobian. As a result of this assessment, the suggested correction can be applied fully, partially, or
completely discarded; the current Jacobian may be updated or reused in the next iteration; and the
current CFL number may increase, decrease, or stay the same. The nonlinear iterations can be tightly
or loosely coupled, i.e., operate on the mean flow and turbulence equations collectively or separately.
Initially, the CFL number is ramped over a prescribed number of iterations, but then it automatically
changes within prescribed bounds.
14.6.2 USM3D
USM3D is an unstructured finite-volume cell-centered RANS solver that has been widely used
within NASA, other U.S. government agencies, and industry as a workhorse for aerodynamic analysis
of complex configurations. A fully-implicit formulation is implemented implying that the auxiliary
solution variables at the grid nodes and boundary faces as well as the cell gradients are computed
solely from the current solution variables defined at the cell centers. Solution values at the nodes are
averaged from solutions at surrounding cells using a pseudo-Laplacian method, which is equivalent
to a least-squares minimization procedure with a linear fit. The second-order spatial discretization
of inviscid fluxes is accomplished by reconstructing solutions at the cell faces; the reconstruction is
based on solution gradients computed within cells. The reconstruction scheme corresponds to the
MUSCL scheme with k = 0. For this study, the cell gradients are evaluated with the Green-Gauss
integration using solution values at the nodes.
Inviscid fluxes are computed at each cell face using the upwind Roe’s FDS scheme. Face gradients
required for evaluation of viscous fluxes are computed from the Mitchells stencil. The convective
term of the SA turbulence model equation is approximated with the first-order accuracy. The velocity
gradients contributing to the source term of the SA model are computed at cell centers using the face
area average of face gradients. In the presence of grid lines, accuracy of the velocity gradients is
improved by augmentation with a directional gradient based on the line mapping. A HANIM solver
described in471 is used for nonlinear iterations. The USM3D preconditioner uses a defect correction
scheme. The approximate Jacobian for the mean flow equations is formed using the linearization of
the first-order FDS inviscid fluxes and a thin-layer approximation for the viscous fluxes. The
approximate Jacobian for a turbulence-model equation includes the contributions from the
advection, diffusion, and source terms. The advection term is linearized with a first-order
approximation. A thin-layer approximation is used for the diffusion term. The entire contribution
from the linearized source term is added to the diagonal.
The preconditioner equations are solved with point- or line-implicit Gauss-Seidel (G-S) iterations.
The mean flow and turbulence model preconditioner G-S iterations are loosely coupled. Residual
reduction targets are used for an earlier termination of G-S iterations to improve the runtime
efficiency. HANIM uses CFL adaptation as a comprehensive tool to improve robustness and efficiency
of nonlinear iterations. It provides two additional hierarchies over the USM3D preconditioner solver.
471Pandya, M. J., Diskin, B., ames L. Thomas, and Frink, N. T., “Assessment of Preconditioner for a USM3D
Hierarchical Adaptive Nonlinear Method (HANIM),” AIAA 2016-????, 2016.
The hierarchies are an enhanced linear solver for the exact linearization of RANS equations and a
nonlinear control of the solution update. The linear solver uses GCR-based matrix-free methods,
couples residuals of the mean-flow and turbulence model equations, and is expected to meet certain
residual reduction targets. The nonlinear solution update strategy automatically checks solution
reliability (positive pressure and density) at cell centers and adapts the under-relaxation parameter
and pseudo-time step.
14.6.3 CFL3D
CFL3D is a structured-grid multi-block cell-centered finite-volume code widely applied for
analysis of complex flows. It has been used in many recent workshops involving complex turbulent
flows. It uses second-order, upwind-biased spatial differencing scheme (a MUSCL scheme
corresponding to k = 1/3 that allows a third-order accuracy in one dimension for the convective and
pressure terms, and second-order differencing for the viscous terms; it is globally second-order
accurate. Roe’s FDS method is used to obtain inviscid fluxes at the cell faces. The option to model the
full Navier-Stokes mean-flow equations is exercised for all cases. CFL3D uses the SA-neg scheme to
model eddy viscosity. In distinction from the other two codes that use a first-order approximation
for the convection term in the SA model, CFL3D uses a second-order approximation. The turbulence-
model diffusion term uses the thin-layer approximation. The iteration scheme is loosely coupled, i.e.,
first, the mean-flow equations are advanced with the eddy-viscosity fixed, then the turbulence-model
equation is advanced with the mean-flow solution fixed. CFL3D employs local time-step scaling, grid
sequencing, and multigrid to accelerate convergence to steady state.
14.6.4 Case Study 1 - Grid Convergence for 3D Benchmark Turbulent Flows
Grid convergence studies are performed by [Diskin et al.]472 to establish reference solutions for
benchmark three dimensional turbulent flows in support of the ongoing turbulence model
verification and validation effort NASA. The benchmark cases are a subsonic flow around a
hemisphere cylinder and a transonic flow around the ONERA M6 wing with a sharp trailing edge. The
study applies widely-used CFD codes developed and supported at the NASA Langley Research Center:
FUN3D, USM3D, and CFL3D. Reference steady-state solutions are computed for the RANS in
conjunction with the Spalart-Allmaras turbulence model on families of consistently-refined grids
composed of different types of cells. Coarse-to-fine and code-to-code solution variation is described
in detail. For further details, readers should consult the work by 473.
14.6.4.1 Subsonic Flow Around a Hemisphere Cylinder
Five grid families are generated for this study. Unstructured grids of families 1 to 4 have triangular
faces on the hemisphere surface and no polar singularity. Each family has four levels of nested grids;
L1 is the finest grid level, L2 is the second finest grid level, etc. Statistics of grids from families 2 (Tet),
4 (prism/hex), and 5 (structure) are shown in Table 14.6.1. These grids have a polar singularity at
the axis attached to the apex of the hemisphere, i.e., along this polar axis, hexahedral cells degenerate
into prismatic cells. Unstructured grids corresponding to the same level have the same distribution
of grid nodes. In comparison with unstructured grids at the same level, family 5 (structure) grids
have the same number of surface elements on the hemisphere surface, the same distribution of nodes
on the cylinder surface, and more nodes on the hemisphere surface. All the L1 grids have the near-
surface normal spacing approximately corresponding to y+ = 0.5. FUN3D solutions are computed on
grids of families 2 (Tet) and 4 (prism/hex); SFE solutions are computed on family 2 (Tet) grids,
472 B. Diskin, W. K. Andersony, M. J. Pandyaz, C. L. Rumseyx, J. L. Thomas , Yi Liuk, and H. Nishikawa, “Grid
Convergence for Three Dimensional Benchmark Turbulent Flows”, AIAA Aerospace Sciences Meeting, 2018.
473 See Previous.
USM3D solutions are computed on grids of families 2 (tet) and 5 (structure), and CFL3D solutions are
computed on family 5 (structure) grids.
Table 14.6.1 Statistics of four finest grids for hemisphere cylinder grid families.
14.6.4.2 Geometry, Flow Parameters, and Boundary Conditions

The geometry is taken from the experimental study reported by [Tsieh]474. In the experiment, the
radius of the hemisphere was 0.5 in., the body length was 10 in., and the unit Reynolds number per
foot was 4.2x106. Thus, in the computational domain with the unit length taken as 1 in., the
hemisphere radius is 0.5, the cylinder length is 9.5, and the Reynolds number is Re = 3.5 x 105 per
unit length. The reference solutions have been computed at the following flow conditions: the
reference Mach number Mref = 0.6, angles of attack of 0, 5, 10, 15, and 19 degrees, and the reference
temperature Tref = 540 degree R. Here, presents only solutions corresponding to the 19 degrees angle
of attack. The origin of the coordinate system is located at the apex of the hemisphere. The positive x
Figure 14.6.2 Global view of hemisphere cylinder geometry and boundary conditions
Tsieh, T., “An Investigation of Separated Flow About a Hemisphere Cylinder at 0 to 19 Degrees Incidence in the
474
Mach Number Range from 0.6 to 1.5," AEDC-TR-76-112, 1976.

direction is the stream wise direction collinear with the axis of the hemisphere and cylinder. Figure
14.6.2 sketches the layouts of boundary conditions and shows the global view of a computational
grid with half-plane symmetry. The downstream computational boundary is located at the back of
the cylinder, x = 10. The outflow conditions specified at the downstream boundary are constant
pressure conditions corresponding to P = Pref = 1. The far field boundary is a hemisphere with radius
of 100 units centered at x = 10; y = 0; z = 0.
14.6.4.3 Results for Hemisphere Cylinder
For solution visualization, Figure 14.6.3 presents the FUN3D solution computed on the prism/hex
L1 grid. The pressure contours and streamlines are shown in two planes corresponding to y = 0, and
x = 6.0. The pressure is non-dimensional by ρref a2ref , where ρref and aref are the dimensional
Figure 14.6.3 Global View of Hemisphere Cylinder Pressure Contours using L1 grid at surfaces y =
0 (left) and x = 6 (right)
freestream density and speed of sound, respectively. In the symmetry plane corresponding to y = 0,
the cross-stream separation is characterized by downward ow velocity. The separation occurs
behind the hemisphere-cylinder junction and continues for the entire cylinder length. A minimum
pressure is observed on the leeside, upstream of the hemisphere-cylinder junction. A large primal
vortex and a smaller secondary vortex are shown in the cross flow planes corresponding to x = 6.0.
The separation locations of these primal and secondary vortices are similar to those documented in
the experiment. An off-body vortex is seen in the shear layer of the primal vortex, outboard of the
secondary one.
14.6.4.4 Forces and Pitching Moment
Grid convergence plots of the lift, total drag (including pressure and viscous components), and
pitching moment coefficients and the maximum eddy viscosity are shown in Figure 14.6.4. The
value of the characteristic grid spacing, h, is computed as h = N-1/3, where N is the number of degrees
of freedom (cells for USM3D and CFL3D, nodes for FUNFV475 and SFE). The aerodynamic coefficients
computed with different codes on different grid families are generally converging to the same limit
with grid refinement. Convergence of the maximum eddy viscosity is less clear, mainly because of the
disagreement between limit projections from FUNFV (prism/hex) solutions and other solutions,
475Two different discretization available in FUN3D are employed: the baseline finite-volume discretization
(FUNFV) and a recently implemented stabilized finite-element discretization (SFE) based on a Streamlined
Upwind Petrov-Galerkin formulation.
Figure 14.6.4 Grid Convergence of Aerodynamic Forces for Hemisphere Cylinder
even though the SFE and FUNFV (prism/hex) solutions agree well on the finest L1 grids. Overall code-
to-code aerodynamic coefficient variation from the L4 grids to the L1 grids is up to 20%. In this
estimate and in the rest of the paper, relative variation is computed with respect to the middle of the
variation range. Extrapolation to the infinite-grid limit is problematic because no reliable order of
convergence can be established. No solution appears to converge uniformly in all quantities. Three
solutions, USM3D (structure), FUNFV(prism/hex) and SFE, converge monotonically. Considering lift,
USM3D (structure) solutions show less than first-order convergence, i.e., the lift approaches the limit
from above with a concave shape. The FUNFV (prism/hex) and SFE lift curves approach the limit
from above with convex shapes, indicating a convergence order that is higher than first order. The
FUNFV (tet) lift appears to converge with first order on the three finer grids. The USM3D (tet) lift
converges from above and changes the curve shape from concave to convex.
Considering pressure drag convergence, the FUNFV (prism/hex) and SFE convergence curves
approach the limit with convex shapes from above, but intersect. Lacking an exact solution, we use a
quantitative characterization of observed solution variation to evaluate accuracy. Variation of the
aerodynamic coefficients computed on the L1 grids is described in Table 14.6.2. The largest relative
difference among all solutions is observed for the pitching moment and does not exceed 4.4%.
Accuracy of aerodynamic
coefficients improves
proportionally to degrees of
freedom used in CFD
computations. This property
is the foundation of all grid
refinement studies. It also
justifies the expectation of
accuracy benefits from
tetrahedral-grid cell-
centered formulations that
provide more degrees of Table 14.6.2 Hemisphere Cylinder: Variation of Aerodynamic
freedom on grids of the same Coefficients on L1 Grids
level. The USM3D solutions
use about six times more degrees of freedom on grids of family 2 (tet) than other solutions on grids
of the same level. Because grid convergence shown in Table 14.6.2 is not regular, quantitative
assessments of accuracy improvements due to additional degrees of freedom are difficult and
imprecise. Qualitatively, the aerodynamic coefficients computed by USM3D(tet) on the L2 grid are
within the variation range of the L1 solutions. Looking at the grid convergence on the three finer
grids, the maximum and minimum values of integrated aerodynamic quantities have been generally
exhibited by the CFL3D solutions and the FUNFV (tet) solutions. (The only exception is that, for the
viscous drag coefficient, the minimum is exhibited by the SFE solutions). Relative variation among
the core-group L1 solutions is also shown in Table 14.6.2.
The deviations of the CFL3D solutions from the core-group solutions may be attributed to the thin-
layer approximation. The abnormalities in the FUNFV (tet) solutions observed on the current grids
are harder to explain. In the limit of grid refinement, all FUNFV and SFE solutions are expected to
converge to the same “infinite-grid" solution. On the current grids, nonphysical oscillatory solution
modes resembling checker-board instabilities were observed in the FUNFV (tet) solutions with the
default MUSCL scheme coefficient, κ = 0.0. The FUNFV solutions computed on grids of other families
are smooth. Note that the default value of the MUSCL scheme coefficient on non-tetrahedral grids is
κ = 0.5. In this study, an increased coefficient of κ = 0.75 is used for FUNFV (tet) solutions. Solutions
with κ = 0.75 do not exhibit nonphysical oscillations, but appear to be somewhat less accurate.
Although not shown, FUNFV solutions with κ = 0.0 were computed on tetrahedral grids by using the
approximate mapping discretization method for inviscid fluxes476-477. Approximate-mapping
solutions do not exhibit nonphysical oscillations and provide aerodynamic coefficients well within
the core-group variation range.
14.6.4.5 Fine Grid Surface Pressure, Skin Friction, and Off-Body Variation
In this section, surface pressure and skin friction are shown for four sets of solutions: USM3D (tet),
FUNFV(prism/hex), SFE, and CFL3D solutions. Hereafter, only these four hemisphere-cylinder
solutions of the available set are shown mainly for conciseness and presentation clarity. First, global
views of solution variation on the L1 grids are shown. Figure 14.6.5 displays the surface pressure
and the x-component of skin friction at the symmetry plane corresponding to y = 0. The pressure
maximum indicating the leading edge stagnation is located near x = 0.03 on the windward side of the
hemisphere. The pressure minima are observed on the leeside near x = 0.3 and on the windward
side near x = 0.45. A zone of low pressure is also observed on the leeside at x > 4. Near the outflow
476 Diskin, B. and Thomas, J. L., “Comparison of Node-Centered and Cell-Centered Unstructured Finite-Volume
Discretizations: Inviscid Fluxes," AIAA J., Vol. 49, No. 4, 2011, pp. 836-854.
477 Diskin, B. and Thomas, J. L., “Erratum: Comparison of Node-Centered and Cell-Centered Unstructured Finite-
Volume Discretizations: Inviscid Fluxes," AIAA J., Vol. 51, No. 1, 2013, pp. 277.
Figure 14.6.5 Global View of Surface Pressure and Skin Friction at symmetry plane (y = 0) for
Hemisphere Cylinder
boundary, the leeside pressure increases and the windward pressure decreases, creating a small
negative-lift zone. The L1-grid surface pressure distributions computed with different codes are
almost indistinguishable. The fine-grid code-to-code differences in the surface pressure at the local
extrema located on the hemisphere are within 0.5%. Although comparisons with experimental data
are not the focus of this paper, the computed surface pressure agrees qualitatively with the
experimental measurements. Figure 14.6.5-(b) shows the x-component of the skin friction vector.
Note that the y and z components of the skin friction are zero at the symmetry plane. The skin-friction
profiles computed with different codes are similar in most places. The largest discrepancy of about
15% is observed on the leeside, near x = 6.5. Other places of noticeable but more local discrepancies
are downstream from the hemisphere-cylinder junction at x = 0.5 and near the outflow are non-
dimensionalized by aref . The solutions are plotted along a vertical line attached to the upper surface
of the cylinder at x = 5 and y = 0.21. The view is chosen to show solution variation across the core of
the primal crossflow vortex located in this area. All off-body profiles are over plotted in the global
view.
14.6.4.6 Effect of Grid Refinement on Surface Pressure and Skin Friction
Grid refinement and zooming have been applied to study solution variation near nontrivial flow
features and near regions of the largest solution differences observed in global views. Although not
shown, global views of the surface pressure profiles in the three planes (y = 0, z = 0, and x = 5)
computed on four grids in corresponding families are hardly distinguishable. The results in [Diskin
et al.]478 illustrates local grid convergence of the leeside surface pressure near the location of the
minimum pressure. Even in the zoomed view, only the coarsest L4 grid solutions are clearly
distinguishable. All codes appear to approach the same limit. Variation between L1 solutions is less
than 0.07%. The minimum pressure coefficients computed with USM3D, FUNFV, and CFL3D decrease
monotonically with grid refinement and show similar coarse-to-fine grid variation of about 7%. The
SFE minimum pressure coefficients show remarkably small coarse-to-fine grid variation of less than
0.5%, but converge non-monotonically with grid refinement. For complete discussion, please consult
the work by [Diskin et al.]479.
478 B. Diskin, W. K. Andersony, M. J. Pandyaz, C. L. Rumseyx, J. L. Thomas , Yi Liuk, and H. Nishikawa, “Grid
479 See Previous.
14.6.5 Case Study 2 - Transonic Flow Around an M6 Wing
The ONERA M6 experiment has
been widely used for validation of
CFD solvers480. A relatively simple,
well-documented geometry and a
rich experimental database for a
large variety of flow conditions
provide a unique combination for
practical and inexpensive
benchmark studies. Reference
solutions for transonic flows
around the M6 wing are presented
in this section. Authors believe that
the solutions computed on grids
with more than 360 million
degrees of freedom represent the
largest M6 computations
conducted to date. The grid
generation, coarsening, partition,
and multigrid capabilities for the
M6 model are described in an
Figure 14.6.6 M6 wing: pressure contours computed by
accompanying paper481. The M6 USM3D on family 4 prism/hex L1 grid
wing geometry used in this study
has been slightly redefined for numerical analysis of turbulence model simulations. (See Figure
14.6.6).
14.6.5.1 Geometry, Flow Parameters and Boundary Conditions
Recently, a group at ONERA has considered the M6 model and its past experiments in greater
detail482-483. As part of this effort, the group has created a new CAD geometry for the wing. In this
geometry, the trailing edge of the wing has been made sharp for the purpose of this particular CFD
exercise. The reference solutions for the OM6 wing are computed at a freestream Mach number 0.84,
Reynolds number 14.6 x 106 based on the unit root chord, and the angle of attack of 3.06 degrees.
The far-field boundary in the shape of a hemisphere is located at 100 unit chords. The symmetry
condition is assigned at the plane containing the root airfoil. Note that the experiment used a splitter
plate near the wing root, which is not modelled by CFD codes. This discrepancy is believed to be the
cause of disagreement between CFD solutions and experiment measurements at inboard sections.
14.6.5.2 Grids for M6 Wing
The M6 grids used in this study are topologically equivalent to the full-geometry (y = 0 symmetry
plane) hemisphere-cylinder grids described before. The cylinder surface is mapped on the wing
surface with the specified wing section, and the hemisphere surface is mapped on the rounded wing
tip. Five nested grid families have been generated for the M6 geometry by using input profiles
480 Schmitt, V. and Charpin, F., “Pressure Distribution on the ONERA-M6-Wing at Transonic Mach Numbers," In
Experimental Data Base for Computer Program Assessment. Report of the Fluid Dynamics Panel Working
Group 04, AGARD AR 138, 1979.
481 Nishikawa, H. and Diskin, B., “Customized Grid Generation and Processing for Benchmark Three-Dimensional
Flows," SciTech-2018, Kissimmee, FL, Jan., 2018, To be published as AIAA Paper.

482 Gleize, V., Dumont, A., Mayeur, J., and Destarac, D., “RANS simulations on TMR test cases and M6 wing with the
ONERA elsA flow solver (Invited)," AIAA Paper 2015-1745, 2015.

483 Mayeur, J., Dumont, A., Gleize, V., and Destarac, D., “RANS simulations on TMR 3D test cases with the ONERA
elsAfl ow solver," AIAA Paper 2016-1357, 2016.

Table 14.6.3 Statistics of Grids for OM6 Wing Grid Families
available at the TMR website. Statistics of L4 - L1 grids from families 1 (prism), 2 (tet), 4 (prism/hex)
and 5 (structure) are shown in Table 14.6.3. The far field boundary grids are not shown because
they look similar to the full-geometry extension of those for the hemisphere-cylinder configuration.
The surface grids have a
moderate stretching toward
the leading and trailing edges
resulting in a relatively
coarse grid spacing in the
mid-chord region. All the L1
grids have the first node off
the surface located at an
average of approximately y+
= 0.5.
14.6.5.3 Results for M6
Wing
Figure 14.6.6 presents the
contours of the surface
pressure computed by
USM3D on the prism/hex L1
grid of family 4. The pressure
is non-dimensionalized by
ρref a2ref. A lambda shock is
clearly visible on the surface
with the shock intersection
located at about 80% of the
wingspan. Grid convergence
of aerodynamic coefficients
is described next. USM3D
solutions have been
computed on grids of
families 2 (tet) and 4
(prism/hex); FUNFV
solutions have been
computed on grids of
families 1 (prism) and 4
(prism/hex); and CFL3D
solutions have been
computed on structured
grids of family 5 (structure). Figure 14.6.7 M6 Grid Convergence of Aerodynamic Forces CL, CD
All computations have been
conducted with no flux limiters.
Figure 14.6.7 (a)-(b) show
convergence of the lift, total drag.
No solution converges
monotonically for all plotted
quantities; thus, no order property
can be deduced from the observed
convergence. Nevertheless, all
solutions approach the same
aerodynamic coefficient values in
the limit of grid refinement. The
slopes of pitching moment
convergence curves shown in
Figure 14.6.8 are highly irregular
for solutions on grid families 4
(prism/hex) and 5 (structure). For
Figure 14.6.8 M6 Grid Convergence of Pitching Moment
example, the pitching moment
coefficient computed from the
family 4 USM3D (prism/hex) solutions decreases initially with grid refinement from L4 grid to L3
grid, increases on L2 grid, and decreases again on L1 grid. Lift and pitching moment convergence
observed for FUNFV (prism) and USM3D (tet) solutions is more regular. The differences among lift
and pitching-moment coefficients computed by all codes on all grids do not exceed 6%. Drag
coefficients appear to be converging with more regular slopes, but do not provide convergence
patterns suitable for the infinite-grid extrapolation. The total and pressure drag coefficients
computed from CFL3D and FUNFV solutions change the direction of convergence on the L1 grids. The
Table 14.6.4 Variations of Aerodynamic Coefficients
viscous drag coefficient computed from the USM3D (tet) solution changes the direction of
convergence on the L1 grid. Only USM3D (prism/hex) solutions converge monotonically for the three
drag coefficients. Relative variation of drag coefficients computed on different grids is more
significant than variation of the lift and pitching moment coefficients; pressure and viscous drag
coarse-to-fine variation is approximately 30% and 16%, respectively. To establish solution accuracy,
Table 14.6.4 shows code-to-code variation of the forces, pitching moment, and maximum eddy
viscosity on the L1 grid. Among all integral aerodynamic coefficients, the maximum relative
difference of 0.94% is observed for the pressure drag. Maximum eddy viscosity variation exceeds
10%, indicating considerably higher uncertainty than in integrated quantities.
For quantities that converge regularly in
grid refinement, e.g., lift (Figure 14.6.7-
(a)) and pitching moment (Figure
14.6.8), the USM3D (tet) solutions
appear to provide significant accuracy
benefits on same-level grids. Variation of
surface pressure coefficients computed
on the L1 grids at the measurement
sections used in the 9 of 35 experiment
is shown in [Diskin et al.]484. Only three
computations, FUNFV (prism/hex),
USM3D (prism/hex), and CFL3D
(structure), are used in this section for
conciseness. The three codes extract
surface pressure at the same span wise
locations specified. The wingspan is
taken as b = 1.47601797621980 and the
relative axial position was computed as
x/c = (x - xmin)/(xmax - xmin). In the global
view, the L1 pressure profiles from
different codes are in close agreement.
Small oscillations in FUNFV solutions are
observed near the shocks at sections 1-
4. All solutions place shocks at the same
locations and identify the same pressure
minima on the lower and upper wing
surfaces. The pressure profiles at
leading and trailing edges are
indistinguishable. As compared to other
studies, an improved agreement with
the experiment is observed at section 4.
This improvement is observed to be due
to the increased grid resolution
provided by the L1 grids.
Figure 14.6.9 show a global view of
leeside pressure grid refinement at
sections 1 (η = 0.2). The pressure plots
show significant variation with grid
refinement. The mid chord grid spacing
on L4 and L3 grids is too coarse to
represent details of the pressure
profiles; the corresponding coarse-grid
solutions miss most of the shock
structure and are significantly different
from the solutions obtained on the fine
grids. All solutions computed on L2 and Figure 14.6.9 M6 section (η=x/c=0.2) Global View of
L1 grids represent the shock details and leeside Pressure Grid Refinement
484B. Diskin, W. K. Andersony, M. J. Pandyaz, C. L. Rumseyx, J. L. Thomas , Yi Liuk, and H. Nishikawa, “Grid
agree to each other remarkably well. The grid convergence patterns of USM3D and CFL3D solutions
are quite similar, as expected, because both codes use cell-centered formulations. FUNFV uses a node-
centered formulation and exhibits a different convergence pattern.
All codes identify the minimum of pressure at the same location, x/c ≈ 0.39. The code-to-code
discrepancy in the minimum-pressure value is about 0.09%. Minimum pressure computed from all
solutions converges monotonically with grid refinement and demonstrates at least a second-order
convergence rate. Most of L4 and L3 solutions completely miss the double-shock structure in this
region. Only the FUNFV L3 solution indicates a presence of a shock structure; USM3D and CFL3D L3
solutions miss it. However, all the L1 solutions predict a double-shock structure in this region and
agree well with each other. All the L1 solutions predict a pressure plateau between two shocks at 0.3
< x/c < 0.35. The normalized x-direction grid spacing at this location is Δx/c ≈ 0.02, providing just
four grid nodes across the plateau. In spite of the minimal grid resolution, the maximum code-to-code
difference between pressure values on this plateau is less than 6%.
Detailed grid-convergence studies for two benchmark (3D) flows have been conducted to establish
reference solutions for Reynolds-averaged Navier-Stokes (RANS) equations using a “negative"
variant of the Spalart-Allmaras turbulence model [Diskin et al.]485. The benchmark flows are a
subsonic flow around a hemisphere cylinder and a transonic flow around the ONERA M6 wing (M6)
with a sharp trailing edge. The reference solutions have been computed with three widely used CFD
codes developed at NASA Langley, FUN3D, USM3D, and CFL3D. The codes use different discretization
approaches and iterative solution methods. Two different unstructured-grid second-order node-
centered discretization available in FUN3D are used for the hemisphere-cylinder computations: the
FUNFV discretization uses a standard finite-volume scheme and the SFE discretization uses a
recently added stabilized finite-element formulation. SFE is not used for M6 computations. USM3D
uses an unstructured-grid second-order cell-centered finite-volume formulation. CFL3D uses a
second-order cell-centered structured-grid formulation. Five families of consistently-refined nested
grids of different topology have been generated for the studies, including both structured grids and
unstructured grids with various types of elements. The finest family grids provide from 60 M to over
400 M degrees of freedom. To eliminate iterative errors, all solutions on all grids have converged to
near machine-zero residual levels. Although turbulence model validation is not the focus of the paper,
the reference solutions have been compared with available experimental data. The main thrust of the
paper is assessing variation between CFD solutions computed with different codes on different
families of consistently-redefined grids. The assessment includes two characteristics:
(1) relative coarse-to-fine variation of solutions computed on grids of different families and
(2) relative code-to-code variation of solutions computed on the finest family grids.
All codes show close agreement in predicting aerodynamic coefficients for the separated flow around
the hemisphere-cylinder configuration. The code-to-code discrepancy among all aerodynamic
coefficients computed on the _nest family grids is less than 4.5% and variation among a core group
of four solutions is less than 0.75%. The coefficients appear to converge to the same limit with grid
refinement, but no convergence order can be discerned for the observed convergence. There is more
uncertainty about the grid convergence limit of the maximum eddy viscosity. The surface pressure
and skin friction in different _ne-grid solutions over plot in most global views. A local disagreement
among the codes of about 15% is observed in the vicinity of the leeside just past the middle section
of the cylinder. Various off-body solution components probed outside of this region also over plot.
Local solution characteristics, such as surface pressure minima and the circumferential angle of
vortex separation and reattachment locations, also converge to the same limit with grid refinement.
The reference solutions compare well with available experimental data.
The reference solutions for a transonic flow around M6 have been computed using the three
formulations, FUNFV, USM3D, and CFL3D. The aerodynamic coefficients computed by different codes
on the finest grids of different families agree well; the maximum difference among all coefficients
does not exceed 0.73%. The difference in maximum eddy viscosity is 10.3%, which is much larger
than the corresponding difference in the aerodynamic coefficients. The surface pressure computed
with the three codes have been compared at seven OM6 wing sections. The pressure profiles
computed on the finest grids over plot in the global views. Away from shocks, all the pressure profiles
computed on the two finest grids are close to each other, within a 1-2% range. Increased grid
resolution allows for an improved resolution of the lambda-shock feature that was a challenge in past
M6 computations. As compared to previous studies available in the literature, the present solutions
on the finest grids provide an improved agreement with the experiment. Further details is available
in [Diskin et al.]486.
14.7 CFD Inter Code Coupling

There is a growing interest in industry for
CFD code coupling since most of industry
applications, being complex in nature.
Examples of such phenomena ranges from
Simulation of Complex Coolant in Nuclear
reactor (Bertolotto, 2011),
thermomechanical problems (Jaśkowiec, &
Milewski, 2016), to integrated simulations
of complex systems (Human Body
Simulator Project in Japan lead by S. Takagi)
and possibly the recently announced Living
Earth Simulator proposal by D. Helbing.
These simulations are designed to combine
the special in-house CFD tools, as designed
for specific purpose, with commercial
software. The coupling is achieved eighter
with time (e.g.., Astorino et al., 2015), or
through the spatial coupling (Dao et
al.)(Bertolotto, 2011), as previously
assigned interface. The remaining task Figure 14.7.1 Example of the spatial discretization in
would be interface coupling. For example of our coupling between LBM and FEM (Courtesy of
the interface coupling between FEM and Astorino et al. (2015)
LBM can be defined by (M. Astorino et al.
(2015). The FEM is used on the whole computational domain whereas the LBM is only used in a
subregion of it (Figure 14.7.1).
14.7.1 Interface Coupling Schemes
14.7.1.1 Fixed Point
This is a sub-set of Dirichlet-Neumann scheme when the coupling response are significant. It is the
algorithm implemented for current investigation, complemented with a strongly-coupled sub-
iteration. The interface Γ coupling operation could be organized iteratively as
XΓ,n+1 = f (XΓ,n ) , n = 1, 2, 3,....
Eq. 14.7.1
In the hope of converging x = f(x) on a continuous f. The interface function f could be denoted as the
fluid1/fluid2 operator f = SΓ-1 FΓ and consequently Eq. 14.7.1 could be readily written as
~ −1
X Γ,n +1 = SΓ FΓ (X Γ,n ) Eq. 14.7.2
With x Γ, n+1 being any projected dependent variable. The iterative scheme could continue until a
pre-defined convergence criteria is satisfied for residuals
Cells
~
r Γ, n +1
rΓ,n +1 = X Γ,n +1 - X Γ,n , R Γ,n +1 = 1
L ref
Eq. 14.7.3
Subjected to RΓ, n+1 <ε with a typical value of 10-3 for ε. In order to ensure an accelerated convergence
rate, a dynamic under-relaxation ωn is devised and values are advanced as
~
X Γ,n +1 = ωn X Γ,n +1 + (1 − ωn )X Γ,n Eq. 14.7.4
With choices of ωn to be discussed later.

14.7.1.2 Implicit Predictor-Corrector
In an attempt to capture all relevant physical phenomena related to low frequency aero/hydro
elasticity problems, in which CPU intensive explicit time marching might be ineffective, an implicit
time marching is proposed487 . A predictor-corrector scheme been devised to advance the interface
projections simultaneously within a loosely-coupled system in which the qualifying algorithm could
be depicted as
X nΓ,S = (1 − ω n ) X nΓ,−S1 + ω n f (σ nΓ,f )
n −1
Eq. 14.7.5
σ nΓ,S = (1 − ω n ) σ Γ,S + ω n g (X Γ,f )
n
Where XnΓ, s is the structure response to fluid forces, σnΓ, f is the fluid forces, f(σnΓ,f) is the structure
surface deformation due to fluid forces and g(xnΓ,s) is the change of fluid forces projected by structure
deformation. The superscript n denotes the time step, subscripts f and s notify the fluid and structure
domains respectively. Similar representation was also proposed by with assumption of ignoring the
shear force compared to normal (pressure) from the fluid side, and also ignoring the in-plane
displacement compared to deflection and transversal velocity, from structure side. Moreover, for a
loosely-coupled system, the difference in simulation end times could represent a dilemma. If for any
reason the CFD simulation end time lies beyond that of structure, the structure deformation could be
extrapolated using variety of methods (linear, quadratic, cubic, etc.). The same could apply to fluid if
structure end time is greater than CFD.
14.7.1.3 Quasi-Newton Algorithm
487 Lohner, R. , Cebral, R. , J. , Yang, C., Baum, J.D., Mestreau, E., L., Soto, O. “ Extending the Range and
Applicability of the Loose Coupling Approach for FSI Simulations “, Coupling Schemes For Domain Codes.
A partitioned simulation of fluid-fluid interaction is devised using a quasi-Newtonian iterative
scheme to solve the interface residuals488. The flow solver could be characterized by function
y = F(x) , x = S(y) Eq. 14.7.6
Where x is the discretized positions and y is the resultant interface forces. The F and S are denote the
first and second solver respectively. The problem can be devised as by finding the roots of non-linear
equations in the interface
x = SF(x) or R(x) = SF(x) - x = 0 Eq. 14.7.7
Which could be solved by means of Newton-Raphson iterations
 dR 
solve   Δx = -r k x k +1 = x k + Δx Eq. 14.7.8
 dx  x k
However the exact Jacobian of R is unknown since the Jacobian of F and S are unavailable. Moreover,
the interface Jacobian matrix is dense resulting in large CPU costs. The residual calculated as
r k = R(x k ) = SF(x K ) - x K = x K+1 - x K Eq. 14.7.9
And iteration is converged if ‖ rk‖2 ≤ ε. Figure 14.7.2 illustrates different coupling algorithms
available.
Iterative - Explicit Fixed – Point Under-Relaxation
Interface Semi - Iterative Newton- Raphson Under-Relaxation

Coupling
Algorithms
Semi-implicit
Predictor- Under- Relaxation
Corrector
Figure 14.7.2 Interface Coupling Algorithms
14.8 Symbolic Math Packages

14.8.1 Maxima (maxima.sourceforge.net)
Open-source symbolic math package based on the classic Macsyma computer algebra system.
14.8.2 Mathematica (www.wolfram.com)
488 MpCCI Programmers guide , Sept. 2009

Commercial symbolic math package, available on department machines (try man Mathematica). Also
available inexpensively through a UIUC site license.
14.8.3 Maple (www.maplesoft.com)
Another commercial symbolic math package.
14.8.4 MatLab (www.mathworks.com)
Yet another famous commercial symbolic math package, a bit more geared toward engineering and
numerical work than Mathematica or Maple.
14.8.5 MATHGL (http://mathgl.sourceforge.net/doc_en/index.html)
MathGL is a huge open-source plotting library for scientific graphics. It can be used for many
programming languages, in particular for C++. Mainly we will use the Figure library (implemented
by J. Gacon, student of CSE@ETH)
15 Best Guidelines for Optimal CFD Simulation
15.1 Preliminaries
CFD does not provide an exact solution to all problems, but is in many cases a reliable tool that can
provide useful results when an experienced user employs it489. Still is some circles, considered an art
that science. An inexperienced user, on the other hand, may obtain very nice graphs that are very far
from being a prediction of the stated problem. Some of the problems arise from the many default
settings in commercial CFD codes, since the user may obtain results without knowing what the code
is doing by accepting settings that are not appropriate for the specific problem. The user must make
an active decision regarding each setting because many problems can arise from a user failing to
understand what the proper settings should be. CFD simulation contains both errors and
uncertainties. An error is defined as a recognizable deficiency that is not due to a lack of
knowledge, whereas an uncertainty is a potential deficiency that is due to a lack of knowledge.
Poor simulation results may arise for many different reasons; the user may make mistakes in
formulating the problem to solve or in formulating the geometry and meshing. Numerical errors may
occur due to lack of convergence and a poor choice of discretization methods. The models for
turbulence, reactions and multiphase flow are not exact descriptions of the real world, and poor
results may be introduced by not selecting the best model for the specific case. In the end, the
robustness and reliability of the simulations should be analyzed by sensitivity analysis, verification,
validation and calibration.
Figure 15.1.1 Component of Uncertainty within a Simulation
Figure 15.1.1 shows components of uncertainty within a simulation where Up is all the other flow
parameters which contribute to the uncertainty, i.e., boundary conditions, initial conditions, spatial
and temporal discretization, choice of turbulence, auxiliary equations, etc. In general, it is good
practice to study the obtained simulation results critically. CFD is not (yet) at the stage at which it
can be treated as a black box. Simulation results should be verified with experimental findings, fluid-
mechanics theory and, sometimes, instinct. It may also help to understand the limitations of the CFD
model if a simulation is performed for a case regarding which the results are known, prior to
489 Computational Fluid Dynamics for Engineers, Cambridge University Press.

exploring new ground with the model. Some common errors and recommendations for best practice
are given following.
15.2 Element of Uncertainty

15.2.1 Geometry & Grid Generation
➢ Make sure that the CAD geometry is complete for the flow simulation. The CAD drawing
should be kept as simple as possible. All details smaller than the computational cells can in
most cases be removed, but small details on the surface can sometimes be important for the
flow, e.g. a welded joint may induce flow separation.
➢ Symmetric boundary conditions restrict the solution to a symmetric solution, and no
transport is allowed across the symmetry plane, e.g. bubble columns and fluidized beds are
poorly described by 2D simulations.
➢ When the inflow and outflow are not known exactly, they should be put far from the region
of interest.
➢ With constant-pressure outflow, specify the direction of the outflow (e.g. normal to the plane)
to minimize the pressure difference across the surface.
➢ Use pressure outflow for multiple outflow boundaries.
➢ Avoid having non-orthogonal cells close to the boundaries. The angle between the grid lines
and the boundary should be close to 90◦. Use body-fitted grids when the grid cannot be
aligned with the surface.
➢ Avoid the use of highly skewed cells. The angles should be kept between 40◦ and 140◦. The
maximum skewness should be < 0.95 and the average below 0.33. The aspect ratio should be
below 5, but may be up to 10 inside the boundary layer.
➢ The squish index describes how the cell faces are oriented, where 0 is a perfect cell and the
upper limit is 1. The recommendation is that the maximum squish index should be below
0.99.
➢ Perform a grid check to avoid problems due to incorrect connectivity. This can often be done
in the mesh-generator software.
15.2.2 Convergence
➢ Use different convergence criteria for different variables.
➢ Monitor integral quantities of solution-sensitive variables.
➢ Make global balances for mass, momentum and energy.
➢ Monitor the solution at specific important points.
➢ Test for steady state by switching to a transient solver.
➢ Plot the residual to evaluate whether the solution is poor in some regions of the
computational domain.
➢ Use more robust numerical schemes, e.g. initially employ first-order upwind, changing to a
higher order for the final iterations.
➢ Reduce the under-relaxation or CFL number initially.
➢ Examine the local residual. The convergence problem might be localized to one small region.
Use grid adaptation to refine or coarsen the mesh in areas where it is needed.
➢ Using a fine grid throughout may diminish the convergence rate.
➢ Solve steady-state problems transiently.
➢ Try different initial guesses, e.g. obtain an initial guess from a short transient simulation or
obtain an initial guess from a steady-state simulation.
➢ Solve for only a few variables at a time, e.g. solve for the flow field first and keep the velocities
constant whilst solving concentration and chemical reactions. Finally solve for all variables.
➢ Use the coupled solver for high-speed compressible flows, highly coupled flows with strong
body forces or flows being solved on very fine meshes. Keep in mind that the coupled solver
requires 1.5–2 times more memory than needed by a segregated solver.
15.2.3 Numerical
➢ The exact inlet conditions for the turbulence properties are usually not known exactly. The
value of k/ε times the average velocity gives an order-of-magnitude estimation of how far
into the system the settings at the inlet will survive.
➢ Exact inlet conditions for LES are not possible. Modern CFD programs can generate simple
turbulent eddies at the inlet, but the inlet should be far from the area of interest in order to
allow a proper statistical distribution of eddies to develop. Periodic boundary conditions
should be used when possible, but may introduce unphysical correlations. As always, it is
important to verify the obtained solution critically.
➢ For RANS models, the lower level of y+ should typically be between 20 and 30 at the walls.
Some commercial CFD programs can be made to accept lower y+ levels by adjusting the
appropriate model. (Check the manual for actual values.) The upper limit of y+ is usually in
the range 80–100.
➢ LES models require additional treatment at no-slip walls.
➢ For low-Re turbulence models the first grid should be at y+< 4, preferably at y+ ≈ 1 with 5 –
10 mesh points below y+=20. Standard wall functions are not recommended for flow with a
negative pressure gradient, e.g. with flow separation at the wall.
15.2.4 Reaction
➢ Check the Dahmköhler number. Slow chemical reactions with Da ≪ 1 are straightforward.
Very fast, mixing-controlled, isothermal chemical reactions with Da ≫ 1 can be modeled
rather accurately. Most other conditions with Da ≈ 1 and reactions that lead to heat formation
and changes in density will give uncertain results.
➢ Very low residuals as a convergence criterion for concentration are often required, and
monitoring integral quantities for mass balances or steady local concentrations usually
provides more reliable indicators than low residuals.
15.2.5 Multiphase Flows
Generally speaking, multiphase flows are more challenging than single-phase flows, and errors in
multiphase flow simulations are typically larger than those in single-phase simulations and
propagating faster. These errors may have a number of different origins. They are:
15.2.5.1 Not Knowing the Most Important Physical Mechanisms
Because of the wide variety of multiphase flow types, there is not one ‘generic’ model for multiphase
flows. Before attempting to model a multiphase flow system, it is very important to understand the
physical mechanisms occurring in the flow system. This includes understanding the most important
forces and mechanisms in the flow and the properties of the fluid(s) and/or solids, as well as a good
estimate of the length scales and timescales of the physical processes. Only with this knowledge can
appropriate models be selected and their shortcomings in a simulation estimated.
15.2.5.2 Closure Models
Most errors in multiphase flow simulations arise from shortcomings of the closure models employed.
Most closure models are empirically determined, which makes them applicable, strictly speaking,
only under conditions similar to those for the data they are built from. Analytical closure models are
developed for ‘ideal’ conditions, which are hardly ever met in reality. Using closure models for
conditions or regimes different from those to which they are applicable may be asking for trouble.
15.2.5.3 Time-Scale and Length-Scale Separation
In the derivation of turbulence models, a separation between the timescales and length scales of the
‘large’ eddies carrying the energy and the scale(s) at which energy is dissipated is assumed. Similar
assumptions are required in order to derive governing and closure models for multiphase flows. For
instance, many closure models require the particles to be smaller than the large-scale flow structures
in a flow.
15.2.5.4 Choice of Model and Governing Equations
It is important to understand the implications and assumptions of each multiphase model, and under
what conditions it may be employed. For instance, in the derivation of the Euler–Euler or two-fluid
model, the pressure gradient over large interfaces, which is important in separated-flow situations,
is neglected. This means that such a model will not capture the dynamics of free surfaces very
accurately.
15.2.5.5 Numerical Errors
Many numerical errors potentially arising in single-phase calculations may also arise in multiphase
flow calculations. Therefore, it is important to check the best-practice guidelines for single-phase
flow computations. However, there may be additional problems. Many of the ideas employed in
solving multiphase flows arise from single-phase flows, leading to slow convergence, or, worse, an
erroneous result.
15.2.5.6 Avoiding Risks in Multiphase Flows
To minimize the potential problems occurring when performing multiphase flow simulations, the
following checklist may be employed,
I. If possible, start the simulation with a single-phase flow situation resembling the system. This
simulation can be optimized in terms of grid size, time step, etc. by using the best-practice
guidelines for single-phase flow.
II. Determine the regime of the multiphase flow in terms of dimensionless parameters (Re, We,
St,) . . . This enables the choice of suitable closure models and may give insight into the
expected flow situation.
III. Make an estimate of the forces acting on bubbles, particles or droplets and under which
conditions these forces will occur.
IV. Make a suitable selection of the turbulence model and decide which terms (and coupling to
the dispersed phase) are important.
V. If possible, start with a geometry, flow properties and dispersed-phase properties similar to
those of a system of which you know the behavior or for which experimental data are
available. This creates confidence in the models employed.
VI. If there is a large size distribution of the dispersed phase, a multi-fluid approach might be
required for the dispersed phase. This allows the use of a range of size classes, which can be
monitored separately. Size distributions can have a big effect on the flow.
VII. First-order-accurate models, such as the VOF model and the surface-tension models, require
a very fine mesh – in these cases a relatively mesh-independent solution is very important.
VIII. Make sure that iterations are well converged. Many popular commercial CFD solvers will start
with a new time step when a specified maximum number of iterations is reached, regardless
of convergence criteria. This may be detrimental in terms of the quality of results obtained.
15.3 Verification, Validation, Calibration and Certification

Verification is a procedure to ensure that the program solves the equations correctly. Validation is
done to test how accurately the model represents reality, and calibration is often used to adjust the
simulation to known experimental data in order to study parameter sensitivity (‘what if’) in the
design process. More detailed discussion of V&V, Uncertainty, Errors and Sensitivity analysis would
present later on. The follow-on work to determine the degree to which results from a CFD code are
an accurate representation of the real world from the perspective of the intended uses of that code
has been referred to as “calibration”, “certification”, or just further validation. [Melnik, et. al,]490
describe a process for “certification” which is indicative of our current practices. The reality is that
these processes for determining usability of a CFD process for an intended purpose are “…ongoing
activities that do not have a clearly defined technical completion point”. Rather than referring to
these processes as “calibration” or “certification” we will just continue to call them “validation” and
validation for an intended purpose 491.
15.3.1 Validation for an Intended Purpose.
A CFD code by itself can never be validated for an intended use because there are just too many
variables. These variables include those user accessible “knobs” within the solver that control the
discretization, dissipation, convergence strategy, turbulence model, etc. and the BIG external variable
called the grid. As a minimum it is the process of how a particular CFD solver is run along with its
related grid generation that must be validated. And as previously stated, using wind tunnel data for
CFD validation is best done on a trend and increment basis which means we will be running CFD to
compare those trends and increments. The question is not can CFD give me a great answer for one or
two test cases, but can the CFD “processes” give me good answers for a range of cases when run by a
competent engineer? This is what validation for an intended purpose is all about 492.
15.4 Simulation for Everyone

Putting simulation into the hands of the non-expert is a subject that elicits much discussion within
CFD committees493. A crucial element is the relationship between the simulation expert and the non-
expert, where the responsibility of the expert ends and the ability for the non-expert to be able to use
simulation safely starts. This requires simulation experts to design smart simulation applications and
is somewhat analogous to the traditional handbooks where experts would develop solutions in a
parametric form and a working engineer didn’t have to know how those solutions were developed
but would use a formula and perhaps some graphs in conjunction with the formula to come to some
kind of a prediction. For this approach to work with simulation, it is extremely important for the
simulation application to have incorporated into it a solution validation & verification procedure,
since inexperienced and non-expert users are less likely to be able to judge accuracy.
The development of the most effective smart applications requires both external software and
internal company design processes. In this case, the experience and knowledge of the in-house
application experts can be embedded into the interface for the simulation tool. Whilst an expert in
simulation is required to develop these context-specific tools, most small/medium enterprises often
do not employ dedicated simulation engineers so need to rely on external consultants. The most
difficult part of developing an application for non-expert users is getting the technical requirements
from the organization defined in such a way that they can be distilled into an application that can
then be released to the general population. It requires a process that has a clear statement of what
490 Melnik, R.E., Siclari, M.J., Barber, T., and Verhof, V., “A Process for Industry Certification of Physical Simulation
Codes,” AIAA-1994-2235, June 1994.
491 Edward N. Tinoco, “CFD Uncertainty and Validation for Commercial Aircraft Applications”, Boeing
Commercial Airplanes, Seattle, USA

492 Tinoco, Edward N. and Bussoletti, John E., “Minimizing CFD Uncertainty for Commercial Aircraft Applications
(Invited),” AIAA-2003-407, January 2003.

493 This article, written by Althea de Souza , first appeared in NAFEMS Benchmark Magazine, April 2017 edition.
senior engineering staff expect these applications to do and how do they define success and
acceptance for them. The benefits are huge once the tool is created as it can then be inserted into the
workflow, saving engineering time and making solutions operator-independent but it requires
acceptance into the culture of the organization.
According to Jean-François Imbert , “A smart application can’t be commercial software only. It is
a tool which combines commercial software and embedded knowledge-based processes and
rules in order to secure the product simulation and design.” This is easier said than to be done.
From previous experience, all the commercial vendors, has their own deadline and customers. And
their cooperation regarding this, would be hard to come by. Rendering to Oxford Dictionaries,
democratization is the action of making something available to everyone. In the context of
engineering simulations, it is making simulation tools available to everyone. It could be argued (and
has been) that the tools have been available to everyone for some time, including free and open
source codes, tools that can be run on laptop computers with relatively modest specifications and
tools with easy to use interfaces and GUIs. The limiting factor though is the ability to be able to use
those tools effectively and responsibly. The complexities of the simulation are generally hidden from
the user (no need to see the mesh or select the turbulence model) and the terminology used is that
of the application engineers, rather than simulation engineers.
There are now a number of organizations offering CAE app-building facilities, whether they are
mainstream code vendors allowing users to create apps from their more general purpose code or
independent organizations. There has been a growing call for software vendors to provide users with
tools for solution verification. These tools can be incorporated into the approved workflow for use
by non-experts. There is still a problem with validation; it is directly tied to the user. A strong
argument is that this is as it should be, since validation entirely depends on how the tool is used and
has little to do with the mathematical solution procedure. This is particularly important with general
purpose codes that are used for a wide range of applications. Can vendors put anything into the tools
to guide the users? Asking for a demonstration of simulation validation from non-expert users will
always prove challenging and so tools designed for this class of user should be built very carefully
around a proven simulation approach and tightly restricted to prevent use outside the scope of
applicability.
Distinguishing between the development of design rules and the application of design rules can help
to differentiate when an expert or non-expert user can undertake an activity. Developing design rules
requires validation and expert involvement, whereas applying design rules can be done by non-
experts using smart tools. Smart applications should have been verified and have embedded
modelling rules so users are not expected to carry out verification. Validation of both the software
and the tightly constrained modelling approach is a pre-requisite for smart tools and should be
conducted before they are released to users494.
15.5 CFD on a Deadline

Have you ever feared a deadline because your model took longer to solve than expected? What is an
Optimal Workflow for Complex Modeling Projects on a Deadline? Unfortunately not an easy answer
available. But there are common causes to avert them. There are few suggestion, but not too many.
A full 3D model might take anywhere from minutes to several hours to run. Thus, every mistake in a
complex model takes longer to find out about. Moreover, you can’t be sure what causes the issue.
[Ruud Börger & Andrew Griesmer] of COMSOL Multiphysics® exploring this question and came up
with some suggestion. The first option is to bite the bullet and try to debug or optimize the 3D model.
This is of course more reliable and error proof approach, but harder to implement. The other, if your
model geometry allows that, is to create a 2D or asymmetric model of the original one, and try to use
it for debugging purpose.
494 David Quinn, “The Big Issues in Engineering Simulation- Democratization”, May 25, 2017.
15.5.1 Optimizing your Modeling Workflow
There are many situations where a 3D model with complicated physics is required. A common
approach is to take all of the expected “ingredients”, put them together, and reach your goal. But
what if something unexpected happens? What if the model doesn’t converge? Any of the following
could be the problematic:
➢ For multi-physics cases, any boundary condition that you used in the first, second, third, etc.
on physics interface
➢ A coupling between any of the physics
➢ Material behavior
➢ The mesh requirements for any of these factors
➢ An unexpected or unknown phenomenon
This solution is more geared toward multi-physics models. A full 3D model might take anywhere from
minutes to several hours to run. Thus, every mistake in a complex model takes longer to find out
about. Moreover, you can’t be sure what causes the issue. There are remedies pipelined and following
suggestion to implement:
1. Using achieved cases with similar phenomena (i.e., educating by example).
2. Start your own model in 2D or 2D axisymmetric, if applicable.
3. Test the major physical principles of your model in a single-physics environment.
4. After each successful step, add complexity, such as multi-physics effects, nonlinear materials,
etc.
Not to be outdone, STAR-CCM+® like many other commercial vendors, provides a simple way for 2D
simulation to test out designs and boundary conditions. In STAR-CCM+ there are two new features
that will put that problem to rest. STAR-CCM+ is a 3D based tool so most of the controls are based on
surface and volumetric selections thus we needed a way to bridge the gap between a traditional 2D
meshes and the inputs for STAR-CCM+. To do this all parts that are to be run in 2D need to have a
planar surface on the Z=0 plane, from there it could be a revolver, extrude or frankly any shape.
“Badge for 2D”; is the feature flags the surfaces that lie on the Z = 0 plane and marks the perimeters
as 2D boundaries, thus preventing unneeded part surfaces from being sent to regions. There are
other issues to be considered when using 2D instead of 3D models. Beside geometry, the first thing
to recall is turbulence. Mixing and more generally diffusion phenomena are never purely 2D. If you
are in turbulent conditions and you are using RANS models, 3D diffusion might be accounted for by
the transport equation of your turbulence quantities.
15.6 Myths of Computational Fluid Dynamics

It is an interesting topics which haunts the CFD users, or potential CFD users, to the date. Although
the original posting is with regards to commercial CFD and its market, nevertheless, the benefits
outweigh the commercial usage. Therefore, we included here to clear some of common
misperceptions in regard to CFD495.
15.6.1 CFD is Difficult and Take Too Long to be Used in the Design Process
This myth has a historical basis. Like FEA codes in the distant past, CFD codes of the 1980s and 1990s
were difficult to use496. Fit-for-purpose meshing, choice of solution numeric, turbulence modeling,
achieving and judging solution convergence, assuring result fidelity, and correct result interpretation
were all once expert-only activities. Today, the skills a mechanical designer needs to operate the CFD
software are simply knowledge of the CAD system and the physics pertaining to the product, both of
495 Ivo Weinhold & John Parry,” The 10 Myths Of Computational Fluid Dynamics”, Mentor Graphics White Paper,
Mechanical Analysis Division, 2014.
496 “The Five Myths of Computational Fluid Dynamics”, NAFEMS BenchMARK magazine, April 2008, pp. 28-29.
which the majority of design engineers already possess. The greatest time sink for CFD has always
been the meshing process, with a considerable amount of manual intervention needed to achieve
acceptable mesh quality by eliminating gaps and overlaps, reducing skewness, aspect ratio, warpage,
and controlling the volume of individual cells (cell size ratio to neighbor cells, smallest cell size, and
mesh distribution). As design inherently involves changing geometry, this semi-manual process had
to be repeated for each design iteration. All of these steps can now be fully automated using native
3D CAD data directly for fluid flow simulations without the need for translations or copies. New parts
and features resulting from design changes can be meshed in a matter of minutes, dramatically
reducing the time required for analysis.
15.6.2 Accuracy has to be sacrificed to use CFD during the Design Process
Traditional CFD has taken the approach of attempting to resolve everything on the volume mesh.
This was not always the case. Years ago, limited computing power meant that wall functions were
the only way to represent the effect of the boundary layer between the solid surface and the bulk
flow. These wall functions were originally applied only in the near-wall cell. Using mesh to resolve
the boundary layer was prohibitively expensive, and the result quality achievable on any tractable
mesh for all but the simplest of situations was far inferior to what could be achieved using empirically
based wall functions, which could be further refined to account for surface roughness497.
Small discrepancies between physical reality and simulation result for a mesh cell were transmitted
to the neighbor cells by convection and diffusion as a natural part of the solution. Compounded across
the mesh, this compromised overall solution accuracy. Solution convergence was also much harder
to achieve. The effect of the variation in mesh quality was such that the physical effects of minor
geometric variations were masked. This issue has plagued traditional body-fitted CFD ever since. The
industry has, of course, risen to the challenge in various ways: Increases in computing performance
have allowed ever finer meshes to be used. More mesh allows the variation in size and shape from
one mesh cell to the next to be reduced, improving orthogonality. Considerable effort has continued
to be expended on the development of automated mesh generators, allowing mixtures of hexahedra,
tetrahedral, and prisms to be used. More recently, polyhedral meshes, which have better
orthogonality properties for any arbitrary flow direction4, have been constructed, e.g., by
aggregating tetrahedral. Finally, more sophisticated numerical schemes that improve the estimation
of cell face fluxes and pressure coupling have been devised.
The new generation of CFD software, however, comes with key technologies that allow high-quality
results to be obtained fast. In a matter of a few minutes, it is possible to construct an octree Cartesian-
based mesh that automatically refines around solid–solid and solid–fluid interfaces, sidestepping the
need to separately generate surface and volume meshes. Designers can control mesh density with a
single slider, maximizing ease-of-use. Being Cartesian, the mesh has the highest possible numerical
mesh quality, because the cells in Cartesian and Cartesian-based meshes are perfectly
orthogonal498,499. Hence, it is not possible to improve the mesh quality through manual intervention.
This unparalleled ease-of-use actually leads to a significant improvement of result accuracy, because
the fidelity of the CFD simulation no longer has to be limited by project time constraints. In an
industrial setting, engineers who are using traditional CFD do not have time to refine y+ values across
the whole model even when the geometry is relatively simple. The more complex the geometry, the
greater the benefit obtained from using octree Cartesian meshing. Octree Cartesian meshes are highly
suited to solution-adaptive mesh refinement, where the mesh self-refines as the solution progresses
to ensure that gradients are adequately captured, for example, in shock capture.
497 M. R. Malin and J. D. Parry, “Turbulent Heat and Momentum Transfer in Rough Tubes”, Journal of
computational Fluid Dynamics and its Applications, Vol. 1, No. 1, January 1988, pp. 59-80.
498 John Parry and David Tatchell “Flomerics’ EFD Meshing Technology: A White Paper”.
499 “Advanced Immersed Boundary Cartesian Meshing Technology in FloEFD” MGC 02-11 TECH9690-W
15.6.3 Experts are Needed to Get Accurate CFD Simulation Results
Building in ease-of-use lowers the level of simulation-specific expertise needed, thereby allowing
engineers to focus on the engineering problem. The numerical and physical modeling expertise of the
software developers is accessed by the design engineer via the automation provided within the tool.
Inputs are limited to what needs to be known about the problem being described: boundary
conditions, materials, etc. applied directly to the native 3D geometry within the CAD system. Thus,
non-simulation experts can get reliable, repeatable, high-quality simulation results. We are in no way
ignoring the value of analysis experts. Such people are the very reason that CFD has grown to become
what it is today, pioneering new applications that have driven the development of new physical and
numerical models, etc. In late design, when the geometry is stable, traditional CFD can be applied,
leveraging the availability of analysis-ready CAD which is refined using a CAD-embedded CFD
solution, to provide further design verification if desired. Alternatively, analysis experts can
themselves use CAD-embedded CFD during design. CAD-embedded CFD and traditional CFD can, and
arguably should, complement one another. CAD-embedded CFD also integrates well with other CAE
tools used in product design, allowing temperature data to be exported as a thermal load for use in
Simulation and NASTRAN-based FEA solvers, among others, helping to accelerate other aspects of
the design.

Essentials of CFD: Pressure Countours Over NACA 0012 Wing Section On Transonic Flow

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Essentials of CFD: Pressure Countours Over NACA 0012 Wing Section On Transonic Flow

Uploaded by

Copyright:

Available Formats

CFD Open Series/Revision 2.

Adapted & Edited by : Ideen Sadrehaghighi

2 Linear PDE’s and Exact Solution of Some Model Equations ....................................... 43

4 CFD Basics .................................................................................................................................... 75

5 Finite Differencing (FD) & Spatial Discretization ....................................................... 134

6 Finite Volume Method (FVM) ............................................................................................. 159

8 Temporal Discretization and Time Marching .............................................................. 216

9 Panel Methods ......................................................................................................................... 242

10 Solution Methods for Inviscid (Euler) Equations........................................................ 266

11 Solution Methods for Viscous (Navier-Stokes) Equations ....................................... 283

12 Finite Element Method (FE)................................................................................................ 331

13 Spectral and Other High Degree Methods ..................................................................... 357

14 Components of CFD Simulation ......................................................................................... 376

15 Best Guidelines for Optimal CFD Simulation ................................................................ 403

Industrial Environmental Physiological

•Aerospace •Atmospheric pollution •Cadiovascular flows

Figure 1.1.1 CFD Application in Various Industries

1.2 Fluid & Aerodynamic Flow Regions as Characterized By Mach Number

Flow Regime Mach knots mph Km/h m/s

Table 1.2.1 Classification of Mach Number

Fluid Mechanics (5 Ed.). John Wiley & Sons. p. 95.

5 John D. Anderson, “Fundamentals of Aerodynamics”, McGraw Hill Inc. pp.37-39, 1976.

Figure 1.2.3 Different Regimes of Flow (Courtesy of John D. Anderson)

“Computational Fluid Dynamics - An Introduction”, 3rd Edition, ISBN: 978-3-540-85055-7, 2009.

1.4 CFD Processes

their usage ?”, ResearchGate.

Finite Difference Finite Volume Finite Element Meshless/Meshfree

Figure 1.4.1 Solution Methods for PDEs

1.4.2 Boundary Conditions

Figure 1.4.2 Relationship Between Physics Fidelity & Numerical Algorithm

1.5 Verification, Validation & Calibration

1.6 History and Success Stories

14 Milne-Thomson, L.M. (1973), “Theoretical Aerodynamics”, Dover Publications. ISBN 0-486-61980-X.

Journal of Computational Physics (Elsevier) 195 (2): 414–433.

flow problems". Journal of Computational Physics 1 (1): 87–118.

Figure 1.6.1 Simulation of the Hyper-X Scramjet Vehicle in Operation by NASA

1.7 Advantages of using CFD

1.8 Vision for Further

University of Wyoming and the Vision CFD2030 Team.

Figure 1.8.1 Road Map for CFD Studies

1.9 CFD in Aerospace Industry

A Path to Revolutionary Computational Aero sciences," NASA/CR-2014-218178, 2014.

Commercial Airplanes, Seattle, USA.

1.10 CFD vs. Wind Tunnel

32 The Eur Asian Times

B2- 4AC < 0 B2- 4AC = 0 B2- 4AC > 0

Elliptic Parabolic Hyperbolic

Laplace equation Heat conduction equation Wave equation

No real charateristics One real charateristics Two real charateristics

2.2 Behavior of the Different Classes of PDE

(A) 3D Steady Flow (B) 2D Steady Flow

(A) 2D Unsteady Flow (B) 1D Unsteedy Flow

35 Anderson, D.A., Tannehill, John C. and Pletcher, Richard

4, No. 12, December 1966, pp. 2136–2141.

2.3 Nonsingular Transformation Figure 2.2.5 Two-way interchange of information

2.4 Exact (Closed Form) Solution to Linear Model Equations

37 Parabolic Flows by “PHOENICS”.

u(x, t) = ∑ Am eβmt sin k m x

40 From Wikipedia, the free encyclopedia.

43 Caty Fairclough, “COMSOL Blog”, December 20, 2017.

3.1 Interpolation (Morphing)

Figure 3.1.1 Bi-linear (middle) and Bi-Cubic (far right) Interpolation

M(α, t) = α(t)Ŝ1 + [1 − α(t)]Ŝ2