More about Convection-Diffusion Equations

In the absence of sources, steady convection and diffusion of a property Ф in a given one-
dimensional flow field u is governed by
d
( u ) =  
d d
(1)
dx dx  dx 
The flow must also satisfy continuity, so

d ( u ) (2)
=0
dx
We consider the one-dimensional control volume shown in Figure 1 and use the notation
introduced earlier. Our attention is focused on a general node P; the neighboring nodes are
indentified by W and E and the control volume face by w and e
Integration of transport equation (1) over the control of Figure 1 gives
d   d 
( uA )e − ( uA )w = A  −  A  (3)
 dx  e  dx  w
And integration of continuity equation (2) yields

( uA)e − ( uA)w = 0 (4)

To obtain discretised equations for the convection-diffusion problem we must approximate

the terms in equation (3). It is convenient to define two variables F and D to represent the
convective mass flux per unit area and diffusion conductance at cell faces:

F = u and D = (5)
x
The cell face values of the variables F and D can be written as
Fw = ( u ) w Fe = ( u )e (6)

w e
Dw = De = (7)
xWP xPE

We develop our techniques assuming that Aw = Ae = A, so we can divide the left and right
hand sides of equation (3) by area A. As before, we employ the central differencing approach
to represent the contribution of the diffusion terms on the right hand side.
The integrated convection-diffusion equation (3) can now be writen as

Fe e − Fw w = De (  E −  P ) − Dw (  P − W ) (8)

and the integrated continuity equation is

Fe − Fw = 0 (9)
Quadratic upwind differencing scheme: the QUICK scheme
The quadratic upstream interpolation for convective kinetics (QUICK) scheme of
Leonard (1979) uses a three-point upstream-weighted quadratic interpolation for cell face
values. The face value of Ф is obtained from a quadratic function passing through two
bracketing nodes (on each side of the face) and a node on the upstream with (Figure 2)

Figure 2: Quadratic profiles used in the QUICK scheme

For example, when uw  0 and ue  0 a quadratic fit through WW ,W and P is used
to evaluate w , and a further quadratic fit through W , P and E to calculate e .
For uw  0 and ue  0 values of  at W , P and E are used for w , and values at P, E
and EE for e . It can be shown that for a uniform grid the value of  at the cell face
between two bracketing nodes i and i−1 and upstream node i−2 is given by the
following formula:
6 3 1
 face = i−1 + i − i−2 (10)
8 8 8
When uw > 0, the bracketing nodes for the west face w are W and P, the upstream
node is WW (Figure 2) and
6 3 1
w = W +  P − WW (11)
8 8 8
When ue > 0, the bracketing nodes for the east face e are P and E , the upstream node
is W , so
6 3 1
e =  P +  E − W (12)
8 8 8
The diffusion terms may be evaluated using the gradient of the approximating parabola. It
is interesting to note that on a uniform grid this practice gives the same expressions as
central differencing for diffusion, since the slope of the chord between two points on a
parabola is equal to the slope of the tangent to the parabola at its midpoint.
If Fw  0 and Fe  0, and if we use equations (11) - (12) for the convective terms and central
differencing for the diffusion terms, the discretised form of the one-dimensional
convection-difffusion transport equation (8) may be written as

 6 3 1  6 3 1 
 +  − 
 e8 P 8 E 8 W 
F − Fw W +  P − WW  
   8 8 8 

= De (  E −  P ) − Dw (  P − W )

which can be rearranged to give

 3 6   6 1 
D −
 w 8 wF + D + F  =  w 8 w 8 Fe  W
D + F +
8 
e e P

 3  1
+  De − Fe   E − FwWW (13)
 8  8
This is now written in standard form for discretised equations:
aP  P = aW W + aE  E + aWW WW (14)

where
aW aE aWW aP
6 1
Dw + Fw + Fe
3
De − Fe
1
− Fw aW + aE + aWW + ( Fe − Fw )
8 8 8 8
For Fw  0 and Fe  0 the flux across the west and east boundaries is given
by the expressions
6 3 1
w =  P + W −  E (15)
8 8 8
6 3 1
e =  E +  P −  EE
8 8 8
Substitution of these two formulae for the convective terms in the discretized convection-
diffusion equation (8) together with central differencing for the diffusion terms leads (after
rearrangement as above) to the following coefficients:

aW aE aWW aP
3
Dw + Fw
6 1
De − Fe − Fw
1
Fe aW + aE + aEE + ( Fe − Fw )
8 8 8 8
General expressions, valid for positive and negative flow directions, can be obtained by
combining the two sets of coefficients above.
The QUICK scheme for one-dimensional convection-diffusion problems can
be summarised as follows:

aP  P = aW W + aE  E + aWW WW + aEE  EE (16)

with central coefficient

aP = aW + aE + aWW + aEE + ( Fe − Fw )

and neighbour coefficients

aW aWW aE aEE
1 1
6 1
DW +  w Fw +  e Fe −  w Fw 3 6
De −  e Fe − (1− e ) Fe (1−  e ) Fe
8 8 8 8 8 8

3
+ (1− w ) Fw −
1
(1− w ) Fw
8 8

 w =1 for Fw  0
 e =1 for Fe  0
 w = 0 for Fw  0
 e = 0 for Fe  0
Third order Upwind scheme of Kawamura, Takami and Kuwahara (1985).

 u 
We shall consider a term  f  which is to be discretized.
 x i , j

 u   u 
 f  = f i, j  
 x i , j  x i , j

Let us assume a profile u = a + bx + cx 2 for u if f ij  0, we can write

ui , j = a

ui−1, j = a − bx + c ( x )
2

ui−2, j = a − 2bx + 4c ( x )
2

We can write
4 ui−1, j − u1−2, j = 4a − 4bx + 4c ( x ) −a + 2bx − 4c ( x ) = 3 ui , j − 2bx
2 2

3ui , j − 4ui−1, j +ui−2, j

or b=
2x
 u u
from u = a + bx + cx 2 , we get = =b
x i , j x x=0

 u   3ui , j − 4ui−1, j + ui−2, j 

Finally, for fi , j  0 ,  f  = f i, j  
 x i , j  2  x 
............. (1)
In a similar way, for fi , j  0

ui , j = a , ui+1, j = a + bx + c ( x ) and

2

ui+2, j = a + 2bx + 4c ( x )
2

4ui+1, j − ui+2, j = 4a + 4bx + 4c ( x ) − a − 2bx − 4c ( x )

2 2

= 3a + 2bx

 −3ui , j + 4ui+1, j − ui+2, j 

b=
2x

 u  fi , j  −3ui , j + 4ui+1, j − ui+2, j 

for fi , j  0 , f  =
 x i , j 2x
.................... (2)
 which is summarized as following

 u   −ui+2, j + 4 ( ui+1, j − ui−1, j ) + ui−2, j 

 
f  = fi , j
 x i , j 4x

ui+2, j − 4ui+1, j + 6ui , j −4ui−1, j + ui−2, j 

+ fi , j
4 ( x )
................ (3)

This is a Second Order Accurate scheme

Now, if the first term on the right hand side of (3) is analyzed through a Taylor series
u 1  3u
− ( x ) f 3 + higher order derivatives.
2
it tantamounts to  f
x 3 x
In a similar manner, the second term on the right hand side of (3) yields the highest term
 4u
in the truncated series as ( x ) f 4 + higher order derivatives
3

x
1  3u
• TASK is to remove the term ( x ) f 3 so that the scheme becomes third order accurate !!!
2

3 x
• First, we have to analyse through Taylor series and then eliminate the term we intend to
remove
 ( x )  2ui+1, j ( x )  3ui+1, j ( x )  4ui+1, j
2 3 4

ui+2, j = ui+1, j + ( x ) ui+1, j + + +
x 2 x 2 3! x3 4! x 4

  u ( x )  2u ( x )  3u 
2 3

= ui+1, j + ui , j + ( x ) + + +  x
x  x 2 x 2
3! x 3


( x )  u ( x )  2u 
2 2
2
+ ui , j + ( x ) + + 
2! x 2  x 2 x 2


( x )
3
3  u 
+ u + ( x ) +
3! x3  x 
i, j

( x )
4
4  u 
+  i , j x x +
u + 
4! x 4
Finally we get,
 u   u 7  3u 15  4u
2
2 3
ui+2, j = ui+1, j + x   + 2  ( x )  + ( ) ( )
3 4
 x +  x +
 x  x 2 6 x 24 x
3 4

.............. (4)
In a similar way, it is possible to derive

u 3  2u 7  3u 15  4u
( ) ( ) ( )
2 3 4
ui−2, j = ui−1, j − x + x − x + x +
x 2 x 2
6 x 3
24 x 4

........................... (5)
How to eliminate the third derivative?

u 7 ( x )  u 7 ( x )  3u
2 3
4  u
2 4
7ui+1, j = 7ui , j + 7 ( x ) + + + 7 ( x ) +
x 2 x 2
3! x 3
x 4

u 7 ( x )  2u 7 ( x )  3u
2 3
4  u
4
7ui−1, j = 7ui , j − 7 ( x ) + − + 7 ( x ) +
x 2 x 2
3! x 3
x 4

u 14 3  u
3
7 ( ui+1, j − ui−1, j ) = 14 ( x ) + ( x ) + fifth and higher order derivative .. .. (6)
x 6 x 3

From (4), (5) and (6) we get:

u 14 3  u
3
− ui+2, j + ui−2, j = − ui+1, j + ui−1, j − 2x − ( x ) +
x 6 x 3

u 14 3  u
3
7 ( ui+1, j − ui−1, j ) = 14 ( x ) + ( x ) +
x 6 x 3

u
− ui+2, j + 8 ( ui+1, j − ui−1, j ) + ui−2, j = 12 ( x )
x

u −ui+2, j +8 ( ui+1, j −ui−1, j ) + u i−2, j

or, =
x (12 x )
which is free from errors due to third order derivatives so, the final expression of
 u 
f  becomes (from Eqn. (3))
 x i , j

 u   −ui+2, j + 8 ( ui+1, j − ui−1, j ) + ui−2, j 

 
f  = fi , j
 x i , j 12 ( x )

ui+2, j − 4ui+1, j + 6ui , j − 4ui−1, j + ui−2, j 

+ fi , j
4 ( x )

This is formally third order accurate discretization scheme for the convective
terms.

Both QUICK (1979) and Kuwahara (1985) schemes are used for LES of Turbulence and
several other applications where higher order discretization of the convective terms
is needed.
Thank You