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Filippo M. Denaro Dip. di Ingegneria Aerospaziale Seconda Universita di Napoli, Italy Francesco S. Marra Dipartimento di Energetica, Termo uidodinamica Applicata e Condizionamenti Ambientali Universita \Federico II", Napoli Gaetano Continillo Istituto di Ricerche sulla Combustione - CNR, Napoli

January 15, 1998

1 Introduction.

A critical point in the simulation of reactive ows is the treatment of the source terms, often dealt with by means of time-split special ODE solvers. In this work, it is shown that a proper coupling of all terms can be obtained by applying an upwind reconstruction to the source terms. In simulating reactive ows the production terms can be responsible of the creation of new extrema in the transported variables that, nevertheless, are expected to be always bounded in a characteristic range of values. Fast reactions, as it is often the case with combustion, create gradients that can be so strong to result hardly resolvable on a mesh of reasonable size: a careful treatment of the advective terms in the partial density equations is, therefore, required for such problems. Moreover, the ow presents a broad spectrum of time and length scales 1

etc. In such a way. This makes the average dependent variable smoother and. heavily a ecting stability limits for the computations. 2 Time{integrated reconstruction approach for advection{di usion{reaction equations. generate numerical oscillations. Le Veque and Yee 9] suggested that a time integral approach should be used for the production terms as well. Damkohler. For these reasons one must resort to higher order schemes that.depending on the local value of certain dimensionless numbers (Reynolds. by introducing space and time reconstruction principia for all of the contributes in the equations. it is possible to build more robust schemes. fdiff = 2 . as noted by Colella et al. 6]. The integral formulation (conservative form) of the transport equations allows to describe the local average behavior of the transported variables in a Control Volume based on the evaluation of uxes across its boundaries and on a volume integral of the production term.) 1]. linear schemes having the property of not generating new extrema (monotone schemes) can be at most rst-order accurate (Godunov's theorem) 2]. the arti cial numerical viscosity of rst-order schemes added to the uid molecular viscosity acts to over-smooth sharp gradients and this is source of heavy errors: the presence of such numerical viscosity may even result in unphysical high reaction rates 3]. Let '(x t) be the solution of the problem given by the following advection-di usionreaction equation @' = (f + f ) + P x D t 0 adv diff @t along with the proper initial and boundary conditions. thus ensuring the achievement of the desired formal accuracy for the whole numerical method. 5. A correct evaluation of the numerical uxes may be not su cient to obtain physically consistent solutions of the reactive ows equations. for reacting ows. Obviously it would be desirable to accurately solve reactive ow equations while avoiding numerical oscillations of the solution that can lead to unphysical values of some variables. the primary numerical task consists of accurately evaluating the numerical ux functions that contribute to the average transported variable 4. Unfortunately. a new treatment for the production term is proposed and results are presented to illustrate its bene ts. one must use non linear high-order schemes even for linear problems. where fadv = r 2 (1) . 8]. In general. This is perhaps the main reason why rst-order upwind schemes have been a work-horse in many applications for a long time. The approach suggested for the production term is formally consistent with the treatment of advective and di usive uxes. the numerical ux functions are obtained by means of a multidimensional high-order upwind scheme 7]. In this work. if linear. v'(x t). and keeping space and time steps as large as possible. In this work. However. This highorder formulation must be associated with some sort of limiter to prevent numerical oscillations of the solution. to get around Godunov's theorem.

generally constituted by a non linear function of '.1 ' + Ldiff @tl. v the (known) velocity eld. (1). Hence.1 ' + @tl. n p p = 1 fp + 1 sp ( p) ( p) Z Z (4) with fp = sp = Z tn+1 tn Z tn+1 tn dt dt B p p n (fadv + fdiff ) dB P (x t) d D: we de ne the locally{averaged variable at time tn in any subdomain (cell) n 1 Z '(x t ) d : (5) n ( ) By considering a space Taylor expansion truncated at the m-th order. the di usion coe cient. and P (x t) a generic production term. (2) develop as 1 r r @tl ' = (Ladv + Ldiff )(l)' + l X j =1 (Ladv + Ldiff )(j. For constant velocity eld and transport coe cient.1) @tl. Under the hypotesis that ' C 1.'(x t). @tl ' = Ladv @tl.j P (3) In order to recast the balance equation (1) in integral form as: n+1 .1 P l = 1 : : : k where Ladv ' = fadv de nes the advective operator. it is easy to verify that each time derivative can be recursively obtained as . Ldiff ' = fdiff de nes the di usion operator. the expressions for the time derivatives appearing in Eq. Eq. by means of a time Taylor expansion we obtain r 2 t3 t2 (2) 'n+1 'n = t@t 'n + 2! @t2 'n + 3! @t3 'n + : : : + O( tk+1) where the time derivatives can be evaluated by successive derivations of Eq. (5) can be formally rewritten as = I R(m) ' . 1 note that for constant velocity and di usion coe cient Ladv Ldiff ' = Ldiff Ladv ' 3 .

(8). by integration over space of Eq. xs) @xs xs dx j =1 being nd the number of the space dimensions. let p = D with p \ q = 8p q p 6= q.1(Ladv + Ldiff )(l. (2). 1 1 j ! ( ) (x) s=1(xs . an approximate expression for the balance equation. (7). (7) for each and all of the subdomains p : 'n+1 'n = (1 ) f~p + (1 ) sp + (1 ) ap ~ ~ p p p p p . (9) where f~p = k X l=1 tl l! (Z B p n (. Now.1) ' dB + r Z @tl. By adopting Eq. The coupling term has the structure of a ux and does not appear in the usual formulations.j P dB Note that Eq. be a partition of D.1 P d (8) j =2 B (. identi ed by the three integrals: a di usion{advection term as would result from a pure di usion{advection equation. R(m) ). by looking at Eq. (7).v + r )(I . contains three groups of terms in the RHS. and a coupling term between di usion{advection and production.v + n r )(Ladv + Ldiff )(l. and by applying the Gauss theorem.v + )(Ladv + Ldiff )(j. with the time Taylor expansion truncated at the k-th order and the space Taylor expansion truncated at the m-th order. This justi es the extention of the upwind treatment to a production contribution. the volume integral of each derivative is required. Hence.where Z nd X 0 0 (6) = . Z @tl ' d = Z + B l XZ n (. This will constitute the state vector of the approximating discrete problem.1) 'n dB 4 ) (10) . let f'pg be the set of values of ' sampled over a conveniently chosen set of points associated with the given partition f pg of D. . Furthermore. (3). each integral can be expressed as . can be written as R(m) m X " #(j ) 0 I R(m) 'n+1 'n = ! 2 3 k 1 Z n + t @ 2 'n + t @ 3 'n + : : : + t @ k 'n d t@t ' (7) ( ) 2! t 3! t k! t In the RHS of Eq.2) @tl. we write Eq. a production term. To calculate the set f'pg.

1(L + L )(j.2) @ l.1 I + R(m) 3 One{dimensional case In the intents of the present paper and for sake of simplicity. ??? Figure del Mesh. namely g = m. the approach is developped for 1D case. 1.h=2 l! ( ) tl Z xp+h=2 @ l. Obviously this is only one of the wide possible choices to obtain a local continuous representation of the state vector. particularize as follows f~p sp ~ t2 n ( u + @ )P n xp+h=2 o ap ~ (15) x xp .sp = ~ ap = ~ k X l=1 k X l=2 tl Z (I R(m) ).h=2 t . being I + R(1) = I .1 P n dx l! xp. .1 A second order scheme 2 X l=1 2 X l=1 For m = 1 the expressions of the terms (10-12) . 3.1 P n d (11) t l! p 8 9 l tl <X Z n ( v + )(I R(m) ). . In the discretized form. Then. Firstly we observe that the achieving of a formal order of accuracy in both time and space can be obtained by xing k = and m = . (13) (14) 5 . (13-15) simplify in such a way that derivatives greater than order m are no longer represented. The numerical scheme is obtained by xing the spatial derivation rules on the set of the discrete data for the derivatives that appear in the surface and domain integrals. the reconstruction operator I . R(m) has been formally inverted and brought under the integrals of the RHS. Eqs.j P ndB = adv diff t l! :j=2 B p (12) .h=2 2 Owing to the adopted polynomial degree g = 1.1) 'n xp+h=2 x x xx xp . To this aim a polynomial reconstruction is xed with an upwind criterion the degree of which is xed according to the truncation order of the Taylor space expansion.1 @ l. j tl ( u + @ )( u@ + @ )(l. ( ) Here. . r . the following straightforward approximate inversion is adopted: I R(m) . the following expressions are obtained: j . by neglecting all contributions containing derivatives of order greater than m. owing to the weak formulation.

h=2 # 2" t . The expressions of the terms (10-12) particularize as follows . for an equally{spaced mesh. It appears that. 2 ! 'n xx #xp +h=2 xp .h=2 .h=2 2 ! t P n dx 6 tt + t 'n u t'n ]xp+h=2 x xx xp .h=2 l! ( ) tl Z xp+h=2(1 2@ )@ l. I R(2) = I R(3) = 1 + 2 @xx where 2 = h2 =24 with h the chosen mesh size. analogously to the case m = 1. f~p sp ~ ap ~ 3 X l=1 3 X l=1 3 X l=2 tl ( u + @ )(1 2 @ )( u@ + @ )(l. (1 .2 A third order scheme .1) 'n xp+h=2 (16) x xx x xx xp . which acts on the whole set of the state vector. one has 3.h=2 xp . in the case of centered control point.h=2 Z xp +h=2 t P n + 2t Ptn dx xp . . When a third order accuracy is required.h=2 l! :j=2 . . 6 .uP n + u2 t P n + u 2P n xp+h=2 + t3 h.h=2 8 9 l tl <X ( u + @ )(1 2 @ )( u@ + @ )(j.2)@ l.uP n + u 2(P n) ixp+h=2 ap = 2 ~ xx t t xx xp .1 P n dx (17) xx t l! xp. .h=2 u t2 P n]xp+h=2 + t2 P n]xp+h=2 xp . . for m = 2. xp +h=2 u t 'n u 2 t 'n + t 'n]xp+h=2 x x xp.f~p = sp = ~ ap = ~ . 2 Z xp +h=2 u t 'n + u2 t2 2 x 6 .h=2 xp +h=2 2 n + t Pxn . . develop as f~p = sp = ~ . 2u t Pxx + t (Ptn)x 2 3 3 xp . .h=2 3 x 6 xp . the only meaningful contributions to the approximate inversion are limited to the rst order term2. Then the corresponding matrix operator.h=2 2 2 x xp.h=2 . is certainly invertible.j P n xp+h=2 = (18) x xx x xx t xp. it is necessary to include at least the next 4-th order term in the recontruction operator. which.h=2 to consider higher order accuracy. 2 @xx) P n + 2t Ptn + xp . . u t t " 'n .

the functions are de ned as: for m = 1: . .h=2 Z xp +h=2 t P n u 2 t Pxn + 2t S dx xp . . . . . In this case. .h=2 xp +h=2 u t3 h 2 i n n x +h=2 S n 2 Sxx xp.h=2 Z xp +h=2 2 ! sp = t ~ P n + 2t S + 6t Q dx xp .h=2 " ! u t P n + u2 t2 2 P n + u 2 t P n + t x 2 6 2 xx 2 t2 #xp +h=2 u t2 S n 2 t S n + u 2 t2 S n Qn x xx 3 2 3 6 x xp. . .h=2 ap = u 2 t P n 2u3 t Pxn 2Pxx ~ p 6 xp . xp +h=2 u t 'n u 2 t 'n x xp . Then.4 A numerical scheme for the convection{reaction case In the following the above formulation is developped for a simple convection{reaction equation. . . the three contributions are: for m = 1: .h=2 2 . ! # '(x) = c1 + c2 x P (x) = p1 + p2 x S (x) = s1 + s2 x 7 . . . . successive time partial derivatives of the source terms are deduced from the balance equation as it follows: Pt = P''t = uPx + PP' = uPx + S Ptt = u2Pxx 2uSx + Q where S = PP' and Q = PS'.h=2 u t2 P n]xp+h=2 xp . f~p = sp = ~ ap = ~ for m = 2: " . xp +h=2 2 2 2 'n ~p = u t 'n u t 'n + u t f xx 2 x 6 xp . . . .h=2 According to the adopted interpolation.

h c2 = 3I 4E2h + E.1=2 u 2 t " !#) u2 t2 2 2 +c3 xp. .1=2 u 2 t sp(xp) = h t p1 p2 u 2 t + 2t s1 ~ 2 ap(xp h=2) = u 2 t p1 + p2xp. 8 .2h '(xp) and similarly for the other coe cients. the numerical scheme result de ned by the expressions . . . '(x) = c1 + c2 x + c3 x2 P (x) = p1 + p2 x + p3 x2 S (x) = s1 + s2 x + s3 x2 Q(x) = q1 + q2 x + q3 x2 being. . for u > 0.1=2 ~ p . Then.1=2 + p3x2. the coe cients computed as c1 = I'(xp) c2 = I hE.2h '(xp) . for m = 2: u t c1 + c2 xp. . u t c1 + c2 xp. . the numerical scheme result de ned by the expressions (ricordarsi di modi care sp) . . for u > 0.h c3 = I 2E2h2+ E. f~p(xp h=2) = .being.1=2 u txp. . the coe cients computed as c1 = I'(xp) . Then.1=2 ~ f~p(xp h=2) = . .h '(xp) and similarly for the other coe cients. . .1=2 + 2 6 " ! !# h2 + t s + s h2 + t2 q + q h2 ~ Sp(xp) = h t p1 + p3 3 2 1 3 3 6 1 33 sp(xp h=2) = h t u 2 t p1 + p2 xp.

1=2 3 p. This consists of a balance equation with a linear advection term with transport velocity u = 1 and the following production term: 9 .1=2 + u t p3 u t2 s + s x t 2 s + 2s x + s3x2. 2 2 2 p 2p x 2 + u 6t 2 3 p.c +c ! . .ap(xp ~ . . .1=2 2 2 # 2 2 t2 2 q + 2q x + 2u t s3 2 3 p. c 2 . . . and = t. The numerical schemes are nondimensionalised with respect to the following parameters: c = u t=h. . .1=2 p 3 1 2 p. c c2 'n i 2 . . . the usual Courant number. . . c + c2 'n 4 2 i+1 ! ! form m = 2 'n+1 i = 1. 1D advection{reaction test case In order to verify the validity of the proposed approach.1 6 2 2 2 ! 7 c 2 + c c2 c + c3 'n 36 3 6 6 6 i. . 'n + i c + c2 2 2 3c . 4 ! 'n.2 .1=2 2u3 t + p3 x2.1 Linear stability analisys 'n+1 i = 1+ 2 2 2 .1=2 2 6 . . '. . The form assumed for the production term is simply P = .1 + i . 13] is considered. . . 2 2 3 3 c2 + c2 + 2 6 + c + c2 712 ! c 2 + c c2 c + c2 c3 'n 18 6 3 3 2! 6 i+1 5 c 2 + c2 c3 3 c + c 'n i. ! 2 A von Neumann linear stability analisys is performed for both schemes.1=2 + s3 xp.1=2 4u3 t xp. . . the very simple test{case proposed by LeVeque and Yee 9.1=2 2 p i u t3 hs + s x 2 2 1 2 p. With this assumptions the schemes simplify in the following explicit expressions: form m = 1 4. . + + + . a nondimensional production coe cient. .1=2 3 6 2 h=2) = u 2 t p1 + p2 xp.

For all cases the solution after 20 time steps is reported. The results behave at least as those reported in the cited literature. Of course stability limits demand a time step restriction. The computational domain is subdivided into 50 cells of unitary length. However. also for the most sti case.3 3 2 2 tau 1 tau 1 0 0 1 2 3 0 0 1 2 3 Courant Courant Figure 1: Stability region of the present scheme vs. In Fig. The initial data are assigned as ' = 1 for x < 0:3 ' = 0 elsewhere.1 both the stability region for our scheme and the explicit one from 13] are reported. allows a single{step procedure without the necessity of any system inversion also for 2{ and 3{ dimensional cases. . The reported results are relative to = 1 10 100 at Courant 0:75 and = 1000 at Courant 0:25. The last case represents a strongly sti one. This case corresponds to the propagation of a reaction wave with unitary speed. designed for general dimension number. rst order upwind scheme with central source term (dotted line) and upwinded source term (dashed line). P = '(1 ')(' 1=2) . 10 . A linear stability analysis shows the large stability gain obtained with the proposed scheme. This is a very good result because this computations are completely explicit while the reference result was obtained with a predictor{correction procedure. This proves the validity of our approach that. 4. the allowed time step is not too severe and larger than other explicit schemes previously proposed 13].

5 1.4 0.0 0.1.5 0.0 1.2 0.0 0.0 c) d) Figure 2: Numerical solution with the second order scheme (+++) vs.5 b) 1.5 1.0 1.4 0.0 0.0 −0.5 0.2 0.5 0.2 0.5 0.0 0.0 0.0 −0.6 0.5 0.0 a) 1.6 0.5 1.8 1.4 0.0 −0.2 0. 11 .8 1.6 0.4 0.0 −0.5 0.0 0. analytical solution for: a) = 1 b) = 10 c) = 100 d) = 1000.8 1.0 0.6 0.5 0.0 0.5 0.8 1.

0 c) d) Figure 3: Numerical solution with the third order scheme (+++) vs.0 −0.4 0.5 1.6 0.8 1.5 1.0 0.6 0.2 0.5 0.8 1.2 0.0 −0.0 1.0 −0.4 0.6 0.2 0.5 0.4 0.5 0.8 1.6 0.0 0.5 1.2 0.0 1.0 0.0 0.5 0.0 0. 12 .1.4 0.0 −0.0 0.0 0.5 0.5 0.8 1.5 0.0 a) 1.5 b) 1.5 0. analytical solution for: a) = 1 b) = 10 c) = 100 d) = 1000.0 0.

F. F. M. Godunov. n. 1991. Denaro. 6] F. 47. Num. 2] S. P. 1-107 (1989). Part B. de Felice. Meola. Methods in Fluids. only algebraic e ort.4 (1993). Sbornik. References 1] N. Sarghini. ??? (1996). performs comparably to front tracking methods. Peters. 5. Denaro. Model Free Numerical Simulation of High Reynolds Compressible Flows on Adaptive Unstructured Grid. 1959. 5] G. Energy Comb. 135. S. Multidimensional Single Step Vector Upwinded Schemes for Highly Convective Transport Problems. de Felice.Conclusions A new class of numerical schemes for unsteady advection{di usion{reaction equations was introduced and preliminary results are very encouraging. Prog. proved on a test problem constituted of an essentially discontinuos representation of the reaction front. Furthermore. M. Oran and J. Toward A New Model-Free Simulation of High Reynolds Flows: Local Average Direct Numerical Simulation. Givi. Res. Vol. Boris.M. Meola. Sci. 7] G. Model Free Simulation of Reactive Flows. C. 23. C. in the generalization to arbitrary space dimension or order of accuracy. The schemes must be also tested for equations including non-linear advection terms. In fact the scheme. F. presented at the Conference on Numerical Methods for Fluid Dynamics. 271-306. A Di erence Scheme for Numerical Solution of Discontinuous Solution of Hydrodynamic Equations. J. 13 . Math. (1995). K. Napoli. in Numerical Approaches to Combustion Modeling. Length Scales in Laminar and Turbulent Flames. today a ordable by means of available automatic symbolic tools. AIMETA. C.s E. the development of the scheme is based on few and very simple ideas requiring. Denaro. Ed. translated US Joint Publ. Oxford 3-6 April (1995). Meola. F. de Felice. Sarghini. JPRS 7226 (1969). Progress in Astronautics and Aeronautics. 4] G. Int. The presence of di usion terms is expected to produce a more robust behaviour because of the smoothing e ect introduced.. Denaro. Oct. On Approximate Weak Solutions of High Reynolds Number Compressible 2D Flows Based on Mesh-Dependent Filters. 23. Further investigation is needed to caracterize the performance of the scheme completed with non linear ux limiters required in the advection discretization. 3] P.M. Service. F. Numerical Heat Transfer.

C. SIAM J. Le Veque.Yee. F. R. Roytburd. Majda. 38-69 (1973). 10] J. Comp. 13] A. Comp. 11. Colella. Flux-Corrected Transport. Boris. 187-210 (1990). Upwind Methods for Hyperbolic Conservation Laws with Source Terms. J. L. Oran. Theoretical and Numerical Structure for Reacting Shock Waves. Kolbe. Oran. I. 1049-1071 (1994). New Insights into Large Eddy Simulation. E. A. D. 9] R. SHASTA. A Study of Numerical Methods for Hyperbolic Conservation Laws with Sti Source Terms. Computers Fluids. Vazquez. 82-1323 (1987). Fluid Dynamics Research. F. P. E. 4 (1986). Stat. 86. L. Bermudez.8] P.. The Numerical Simulation of Compressible Reactive Flows. S. AIAA Paper No. Phys. Boris. Phys. 12] J. H. Comp. Boris. P. Sci. 7. a Fluid Transport Algorithm that Works. J. E. Grinstein. 14 . 23. Book. V... 199-228 (1992). 10. 11] J. J. P. S.

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