Kris Van Den Abeele

FACULTY OF ENGINEERING
Department of Mechanical Engineering
Development of high-order
accurate schemes for
unstructured grids
Thesis submitted in fulfillment of the requirements for the
award of the degree of Doctor in de Ingenieurswetenschappen
(Doctor in Engineering) by
Kris Van den Abeele

May 2009
Advisor:
Prof. Dr. Ir. Chris Lacor
Abstract
The past decade, there has been a surge of research activities on highorder methods for unstructured grids in the computational fluid dynamics
(CFD) community. The driving motivation for this surge is the expectation
that these methods have the potential of delivering the required accuracy
for flow problems with complex physics and geometry more efficiently, i.e.
with less CPU-time, than traditional first- and second-order accurate finite volume (FV) methods. Typical examples of such problems are flows in
which turbulent phenomena play an important role, for instance for turbulent combustion or for the generation of aeroacoustic noise. High-order
methods are also more suited than lower-order ones for the simulation of
the propagation of acoustic waves from a sound source to the observer of
the sound. These acoustic waves typically propagate over a large number
of acoustic wave lengths and possibly undergo various refraction, interference and scattering effects, which make them quite difficult to resolve
accurately.
These high-order methods for unstructured grids are currently not yet
mature enough to be used for actual industrial applications. They lack the
robustness and ease of use displayed by traditional lower-order CFD methods. Furthermore, there are a number of high-order methods under development and it is far from clear which method will eventually prove to be
the optimal one. The discontinuous Galerkin (DG) method is arguably the
most popular method. Other high-order methods are the residual distribution or fluctuation splitting method, the continuous finite element method
and the high-order FV method. The subject of the present PhD research
consists of two relatively new methods, namely the spectral volume (SV)
and the spectral difference (SD) method. The contents of each of the eleven
chapters of this thesis is briefly summarized below.
Chapter 1 gives a brief introduction to the research field of high-order
i
accurate methods. The need for high-order methods specialized for unstructured grids is illustrated. A summary of their merits and remaining
challenges is given. The issue of efficient algebraic solvers for high-order
methods is also briefly touched.
A literature survey is included in Chapter 2. For completeness, an overview
of the most important literature on the DG method, to which the SV and
SD methods are strongly related, is given. The survey then proceeds with
the available literature for the SV and SD methods themselves. The most
important contributions to algebraic solver algorithms for high-order methods are also mentioned.
The governing equations describing the problems that are solved in the
present thesis are discussed in Chapter 3. The linear advection equation
and Burgers equation are simple model equations that are used to assess
the accuracy of the high-order methods. More practical flow problems are
governed by the Euler equations, the Navier-Stokes (N-S) equations and
the linearized Euler equations.
In Chapter 4, a short summary of the classical FV method is given. Several important general concepts, like structured and unstructured grids
and approximate Riemann solvers, are also introduced in this chapter.
An extensive discussion of the SV methodology for the discretization of
convective, diffusive and source terms and for the imposition of boundary
conditions is included in Chapter 5. The quadrature-free formulation of
the SV method is also described. Finally, some criteria for the appropriate
partitioning of a cell into sub-cells or control volumes (CVs), as required
for the SV method, are given.
Chapter 6 contains an analogous discussion for the SD methodology, including two new approaches for the discretization of diffusive terms. An
important result of the present PhD research is the solution point independence property of the SD method, which is proven and illustrated in this
chapter. The flux point distributions that are used by the SD method are
also discussed.
Another significant result is presented in Chapter 7, where the connection between the SV and the SD method is investigated. It is shown that
for one-dimensional problems, the SV and the SD method are completely
equivalent if the CV faces of the SV method coincide with the flux points
ii
of the SD method.
The main results of this research are discussed in Chapter 8, where the
conclusions of analyses of the stability and accuracy of the SV and SD methods are presented. Several weak instabilities in previously used 1D, 2D
and 3D SV and SD schemes are identified. Where possible, new schemes
that are stable and accurate are designed. For third-order SD schemes on
triangular grids, the stability analysis indicates that there is no flux point
distribution that results in a stable scheme. A similar result was found for
the third-order SV schemes on tetrahedral grids, for which there exists no
stable partitioning into CVs. The results of the analyses are confirmed by
numerical tests.
The issue of efficient solution algorithms for the nonlinear algebraic systems that arise from any high-order spatial discretization is addressed in
Chapter 9. The Newton-GMRES algorithm and the nonlinear LU-SGS algorithm are discussed, along with their strengths and weaknesses.
The SV and SD methods have been implemented in a C++ code, named
COOLFluiD and developed at the von Karman Institute for Fluid Dynamics. Solutions for flow problems governed by the Euler, N-S and linearized
Euler equations, obtained with the SV and the SD implementations in
COOLFluiD, are presented and discussed in Chapter 10. These results
clearly illustrate the capabilities of these high-order methods.
The final chapter of this thesis, Chapter 11, summarizes the conclusions
of the present PhD research and discusses future challenges for the SV
and SD methods, and for high-order methods in general.
iii
iv
Acknowledgments
The first person whom I would like to gratefully acknowledge is my promoter, professor Chris Lacor, who gave me the opportunity to do a PhD
under his guidance. I thank him for his valuable suggestions during my
PhD research, as well as for granting me sufficient freedom to pursue my
own ideas.
Secondly, I am greatly indebted to professor Z.J. Wang. He invited me
for a stay at Iowa State University in the beginning of 2007, and the two
months I spent with his research group were without a single doubt the
most productive of the past four years. It was a pleasure and a privilege to
work with him.
My gratitude also goes to professor Herman Deconinck, who introduced
me to the COOLFluiD framework, which proved to be an extremely valuable asset for my research. On the same note, I would like to thank Tiago
Quintino, Andrea Lani, Thomas Wuilbaut, Nad`ege Villedieu and the other
members of the COOLteam for their support during the implementation
of the spectral volume and spectral difference modules inside COOLFluiD.
The IT support of our system administrator Alain Wery is invaluable for
the research at our department. I greatly appreciate him for his good mood
and everlasting patience through the perpetual stream of requests and
computer problems coming towards him. Thank you very much, Alain!
Our secretary Jenny Dhaes also deserves a very big thank you. The administrative support she gives is what allows the PhD students to focus on
their research. And the pleasant conversation she offers when there is a
need to take the mind of the research is much appreciated.
I am pleased to acknowledge my colleagues, or rather, friends. I have been
v
working with Matteo Parsani for more than two years now. Together, we
have faced and won many battles against programming bugs and uncooperative algorithms. Moreover, he spent a lot of his time to proofread
my thesis. I wish him the best of luck with his further research. The
many discussions on mathematics and physics I have had with Ghader
Ghorbaniasl were always fruitful. His input to this thesis is very much
appreciated. I also think back fondly of the mathematical, but also the
philosophical discussions I have had with Mahdi Zakyani. Santhosh Jayaraju gave me the template that was used for this thesis, and in doing
so, saved a lot of much needed time for me. I also enjoyed working with
him on the teaching assignments we carried out together. In this regard, I
should mention Patryk Widera as well. I guided the wind turbine projects
of the bachelor students with him. He made it fun to do so, even though I
was under the pressure of writing my thesis at that time. My most recent
colleague, Willem Deconinck, made the process of writing my thesis more
bearable with his pleasant mood and sense of humour. In the three years
during which we were office mates, I have shared many laughs and a lot of
joy with Mark Brouns. I can honestly say that the department was never
the same again after he left... I would like to acknowledge Jan Ramboer,
who guided me through my master thesis and initially introduced me to
the world of computational aeroacoustics and high-order methods. I also
thank my colleagues Dean Vucinic, Khairy Elsayed and Sergey Smirnov,
and former colleague Tim Broeckhoven.
Last, but certainly not least, I would like to thank my parents, my grandparents, my sisters and brother, and my girlfriend, for the support they
have given me throughout my education and PhD research.
vi
Jury members
President
Prof. Gert DESMET

Vrije Universiteit Brussel
Vice-president
Prof. Rik PINTELON

Secretary
Prof. Patrick KOOL

Internal members
Prof. Stefaan CAENEPEEL

External members
Prof. Gerard DEGREZ

Universite Libre de Bruxelles
Prof. Z. J. WANG
Iowa State University
Promoter
Prof. Chris LACOR

vii
viii
Contents
1 Introduction
2 Literature survey
2.1 Discontinuous Galerkin method . . . . . . . . . . . . . . . . .
2.2 Spectral volume and spectral difference methods . . . . . . .
2.3 Time marching and algebraic solvers . . . . . . . . . . . . . .
7
7
8
10
3 Governing equations
3.1 Linear advection equation . . . . . .
3.1.1 Definition . . . . . . . . . . . .
3.1.2 Exact solution . . . . . . . . .
3.2 Burgers equation . . . . . . . . . . .
3.2.1 Definition . . . . . . . . . . . .
3.2.2 Exact solution . . . . . . . . .
3.3 Euler equations . . . . . . . . . . . .
3.3.1 Definition . . . . . . . . . . . .
3.3.2 Dimensionless numbers . . .
3.3.3 Characteristic wave solutions
3.3.4 Interaction with solid walls .
3.3.5 Far field boundary conditions
3.3.6 Exact solution . . . . . . . . .
3.4 Navier-Stokes equations . . . . . . .
3.4.1 Definition . . . . . . . . . . . .
3.4.2 Dimensionless numbers . . .
3.4.3 Interaction with solid walls .
3.4.4 Exact solution . . . . . . . . .
3.5 Linearized Euler equations . . . . .
3.5.1 Definition . . . . . . . . . . . .
3.5.2 Far field boundary conditions
3.5.3 Exact solution . . . . . . . . .
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4 Classical finite volume method

4.1 Discretization of the domain . . . .
4.2 Finite volume method . . . . . . . .
4.2.1 First-order accurate scheme
4.2.2 Higher-order accuracy . . .
4.3 Discretization of diffusive terms . .
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29
29
31
32
34
36
5 Spectral volume method

5.1 Discretization of convective and source terms . . . . . .
5.2 SV basis polynomials . . . . . . . . . . . . . . . . . . . .
5.3 Discretization of diffusive terms . . . . . . . . . . . . . .
5.3.1 Local SV approach . . . . . . . . . . . . . . . . .
5.3.2 Second approach of Bassi and Rebay . . . . . . .
5.3.3 Interior penalty approach . . . . . . . . . . . . .
5.4 Imposition of boundary conditions . . . . . . . . . . . .
5.4.1 Dirichlet boundary condition . . . . . . . . . . .
5.4.2 Neumann boundary condition . . . . . . . . . . .
5.4.3 Mirror boundary condition . . . . . . . . . . . . .
5.4.4 Simplified curved slip-wall boundary treatment
5.5 Quadrature-free implementation . . . . . . . . . . . . .
5.6 Criteria for the selection of partitions . . . . . . . . . .
5.7 Partition definitions . . . . . . . . . . . . . . . . . . . . .
5.7.1 Partitions for 1D cells . . . . . . . . . . . . . . . .
5.7.2 Partitions for triangles . . . . . . . . . . . . . . .
5.7.3 Partitions for tetrahedra . . . . . . . . . . . . . .
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39
39
44
46
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48
49
49
50
51
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52
54
56
58
59
59
59
6 Spectral difference method

6.1 Discretization of convective and source terms
6.2 SD basis polynomials . . . . . . . . . . . . . .
6.3 Discretization of diffusive terms . . . . . . . .
6.3.1 Local SD approach . . . . . . . . . . .
6.3.2 Second approach of Bassi and Rebay .
6.3.3 Interior penalty approach . . . . . . .
6.4 Imposition of boundary conditions . . . . . .
6.5 Quadrilateral and hexahedral cells . . . . . .
6.6 Solution point independence property . . . .
6.6.1 Simplex cells . . . . . . . . . . . . . . .
6.6.2 Quadrilateral and hexahedral cells . .
6.7 Flux point distribution definitions . . . . . .
6.7.1 Flux point distributions for 1D . . . .
6.7.2 Flux point distributions for triangles .
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63
63
69
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6.7.3 Flux point distributions for quadrilaterals . . . . . . .

6.7.4 Flux point distributions for hexahedrons . . . . . . .
84
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7 Connection between SV and SD methods

7.1 SV-SD equivalence in 1D . . . . . . . . . . . . . . . . . . . . .
7.2 Illustration . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
87
87
90
8 Stability and accuracy analysis of spatial discretizations

8.1 Wave propagation analysis of 1D schemes . . . . . . . . . .
8.1.1 Second-order SV and SD schemes . . . . . . . . . . .
8.1.2 Third-order SV and SD schemes . . . . . . . . . . .
8.1.3 Fourth-order SV and SD schemes . . . . . . . . . . .
8.1.4 Higher-order SV and SD schemes . . . . . . . . . . .
8.1.5 Comparison with DG schemes . . . . . . . . . . . . .
8.1.6 Illustration . . . . . . . . . . . . . . . . . . . . . . . .
8.2 Wave propagation analysis of 2D schemes . . . . . . . . . .
8.2.1 SV schemes for triangular cells . . . . . . . . . . . .
8.2.2 SD schemes for triangular cells . . . . . . . . . . . .
8.2.3 SD schemes for quadrilateral cells . . . . . . . . . .
8.3 Stability analysis of 3D SV schemes for tetrahedral cells .
8.3.1 Second-order SV schemes . . . . . . . . . . . . . . .
8.3.2 Third-order SV schemes . . . . . . . . . . . . . . . .
8.3.3 Illustration . . . . . . . . . . . . . . . . . . . . . . . .
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144
9 Time marching and algebraic solvers

145
9.1 Newton-GMRES solver . . . . . . . . . . . . . . . . . . . . . . 148
9.2 Nonlinear LU-SGS solver . . . . . . . . . . . . . . . . . . . . 150
9.3 Global and local time stepping . . . . . . . . . . . . . . . . . . 152
10 Applications
10.1 Euler test cases . . . . . . . . . . . . . . . . . . . . .
10.1.1 Acoustic wave propagation . . . . . . . . . . .
10.1.2 Inviscid cylinder flow . . . . . . . . . . . . . .
10.2 Navier-Stokes test cases . . . . . . . . . . . . . . . .
10.2.1 Laminar cylinder flow . . . . . . . . . . . . .
10.2.2 Laminar pipe bend flow . . . . . . . . . . . .
10.3 Linearized Euler test cases . . . . . . . . . . . . . .
10.3.1 Multipolar sound sources in a stagnant fluid
10.3.2 Multipolar sound sources in a shear flow . .
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11 Conclusions and perspectives

11.1 Conclusions . . . . . . . . . . . . . . . . . . . . . . . .
11.2 Perspectives . . . . . . . . . . . . . . . . . . . . . . . .
11.2.1 Spectral volume method . . . . . . . . . . . . .
11.2.2 Spectral difference method . . . . . . . . . . . .
11.2.3 Developments for general high-order methods
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219
A Discontinuous Galerkin method

A.1 Discretization of convective and source terms . . . . . . . . .
A.2 DG basis functions . . . . . . . . . . . . . . . . . . . . . . . .
A.3 Discretization of diffusive terms . . . . . . . . . . . . . . . . .
221
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223
224
B Methods for stability analysis

B.1 Analysis of wave propagation properties . . .
B.1.1 1D wave propagation properties . . . .
B.1.2 2D wave propagation properties . . . .
B.2 Matrix method . . . . . . . . . . . . . . . . . .
B.2.1 Methodology . . . . . . . . . . . . . . .
B.3 Stability of the time discretization . . . . . .
B.3.1 Forward Euler time marching scheme
B.3.2 General time marching schemes . . .
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C p-Multigrid
243
C.1 Full approximation scheme . . . . . . . . . . . . . . . . . . . 243
C.2 V-cycles and full multigrid . . . . . . . . . . . . . . . . . . . . 244
C.3 Transfer operators . . . . . . . . . . . . . . . . . . . . . . . . 244
xii
Nomenclature
BDF2
BR2
CAA
CEM
CFD
CFL
CV
DG
DNS
DOF
FD
FDS
FV
GMRES
IP
LDG
LEE
LES
LSD
LSV
LU-SGS
N-S
ODE
R-K
RAM
RANS
SD
SGS
SSP
SV
Second-order backward differencing

Second approach of Bassi and Rebay
Computational aeroacoustics
Computational electromagnetics
Computational fluid dynamics
Courant-Friedrichs-Lewy
Control volume
Discontinuous Galerkin
Direct numerical simulation
Degree of freedom
Finite difference
Flux difference splitting
Finite volume
Generalized minimum residual
Interior penalty
Local discontinuous Galerkin
Linearized Euler equations
Large eddy simulation
Local spectral difference
Local spectral volume
Lower-upper symmetric Gauss-Seidel
Navier-Stokes
Ordinary differential equation
Runge-Kutta
Random access memory
Reynolds averaged Navier-Stokes
Spectral difference
Symmetric Gauss-Seidel
Strong stability preserving
Spectral volume
xiii
TVB
TVD
Total variation bounded

Total variation diminishing
Subscripts
0
ac
ac
bnd
C
c
cc
D
gho
I
i
i
in
int
j
j
L
l
m
n
nb
R
R
t
wall
Mean value
Value in the far field
Acoustic pressure
Acoustic pressure
Boundary value
Convective flux
Characteristic value
Current cell
Diffusive flux
Ghost value
Imaginary part of a complex number
Cell or generating pattern index
Generating pattern index
Value at an inlet
Internal value
Solution variable or generating pattern index
Generating pattern index
Left cell
Flux point index
Face or eigenmode index
Component normal to a wall or a face
Neighbouring cells
Real part of a complex number
Right cell
Tangential component
Value associated to a wall
Symbols
~1d
~1k
~1n
~1 ~
n,
3
4
max
Logical and
Cross section
Unit vector defining a direction
Unit vector in direction of the wave vector
Unit vector normal to a wall or a face
Unit normal to a face in a cell-mapped coordinate system
Damping factor in averaging operator for diff. term treatment
DOF of a 3rd-order SV partition/SD flux point distribution
DOF of a 4th-order SV partition/SD flux point distribution
Maximum absolute eigenvalue of the flux Jacobian matrix
xiv

3
4
B
g
~
Q
L(R)
S
t
Vi
V,j
~
x
4
jm
s
3
4
|| ||
M0
M+1
M1
v
~
~~
Bias in the averaging operator for the diffusive term treatment

~ 1, m
Length of B
Polynomial used in the BR2 lifting operator definition for SD
Surface of a face, m2
Time step, s
Volume of cell with index i, m3
Volume of CV j in the mapped coordinate system ~
1D cell size, m
Kronecker delta function
Entropy error
Specific heat capacity ratio, about 1.4 for air
Lebesgue constant of SV partition/basis polynomial set
Thermal conductivity, JK 1 m1 s1
Wave length, m
Lifting operator used with the BR2 diff. term treatment
Spatial discretization matrix for linear advection equation
Dynamic viscosity coefficient, kgm1 s1
Bulk viscosity coefficient, kgm1 s1
Divergence operator, m1
Gradient operator, m1
Divergence operator in mapped coordinate system
Kinematic viscosity coefficient, m2 s1
Dimensionless exact angular frequency
Angular frequency, s1
Dimensionless numerical or modified angular frequency
Numerical or modified angular frequency, s1
Riemann flux upwinding parameter
2D advection speed vector orientation angle
Mass density, kg
Averaged gradient approximations on a face
Courant Friedrichs-Lewy (CFL) number, dimensionless
Polynomial approximation of the conserved variable gradients
Polynomial approximation of a single conserved variable gradi-
xv
xx , ...
, ,
~js
~a
a
~1
B
~
B
1
~2
B
~
B
2
c
CD
CL
CP
cP
cv
d
E
e
FR
FD
i
F
~i
F
~ i,l
F
FL
fs
fC,i
~fC,i
fC
~fC
fD
~fD
ent
Viscous stress tensor elements, P a
Dimensionless exact eigenvalue from wave propagation analysis
2D wave vector orientation angle
Exact eigenvalue from wave propagation analysis, s1
Eigenvalue of dimensionless matrix M
Vector of mapped coordinates [, , ]
Mapped coordinates
Mapped coordinates of solution point j
Advection speed vector, ms1
(Amplitude of) advection speed, ms1
Vector defining a 2D generating pattern, m
Dimensionless vector defining a 2D generating pattern
Vector defining a 2D generating pattern, m
Dimensionless vector defining a 2D generating pattern
Speed of sound, ms1
Drag coefficient, dimensionless
Lift coefficient, dimensionless
Pressure coefficient, dimensionless
Specific heat capacity at constant static pressure, Jkg 1 K 1
Specific heat capacity at constant specific volume, Jkg 1 K 1
Dimensionality
Partial derivative with respect to time, s1
Partial derivative with respect to spatial x-coordinate, m1
Specific total energy, Jkg 1
Specific internal energy, Jkg 1
1D Riemann flux
Drag force, N
Polynomial approximation of fi
Mapped flux polynomial in cell i
Mapped flux vector at flux point l in cell i
Lift force, N
Vortex shedding frequency, s1
-components of convective flux vectors in mapped coordinate
system
Convective flux vector projected in mapped coordinate system
x-components of convective flux vectors
Convective flux vector
x-components of diffusive flux vectors
Diffusive flux vector
xvi
R
~
F ~
1n
G
i
G
C,i
g
gC
gD
H
h
hf
i
H
C,i
h
hC
hD
I
I
~k
K
k
Lc
Lsj
Lfl
i,j
L
M
M
~ int
M
j,l
N
Nf
Ns
N s,GP
N s,tot
Nif ac
N GP
P
p
Pt
Pr
Q
q
Riemann flux through a face with unit normal ~1n

Amplification factor of a full discretization in space and time
i
Polynomial approximation of g
system
y-components of convective flux vectors
y-components of diffusive flux vectors
Specific total enthalpy, Jkg 1
Specific internal enthalpy, Jkg 1
Local length scale associated to a face, m
i
Polynomial approximation of h
system
z-components of convective flux vectors
z-components of diffusive flux vectors
Unity matrix
Imaginary unit number, square root of 1
Wave vector, m
Dimensionless wave number
Wave number, m1
Characteristic length scale, m
Lagrangian basis polynomial associated to solution point j
Lagrangian basis polynomial associated to flux point l
SV basis polynomial with index j in cell i
Linear advection spatial discretization matrix
Mach number, dimensionless
Coefficients for quadrature-free computation of internal face residual contributions
Number of cells in a grid
Number of flux points in a cell
Number of solution variables in a cell
Number of solution variables in a generating pattern
Total number of solution variables on a mesh
Number of faces enclosing cell with index i
Number of generating patterns defining a grid
Static pressure, P a
Solution polynomial degree
Total pressure, P a
Prandtl number, dimensionless
Averaged conserved variables, used for diffusive term treatment
Spatial-temporal Fourier wave exact complex amplitude
xvii
Q
q
q
Q
q
q0
q0
qH
i
q
QGP
i
Q
m
Q
m
Q0m
Qi,j
Q
i,j
Q
i
Qi
Qi ~
Q
i,j
QGP
i,j
R
r
Re
S
s
S
s
Sm
Sproj
T
t
t
Tt
~u
ux
in terms of eigenvectors
Coefficients of expansion of Q
Spatial Fourier wave numerical complex amplitude as a function
of time
Spatial Fourier wave exact complex amplitude as a function of
time
Set of conserved variables
Polynomial approximation of a single conserved variable
A single (scalar) conserved variable
Initial values of conserved variables q
Initial value of a single conserved variable q
Heat flux through a surface
Conserved variables in mapped coordinate system
Solution variables in generating pattern with index i
Eigenmode solution of semi-discretized linear advection equation
Eigenvector of dimensionless matrix M
Coefficients of initial solution expansion in terms of eigenvectors
SD solution variable, solution at solution point j in cell i
SD solution variable, mapped coordinate system conserved variables at solution point j in cell i
FV solution variable, averaged solution in cell i
Polynomial of degree p + 1, for gradient computation with SD
Solution polynomial in cell i
SV solution variable, averaged solution in CV j in cell i
Solution variables in generating pattern with indices i, j
Spatial residual
Specific gas constant, about 287Jkg 1K 1 for air
Reynolds number, dimensionless
Discretized source terms
Source terms
Strouhal number, dimensionless
Entropy, Jkg 1 K 1
Coefficients of source term expansion in terms of eigenvectors
Projected surface of an object, m2
Temperature, K
Time, s
Dimensionless time
Total temperature, K
Velocity vector [ux uy uz ]T , ms1
x-component of velocity, ms1
xviii
uy
uz
V
v
~x
x, y, z
z
y-component of velocity, ms1

z-component of velocity, ms1
Computational domain
Specific volume, m3 kg 1
Position vector [x y z]T , m
Spatial coordinates, m
A complex number
Superscripts
Perturbation value
Latest available, l if not updated, l + 1 if updated

0
Initial quantity
l
Solver iteration index
n
Time iteration index
T
Transpose
xix
xx
Chapter 1
Introduction
Computational fluid dynamics (CFD) has known an impressive growth
over the past decades, thanks to the progress in the fields of numerical
solution techniques and computer sciences. Nowadays, commercial flow
solver software packages, which are typically based on second-order accurate finite volume (FV) discretizations of the Reynolds averaged NavierStokes (RANS) equations, can solve large turbulent flow problems for complicated geometries up to engineering accuracy within a few hours on parallel computing systems. This has enabled a significant reduction in the
required cost and time for the design process of flow devices such as pumps,
compressors, turbines, or even complete aircraft, by eliminating the need
for the building and testing of prototypes in the early stages of the design
process. These early prototypes have been replaced by cheaper and faster
flow simulations. Consequently, prototypes are now only used in the final
stages, when they are necessary for the validation of the flow simulations
and for the fine tuning of the design.
However, classical second-order accurate algorithms are insufficient to accurately predict the flow in modern applications with complicated geometries, multidisciplinary aspects and complex physics, such as computational aeroacoustics (CAA) or turbulent combustion problems. These applications require a more accurate prediction of turbulent phenomena than
what is attainable with second-order RANS simulations. With CAA problems, this is necessary for an accurate prediction of the sound that is produced by turbulence. With turbulent combustion, the small scales of turbulence have a significant influence on the mixing of fuel and air, and consequently on the efficiency of the combustion. One then has to resort to
1
CHAPTER 1. INTRODUCTION
a direct numerical simulation (DNS) of the turbulence, or to a large eddy
simulation (LES), since a DNS is often too expensive. These techniques
are based on a direct simulation of the propagation of respectively all or
only the larger turbulent vortices. Second-order algorithms are mostly too
dissipative to resolve these vortices accurately. Higher-order methods are
more suited for such applications, since they have much better wave propagation properties.
In the field of CAA, apart from the production of sound, the propagation of sound also has to be predicted accurately. The distance between
a sound source and an observer of the sound is typically a large number of
acoustic wave lengths. Thus, the propagation of acoustic waves over large
distances should be simulated. Moreover, these acoustic waves generally
have a small amplitude compared to the mean flow values. Whether one
computes this acoustic wave propagation in the same DNS or LES simulation as the sound production, or in a separate simulation based on the
linearized Euler equations, these small acoustic waves would be entirely
damped out and/or incorrectly dispersed before they reach the observer
position with second-order methods, unless a restrictively large amount of
cells or degrees of freedom (DOFs) is used. Higher-order schemes, because
of their better wave propagation properties, need less DOFs and less computational time to predict the propagation of acoustic waves with sufficient
accuracy.
On structured grids, higher-order accuracy can be achieved relatively easily with the FV method, by extending the stencil that is used for the reconstruction of the solution variables at the cell faces. This can readily be
done, since information about neighboring cells is immediately available
on structured grids. However, for the complicated geometries of typical industrial flow problems, the generation of structured grids is very difficult,
requires lots of experience, and often takes days, weeks or even months.
On the other hand, the generation of unstructured grids is much easier,
can be automated, and often takes no longer than a few hours at most.
The price for this easier grid generation is that the immediate accessibility of neighboring cell data is lost. Consequently, increasing the order
of accuracy of a FV method by using larger reconstruction stencil sizes
is much more difficult. Moreover, such reconstruction procedures on unstructured grids often lead to ill-conditioned or even singular linear algebraic systems, which causes a serious degradation of numerical accuracy.
Additional difficulties with this approach arise for the parallelization on
different CPUs. The number of cells of which the solution must be commu2
nicated to other CPUs increases with the order of accuracy, and eventually
grows very large. Furthermore, these cells are increasingly further away
from the boundary of the grid partition on a certain CPU, and thus more
and more difficult to access.
Other high-order methods, which are more suited for unstructured grids,
are thus required. Since high-order accuracy always requires the construction of a high-degree polynomial, which is only possible if enough information is available, the solution lies with methods that have a sufficient
amount of DOFs locally in each cell. Such methods thus approximate the
solution by a polynomial of a certain degree on each cell. They are called
compact methods, since only data local to the cell, and possibly data of its
immediate neighbors, is required for the evaluation of the fluxes. It is obvious that this eliminates the need for access to cells that are further away
and that such methods are consequently much more easily parallelizable.
One then distinguishes between methods with which the solution approximation is continuous between two neighboring cells and methods with
which this is not the case. Examples of the former are the continuous finite
element method and the residual distribution method. The discontinuous
Galerkin (DG), spectral volume (SV) and spectral difference (SD) methods
belong to the latter class of methods.
The class of methods with solution representations by cellwise continuous
polynomials is the subject of the present thesis, and more specifically the
SV and SD methods. These two methods were proposed a few years ago
as alternatives to the popular DG method. The DG method has been under development since the 1980s, and consequently has reached a certain
level of maturity. It enjoys a firm mathematical basis and many interesting properties, such as general nonlinear stability for arbitrary cell shapes
and superconvergence properties of certain functionals of its numerical solution. However, its formulation is rather complicated, making it difficult
to interpret physically, and also quite expensive, due to the numerical evaluations of surface and volume integrals that are required. The formulation
of the SV method is based on the total sum of fluxes through the enclosing
surface of a control volume (CV), like the FV method. Consequently, it has
a clear physical interpretation and requires only the evaluation of surface
integrals. The SD method directly computes the divergence of the flux vectors in certain solution points, like the finite difference method. Thus, the
SD method is also easily physically interpretable and requires no numerical evaluation of any integrals. The main disadvantages of the SV and
the SD methods are that they do not have as firm a mathematical basis as
3
the DG method yet and that they are not uniquely defined. For the SV
method, partitions of the cells into CVs have to be chosen, while for the SD
method, solution and flux point distributions have to be selected. These
CV partitions and point distributions have a certain number of identifying
parameters, depending on the order of accuracy, which must be specified to
define the SV or SD schemes. The stability and accuracy properties of both
methods depend strongly on these parameters and consequently, a suitable
choice for them is of paramount importance. The proper definition of CV
partitions for the SV method and of solution and flux point distributions
for the SD method is the main focus of the present thesis.
An issue that requires careful attention with high-order spatial methods
is the design of efficient time marching techniques. High-order spatial discretization operators are usually much stiffer than their low-order counterparts. Classical explicit time marching algorithms, such as explicit RungeKutta schemes, have an upper limit for the time step that can be taken for
stability reasons, which is prescribed by the Courant-Friedrichs-Lewy condition or CFL-condition. Such classical algorithms can be very inefficient
in combination with high-order spatial schemes, with which the maximum
time step tends to be very small. Such restrictively small time steps can
be avoided by the use of implicit time marching algorithms, some of which
are stable with arbitrarily large time steps, e.g. the second-order backward
differencing scheme. However, with such algorithms, a nonlinear algebraic
system must be solved at each time step. To reap the benefits of the large
time steps corresponding to implicit schemes, an efficient solver for these
systems is critical. Two algebraic solvers for such systems, namely the
Newton-GMRES and the nonlinear LU-SGS algorithms, are considered in
this thesis.
The outline of the remainder of this thesis is as follows. A survey of the
available literature on the DG, SV and SD methods, and efficient algebraic solvers for these high-order methods, is included in Chapter 2. The
governing equations that describe the physical problems which are considered and solved in the present thesis, namely the linear advection equation, Burgers 1D inviscid equation, the Euler equations, the Navier-Stokes
equations and the linearized Euler equations, are discussed in Chapter 3.
A short overview of the classical FV method, which introduces some concepts and techniques that are also used by the SV and SD methods, is
given in Chapter 4. The formulations and properties of the SV and SD
methods are then discussed in respectively Chapter 5 and 6. Chapter 7
deals with the relation between the SV and the SD methods, which are
4
shown to be equivalent in the one-dimensional case. An extensive study

of the stability and accuracy properties of the SV and SD methods, including illustrations for linear advection problems, is presented in Chapter 8. The issue of efficient time marching with high-order accurate spatial methods is addressed in Chapter 9, where the Newton-GMRES and
nonlinear LU-SGS solution algorithms for nonlinear algebraic systems associated to implicit time marching schemes and the local time stepping
technique are discussed. The capabilities of the SV and SD methods are
illustrated in Chapter 10, with results for problems governed by the Euler, Navier-Stokes and linearized Euler equations. Finally, conclusions are
drawn and future perspectives are considered in Chapter 11.
Chapter 2
Literature survey
A survey of the available literature on high-order methods for the solution
of partial differential equations on unstructured grids is given in this chapter. More specifically, this survey includes an overview of the literature on
the discontinuous Galerkin (DG) method, to which the methods that form
the subject of the present thesis, namely the spectral volume (SV) and the
spectral difference (SD) methods, are strongly related. Subsequently, the
state of the art of the SV and SD methods themselves is discussed. Finally,
a short overview of the literature on time marching and efficient algebraic
solvers for high-order methods has been included.
A nice overview on high-order methods for the solution of the Euler and
the Navier-Stokes (N-S) equations on unstructured grids is given in a review article by Wang [114]. The interested reader is refered to this article
for a review of other high-order methods which have not been considered
here.
2.1 Discontinuous Galerkin method

The DG method is probably the most popular and most developed highorder accurate method for unstructured grids. It was introduced in 1973
by Reed and Hill [83] for a steady conservation law, namely the neutron
transport equation. It was first used for unsteady advection laws by Van
Leer [108] in 1978.
Important contributions to the development of the DG method for hyperbolic conservation laws were made by Cockburn, Shu et al. [23, 2527, 29],
7
CHAPTER 2. LITERATURE SURVEY

with the development of the Runge-Kutta DG (RKDG) methods. A comprehensive overview of these RKDG methods can be found in a review article
by Cockburn and Shu [30].
High-order accurate DG results for the compressible Euler and N-S equations were demonstrated by Bassi and Rebay [9, 10, 12]. Many other approaches for the discretization of the diffusion equation and the diffusive
terms of the N-S equations were considered. These include interior penalty
(IP) approaches, see e.g. Douglas and Dupont [57], the approach by Baumann and Oden [14, 15] and the local DG approach by Cockburn and Shu
[28]. An interesting overview and study within a unifying framework of
all these approaches can be found in Arnold et al. [2], where their consistency, stability and order of accuracy are discussed. The order of accuracy
of all these approaches for the diffusion equation is limited to p + 1, with
p the degree of the solution polynomials. The recovery methods and the
suboptimal or poor mans recovery methods, developed by Van Leer et al.
[110112], based on a better understanding of the physical nature of the
diffusion equation, are capable of achieving higher orders of accuracy, up
to 2p + 2. These recovery methods do not fit inside the unifying framework
proposed by Arnold et al. [2].
Many other researchers made significant contributions to the DG method.
A quadrature-free DG formulation was developed by Atkins and Shu [3].
Hu et al. [53] performed an analysis of the wave propagation properties of
the DG method. A simplified treatment of curved wall boundaries for the
Euler equations with the DG method was proposed by Krivodonova and
Berger [65]. Space-time implicit DG methods for hyperbolic conservation
laws were presented by Lowrie et al. [69], Van der Vegt and Van der Ven
[107], and Klaij et al. [62]. General overviews of the DG method can be
found in lecture notes by Cockburn et al. [24] and by Hartmann [45]. A
short summary of the DG methodology has been included in Appendix A.
2.2 Spectral volume and spectral difference

methods
The basic methodology of the SV method was first presented by Wang [113]
in 2002, along with its application to one-dimensional scalar hyperbolic
conservation laws. The extension of the SV method to two-dimensional
scalar equations and a study of different limiting strategies to capture discontinuities in the solution, was reported by Wang and Liu [116]. The same
8
2.2. SPECTRAL VOLUME AND SPECTRAL DIFFERENCE METHODS

authors presented the extension of the SV method to one-dimensional systems of conservation laws, along with an optimization study of the SV
partitions, in [117]. Subsequently, a first application to two-dimensional
inviscid flow problems, governed by the 2D Euler equations, was reported
by Wang et al. [121]. A very important issue with all high-order methods, namely the appropriate treatment of curved wall boundaries, was addressed for the 2D SV method by Wang and Liu [118], by using a high-order
geometric mapping of the SV cells near such boundaries. The extension to
three-dimensional systems of conservation laws was then carried out by
Liu et al. [68], who applied the SV method to 3D computational electromagnetics (CEM) problems. A first formulation of the SV method for the
N-S equations was developed and presented by Sun et al. [93]. Haga et al.
solved 3D Euler and N-S problems with the SV method, using a supercomputer, namely Japans Earth Simulator Computer. A further contribution
to the SV method for diffusive problems was made by Kannan et al. [61],
who investigated different formulations for the discretization of diffusive
terms with the SV method.
Comparisons of the SV method with the DG method were made by Sun
and Wang [91] and Zhang and Shu [125]. The 3D SV method is potentially very expensive if a standard formulation based on Gauss quadrature
rules is used. In analogy with the quadrature-free formulation of the DG
method, a quadrature-free formulation of the SV method, which is more efficient than the standard formulation in terms of computational time, was
developed by Harris et al. [43].
An effort that was specifically oriented towards the appropriate definition of high-order accurate SV partitions of simplex cells, based on the
Lebesgue constant criterion formulated by Wang and Liu [116], was made
by Chen [20, 21]. The author of the present thesis also contributed to this
goal, by using stability analysis techniques to assess the accuracy and stability properties of schemes corresponding to 1D, 2D and 3D SV partitions
of simplex cells. These analyses and their results have been reported in
Van den Abeele et al. [100102] and will be discussed in Chapter 8 of
the present thesis. In recent work by Harris and Wang [42], this analysis
technique was coupled to an optimization algorithm, with the goal of identifying optimal SV partitions.
The first work on the method which is now known as the SD method dates
from 1996 and is due to Kopriva and Kolias [64] and Kopriva [63], who
called the method conservative staggered-grid Chebyshev multidomain
9

method. Their formulation was for quadrilateral cells and they solved twodimensional compressible flow problems based on the Euler equations. A
general formulation of the method, including simplex cells, was given in
2006 by Liu et al. [67], who first called it SD method, and applied it to
two-dimensional scalar conservation laws and CEM problems. The SD
method for simplex cells was then successfully extended to the 2D Euler
equations by Wang et al. [119] and to the 2D N-S equations by May and
Jameson [73] and Wang et al. [120]. An implementation of the SD method
on hexahedral cells for the 3D N-S equations was reported by Sun et al.
[94]. Different approaches for the discretization of the diffusive terms in
the N-S equations with the SD method, based on similar approaches that
were developed for the DG method, were investigated by the present author, Van den Abeele et al. [105]. Huang et al. [54] reported an implicit
space-time implementation of the SD method.
In collaboration with Wang, the present author proved an interesting property of the SD method, namely that it is independent of the positions of its
solution points. This property is discussed in Chapter 6. They also performed an extensive study of the stability and accuracy properties of the
SD method, the results of which are discussed in Chapter 8. The solution
point independence property and the stability and accuracy analysis were
published in Van den Abeele et al. [104].
The present author, again in collaboration with Wang, discovered that the
1D SV and SD methods are equivalent. This equivalence was reported in
Van den Abeele et al. [103] and is discussed in Chapter 7. Huynh [55] proposed a set of 1D SV and SD schemes based on Legendre-Gauss quadrature
points and proved that these are stable for arbitrary orders of accuracy.
2.3 Time marching and algebraic solvers

High-order accurate methods are in general much stiffer than low-order
methods. High-order explicit time marching algorithms, such as the popular four-stage fourth-order accurate Runge-Kutta (R-K) scheme, which has
been very popular since the famous article by Jameson et al. [59], suffer
from restrictively small time steps due to the Courant-Friedrichs-Lewy
(CFL) stability limit, when combined with high-order spatial schemes.
This is especially true for viscous problems, where cells with high aspect
ratios are needed to resolve boundary layers. Strong stability preserving
(SSP) or total variation diminishing (TVD) R-K schemes, originally devel10
2.3. TIME MARCHING AND ALGEBRAIC SOLVERS

oped by Shu [89] and Shu and Osher [76], have also been used extensively
in combination with high-order spatial methods, but also suffer from a low
upper limit for the time step.
These restrictive CFL limits can be overcome by using implicit time marching schemes. However, such schemes require the solution of a nonlinear
algebraic system at each time step and consequently, efficient algebraic
solvers are a necessity. Several algorithms have been used in literature.
Element Jacobi methods were used by e.g. Helenbrook and Atkins [46] for
the DG method. Newton-GMRES solvers with preconditioners were used
in combination with DG schemes by Bassi and Rebay [8], and in combination with SV and SD schemes by Van den Abeele et al. [105, 106]. A
matrix-free Krylov method was applied to DG schemes by Rasetarinera
and Hussaini [82] and to SD schemes by May et al. [72]. Nonlinear lowerupper symmetric Gauss-Seidel (LU-SGS) solvers, see Chen and Wang [22],
were used with SD schemes by Sun et al. [95, 96] and Van den Abeele et al.
[105], and with SV schemes by Kannan et al. [61], Parsani et al. [77] and
Haga et al. [40]. Line-implicit solvers were developed by Mavriplis [71],
who applied his algorithm to finite volume schemes, and by Fidkowski et
al. [36], who combined theirs with a DG method.
A class of very important convergence acceleration techniques is formed by
the geometric, or h-, and p-multigrid methods, which exploit the strength of
algebraic solvers, namely removing high-frequency errors, on subsequent
levels of coarser solution approximations. Geometric multigrid, with which
coarser solution approximations are obtained by switching to coarser grids,
has been widely used in CFD since Jamesons paper [58] in 1983. The pmultigrid algorithm, with which the coarser solution approximations are
obtained by switching to lower-degree polynomials, was introduced by Ronquist and Patera [85] in 1987, and further developments were reported by
Maday and Munoz [70]. Since then, it has been applied to the DG method
by Bassi and Rebay [11] and by many other researchers, e.g. Helenbrook
et al. [46, 47] and Fidkowski et al. [36]. It was also used with the SV
method by Van den Abeele et al. [100], Parsani et al. [77] and Kannan et
al. [61]. Applications to the SD method were reported by Premasuthan et
al. [79] and May et al. [72].
11
12
Chapter 3
Governing equations
All physical problems considered in this thesis are governed by a system
of conservation laws, valid on a domain V , and mathematically described
by a set of convection-diffusion equations with source terms, of the form

q ~ ~
~
~ ~fD q, q
+ s (q) .
+ fC (q) =
t
(3.1)
In this expression, q is the

of conserved variables, ~fC (q) the set of con set
~
vective flux vectors, ~fD q, q
the set of diffusive flux vectors and s (q)
the source terms. To complete the definition of a physical problem, appropriate initial and boundary conditions must also be specified in addition to
(3.1).
The interpretations of the different terms are as follows. The partial derivative to time of the conserved variables q
t represents the local change
in time of the conserved variables. The divergence of the convective flux
~ ~fC (q) models the transport (convection) of the conserved quanvectors
tities. The mechanisms that dissipate the conserved quantities (diffusion)

~ .
~ ~fD q, q
are described by the divergence of the diffusive flux vectors
Finally, the source terms s (q) model sources or sinks for the conserved
variables.
The definitions of the aforementioned quantities, corresponding to the different physical models under consideration in the present thesis, are given
in the following sections.
13
CHAPTER 3. GOVERNING EQUATIONS
3.1 Linear advection equation

This conservation law models the advection of a scalar conserved variable
q with constant advection speed ~a. Simple though it may be, the linear
advection equation does describe a very important physical phenomenon,
namely the propagation of waves. This phenomenon occurs with all of the
physical models described in the following sections.
3.1.1
Definition
The definitions of q and ~fC are

q = (q)
and
~fC = (~aq) .
(3.2)
The diffusive fluxes ~fD and the source terms s are zero.
3.1.2
Exact solution
The exact solution of the linear advection equation is readily available.

Given an initial profile q 0 (~x) = q (0, ~x), the exact solution at time t is the
initial profile, translated by the vector ~at:
q (t, ~x) = q 0 (~x ~at) .
(3.3)
Because of its simplicity and the availability of an exact solution, the linear
advection equation is ideal for testing the accuracy of numerical schemes
for the solution of systems of conservation laws like (3.1).
3.2 Burgers equation

In the present thesis, only the 1D inviscid version of Burgers equation is
considered. It models the nonlinear advection of a single conserved variable q, where the initial profile of q deforms as it is advected, and discontinuities are formed after a certain amount of time.
3.2.1
Definition
The 1D inviscid version of Burgers equation is defined by

2
q
~fC =
,
q = (q)
and
2
14
(3.4)
3.3. EULER EQUATIONS
and ~fD and s are again zero. With these definitions, (3.1) can be rewritten
in the so-called convection form of Burgers equation:
q
q
+q
= 0,
t
x
(3.5)
which shows that Burgers equation in 1D does indeed correspond to the

nonlinear advection of a conserved scalar variable q, with the local advection speed equal to the value of q itself. Consequently, parts of the profile
of q with higher values are advected faster than parts with lower values.
q
In regions with x
> 0, the profile of q is then expanded in the x-direction,
q
< 0. This explains why, after
while it is compressed in regions with x
a certain amount of time, a discontinuity or shock is formed in the latter
regions.
3.2.2 Exact solution

Given an initial profile q 0 (x) = q (0, ~x), the solution at time t obeys

q 0 (x) = q t, x + tq 0 (x) .
(3.6)
From this expression, the exact profile of q can be computed, which makes
Burgers equation an interesting model problem to test the performance of
numerical schemes for nonlinear conservation laws like (3.1).
3.3 Euler equations

The Euler equations are used to model the flow of a compressible inviscid
fluid, or the flow of a compressible viscous fluid in flow regions where the
effects of viscosity and heat conduction are negligible. A brief summary of
the Euler equations and its properties is given below. More information
can be found in Callen [19] and Hirsch [50].
3.3.1 Definition
The Euler equations are obtained by expressing three physical conservation laws. The first is conservation of mass, also known as the continuity
equation. The second law expresses conservation of momentum in the x-, y15

and z-direction. The third and last law is the law of conservation of energy.
T
Thus, the definitions of q and ~fC = [fC gC hC ] are
ux
u2x + P
ux
(3.7)
ux uy
fC =
q = uy ,
uz
ux uz
ux (E + P )
E
gC =
uy
ux uy
u2y + P
uy uz
uy (E + P )
and
hC =
uz
ux uz
uy uz
u2z + P
uz (E + P )
(3.8)
There are again no diffusive fluxes ~fD and no source terms s. In these
expressions, is mass density, P is static pressure, ux , uy and uz are the
Cartesian velocity components, and E is specific total energy. The velocity
T
vector ~u is [ux uy uz ] and its magnitude is denoted by |~u|. Specific total
energy E is related to the specific internal energy e by
E =e+
u2x + u2y + u2z

.
2
(3.9)
Another usefull state variable is the specific internal enthalpy h. It is defined as

P
h=e+
= e + P v,
(3.10)
where the specific volume v is equal to 1/. Specific internal energy and
enthalpy are related to temperature T by the specific heat capacities, respectively at constant specific volume, denoted cv , and at constant static
pressure, denoted cP :
e = cv T
and
h = cP T.
(3.11)
The ratio cP /cv is called specific heat capacity ratio and is about 1.4 for
air. For an ideal gas, the following relation (ideal gas law) between P ,
and T holds
p = rT,
(3.12)
16

where r is the specific gas constant, which is about 287Jkg 1K 1 for air.
It can then easily be shown that, given values for and r, cv and cP are
constants given by
cv =
r
1
and
cP =
r
.
1
(3.13)
The relation between , P , ux , uy , uz , and E in (3.7) and (3.8) is then

E=
u2x + u2y + u2z

1 P
+
,
1
2
(3.14)
resulting in a closed system of five nonlinear partial differential equations

with five unknowns.
3.3.2 Dimensionless numbers

From dimensional analysis one can derive that one dimensionless number
is needed to fully characterize the flow. The dimensionless number that is
commonly used is the Mach number M , defined by
M=
|~u|
,
c
(3.15)
P
.
(3.16)
where the speed of sound c is given by

s
c=
The interpretation of the Mach number is straightforward: if it is less

than one, then the local flow is subsonic, and if it is greater than one, then
the local flow is supersonic. It is also an indication of the importance of
compressibility effects in a flow. Typically, a flow can be treated as incompressible if M < 0.3. For higher Mach numbers, compressibility must be
taken into account. Given a certain geometry and a specific heat capacity
ratio , it suffices to give a characteristic Mach number Mc , like for example the Mach number in the far field M or at an inlet Min , to fully define
the flow regime for an inviscid fluid.
3.3.3 Characteristic wave solutions

The compressible Euler equations support five characteristic wave solutions, the so-called Riemann invariants. Three of these waves propagate
17

with the same wave speed, namely the flow velocity ~u. These characteristic
wave solutions represent the advection of entropy and vortexes by the flow.
The other two characteristic wave solutions correspond to acoustic waves.
They propagate in every direction, with a wave speed relative to the moving fluid equal to the speed of sound c, defined by (3.16). Thus, the absolute
acoustic wave speed is ~u + c~1d, where the unit vector ~1d can point in any direction. Acoustic waves are not only the sound waves that can be heard by
the human ear, they are also the mechanism by which information propagates through a compressible fluid, and no information can travel faster
than the acoustic wave speed. If an obstacle is placed in a fluid flowing
at subsonic speed, then knowledge about this is transported upstream by
acoustic waves, and the flow will adapt itself before the obstacle and go
around it. If the flow is supersonic (|~u| > c) though, then no information
can travel upstream. Consequently, a supersonic flow upstream of a disturbance cannot adapt itself to this disturbance. In that case, a bow shock,
behind which the flow is subsonic, will form before the obstacle. The subsonic flow between the shock and the obstacle can and will adapt itself and
go around the obstacle.
3.3.4
Interaction with solid walls
Naturally, a fluid cannot penetrate a solid wall. The mathematical formulation of this fact is simply that the fluid velocity component normal to the
wall must be the same as that of the wall itself:
un uwall,n = (~u ~uwall ) ~1n = 0,
(3.17)
where ~1n is the unit vector normal to the wall. This expression serves as a
boundary condition to the Euler equations (3.1), (3.7) and (3.8).
3.3.5
Far field boundary conditions
With external flows, in reality the domain extends to infinity or at least

far enough to justify this assumption. When the Euler equations are solved
approximately using a computer, it is not possible to represent an infinite
domain, and a far field boundary at a finite distance should be introduced.
At this boundary, a suitable far field boundary condition that does not pollute the solution in the internal domain by for instance spurious wave reflections, must be introduced. At present, there is no method available that
is capable of completely avoiding such spurious reflections.
18
The simplest and crudest approach is to simply impose the free flow solution at the far field boundary, and is in fact a Dirichlet boundary condition.
This does not take into account the flow physics, but it generally works
well if the far field boundary is sufficiently far away.
The most commonly used approach, called the characteristics boundary
condition, does take the flow physics into account partially, through a local
1D approximation for the direction normal to the boundary. A number of
physical variables equal to the number of outgoing Riemann invariants is
extrapolated from the internal domain. The remaining physical variables
at the boundary are computed using the expressions that state that the
incoming Riemann invariants corresponding to the 1D approximation are
zero. This approach causes less reflections than a simple Dirichlet boundary condition, but the boundary should still be far enough away. Moreover,
the approach does fail and reflections are generated if outgoing waves containing a tangential velocity component reach the boundary. This is the
case for acoustic waves that do not propagate normal to the boundary, and
for vorticity waves, which might possibly even reverse the flow direction
locally.
A similar difficulty arises for internal flows, where suitable boundary conditions must be used at in- and outflow boundaries.

The exact solution of the Euler equations is in general not available. However, the following properties can be used to assess the quality of an approximate solution.
Because the diffusive flux vectors are uniquely zero, there is no dissipation mechanism that produces heat in regions of smooth flow (away from
shocks). If there is no injection of external heat into the flow, then the
flow is called adiabatic and it follows from the first law of thermodynamics
(conservation of energy) that entropy s, given by
s = cv ln
(3.18)
is constant throughout the flow field if no shocks are present. Therefore,

19

the entropy error s , defined as
s =
P c
1,
Pc
(3.19)
where the subscript c again denotes characteristic values, is a good measure of the accuracy of a numerical solution obtained with a method to
approximately solve the Euler equations.
Following the law of conservation of energy, specific total enthalpy
H=E+
u2x + u2y + u2z

P
=h+
(3.20)
is preserved at steady state. The associated total temperature, or stagnation temperature, Tt = H/cP is also constant. This is the temperature at a
stagnation point of the flow, where ~u is zero. Since an Euler flow without
shocks is isentropic, P/ is constant. From the ideal gas law (3.12), it
then follows that pT 1 is also constant. The total pressure or stagnation

pressure Pt associated to Tt is given by
Pt = P
Tt
T
1
=P

1 2 1
1+
M
2
(3.21)
and is also preserved. The ratio Pt /Pt,c , called total pressure loss, should
thus be equal to one everywhere.
Other dimensionless quantities which are often used to assess the accuracy of a numerical method to solve the Euler equations are the pressure
coefficient CP , the lift coefficient CL and the drag coefficient CD . The pressure coefficient is defined as
CP =
P Pc
.
1
uc |2
2 c |~
(3.22)
The lift coefficient CL is the dimensionless version of the lift force FL ,

which is the force exerted by the flow on an object, perpendicular to the
direction of the flow. Its definition is
CL =
FL
1
2 c
|~uc |2 Sproj
20
(3.23)
3.4. NAVIER-STOKES EQUATIONS

where Sproj is the projected surface of the object, on a plane perpendicular
to the flow direction. The drag coefficient CD is the dimensionless version of the drag force FD , which is exerted on an object by the flow, in the
direction of the flow. It is given by
CD =
FD
2
1
uc |
2 c |~
Sproj
(3.24)
The numerically obtained pressure, lift or drag coefficients are compared

to experimental data or to data obtained from a very accurate simulation
for validation.
3.4 Navier-Stokes equations

The Navier-Stokes (N-S) equations model the behaviour of a compressible
viscous fluid. They are the same as the Euler equations that were discussed in the previous section, with additional diffusive terms to model
the effect of viscosity and heat conduction. Consequently, the N-S equations inherit a number of the properties of the Euler equations, namely
the definitions of the thermodynamic variables like pressure, internal energy, entropy, etc., the Mach number, the characteristic wave solutions and
the treatment of far field boundary conditions.
3.4.1 Definition
The conserved variables q and the convective fluxes ~fC are defined in the
same way as for the Euler equations. The diffusive flux vectors ~fD =
[fD gD hD ]T are
xx
yx
(3.25)
fD =
zx
xx ux + yx uy + zx uz + T
x
gD
0
xy
yy
zy
xy ux + yy uy + zy uz + T
y
21
(3.26)

and
hD =
0
xz
yz
zz
xz ux + yz uy + zz uz + T
z
(3.27)
with the thermal conductivity of the fluid. The shear stresses are defined
by
xx
yy
zz

ux
ux uy
uz
2
,
+ v
+
+
x
x
y
z

ux uy
uz
uy
,
+ v
+
+
2
y
x
y
z

ux
uy
uz
uz
,
+ v
+
+
2
z
x
y
z
(3.28)
and

uy
ux
,
+
x
y

ux
uz
,
+
=
x
z

uy
uz
=
,
+
z
y
xy
= yx =
xz
= zx
zy
= yz
(3.29)
where is the dynamic viscosity coefficient and v is the bulk viscosity

coefficient. The latter is related to a viscous stress caused by a volume
change. Usually, it is assumed that there is no such stress, which leads
to v = 2/3 and a vanishing trace of the shear stress tensor. One also
defines the kinematic viscosity coefficient as
=
(3.30)
The gradients of the velocity components and temperature, required for

the evaluation of the diffusive flux vectors, can be computed from the gra22
3.4. NAVIER-STOKES EQUATIONS

dients of the conserved variables as follows:
~ x
u
~ y
u
~ z
u
~
T
ux ~
1~
(ux )
,
1~
uy ~
(uy )
,
1~
uz ~
(uz ) ,

1
1 ~
~
(E)
E u2x + u2y + u2z
cv
cv
i
1 h ~
~ (uz ) .
~ (uy ) + uz
ux (ux ) + uy
cv
(3.31)
These formulas are usefull if the velocity and temperature gradients cannot be computed directly.
3.4.2 Dimensionless numbers

Dimensional analysis shows that a compressible N-S flow for a certain geometry is completely characterized by three dimensionless numbers. The
first dimensionless number is the Mach number, which was discussed in
the previous section and defined by (3.15).
The second dimensionless number that is used is the Reynolds number
Re, given by
c |~uc | Lc
|~uc | Lc
Re =
=
,
(3.32)
c
c
with Lc a characteristic length scale of the flow problem. The Reynolds
number can be interpreted as a ratio of typical inertial stresses and typical
viscous stresses, as is obvious when its definition is rewritten as
2
Re =
c |~uc |
uc |
c |~L
c
inertial forces
.
viscous forces
(3.33)
If the Reynolds number is low, then the flow is dominated by the viscous stresses, which results in a laminar flow with smooth streamlines.
If the Reynolds number is high, then the inertial stresses dominate and
the flow will be turbulent, characterized by random vortexes and stochastically changing streamlines.
23

The third dimensionless number is the Prandtl number P r and is defined
as
c cP,c
Pr =
.
(3.34)
c
It is a measure of the ratio between momentum diffusivity and thermal
diffusivity, or the ratio of the rate by which momentum is transferred by
viscosity and the rate by which heat is transferred by conduction. The
latter interpretation can be understood from the following relation:
Pr =
c
c
c cP,c
momentum diffusivity
.
thermal diffusivity
(3.35)
There is no length scale involved in the definition of the Prandtl number

and thus it is more a property of a fluid than a measure of a flow state. For
air, the Prandtl number is about 0.72.
3.4.3
Interaction with solid walls
Like an inviscid fluid, a viscous fluid cannot penetrate a solid wall. Moreover, because of viscosity, the velocity component tangential to the wall
should be the same as that of the wall itself. This translates into the expression
~u ~uwall = 0.
(3.36)
Near the wall, a thin layer in
the flow will form, where the flow
velocity rapidly changes from the
one imposed by the solid wall
to that of the (mostly inviscid)
flow away from the wall. This
thin layer is called a (momentum) boundary layer and is illustrated in Figure 3.1.
The
thickness of a boundary layer decreases with increasing Reynolds
number. Its existence must be
taken into account by methods that
solve viscous flow problems, because a fine resolution is required
to resolve the steep velocity gra- Figure 3.1: A typical velocity profile in a
dients that occur in the boundary laminar boundary layer. [1]
layer.
24
3.5. LINEARIZED EULER EQUATIONS
For a viscous flow, either the wall temperature

T Twall = 0
or the heat flux qH through the wall into the fluid

~
~1n T
qH,wall = 0
(3.37)
(3.38)
should also be specified. In the former case, a thermal boundary layer

will form, which is a thin layer near the wall where temperature rapidly
changes from the value imposed by the wall to the one of the flow away
from the wall. The Prandtl number is a measure of the relative thickness
of the momentum and thermal boundary layers, where P r > 1 corresponds
to a thicker momentum boundary layer and P r < 1 to a thicker thermal
boundary layer.
Expression (3.36), combined with (3.37) or (3.38), serves as a boundary
condition to the N-S equations (3.1), (3.7),(3.8) and (3.25) to (3.27).

In a very limited number of test cases, the exact solution of the N-S equations is known. Mostly, approximate solutions are validated by comparison with results obtained from experiments or from very accurate but
expensive simulations. The dimensionless coefficients, like the pressure
coefficient CP , the lift coefficient CL and the drag coefficient CD , all of
which were defined in Section 3.3, can of course also be used with N-S
simulations.
3.5 Linearized Euler equations

The linearized Euler equations (LEEs) model the propagation of small perturbations on a known mean flow field. They are used to compute the
propagation of acoustic waves in the far field, where there are no acoustic
sources. More information on the LEEs can be found in Tam [97].
3.5.1 Definition
The LEEs are obtained from the Euler equations (3.1), (3.7) and (3.8), by
decomposing the flow variables , ~u and P into a mean flow value and a
25

perturbation to this mean flow:
= 0 + ,
~u = ~u0 + ~u ,
P = P0 + P .
(3.39)
Substituting these variables in the Euler equations, subtracting the mean

flow terms and neglecting products of perturbations, the following sets of
conserved variables q and convective fluxes ~fC are obtained
0 ux + ux,0
0 ux,0 ux + P
0 ux
0 ux,0 uy
u
(3.40)
fC =
q = 0 y ,
0 uz
0 ux,0 uz
ux,0 P + P0 ux
P
gC =
0 uy + uy,0
0 uy,0 ux
0 uy,0 uy + P
0 uy,0 uz
uy,0 P + P0 uy
hC =
and
0 uz + uz,0
0 uz,0 ux
0 uz,0 uy
0 uz,0 uz + P
uz,0 P + P0 uz
This procedure also leads to a source term
s =
u
u
u
x,0
x,0
x,0
+ 0 uy + uy,0
+ 0 uz + uz,0
0 ux + ux,0
x
y
z
u
u
u
y,0
y,0
y,0
+ 0 uy + uy,0
+ 0 uz + uz,0
0 ux + ux,0
x
y
z
u
u
z,0
z,0
z,0
0 ux + ux,0
+ 0 uy + uy,0
+ 0 uz + uz,0
x
y
z
u0,y
u0,z
u0,x
P0
P0
P0
+
+
ux
uy
uz
( 1) P
x
y
z
x
y
z
. (3.41)
, (3.42)
which models part of the refraction effects and is zero in the case of a uniform mean flow. This term is also responsible for the excitation of linear
instability waves in cases where the mean flow is a shear flow. Possible
solutions to this problem include neglecting this mean flow source term,
Bogey et al. [16], or using a modified formulation called acoustic perturbation equations based on source term filtering, Ewert and Schroder [34].
Additional source terms can be added to introduce sound sources, Bailly
and Juve [4]. The diffusive fluxes ~fD are zero.
3.5.2
Far field boundary conditions
The formulation of nonreflective boundary conditions for far field boundaries may be even more critical for the LEEs than for the Euler and the N-S
26
3.5. LINEARIZED EULER EQUATIONS

equations, since the whole purpose of the LEEs is to simulate the propagation of acoustic perturbations. Any spuriously reflected wave immediately
pollutes the sound field in the interior domain significantly.
A simple approach is to use a characteristics boundary condition based
on a local 1D approximation, as for the Euler equations. This approach
causes a significant amount of reflections when vorticity waves and oblique
acoustic waves pass through the boundary, and in practice, it should be
combined with a buffer layer, or sponge layer. Such a buffer layer is a
zone between the domain of interest and the actual far field boundary,
where outgoing and spuriously reflected waves are damped. This damping
can be encouraged by progressively increasing the size of the cells towards
the outflow, which increases the numerical damping introduced by the solution method, or by introducing additional damping terms in the buffer
layer. The perfectly matched layer approach, see for instance Hu [52], is
an example of a buffer layer.
Another approach is to use the radiation and outflow boundary conditions
of Tam and Web [51], which are based on asymptotic solutions of the LEEs.
The outflow boundary conditions are imposed where the mean flow exits
the domain, since entropy, vorticity and acoustic waves pass through this
boundary. At other boundaries, only acoustic waves exit, and there, the
simpler radiation boundary conditions can be used. These boundary conditions can also be combined with a buffer layer.

The analytical solution of the LEEs is known for many problems with
a uniform mean flow, including the advection of entropy, vorticity and
acoustic waves, and acoustic fields due to monopole, dipole and quadrupole
sound sources. A number of benchmark test cases for numerical methods
to solve the LEEs and for the far field boundary conditions can be found in
the proceedings of the NASA workshops on benchmark problems for CAA,
[31, 32, 41], along with analytical or reference solutions.
27
28
Chapter 4
Classical finite volume

method
As discussed in the previous chapter, most physical problems are described
by systems of convection-diffusion equations that are valid on a certain domain V . Analytical solutions to these systems are available in only a very
limited number of cases and in general, the domain and the governing
equations have to be discretized to obtain an approximate solution. In the
present chapter, first the discretization of the domain is discussed. Then,
a short overview of the most widely used method for the spatial discretization of the governing equations, namely the finite volume (FV) method, is
given.
4.1 Discretization of the domain

With most methods, the discretization of the domain is obtained by a spacefilling subdivision into small volumes, called cells, which are polygons, like
triangles and quadrilaterals, in 2D, and polyhedra, like tetrahedra, pyramids, prisms and hexahedra, in 3D. Such a subdivision is called a grid or
mesh. Other geometrical entities that characterize a grid, apart from cells,
are nodes or vertices (the corners of cells), edges (the lines defining cells)
and, in 3D, faces (the polygons enclosing a cell). For 2D grids, as is commonly done, the edges will be refered to as faces in the present thesis. A
distinction is made between structured and unstructured grids.
With a structured grid, the cells are always quadrilaterals or hexahedra,
29
CHAPTER 4. CLASSICAL FINITE VOLUME METHOD
Y
Z
Y
X
(a) Structured grid.
(b) Unstructured grid.
Figure 4.1: A structured grid (left) and an unstructured grid (right) on a rectangular domain. Grids generated with Gmsh [37].
and the subdivision is done such that each cell and each node is uniquely
identified by two indices in 2D and by three indices in 3D (one index per
coordinate direction). Each cell index ranges from 1 to a certain number
Nl and each node index from 1 to Nl + 1, with l = 1, 2(, 3). A grid consequently contains N1 N2 [N3 ] cells and (N1 + 1) (N2 + 1) [ (N3 + 1)]
nodes. An example of a structured grid for a rectangle is shown in Figure
4.1(a). The advantage of such a grid is that for a certain cell, information
about neighboring cells is easily available, without needing an extensive
data structure. Only the node coordinates should be stored for each set of
node indices. This allows for very efficient and fast algorithms to discretize
the governing equations. The flexibility of structured grid methods can be
improved by using multiple connected blocks, each of which has its own
set of cells, defined by two or three indices. This also makes it possible
to apply these methods on parallel computing systems, by assigning each
block to a different processor, and in practice, every sizable code that uses
a structured grid can handle multiple blocks of cells. However, the generation of such multi-block structured grids for the complex geometries that
are common in industrial applications, is very cumbersome, possibly takes
weeks or even months, and is consequently often practically impossible.
The other class of grids, on which the present thesis is focused, consists
of the unstructured grids. With such grids, the cells can have any shape
and are not ordered in any way. Each cell is identified by its own unique
index, denoted i, which ranges from 1 to N , where N is the number of cells.
Similarly, each node is identified by a unique index, which ranges from 1
to the total number of nodes. There is no fixed relation between the number of cells and the number of nodes in an unstructured grid. An example
of an unstructured grid is shown in Figure 4.1(b). Such grids are much
30
4.2. FINITE VOLUME METHOD

more flexible than their structured counterparts and their generation can
be automated relatively easily for complex geometries. Moreover, the application to parallel computing systems is fairly straightforward, since any
unstructured grid can be partitioned into an arbitrary number of smaller
unstructured grids, each of which can be assigned to a different processor.
The price of this higher flexibility is that the ready availability of neighboring cell data associated to a structured grid is lost, and that a more extensive data structure is required. The minimum data sets that should be
stored to define an unstructured grid are, apart from the node coordinates
for each node index, the indices of the connected nodes for each cell index,
and, for each boundary condition, the indices of the connected nodes for
each boundary face index. However, with most unstructured grid methods, the efficiency would be very bad if only these data sets were available, and consequently, additional connectivities are usually stored. For
instance, with methods that use a solution representation that is allowed
to be discontinuous at faces, like the finite volume and the discontinuous
Galerkin (DG) method, the indices of the connected cells for each face index are commonly stored, and sometimes also the indices of the connected
faces for each cell index. Because of this greater difficulty to gain access
to information about neighbouring cells, unstructured grid methods are
generally slower than structured grid methods for a given problem, once
the grid has been generated. Furthermore, the design of high-order accurate spatial methods for unstructured grids is much more difficult than for
structured grids.
4.2 Finite volume method

The topic of the present PhD research consists of two high-order methods
for the spatial discretization of the governing equations on unstructured
grids, namely the spectral volume (SV) and the spectral difference (SD)
method. Before proceeding with a discussion about these two methods in
the following chapters, a brief overview of the classical cell-centered FV
method is given. The aim is to illustrate its capabilities and limitations
for unstructured grids, and the need for new methods that are specifically
designed for high-order accuracy on unstructured grids. Furthermore, a
number of FV techniques that are introduced in the present chapter are
also used by the SV and SD method.
The FV method is the most widely used method for spatial discretization.
This method has been under development since the early 1960s, and con31

sequently has reached a considerable level of maturity. It is sufficiently
flexible to solve physical problems with complex geometries with secondorder accuracy on unstructured grids, which is adequate for the error level
required for most engineering problems. Furthermore, it possesses enough
robustness to result in a solution for almost every problem. For these reasons, the majority of commercial software packages for the simulation of
flows in existence today is based on the FV method.
4.2.1
First-order accurate scheme
Consider the general form of a conservation law with only convective fluxes
and source terms:
q ~ ~
+ fC (q) = s (q) .
(4.1)
t
Integrating this expression over each cell, also called control volume in the
case of the FV method, with volume Vi , boundary Vi and the index i
ranging from 1 to N , and applying Gausss theorem results in
I
Z
1
dQ
i
~fC ~1n dS + 1
=
s dV = Ri ,
(4.2)
dt
Vi Vi
Vi Vi
where the cell-averaged conserved variables
Z
1
Qi =
q dV
Vi Vi
(4.3)
are the solution variables of the FV method and the Ri are the corresponding residuals, which govern the evolution of the solution variables in time.
To evaluate the residuals, the conserved variables at the faces are needed
to compute the convective fluxes. These are not immediately available and
thus, they should be reconstructed from the cell-averaged values. In the
classical first-order accurate Godunov FV method, [38], the solution at a
face is approximated by the cell-averaged solution, which corresponds to
an extrapolation with a polynomial of degree zero (constant extrapolation).
In order to ensure numerical conservation1, the contributions of a face to
1 Numerical conservation means that, if a number of cells are grouped, the residual corresponding to the averaged solution in the resulting big cell can be computed by a weighted sum
P Vi Ri
of the residuals in the original cells as follows: i P
. This ensures that the physically
V
j
conserved variables are also conserved numerically, and that there are no numerical (unphysical) sources that cause the total amount of a conserved quantity in the computational
domain to increase or decrease.
32

its two neighboring cells should be equal in magnitude and opposite in
sign. Thus, a unique flux ~fC ~1n should be computed from the two available
solutions. In Godunovs original method, this was achieved by computing
an exact solution to the resulting Riemann problem2 . Modern FV methods
use approximate Riemann solvers or Riemann fluxes for this purpose, all of
which are of the following form:
~
~
~ R (Q , Q ) ~1n = fC (QL ) + fC (QR ) ~1n |A| QR QL ,
F
L
R
2
2
(4.4)
where QL and QR are the reconstructed conserved variables from the left
and the right side of a face and, by convention, the unit normal ~1n is oriented from the left to the right side. With the constant extrapolation used
in the first-order accurate method, they are simply
QL = Q
L
and
.
QR = Q
R
(4.5)
The first term in the right-hand-side of expression (4.4) is just the average of the analytical convective fluxes on the left and the right side of the
face. The second term ensures that the data that is used for the computation of the flux comes from the side from which the physical quantities
are propagating, as governed by the physics. This is called upwinding
and it introduces a necessary amount of damping to stabilize the computations. The matrix |A| should be defined such that this upwinding is
ensured. The different approximate Riemann solvers are distinguished by
the corresponding definitions of this matrix.
The simplest Riemann flux is the Rusanov flux, [86], which is also often
refered to as the Lax-Friedrichs flux. The definition of |A| for the Rusanov
flux is simply
|A| = max I,
(4.6)
where max is the average of the maximum absolute eigenvalues of the
Jacobian matrices of the fluxes in the direction of ~1n at the face, which are
given by

~fC,L(R) ~1n
.
(4.7)
QL(R)
2A
Riemann problem is a problem governed by a hyperbolic conservation law, where the

initial solution contains a discontinuity.
33

For the linear advection
equation, discussed in Section 3.1, this simply

~
results in max = ~a 1n , and for Burgers equation in 1D, see Section
3.2, max = 0.5 (|q|L + |q|R ). For the Euler
equations,
Section

3.3
and N-S

and Section 3.4 respectively, max is 0.5 ~uL ~1n + cL + ~uR ~1n + cR . Fi-
nally, with the LEEs,

which
were discussed in Section 3.5, the expression

~
for max becomes ~u0 1n + c0 , evaluated at the face.
Many other, more accurate, but also more expensive, approximate Riemann solvers exist, like Roes flux difference splitting (FDS) [84], flux vector splitting (FVS) schemes [90, 109] or the Harten-Lax-Van Leer contact
(HLLC) flux [13, 44].
Splitting the surface integral in (4.2) into the contributions by the different
faces, introducing the Riemann fluxes, and approximating the surface integrals over the faces and the volume integrals over the cells by one-point
quadrature formulas which are second-order accurate, and consequently
sufficient for the present first-order accurate scheme results in
f ac
Ni

1 X
dQ
i
= Ri ,
~ R ~1n,m Sm + s Q
F
=
i
m
dt
Vi m=1
(4.8)
where Sm is the surface of the m-th face neighboring the cell. This
is a system of ordinary differential equations (ODEs) in time, which can
be solved using any classical time marching method, like a Runge-Kutta
method, see for example Shu [89], or an implicit backward differencing
method, see Section B.3.2 in the appendix.
4.2.2
Higher-order accuracy
Second-order accuracy can be achieved relatively easily, by constructing a

linear polynomial for each cell, using only data from the closest neighboring cells. A possible way to compute the coefficients of this polynomial,
which are in fact the solution gradient components at the cell center, is by
expressing that the average of the polynomial over a cell should be equal
to the known cell-averaged solution:
Z
Vj
,
Qi (~x) dV = Q
j
j = i, indices of neighbors of cell i.

34
(4.9)

This results in a usually overdetermined linear algebraic system, which
can be inverted using a least-squares algorithm. A polynomial of the form

+ Q
~ (~x ~xi )
Qi (~x) = Q
(4.10)
i
i
is then obtained, where ~xi is the position vector of the cell center. An alternative way to obtain this polynomial is by directly computing the gradient:
Z

1
~ =
~ Q
~ dV
Q
q
Vi Vi
i
i
I
1
q~1n dS
=
Vi Vi
f ac
Ni
Q
1 X
m,L + Qm,R ~
1n,m Sm ,
Vi m=1
2
(4.11)
and plugging this gradient into (4.10). This polynomial can then be used to
reconstruct the solutions at the faces, to obtain a better estimate than the
constant extrapolation. Values for QL and QR are then available, which
can be used to evaluate the Riemann fluxes at the faces and compute the
second-order accurate residuals.
For some applications with complex physics, like vortex dominated flows
and flows where acoustic waves play an important role, lower error levels are required, and schemes with an order of accuracy higher than two
may be desirable. The first approach discussed above for the construction of a second-order accurate scheme can readily be used to construct
higher-order FV schemes, by considering cells that are still further away to
compute higher-order derivatives, see for example Michalak and OllivierGooch [74]. However, data of cells that are further away than the immediate neighbors is not easily accessible on unstructured grids. Moreover,
because of the unstructured nature of the grids, the involved linear algebraic systems can be very badly conditioned, or even singular in the worst
case, which leads to a number of additional problems, like loss of accuracy.
These difficulties to extend the FV schemes on unstructured grids to highorder accuracy illustrate the need for high-order numerical methods that
are specifically designed to retain their accuracy on unstructured grids. A
description of the most popular method, the DG method, is included in Appendix A. The two high-order methods that are the subject of the present
thesis are described in the following chapters.
35
4.3 Discretization of diffusive terms

For completeness, the discretization of diffusive terms with the FV method

~ . To
is also quickly reviewed. Consider a diffusive flux vector ~fD q, q
evaluate such a vector, an estimation of the gradients of the conserved
variables is needed, apart from the conserved variables themselves. With
the FV method, the gradients at a face are computed as follows.
Consider the face S between cells
L and R in Figure 4.2. To estimate the gradient of q at the
center of this face (), a diamondshaped control volume VD is constructed by connecting the neighboring cell centers () to the nodes
of the face (). The conserved variables in a cell center are approximated by the cell averaged conserved variables and those in a face
node are estimated as the average
of the conserved variables in the
cells that share that node. The values Qm in the center of a face ()
of the diamond-shaped control volume VD can then be computed
as the average of the values in the Figure 4.2: Computation of gradients in
nodes of this face. From these val- a face center.
ues Qm , the gradient in the center
of the face between cells L and R
can be estimated as

~
~ q
q
VD
Z
1
~ dV
=
q
VD VD
I
1
q~1n,D dS
=
VD VD
D
N
1 X
Q ~1n,D,m SD,m ,
VD m=1 m
(4.12)
where N D is the number of faces enclosing the diamond-shaped control

36
4.3. DISCRETIZATION OF DIFFUSIVE TERMS

volume.
With this estimation of the gradients, the diffusive flux through the face
S between cells L and R is computed as

Z

~
~fD q, q
~
~
~
~1n S, (4.13)
1n dS fD 0.5 QL + QR , q
VD
with second-order accuracy.
37
38
Chapter 5
Spectral volume method

In the previous chapter, the classical cell-centered finite volume method
was discussed. While the FV method, having many favorable properties,
is the most widely used method for spatial discretization of the governing
equations associated to physical problems, it has some important shortcomings for problems with complex physics, for which higher-order accuracy than two on unstructured grids is desirable. In the present chapter,
a method that is specifically designed for high-order accuracy on unstructured grids, the spectral volume (SV) method, is discussed.
The basic framework of the SV method, with applications to 1D scalar
conservation laws, was introduced in 2002 by Wang [113]. Its further development, including the extension to 2D scalar problems, systems of conservation laws in 1D, 2D and 3D, curved boundary representation and to
the 2D N-S equations were reported in subsequent publications by Wang
and his co-workers in [68, 93, 116118, 121]. The first application of the
SV method to the 3D N-S equations was reported in Haga et al. [39]. The
formulation of the SV method is described in the following sections.
5.1 Discretization of convective and source

terms
Like the FV method, the SV method uses averages over control volumes
(CVs) as solution variables. However, the CVs that are used with the SV
method are not whole cells, but smaller volumes that are obtained by partitioning each cell, also called SV with the present method, in a predefined
39
CHAPTER 5. SPECTRAL VOLUME METHOD

way. The number of CVs, N s , into which a cell is subdivided depends on the
desired order of accuracy, since a certain number of values are minimally
required to construct a polynomial of a given degree. For a (p + 1)-th-order
accurate scheme, a polynomial reconstruction of degree p is required. Simplex cells (lines, triangles and tetrahedrons) are thus subdivided into
Ns =
(p + d)!
p!d!
(5.1)
CVs, where d is the dimensionality. Tensor product cells (quadrilaterals

and hexahedrons) are subdivided into
d
N s = (p + 1)
(5.2)
CVs. Such subdivisions are illustrated in Figures 5.1, 5.2 and 5.3 for respectively 1D linear, 2D triangular and 3D tetrahedral cells.
(a) Second-order (p = 1).
0.58
3
0.58
+3
(b) Third-order (p = 2).
0.78
4
(c) Fourth-order (p = 3).
Figure 5.1: 1D SV cells.
40
0.78
+4
5.1. DISCRETIZATION OF CONVECTIVE AND SOURCE TERMS
0.866
0.433
0
0
0.5
0.866
0.433
0
A
0.5
Figure 5.2: Triangular SV cells.
41
Figure 5.3: Tetrahedral SV cells.
42

Integrating the hyperbolic conservation law (4.1) over each CV with index
j, ranging from 1 to N s , in each cell with index i, ranging from 1 to N , and
applying Gausss theorem, yields
dQ
1
i,j
=
dt
Vi,j
Vi,j
~fC ~1n dS +
1
Vi,j
s dV = Ri,j ,
(5.3)
Vi,j
with Vi,j the volume of the CV and the CV-averaged conserved variables
defined by
=
Q
i,j
1
Vi,j
q dV.
(5.4)
Vi,j
Notice the similarity with the FV method. The main difference with the
latter method is that the N s CV-averaged conserved variables in each cell
i allow to easily construct a polynomial of degree p that approximates the
solution in that cell, which is, as discussed in Section 4.2.2, not so easy
with the FV method. The solution approximation space of the SV method
is thus the space of piecewise continuous polynomials of degree p, which
allows for an order of accuracy equal to p + 1.
The solution polynomial in each cell allows to evaluate the surface integrals over the internal faces that enclose the CVs with (p + 1)-th-order of
accuracy, using appropriate Gauss quadrature formulas. At the external
faces, which lie on a grid face between two cells, two approximate values for
the conserved variables are available, from the solution polynomials corresponding to the two neighboring cells. For conservation, the contribution
of these faces to the neighboring CVs should again be equal in magnitude
and opposite in sign. To ensure this, approximate Riemann solvers, which
were introduced for the FV method in Section 4.2.1, are used. The surface
integrals over the external faces are then evaluated with (p+ 1)-th-order of
accuracy, using an appropriate Gauss quadrature formula, and using the
flux value obtained from an approximate Riemann solver at each quadrature point.
The final expression of the spatial discretization with the SV method is
43

then
dQ
i,j
dt
Vi,j
1
Vi,j
1
+
Vi,j
X Z
Niintf ac
Vi,j Sm
m=1
X Z
Niextf ac
m=1
Vi,j Sm
~fC ~1n dS
~ R ~1n dS
F
s dV = Ri,j ,
(5.5)
Vi,j
where the face and volume integrals should be evaluated with a Gauss
quadrature formula that ensures the desired order of accuracy. Given values for the CV-averaged conserved variables, the residuals Ri,j in (5.5) can
be evaluated with the procedure that is described above. Expression (5.5)
is thus a system of ODEs in time, which can be solved with any classical
time marching method.
Notice that for p = 0, the SV method, like the DG method, which is
discussed in Appendix A, reduces to the classical first-order accurate FV
method.
5.2 SV basis polynomials

For the definition of the basis functions for the construction of the solution
T
polynomial, a mapped coordinate system ~ = [, , ] is introduced on each
cell. The transformation to the global Cartesian coordinates is given by
xi
xi (, , )

~xi = yi = yi (, , ) = ~xi ~ ,
(5.6)
zi
zi (, , )
~~
with the corresponding Jacobian matrix denoted
as J i and the Jacobian
determinant as Ji . The solution polynomial Qi ~ in cell i has the form
Ns

X
L
~ ,
Q
Qi ~ =
i,j
i,j
(5.7)
j=1

i,j ~ are the SV basis polynomials. These basis polynomials
where the L
are like Lagrangian polynomials, but with respect to CV-averaged values
44
5.2. SV BASIS POLYNOMIALS

instead of pointwise values. The average of the solution polynomial over a
CV should be equal to the corresponding CV-averaged solution:
Z

1
,
Qi ~ Ji dV~ = Q
j = 1, ..., N s .
(5.8)
i,j
Vi,j V,j
~
Inserting the expression of the SV solution polynomial (5.7) into this identity results in the following set of linear algebraic systems that define the
SV basis polynomials:
Z

1
i,m ~ Ji dV~ = jm ,
j, m = 1, ..., N s ,
(5.9)
L
Vi,j V,j
~
where jm is the Kronecker delta function. This shows that in general, the
SV basis polynomials depend on the local geometry of the corresponding
cell, through the Jacobian determinant Ji . Consequently, the coefficients
of these polynomials should either be stored for each cell, or recomputed
on the fly when needed. The first approach requires a prohibitively large
amount of memory, while the second uses too much computational time.
Fortunately, if grids with simplex cells are considered, the transformation
(5.6) is linear for most cells. A simplex cell in the mapped coordinate system is defined, by convention, by the unit basis vectors of the mapped
coordinate space. For example, the mapped coordinates of a triangular cell
are bounded by 0, 0 and + 1, while in a tetrahedral cell, these
bounds are 0, 0, 0 and + + 1. The Jacobian determinant
of a simplex with a linear mapping is then a constant that is proportional
to the volume of the cell:
Ji = d!Vi .
(5.10)
The ratio between the volume of CV j and the volume of the whole cell is
a constant, because of the linear mapping, and is consequently equal to
the ratio of the volumes of the CV and the cell in the mapped coordinate
system:
V,j
~
Vi,j
=
= V,j
(5.11)
~ d!
Vi
V~
Expression (5.9) then reduces to
Z

1
i,m ~ dV~ = jm ,
L
V,j
~
V,j
~
45
j, m = 1, ..., N s ,
(5.12)

which shows that for simplex cells with a linear mapping, the SV basis
polynomials are the same for each cell. Thus, one set of polynomial coefficients, which can be precomputed and stored, suffices for such cells. Only
cells near a boundary of the computational domain, where a higher-degree
mapping is sometimes needed to match them to possibly curved geometries, might have a nonlinear mapping. For these cells, which form only a
small fraction of the total number of cells, the basis polynomial coefficients
can be precomputed and stored for each individual cell.
For grids with quadrilateral or hexahedral cells, the transformation to the
mapped coordinates is linear only for respectively parallelograms or parallelopipeds. Such cells are not sufficient to create a grid for a general
geometry, and consequently, almost every known implementation of the
SV method is limited to simplex cells.

Different treatments for the diffusive terms with the SV method are known
in literature, [61, 92, 93]. Most of them are derived from similar approaches that were developed for the DG method. A nice unifying framework of these approaches for the DG method can be found in Arnold et al.
[2]. It should be mentioned that another promising approach, the recovery scheme due to Van Leer et al. [110], is not included in this unifying
framework, indicating that the latter may still be too narrow. The three
approaches that are discussed here are the local SV (LSV) approach, based
on the local DG (LDG) approach, proposed by Cockburn and Shu [28], the
second approach of Bassi and Rebay (BR2), proposed by Bassi et al. [12]
for DG, and the interior penalty (IP) method, see Douglas and Dupont [57].

~ . To evaluate it, the gradiConsider the diffusive flux vector ~fD q, q
ents or an approximation of the gradients of the conserved variables
must be available. With
the three approaches that are mentioned above,
~ i ~ for the gradients is obtained by computing CVan approximation
46

averaged values as follows:

~
q
=
i,j
1
Vi,j
1
Vi,j
q~1n dS
Vi,j
X Z
Niintf ac
1
+
Vi,j
i,j ,
~
m=1
Vi,j Sm
X Z
Qi~1n dS
Niextf ac
m=1
~1n dS
Q
Vi,j Sm
(5.13)
=Q
(Q , Q ) is an averaged value that is obtained using a cerwhere Q
L
R
tain operator, which will be defined further on. The gradients in cell i can
thus be approximated by the polynomial
Ns

X

i,j .L
~
i,j ~ .
~
~i =
~
q
i
(5.14)
j=1
~ i ) at an internal
The diffusive flux vector is then approximated as ~fD (Qi ,
~ L and
~ R of
~ are again available, and
face. At a cell-face, two values
= ~
(Q , Q ,
~ R ) is used, which will also
there, an averaged value ~
L
R ~ L,
be defined further on. At an external face, the normal component of the

~1n . The
diffusive flux vector is thus computed as ~fD 0.5 (QL + QR ) , ~
and ~
for the three different approaches that are considdefinitions of Q
ered here are given in the following sections.
5.3.1 Local SV approach

and ~
are defined as follows:
With the LSV approach, Q
=
Q
QL + QR
(QR QL ) ,
2
~L +
~R
~ L) +
(QR QL ) ~1n ,
+ (~
R
2
hf
(5.15)
(5.16)
where hf is a local length scale associated to a face, defined as

(JL + JR )
(JL + JR )
= C
,
hf = C
T
T

~

~
~J 1
~1 ~
~1 ~
J
J ~J 1

n,,L
n,,R

L
R
47
(5.17)
with ~1n,~ the unit normal to the face in the mapped coordinate system
associated to a cell. The constant C is chosen in the present work such that
for simplex cells with a linear transformation to the mapped coordinate
system, hf reduces to
hf =
d VL + VR
,
d+1
S
(5.18)
which is the sum of the perpendicular distances between the neighboring

cell centers and the face. For tensor product cells, it should be chosen
analogously such that
VL + VR
hf =
.
(5.19)
2S
The parameter sets the amount of damping added to the gradient, while
defines the bias in the averaging operators. In Arnold et al. [2], it was
shown that > 0 results in stable LDG schemes, and no stability problems have been observed for the LSV approach either. Notice that the LSV
approach is not compact, since the neighbors of the neighboring cells are
needed for the contribution of the external faces to the residuals in a cell.
The choice = 0, = 0.5 is the well known scheme where Q is taken
~ from the other side of the face, and which was used
from one side and
in Sun et al. [93]. The penalty method described in Kannan et al. [61],
corresponds to = 1, = 0. The latter formulation is considered in the
present work.
5.3.2
Second approach of Bassi and Rebay
and ~
is
The BR2 definition of Q
=
Q
QL + QR
,
2
~ L + Q
~ R
Q
2
(5.20)
+
~L+
~R
,
2
(5.21)
where defines the amount of damping added to the gradients. The lifting
~ L and
~ R associated to a cell-face can be interpreted as correcoperators
tions to the gradients of the solution polynomials in the neighboring cells.
These lifting operators are polynomials, defined in the neighboring cells by
their CV-averaged values:
Z
1
~
(Q QL ) ~1n dS.
(5.22)
L(R),j =
VL(R),j VL(R),j S R
48
5.4. IMPOSITION OF BOUNDARY CONDITIONS

Unlike the LSV approach, the BR2 approach is fully compact, as only the
immediate neighbors are required for the computation of the residuals in
a cell. Notice that for p = 0, the gradients of the solution polynomials are
~ L = Q
~ R = 0), and the gradients at a face are approxialways zero (Q
mated by the lifting operators alone, which means that must be equal to
one for consistency. This value of was used for any p in Kannan et al.
[61], where the BR2 approach for the SV method was studied.
5.3.3 Interior penalty approach

and ~
for the IP method are given by
The operators Q
=
Q
QL + QR
,
2
~ L + Q
~ R
Q
(QR QL ) ~1n ,
+
2
hf
(5.23)
(5.24)
with defining the amount of damping added to the gradients, and hf

defined as in (5.17). This approach is also fully compact. For p = 0 and the
chosen formulation of hf , should be equal to one for consistency, since the
gradients of the solution polynomials are then again zero everywhere. In
Arnold et al. [2], it was reported that for the DG method, the IP approach
results in a stable numerical scheme if is chosen larger than a certain
threshold value.
5.4 Imposition of boundary conditions

The boundary conditions play a very important role in every physical problem. Given a set of governing equations, valid on a certain domain, the
solution to a steady physical problem is defined entirely by the boundary
conditions. In the case of unsteady physical problems, the initial solution
also has an influence, next to the boundary conditions. As a consequence,
properly imposing the boundary conditions is a necessity for accurate numerical simulations.
With the SV method, a weak imposition of the boundary conditions is used.
This means that the numerical solution is not forced to have exactly the
same value at the boundaries as the one that is prescribed by the boundary condition, which would correspond to a strong imposition. Instead, the
numerical solution is allowed to be slightly different, and the boundary condition is imposed by the flux through the boundary faces, which is
49

computed taking the prescribed boundary value into account. To achieve
this, ghost solutions Qgho are introduced in quadrature points on boundary faces. These ghost solutions are defined such that the average of the
ghost solution and the internal numerical solution Qint in these quadrature points is equal to the value prescribed by the boundary condition. A
Riemann flux (4.4) is then used to compute a unique flux from the internal and ghost solution at each quadrature point, where the left solution
is the internal solution QL = Qint , the right solution is the ghost solution
QR = Qgho , and the unit normal vector ~1n points out of the computational
domain.
~fC (Q ) + ~fC Q

Qgho Qint
R
gho
int
~ Q ,Q
~
F
~1n |A|
, (5.25)
int
gho 1n =
2
2
The numerical damping that is introduced by the second term of the Riemann flux, which is proportional to the difference between the internal
and the ghost solution, penalizes this difference and ensures that the internal solution is close to the ghost solution, and consequently also to the
value prescribed by the boundary condition. The diffusive fluxes through
boundary faces are treated in a similar way, by inputting internal
and

= Q
Q ,Q
=
ghost values into the averaging operators: Q
and ~
int
gho

Q ,Q ,
~ gho at a boundary face.
~
int
gho ~ int ,
A distinction is made between two basic types of boundary conditions,
namely a Dirichlet boundary condition and a Neumann boundary condition. A general boundary condition for a system of conservation laws is
usually a combination of these two types. The two basic types are discussed in the following sections. Afterwards, two special cases of boundary
conditions, namely a mirror boundary condition and a special treatment
for curved slip-wall boundaries, are discussed.
5.4.1
Dirichlet boundary condition
A Dirichlet boundary condition directly imposes a solution value on the

boundary:
q = qbnd .
(5.26)
The ghost solution Qgho is computed as
Qgho = 2qbnd Qint ,
(5.27)
where Qint is the internal numerical solution at the quadrature point on

the boundary. The average of Qint and Qgho is then equal to qbnd . The ghost
50

values of the gradient ~gho is set to the internal value
~gho = ~int ,
(5.28)
such that the average of ~gho and ~int is equal to the internal gradient. In
the case of the Euler or the N-S equations, a Dirichlet boundary condition
for all conserved variables corresponds strictly speaking to a supersonic
inlet boundary condition, although it is often used as a far field boundary
condition as well.
5.4.2 Neumann boundary condition

With a Neumann boundary condition, the gradient normal to the boundary
is imposed:
~ = bnd .
~1n q
(5.29)
The ghost value of the gradient is then computed as

~gho = ~int + 2 bnd ~1n ~int ~1n ,
(5.30)
which ensures that the average of the internal and ghost gradient has the
proper value in the direction normal to the boundary:
~int + ~gho ~
1n = ~int ~1n ~1n ~int + bnd = bnd .
2
(5.31)
The ghost solution is equal to the internal solution

Qgho = Qint .
(5.32)
In the case of the Euler or the N-S equations, a Neumann boundary condition for all conserved variables corresponds to a supersonic outlet boundary condition.
5.4.3 Mirror boundary condition

A mirror boundary condition ensures that the solution is entirely symmetrical with respect to the plane where this boundary condition is imposed.
Its formulation is as follows. The ghost values of scalar conserved variables q, e.g. mass density and total energy E in the case of the Euler
and N-S equations, are set as
Qgho = Qint .
51
(5.33)

The ghost values of conserved vector variables ~q, like e.g. momentum ~u =
[ux uy uz ]T with the Euler and N-S equations, are given by

~ gho = Q
~ int 2 ~1n Q
~ int ~1n .
Q
(5.34)
The formulation of the ghost gradients of scalar conserved variables is

~gho = ~int 2 ~1n ~int ~1n .
(5.35)
Finally, the ghost gradient of the tangential components of vector conserved variables is computed as

~t,gho = ~t,int 2 ~1n ~t,int ~1n ,
(5.36)
while the ghost gradient of the normal component of vector conserved variables is given by
~n,gho = ~n,int .
(5.37)
This boundary condition also corresponds to a slip-wall boundary condition
for the Euler equations, as discussed in Section 3.3.4, for a stationary wall
(~uwall ~1n = 0).
5.4.4
Simplified curved slip-wall boundary treatment
In the case of the Euler equations, a slip-wall boundary condition at a

curved boundary generally requires the introduction of curved cells, in order to maintain high-order accuracy near such boundaries. If this is not
done and cells with straight faces are used, then the geometry is only approximated with a linear polynomial, which theoretically limits the accuracy of the simulation to second-order. In practice however, even secondorder accuracy is not obtained and computations often diverge without any
special treatment. However, using such curved cells with non-constant Jacobian determinants Ji introduces some complications with the SV method.
Firstly, the SV basis polynomial coefficients then depend on the cell index
i. Secondly, higher-order accurate quadrature formulas are required to
evaluate the surface integrals.
The second complication also occurs with the DG method. For this method,
Krivodonova and Berger [65] proposed a simplified treatment for such
boundaries, which does not ensure the formal order of accuracy at the
52

boundary, but it does imply a significant improvement with respect to using cells with straight faces without any special treatment. The application of this approach in combination with the SV method was reported in
Van den Abeele et al. [102] and Harris et al. [43].
The approach goes as follows. As discussed in the previous section, a regular slip-wall boundary condition for the Euler equations is imposed by
gho
(E)gho
(~u)gho
= int
= (E)int

= (~u)int 2 ~1n (~u)int ~1n ,
(5.38)
where ~1n is the unit normal to a boundary face in a quadrature point.

Krivodonova and Berger proposed to use cells with straight faces, but to
compute the ghost values for momentum using the normals to the real
boundary, as illustrated in Figure 5.4. The vector ~1n in expression (5.38) is
then replaced by the vectors ~1b,l illustrated in the figure.
The performance of this approach is demonstrated in Figure 5.5, where the
Mach contours obtained for a 2D inviscid Euler flow at M = 0.38 around
a circular cylinder are shown. Both results shown are obtained with a
second-order SV scheme, on a grid with only straight faces. The left plot
corresponds to a computation where the curvature of the cylinder wall is
not taken into account, and the normals to the boundary faces are used
to impose the slip-wall boundary condition. It is obvious that the result is
Figure 5.4: Illustration of simplified curved slip-wall boundary treatment for two
quadrature/flux points.
53
-1
-2
-2
-1
-1
0
x
-2
-2
(a) Using the boundary face normals.
-1
0
x
(b) Using real cylinder surface normals.
Figure 5.5: 2D Euler flow at M = 0.38 around a circular cylinder. Mach contours,
with M = 0.038, obtained with a second-order SV method on a grid without
curved faces at the cylinder boundary.
very bad, since it is not symmetrical and a wake has formed behind the
cylinder, which is not physical in the case of the Euler equations. For the
computation shown in the right plot, the normal to the real cylinder wall
is used to impose the boundary condition. This results in a good solution
on a relatively coarse mesh. The solution is almost symmetric, and no
unphysical wake is formed.
5.5 Quadrature-free implementation

The evaluation of the integrals in (5.5) with Gauss quadrature formulas
can be quite costly. This is especially true in the 3D case, where some of
the CV faces have a pentagonal or, for p > 2, a hexagonal shape. To evaluate the fluxes through these faces using Gauss quadrature formulas, they
should be decomposed into triangular (or possibly quadrilateral) faces, for
which such quadrature rules are available. This typically results in a prohibitively large number of quadrature points. A similar argument can be
made about the volume integral for the source terms.
Harris et al. [43] proposed a much more efficient quadrature-free approach, which does not need the Gaussian quadrature rules. In this ap54
5.5. QUADRATURE-FREE IMPLEMENTATION

proach, a mapped flux polynomial of degree p +
by evalu
1 is
constructed,
~~ 1 ~
~
~
at an appropriate
ating the mapped flux vectors Fi,l = Ji,l J f Q l
i
i,l
nodal set ~l , l = 1, ..., N f , which is prescribed by Hesthaven [48] and Hesthaven et al. [49]. Notice that the subscript C or D has been neglected,
since this approach applies to both the convective and the diffusive terms.
From the flux vectors at these N f nodes, the flux polynomial can then be
constructed as follows:
Nf
X

~
~ i,l Lf ~ ,
~
F
Fi =
l
(5.39)
l=1

where the Lfl ~ are Lagrangian basis functions associated to the nodal
set, defined by

l, m = 1, ..., N f .
(5.40)
Lfl ~m = lm ,
Notice that these basis functions are always independent of the cell index
i. The contribution of the internal faces to the residual corresponding to
CV j, based on this flux polynomial, can then be evaluated analytically,
which results in an expression of the form
X Z
Niintf ac
m=1
Vi,j Sm
~fC ~1n dS
N
X
l=1
int ~
~ j,l
M
Fi,l .
(5.41)
At cell-faces, an analogous approach is taken. Evaluating the Riemann

fluxes at the flux nodes that lie on a face allows to construct a polynomial
of degree p + 1 on that face. Analytically integrating this polynomial yields
an expression of the form
Z
Vi,j S
~ R ~1n dS
F
f,f ace
NX
l=1
ext
Mj,l

T
R

~ ~

~~ 1
~
1n,,l
Ji J i
~ Fl 1n,l .

(5.42)
It should be noted here that the Riemann fluxes through external faces
are computed in a slightly different way in Harris et al. [43]. The first or
averaging term in the expression for a Riemann flux (4.4) is integrated as
described above. The second or damping term in this expression is only
computed once for each external CV-face, based on a face-averaged value
of the conserved variables, which allows for a slight saving in the number
of evaluations of this approximate Riemann solver damping term.
55

To illustrate the magnitude of the involved savings, consider a 3D thirdorder accurate SV scheme for tetrahedral cells. Using Gaussian quadrature rules based on triangles results in a total of 324 quadrature points
per cell, and as many flux evaluations, to compute the residuals. Using
the quadrature-free approach, only 20 flux evaluations are required, which
clearly illustrates its advantage over the classical approach. For more details about quadrature-free implementations of the SV method, the reader
is refered to Harris et al. [43].
5.6 Criteria for the selection of partitions

The partition of a cell into CVs is not uniquely defined in general. For
example, at first sight, there are two possible second-order accurate SV
partitions of a triangular cell, as illustrated in Figure 5.6. In Wang et
al. [116], it was reported that both partitions do indeed yield stable SV
schemes, but only the left partition results in second-order accuracy in
practice.
A few rules of thumb to select good SV partitions can be mentioned:
Depending on the desired order of accuracy, a cell should be partitioned into at least N s CVs, where N s is given by (5.1) for simplex
cells and by (5.2) for tensor product cells.
The partition should respect the symmetries of the cell.
0.866
0.866
0.433
0.433
0
0
0.5
0.5
Figure 5.6: Possible second-order SV partitions for a triangular cell.
56
5.6. CRITERIA FOR THE SELECTION OF PARTITIONS

At a cell-face, there should be enough CVs to allow sufficient communication with the neighboring cells through the external CV-faces.
This means that for simplex cells, there should be
(p + d 1)!
p! (d 1)
(5.43)
CVs that lie at a cell-face, while for tensor product cells, there should
be
d1
(p + 1)
(5.44)
CVs at a cell face.
The last rule of thumb can be understood by looking at the candidate for
a second-order SV partition shown in the right plot of Figure 5.6. This
partition violates the last rule. Consequently, the flux through the single
large face between two neighboring cells is the same for a solution polynomial that is equal to a certain constant along that face, as for a solution
polynomial that varies linearly along that face, with the mean equal to the
same constant. This partition can thus communicate information about
the mean solution along a face to its neighbors, which is required for firstorder accuracy, but not about the solution derivative tangential to the face,
which is required for second-order accuracy in the general case. The partition shown in the left plot of Figure 5.6 does not violate the last rule of
thumb, and constant and linear variations along the cell-faces do never
result in the same fluxes through the two CV-faces that make up the cellface. This partition is consequently the only correct choice, which results
in second-order accuracy on arbitrarily unstructured triangular grids.
These rules of thumb are insufficient to uniquely define SV partitions for
orders of accuracy higher than two. For example, the general third-order
SV partition for a triangular cell, shown in Figure 5.2(b), has two degrees
of freedom (DOFs), namely the positions of points C and E. A possible criterion for the identification of good partitions from a family of partitions
with DOFs, which was used in Wang et al. [116, 117], Liu et al. [68] and
Chen [20, 21], is based on the so-called Lebesgue constant || || of a partition. The definition1 of this constant is
Ns

X
~
|| || = max
Lj .
~
V
j=1
(5.45)
1 Notice that in this definition, the cell index i to the SV basis functions is omitted. The
Lebesgue constant is usually computed for cells with a linear transformation to the mapped
coordinate space.
57
It can be shown, [116], that the Lebesgue constant of a SV partition provides an upper bound for the uniform or maximum
norm (|||| = max ||) of
the error between an arbitrary given function q ~ and the representation

Q ~ of that function using the basis polynomials of the SV partition
Ns

X
j ~ ,
~
qj L
Q =
(5.46)
j=1
where qj is the exact average of q over CV j. The upper bound is then

||q Q|| (1 + || ||) ||q Q || ,
(5.47)
where Q is the best uniform approximation of q in the polynomial space
defined by the SV basis polynomials

Lj . Furthermore, it gives an upper
bound for the uniform norm of Q ~ :

Q ~ || ||
max
j=1,...,N s
|
qj | .
(5.48)
Expressions (5.47) and (5.48) show that it is beneficial for a partition to

have a small Lebesgue constant. The criterion is thus that the best SV
partition has the smallest Lebesgue constant. Based on this, a number
of partitions for 1D cells, [116], 2D triangular cells, [20, 21, 117], and 3D
tetrahedral cells, [20, 68], were designed. However, while it provides some
information about the accuracy, the Lebesgue constant does not hold any
information about the stability of a SV scheme. In Chapter 8, a different
criterion, which also takes into account stability, will be discussed, as well
as concrete examples of SV schemes that were used in literature and that
were developed during the present PhD research.
5.7 Partition definitions

As discussed in the previous section, the partitions into CVs for secondorder accurate SV schemes are uniquely defined by a set of rules of thumb.
They can be seen for linear, triangular and tetrahedral cells in Figure
5.1(a), 5.2(a) and 5.3(a) respectively. The higher-order partitions are defined as follows.
58
5.7. PARTITION DEFINITIONS
5.7.1 Partitions for 1D cells

A general third-order 1D partition is shown in Figure 5.1(b). It has one
DOF, 3 ]0, 1[, the definition of which is clear from the figure. Figure
5.1(c) shows a general fourth-order 1D partition. There is again one DOF,
labeled 4 ]0, 1[, which is clear from the figure.
5.7.2 Partitions for triangles

The third-order partition of a triangular cell is plotted in Figure 5.2(b). It
has two DOFs, which are defined as

|AE|
1
2
|AC|
and
3 =
,
(5.49)
0,
0,
3 =
|AB|
2
|AD|
3
where the points A, B, C, D and E are shown in the figure. The general
fourth-order partition is included in Figure 5.7. Here, there are four DOFs:

|AE|
1
2
|AC|
,
4 =
,
0,
0,
4 =
|AB|
2
|AD|
3

|GD|
|AF |
1
2
4 =
and 4 =
,
(5.50)
0,
4 ,
|AD|
3
|AD|
3
with the involved points again shown in the figure.
5.7.3 Partitions for tetrahedra

The third-order partition of a tetrahedral cell is more complicated. Four
possible families of partitions are considered. The first of these is shown
in Figure 5.3(b). The other three are included in Figures 5.8 and 5.9. In
general, these partitions are fully defined by three parameters, which are

|AC|
|AE|
|AG|
1
2
3
3 =
, 3 =
and 3 =
. (5.51)
0,
0,
0,
|AB|
2
|AD|
3
|AF |
4
The points involved in the definitions are shown in the figures.
The first family of partitions, Figure 5.3(b), is a simplified case, where it
is imposed that the internal faces of the corner CVs are planar. This way,
two free parameters remain, namely 3 and 3 , with the third parameter
3 defined by
33 3
.
(5.52)
3 =
43 3
59
0.866
0.433
F
E
0
A
0.5
Figure 5.7: Fourth-order (p = 3) triangular SV cell.
Figure 5.8: Third-order (p = 2) tetrahedral SV cell of second family.
60
5.7. PARTITION DEFINITIONS
(a) Third family.
(b) Fourth family.
Figure 5.9: Third-order (p = 2) tetrahedral SV cells.
61

This is the family of partitions that was considered in Liu et al. [68] and
Chen [20]. For this family, there are further restrictions on the values that
3 and 3 can assume, namely 3 < 43 for 3 to be greater than zero, and
3
to satisfy 3 34 . Notice that the second condition is more re3 44
3 +1
strictive than the first.
With the second and the third family of partitions, shown in Figures 5.8
and 5.9(a) respectively, all parameters can be chosen freely. The internal
faces of the corner CVs are subdivided into two triangles. As can be seen
in the figures, the two families differ in the way these faces are subdivided.
For the last family of partitions, shown in Figure 5.9(b), the internal faces
of the corner CVs are treated as a single bilinear quadrilateral face, and
no additional edge is introduced.
62
Chapter 6
Spectral difference
method
An alternative to the spectral volume method, which was discussed in the
previous chapter, is the spectral difference (SD) method. The SD method
is also designed for high-order accuracy on unstructured grids. An important advantage over the SV method, and also over the DG method, is that
the formulation of the SD method is in differential form, involving no integrals, and thus, costly integral evaluations are completely avoided.
The SD method was proposed by Liu et al. [67], for simplex cells. Its
extension to the Euler equations was described in Wang et al. [119], and
to the N-S equations in May and Jameson [73]. A 3D N-S implementation
of the SD method for hexahedral grids was presented in Sun et al. [94].
For such grids with tensor product cells (lines, quadrilaterals and hexahedra), the SD method is identical to the multi-domain spectral method that
was presented in Kopriva and Kolias [64] and Kopriva [63]. A 1D implicit
space-time SD method was reported in Huang et al. [54]. The formulation
of the SD method is discussed in the following sections.
6.1 Discretization of convective and source

terms
Consider a mapped coordinate system ~ on each cell i, with the transformation to the global Cartesian coordinate system defined as in (5.6), with
63
CHAPTER 6. SPECTRAL DIFFERENCE METHOD

~
Jacobian matrix ~J i and Jacobian determinant Ji . The convective fluxes
projected in the mapped coordinate system (~fC,i ) are related to the flux
components in the global coordinate system as follows:
~fC,i
fC,i
fC
~J 1 gC = Ji ~~J 1 ~fC .
C,i = Ji ~
= g
i
i
C,i
hC
h
(6.1)
The governing equations without diffusive terms (4.1) can then be written
in the mapped coordinate system
i
(Ji q)
q
t
t
C,i
C,i
g
fC,i
h
+ Ji s (q)
~ ~ ~fC,i + Ji s (q) ,
=
(6.2)
i Ji q the conserved variables in the mapped coordinate system.

with q
For a (p + 1)-th-order accurate d-dimensional scheme, N s solution points
with index j are introduced at positions ~js in each cell i, with N s given
by (5.1) for simplex cells and by (5.2) for tensor product cells. From the
values at these points, a polynomial of degree p that approximates the solution in cell i, can be constructed. This polynomial is called the solution
polynomial, and the conserved variables Qi,j at the solution points are the
solution variables of the SD method.
The evolution of these variables is governed by (6.2), evaluated at the solu~ ~ ~fC,i at the
tion points. To estimate the divergence of the mapped fluxes
solution points, a set of N f flux points with index l and at positions ~lf , supporting a polynomial of degree p + 1, is introduced. To ensure a coupling
between the cells, a minimum number of flux points, given by (5.43) for
simplex cells and by (5.44) for tensor product cells, need to lie at the faces
of the cell. Moreover, there are possibly also flux points at the corners of
the cell. Examples of solution and flux point distributions are shown in
Figure 6.1 for 1D cells, in Figure 6.2 for 2D triangular cells and in Figure
6.3 for 2D quadrilateral cells.
The evolution of the mapped flux vector ~fC,i is then approximated by a flux
~ C,i , which is obtained by reconstructing the solution variables
polynomial F
64
0.58
3
0.58
+3
0.78
4
0.78
+4
Figure 6.1: 1D SD cells. Solution () and flux points (N).
~ C,i,l at these points. In order

at the flux points and evaluating the fluxes F
to maintain conservation at a cell level, the flux component normal to a
face must be continuous between two neighbouring cells. Since the solution at a face is in general not continuous, this requires the introduction of
(approximate) Riemann solvers in those points. Two different approaches
were discussed in Liu et al. [67] and in Wang et al. [119].
With the first approach, d 1D Riemann solvers, with d the dimensionality of the problem, are used at corner flux points to compute the normal
flux components between cells that share a face. From these normal flux
components, the full flux vector at a corner flux point can be reconstructed
for a cell. At face flux points, a 1D Riemann solver is used for the normal
component of the flux. The tangential component can be the internal component or the average of the tangential components. This first possibility
is illustrated for the face () and corner () flux point of cell C in Figure
6.4(a). The approach with the internal tangential component is labeled
65
0.866
0.433
0
0
0.5
0.866
0.433
0
0
0.2
0.5
Figure 6.2: Triangular SD cells. Solution () and flux points (N).
66
1
1
1
1
0.58
3
Figure 6.3: Quadrilateral SD cells. Solution () and flux points (N).
67
(a) Multiple 1D Riemann solvers.
(b) One multi-D Riemann solver.
Figure 6.4: Different treatments of face and corner flux points.
semi-upwind approach and the one with the averaged tangential component averaged-upwind approach.
The second possible treatment for face and corner flux points consists of
using multi-dimensional Riemann solvers. The full flux is then evaluated
using the solution in the cell where propagating waves are coming from.
This treatment is illustrated in Figure 6.4(b). For the face flux point (),
the full flux vector from within cell D is used, while for the corner flux
point (), the flux from within cell A is selected. This treatment is labeled full-upwind approach. The problem with this approach is that such
multi-dimensional Riemann solvers are only available when the physics of
the problem is a simple unidirectional wave propagation.
The flux vector can thus be evaluated at all flux points, from which the
~ C,i can be constructed. Taking the divergence
degree p+1 flux polynomial F
of this polynomial in the solution points results in the following modified
form of (6.2), describing the evolution of the conserved variables in the
solution points:

dQi,j
1 ~ ~
~ FC,i + s Qi,j = Ri,j ,
(6.3)
=
dt
Ji,j
j
with Ri,j the SD residual associated to Qi,j . This is a system of ODEs in

time and can be solved numerically using any method for such systems.
An obvious advantage of the SD method is that the formulation of the
residuals (6.3) does not involve any integrals. As a consequence, costly
68
6.2. SD BASIS POLYNOMIALS

Gaussian quadrature rules are avoided. Furthermore, no special treatment is required for cells with a nonlinear transformation to the mapped
~
coordinate system, since the modified values of ~J i and Ji can just be
plugged into (6.3). For methods that have a residual formulation involving
integrals, a higher-order accurate quadrature rule must be used if the degree of the transformation to the mapped coordinate system increases.
To conclude this section, it should be noted that for p = 0, the SD method,
like the DG and SV methods, reduces to the classical first-order accurate
FV method.
6.2 SD basis polynomials

The degree p solution polynomial in cell i has the form
Ns

X
~
Qi,j Lsj ~ ,
Qi =
(6.4)
j=1

where Lsj ~ are the SD basis polynomials. At the solution points, the
polynomial value should be equal to the solution variable:

Qi ~js = Qi,j ,
j = 1, ..., N s ,
(6.5)
resulting in the following defining linear algebraic systems for the basis
polynomials

s
Lsj ~m
= jm ,
j, m = 1, ..., N s .
(6.6)
The SD basis polynomials are thus Lagrangian polynomials with respect

to the solution points.
The degree p + 1 flux polynomial in cell i is given by
Nf
X

~ C,i,l Lf ~ ,
~
F
FC,i ~ =
l
(6.7)
l=1

where the flux basis polynomials Lfl ~ are also Lagrangian polynomials
defined by

f
= lm ,
l, m = 1, ..., N f .
(6.8)
Lfl ~m
69

Notice that, unlike the SV basis polynomials, the SD solution and flux
basis polynomials are always independent of the transformation to the
mapped coordinate system, and consequently of the cell index i.

Like with the SV method, the treatment of the diffusive terms with the
SD method is derived from approaches that were developed for the DG
method. In this section, similar approaches that were discussed for the
SV method in Section 5.3 are considered. These are the local SD (LSD)
approach, which corresponds to the LDG scheme for DG, [28], the second
approach of Bassi and Rebay (BR2), [12], and the interior penalty (IP) approach, [57].

~ , the gradients
For the evaluation of the diffusive flux vector ~fD q, q
of the conserved variables must be available at the flux points. Defining
the vectors J~i, , J~i, and J~i, as

~
Ji ~J 1
= J~i,
i
J~i,
J~i,
T
(6.9)

~ i ~ is obtained by computing the
a gradient approximation polynomial
values at the solution points as follows:

#
"

J~i,
J~i,
J~i,
1
Q

i
i
i
~
~ i,j ,
q
=
+
+
Ji,j
i,j
(6.10)
is a polynomial of degree p + 1, defined by its values at the flux

where Q
i
points. In an internal flux point, this is just the value of the polynomial
of the two available
Qi . In a face flux point, it is equal to an average Q,
values QL and QR , which is to bedefined further on. The gradients in cell
~ i ~ , given by
i are then approximated by
Ns

X

~
~
~ i,j .Lsj ~ .
~i =
q
i
(6.11)
j=1
~ i ) in an internal flux
The diffusive flux vector is approximated as ~fD (Qi ,
~ L and
~ R , of
~ are available. An averaged
point. At a face, two values,
is then used, also to be defined further on. The normal component
value ~
70

~1n in
of the diffusive flux vector is thus evaluated as ~fD 0.5 (QL + QR ) , ~
a face flux point. The tangential component is computed using the internal
~ i.
or the averaged value of
6.3.1 Local SD approach

The definitions of the averaging operators and the properties of the LSD
approach are identical to those of the LSV approach, as discussed in Section 5.3.1. The LSD method was used by Sun et al. [94], Premasuthan et
al. [79] and Van den Abeele et al. [105] in SD implementations for quadrilateral and hexahedral cells. May and Jameson [73] used an approach akin
to LSD for their SD code for unstructured triangular grids.
6.3.2 Second approach of Bassi and Rebay

The definitions of the BR2 approach for the SD method are also similar to
those for the SV method. Expressions (5.20) and (5.21) are again valid. The
~ L and
~ R associated to a cell-face are again polynomials
lifting operators
in the neighbouring cells, defined by their values at the solution points:

1
g
~
~ L(R),j =
~ ~ Q
.
(6.12)
L(R)
JL(R),j
j
g
~
In this expression, Q
L(R) is a polynomial of degree p + 1, defined by its
values at the flux points:

T

Q Q J ~
1
~
~
~1n l curr. face
J
1
g
R,l
L,l
n,~
~

Q
=
L(R),l
L(R),l
0
elsewise
(6.13)
This approach was reported in Van den Abeele et al. [105].
6.3.3 Interior penalty approach

For the IP approach, the definitions and properties of the averaging operators for SD are again identical to the ones that were given in Section
5.3.3. The parameter , which defines the amount of damping, is equal to
p2 + p + 1 in the present work. The use of this approach for the SD method
was published in Van den Abeele et al. [105].
71
6.4 Imposition of boundary conditions

The imposition of the boundary conditions with the SD method is done in
exactly the same way as with the SV method, see Section 5.4. It should be
mentioned that the simplified curved slip-wall boundary treatment that
was discussed for the SV method, is never used with the SD method, because of the simple implementation of curved cells with this method.
6.5 Quadrilateral and hexahedral cells

The flux point distributions for quadrilateral cells shown in Figure 6.3 are
not the ones that are used in practical implementations of the SD method.
Instead, cells with component-wise flux point distributions, like the ones
shown in Figure 6.5, are used, [63, 64, 79, 93, 105].
Different sets of flux points are thus used for the different components
of the mapped flux vector. For the fi -component (neglecting the subscript
i of degree p + 1 in
C or D), a set of flux points that supports a polynomial F
and of degree p in (and in , in the case of hexahedral cells) is defined.
These flux points are labeled -flux points and are used for the approxi i -components, - and
i - and h
mation of the derivative of fi to . For the g
-flux points, supporting polynomials Gi and Hi , are introduced analogously for the computation of the derivatives to and respectively.
The advantage of component-wise flux point distributions is that the reconstruction of the solution at the flux points and the computation of the
flux derivatives at the solution points become one-dimensional operations
if the solution and flux points are aligned correctly, as is the case with
the distributions shown in Figure 6.5. This naturally implies significant
savings in computational time with respect to the multi-dimensional operations that are required for general quadrilateral cell SD schemes of the
type shown in 6.3. Also notice that, since each set of flux points is responsible for a single component of the mapped flux, only the flux component
normal to the face has to be computed at face flux points. Thus, a single
one-dimensional Riemann flux for the convective terms and the normal
flux component for the diffusive terms suffices at face flux points. In this
case, there are no corner flux points.
72
6.5. QUADRILATERAL AND HEXAHEDRAL CELLS
1
1
1
1
0.58
Figure 6.5: Quadrilateral SD cells with component-wise flux point distributions.

Solution (), - (H) and -flux points (N).
73
6.6 Solution point independence property

To fully define a SD scheme, the solution and flux point distributions must
be given. In the early work on the SD method, [63, 64, 68, 119], different options were explored for both distributions, but because of the large
number of possibilities, finding distributions that result in accurate and
stable schemes proved a tough task. However, it can be shown that for a
number of important cases, the results obtained with the SD method are
actually independent of the solution point distribution. This shows that it
is the flux point distribution that has the biggest influence on the accuracy
and stability properties of SD schemes. The solution point distribution
has less importance, and in practice it can be chosen freely. In this section,
four cases in which the solution points have no influence are discussed.
This work has been published in Van den Abeele et al. [104].
For the theorems that are stated below, it is assumed that the conserved
i Ji q, are used as solution
variables in the mapped coordinate system, q
variables (Qi,j ), and that the solution polynomial of degree p is

Ns

X
Ls ~ .
~
Q
Qi =
i,j j
(6.14)
j=1
For cells with a linear mapping, Ji is a constant, and the SD scheme is

of the expected order of accuracy p + 1. In this case, the results that are
discussed in the following sections also apply directly to the standard SD
approach, where q is approximated directly by the solution polynomial
(6.4). However, if the transformation is nonlinear, as is the case for quadrilaterals that are not parallelograms and for hexahedrons that are not parallelopipeds, as well as for any cell that has curved faces, then Ji is a polynomial itself, and the order of accuracy will be lower than p + 1. For such
cells, the theorems below do not apply if the standard SD procedure, which
is based on (6.4) and does result in the expected order of accuracy equal to
p + 1, is used. Then, the distribution of the solution points does have an
influence on the performance of the schemes. However, it can reasonably
be expected that for these cases, given the results that are discussed in the
following, the distribution of flux points still has a much greater importance than that of the solution points.
Before proceeding, it should be remarked that if source terms with an explicit dependence on the spatial coordinates are present, then this solution
74
6.6. SOLUTION POINT INDEPENDENCE PROPERTY

point independence property is not valid. Such source terms occur for example in LEE test cases with analytical sound sources.
6.6.1 Simplex cells

For simplex cells, SD schemes are always independent of the solution point
positions, if the solution polynomial (6.14) is used.

t, ~ associated to a
Theorem 6.1 If the SD solution polynomial Q
i
simplex cell is initialized by projection of the initial conserved variables
q0 (~x) onto the basis polynomials:
Z
Z

s ~
~
Lj Qi 0, dV~ =
j = 1, ..., N s ,
Lsj ~ q0 ~xi ~ Ji dV~,
V~
V~
then it is independent of the solution point positions ~js .
(6.15)
Proof. It suffices to show that the following two statements are true.

0, ~ is independent of ~s .
1. Q
i
j

t, ~ is independent of ~s
2. Q
i
j
Q
i
t
is independent of ~js .
The proof of the first statement is trivial, since the solution space is always
the space of polynomials with maximum degree p, independent of the solution point positions ~js .
The proof of
the
second statement goes as follows. Since the solution poly
~
nomial Qi t, is independent of the solution point positions ~js , the flux

~ i,l in a given set of flux points and the flux polynomial F
~ i ~ are
vectors F
~ i .
~~F
also independent of them, as well as its divergence,

~ i
~ i ~ is an order-complete polynomial of degree p + 1,
~~F
Because F
is a polynomialofdegree p. Hence, it is exactly interpolated by the basis

polynomials Lsj ~ of the solution approximation space:
Ns

X
~ i Ls ~ .
~i
~~F
~~F
j=1
75
(6.16)

t, ~ can then be written as
The time derivative of Q
i
Ns
Ns

X
X
dQ
Q
i,j s ~
i
~ i Ls ~
~~F
=
Lj =
j
t
dt
j
j=1
j=1
(6.17)
and, using (6.16), one arrives at
Q
i
~ i ,
~~F
=
(6.18)
which shows that the time derivative of the solution polynomial does not
depend on the solution points positions.
This theorem shows that all second- and third-order accurate 1D cells,
shown in Figures 6.6 and 6.7 respectively, are equivalent. The same holds
for the triangular cells that are shown in Figure 6.8 and 6.9. The distributions for which some or all of the solution points coincide with flux points
obviously allow for a reduced number of solution reconstruction operations.
Notice that the solution point distributions can even be asymmetrical, as
is the case with the third-order cells shown in Figures 6.7(c) and 6.9(c).
(a) General solution point distribution.
(b) All solution points at flux points.
Figure 6.6: Solution point distributions for second-order (p = 1) 1D SD cells. Solution () and flux points (N).
0.58
3
0.58
+3
(a) General solution point

distribution.
0.58
3
0.58
+3
(b) Symmetric, most solution points at flux points.
0.58
3
0.58
+3
(c) All solution points at flux

points.
Figure 6.7: Solution point distributions for third-order (p = 2) 1D SD cells. Solution

() and flux points (N).
76
0.866
0.866
0.433
0.433
0
0
0.5
0.5
Figure 6.8: Solution point distributions for second-order (p = 1) triangular SD cells.

Solution () and flux points (N).
0.866
0.866
0.866
0.433
0.433
0.433
0
0
0.2
0.5

distribution.
0
0
0.2
0.5
0.2
0.5

points.
Figure 6.9: Solution point distributions for third-order (p = 2) triangular SD cells.

6.6.2 Quadrilateral and hexahedral cells

Consider the general second- and third-order accurate quadrilateral SD
cells with component-wise flux point distributions, shown in Figures 6.10
and 6.11. According to the following theorem, such SD cells are independent of the solution point positions.

t, ~ of a SD scheme for
Theorem 6.2 The solution polynomial Q
i
quadrilateral and hexahedral cells with component-wise flux point distributions is independent of the solution point positions ~js , if it is initialized
77
1
1
(b) Locally 1D distribution.
Figure 6.10: Solution point distributions for second-order (p = 1) quadrilateral SD

cells, with component-wise flux point distributions. Solution (), - (H) and -flux
points (N).
1
1
0.58
3
0.58
(b) Locally 1D distribution.
Figure 6.11: Solution point distributions for third-order (p = 2) quadrilateral SD

cells, with component-wise flux point distributions. Solution (), - (H) and -flux
points (N).
78

by projecting q0 (~x) onto the basis polynomials, as in (6.15).
Proof. It suffices to show that the following two statements are true.

0, ~ is independent of ~s .
1. Q
i
j

t, ~ is independent of ~s
2. Q
i
j
Q
i
t
is independent of ~js .
The proof of the first statement is again trivial.
For the second statement, consider the polynomial

Fi for the -component
~
of the flux first. From the independence of Qi t, , it follows that the flux
i
F
is independent of ~js . Furthermore, this derivative is of de i is of degree p + 1 in and of degree p in

gree p in , and , because F
i
i
H
G
and
.
and . Similar arguments can be made for
derivative
i
~s
~ ~ ~fi F i + G i + H
The flux divergence
is thus independent of j
and is a polynomial
of
degree p, which is exactly reconstructed by the basis polynomials Lsj ~ . The proof then continues like that of Theorem 6.1,
writing (6.16), (6.17) and (6.18).
This theorem shows that the commonly used solution point distributions
shown in Figure 6.10(b) and 6.11(b), for which the solution points are
aligned with the flux points and all operations become locally 1D, are
equivalent to those shown in respectively Figure 6.10(a) and 6.11(a), which
require much more operations to evaluate the residuals.
Such locally 1D schemes for quadrilateral and hexahedral cells are entirely defined by a 1D SD cell, labelled source cell here. Consider a 1D
cell, with solution point coordinates js,1D , j = 1, ..., p + 1 and flux point
coordinates lf,1D , l = 1, ..., p + 2. The coordinates of the solution points of
the corresponding quadrilateral cell are
"
#
js,1D
s
1
~
j1 ,j2 =
,
j1 , j2 = 1, ..., p + 1.
(6.19)
js,1D
2
The -flux points are at
"
#
f,1D
f,
l1
~l1 ,j2 =
,
js,1D
2
l1 = 1, ..., p + 2; j2 = 1, ..., p + 1,
79
(6.20)

and the -flux points at
#
"
s,1D
j1
,
=
~jf,
1 ,l2
lf,1D
2
j1 = 1, ..., p + 1; l2 = 1, ..., p + 2.
(6.21)
Notice that the resulting flux point positions depend on the coordinates of
the solution points of the 1D source cell, js,1D . The distributions for hexahedral cells are obtained in a similar way.
For linear problems, the 1D coordinates js,1D do not influence the SD solution polynomial.
Theorem 6.3 Locally 1D SD schemes with component-wise flux point
distributions for quadrilateral or hexahedral cells are independent of the
solution point positions js,1D in the 1D source cell for linear problems, if

t, ~ is initialized by projection, as in (6.15).
the solution polynomial Q
i
Proof. The proof of this theorem

is analogous to those of Theorems 6.1

~
~
and 6.2. The fact that Fi is independent of js,1D follows from the observation that the -flux points move only in the - and directions. The
i,
variation of the flux in these directions is always captured exactly by F
since the problem is linear and there is no Riemann solver in those directions. The -flux points dont move in the -coordinate direction, where
i and H
i.
there is a Riemann solver. A similar discussion applies to G
The second-order SD cells shown in Figure 6.12 thus result in the same numerical solution for linear problems. This is also true for the third-order
cells shown in Figure 6.13, even though the solution and flux point distributions shown in the rightmost plot are not symmetrical. In the rightmost
second- and third-order cells shown in these figures, all solution points coincide with flux points, which reduces the computational time required for
the evaluation of the SD residuals.
If one considers the standard SD approach, using only one set of flux points
for all the components of the flux vector, then the following theorem is
valid.
Theorem 6.4 For linear problems, SD schemes using a single set of
flux points for quadrilateral and hexahedral cells are independent
of the

t, ~ is initialized
solution point positions ~js , if the solution polynomial Q
i
80
1
1
Figure 6.12: Second-order (p = 1) quadrilateral locally 1D SD cells, with

component-wise flux point distributions. Solution (), - (H) and -flux points (N).
1
1
0.58
3

distribution.
1
1
0.58
0.58

points.
Figure 6.13: Third-order (p = 2) quadrilateral locally 1D SD cells, with

component-wise flux point distributions. Solution (), - (H) and -flux points (N).
by projection, as in (6.15), and if the internal tangential flux components

are used at face and corner flux points (semi-upwind approach).
Proof. The proof of this theorem is analogous to those of the previous
~ i is a polynomial of degree p can be seen as
~~ F
ones. The fact that
follows. Consider the term
i
F
.
Because the problem is linear and the in81

i is of degree
ternal tangential flux component is used at face flux points, F
p in and , and of degree p+1 in because of the involved Riemann fluxes.
i
F
is a polynomial of degree p. Similar
One then immediately sees that
arguments hold for
i
G
and
i
H
.
As a consequence, for linear problems, all second-order SD cells shown in

Figure 6.14 are equivalent, as well as all third-order cells in Figure 6.15, if
the semi-upwind approach for the face and corner flux points is used. This
is true even for the asymmetric solution point distribution of the rightmost
third-order accurate cell in Figure 6.15.
Upon comparison of Figures 6.12(b) and 6.14(b), the similarity is obvious.
The solution point distributions are identical, and the positions of the flux
points are the same as well. This is also the case if one compares Figures
6.13(c) and 6.15(c). However, in both cases, the approach with a single set
of flux points has one extra flux point, which is not present in the case of
component-wise flux point distributions. Closer examination shows that,
if the first approach is used, this extra flux point has no contribution to the
residual in any solution point. Consequently, the approaches with a single
flux point distribution and with component-wise flux point distributions
are identical. Combining this observation with theorems 6.2, 6.3 and 6.4,
1
1
Figure 6.14: Second-order (p = 1) quadrilateral SD cells. Solution () and flux

points (N).
82
6.7. FLUX POINT DISTRIBUTION DEFINITIONS
0.58

distribution.
0.58
0.58

points.
Figure 6.15: Third-order (p = 2) quadrilateral SD cells. Solution () and flux points

(N).
it can be concluded that all quadrilateral cells of the same order that were
discussed in the present section are equivalent for linear problems.
Unless stated otherwise, the computational results for the SD method that
are presented in the following chapters are all obtained using schemes
with as many solution points at flux points as possible, while preserving a
symmetric distribution of the solution points.
6.7 Flux point distribution definitions

Respecting the symmetries of the cells and the minimum number of flux
points at a face, the flux point distributions of second-order SD schemes are
uniquely defined, as shown in Figure 6.1(a) for 1D cells, in Figure 6.2(a) for
triangular cells and in Figures 6.3(a) and 6.5(a) for quadrilateral cells. For
higher-order schemes, the flux point distributions have at least one extra
degree of freedom.
6.7.1 Flux point distributions for 1D

A general third-order 1D flux point distribution is shown in Figure 6.1(b).
It has one DOF, 3 ]0, 1[, the definition of which is clear from the figure.
Figure 6.1(c) shows a general fourth-order distribution. There is again one
DOF, labeled 4 ]0, 1[, as can be seen in the figure.
83
6.7.2
Flux point distributions for triangles
A typical third-order flux point distribution for triangular cells is shown

in Figure 6.2(b). An alternative distribution without corner flux points
is
shown in Figure 6.16. Both distributions have one DOF, 3 0, 12 , the
definition of which can be seen in the figures.
0.866
0.433
0
0
0.2
0.5
Figure 6.16: Third-order (p = 2) triangular SD cell without corner flux points.

6.7.3
Flux point distributions for quadrilaterals
Figures 6.3(b) and 6.5(b) show general third-order flux point distributions
for quadrilateral cells. These distributions have one DOF, 3 ]0, 1[, as
shown in the figures. This parameter 3 corresponds to the DOF of the
third-order cell for 1D. Higher-order flux point distributions for quadrilaterals can be derived in a similar way. For instance, the fourth-order flux
point distribution has one DOF, 4 ]0, 1[, which corresponds to the DOF
of the 1D fourth-order flux point distribution.
84
6.7. FLUX POINT DISTRIBUTION DEFINITIONS
6.7.4 Flux point distributions for hexahedrons

Like for quadrilaterals, flux point distributions for hexahedrons can be
derived from the 1D distributions of the same order, and the number of
DOFs is the same as for the 1D distribution.
85
86
Chapter 7
Connection between
spectral volume and
spectral difference
methods
It is well known that in 1D, on uniform meshes, the classical finite volume
method, discussed in Chapter 4, and the finite difference (FD) method, see
e.g. Mitchell and Griffiths [75], are equivalent. It was already discussed in
Chapter 5 that the SV method is strongly related to the FV method, since
the residuals of both these methods are defined by the sum of the fluxes
through all the surfaces that enclose a CV. Similarly, the SD method, discussed in Chapter 6, is strongly related to the FD method, in the sense that
the formulation of both methods is a direct estimation of the derivatives of
the flux vectors in a certain point. It can be shown that in 1D, the SV and
SD methods are also equivalent. This SV-SD equivalence was published in
Van den Abeele et al. [103].
7.1 Equivalence of spectral volume and spectral difference methods in 1D

In 1D, the transformation to a mapped coordinate system is always linear and the Jacobian determinant Ji = (xi,max xi,min ) / (max min ) is
j () are then independent of the
a constant. The SV basis polynomials L
87
CHAPTER 7. CONNECTION BETWEEN SV AND SD METHODS

cell index i. The equivalence of the SV and SD methods is given by the
following theorem.
Theorem 7.1 In 1D, a SD method is equivalent to a SV method, and
the numerical solutions are identical, QSV
(t, ) = QSD
(t, ), provided that
i
i
the numerical solution is initialized by projecting the exact initial solution onto the basis polynomials in each cell:
Z
max
j () QSV (0, ) d =
L
i
max
max
j () q0 (xi ()) d,
L
(7.1)
Lsj () q0 (xi ()) d,
(7.2)
min
min
Lsj () QSD
(0, ) d =
i
max
min
min
with j = 1, ..., p + 1.
the CV face positions for the SV method are the same as the flux point
f
positions for the SD method: i,l 21 = i,l
, l = 1, ..., p + 2.
the same Riemann flux is used for both methods: FR,SV = FR,SD .
Proof. It is sufficient to show that the following two statements are true.
QSV
(0, ) = QSD
(0, ).
i
i
(t, ) = QSD
(t, )
QSV
i
i
QSV
i
t
QSD
i
t .
The proof of the first statement is trivial, since for both methods the solution approximation space on each cell is formed by polynomials with maximum degree p.
The proof of the second statement goes as follows. Since the solution polynomials are identical, the CV faces and the flux points are at the same
positions, and the same Riemann flux is used at the cell boundaries, the
same degree p + 1 flux approximation polynomial Fi () can be defined for
both methods.
QSV
(t, ) = QSD
(t, ) l 12 = lf FR,SV = FR,SD
i
i
SD
= Fi,l
FSV
1 = Fi,l
i,l 2
SD
FSV
()
=
F
() = Fi ()
i
i
88
(7.3)
7.1. SV-SD EQUIVALENCE IN 1D
The average over a CV of the spatial derivative of Fi is then given by:

SV
Z
FSV
1 j+ 21 dFi
1
dFi
i,j+ 12 Fi,j 21
d =
.
(7.4)
=
dx
j+ 21 j 12 Ji j 1 d
xj+ 21 xj 12
j
The following expression is found for the time derivative of the numerical
solution, as prescribed by the SV method:
!
SV
p+1
p+1
X
X
FSV
dQi,j
QSV
i,j+ 12 Fi,j 21
i
j () ,
Lj () =
=
L
(7.5)
1 x
1
t
dt
x
i,j+
i,j
j=1
j=1
2
2
and then, using (7.4):

p+1
X
QSV
dFi
dFi
i
=
,
Lj ()
t
dx
dx
j=1
(7.6)
i
because the degree p polynomial dF
dx is exactly interpolated by the SV basis
j (). Evaluating (7.6) at the SD solution points s yields
polynomials L
j

dQSD
dFi
1 dFi
QSD
QSV

i,j
i
i
=
=
.
(7.7)
=
=
t
dx j
Ji d j
t
dt
This shows that the time derivative of the numerical solution as prescribed
by the SV method is the same as the one prescribed by the SD method.
This theorem shows that the second-, third- and fourth-order accurate 1D
SV and SD cells shown in Figure 7.1 are equivalent. Applying the SV or
the SD method to any problem governed by a nonlinear 1D conservation
law results in exactly the same numerical solution.
The equivalence between the SV and SD methods is not valid in 2D or
3D, since the formulation of the methods then differs fundamentally. For
the SD method, the general definition of the residuals associated with the
solution variables involves only pointwise operations, to construct a flux
polynomial of degree p + 1 and to compute the derivatives of this polynomial in the solution points. The residuals associated with the SV solution
variables are in general defined by integrals of the flux over the CV faces,
without constructing a flux polynomial. In 1D however, the CV faces reduce to points, which allows to draw an analogy with the flux points of the
89
(a) Second-order (p = 1) SV (left) and SD cells (right).
0.58
0.58
+
0.58
0.58
+
(b) Third-order (p = 2) SV (left) and SD cells (right).
0.78
0.78
+
0.78
0.78
+
(c) Fourth-order (p = 3) SV (left) and SD cells (right).
Figure 7.1: Equivalent 1D SV and SD cells. SD solution () and flux points (N).
SD method and to conclude that the flux is treated as an identical polynomial of degree p + 1 by both methods, if the CV faces and the flux points
coincide. Notice however that for the SV method, this polynomial is never
explicitly constructed or used, since only the values at the CV faces are
needed. In 2D or 3D, it is not possible to identify such a flux polynomial
for the SV method and thus, the equivalence fails.
7.2 Illustration
The equivalence of the SV and SD methods is illustrated in Figure 7.2,
which shows a solution of Burgers 1D equation, see Section 3.2, obtained
with fourth-order SV and SD schemes on a uniform grid with ten cells.
The common DOF 4 of the SV partition and the SD flux point distribution was equal to 0.78. Total variation diminishing (TVD) and total variation bounded (TVB) limiters, see e.g. Wang [113], were used for both the
SV and the SD computation, to ensure solution monotonicity near strong
gradients. The initial solution was
q 0 (x) = 1 +
1
sin (x) .
2
(7.8)
on a periodic domain 1 x +1. The solution in the figure is at t = 2 ,

when the shock is formed. For time marching, a third-order TVD Runge90
7.2. ILLUSTRATION
Exact
SV
SD
1.4
1.4
1.2
1.2
0.8
0.8
0.6
0.6
0.4
1
Exact
SV
SD
1.6
1.6
0.4
0.8
0.6
0.4
0.2
0
x
0.2
0.4
0.6
0.8
(a) TVD limiter.
0.8
0.6
0.4
0.2
0
x
0.2
0.4
0.6
0.8
(b) TVB limiter.
Figure 7.2: Identical fourth-order SV and SD results for Burgers equation in 1D.
Kutta scheme, Shu [89], was used, with a small time step, to ensure negligible time discretization errors. It is clear from the figure that the SV
and SD solutions are identical up to machine accuracy. Consequently, 1D
results given in the following chapters are always valid for both the SV
and the SD method.
91
92
Chapter 8
Stability and accuracy

analysis of spatial
discretizations
In this chapter, the stability of the SV and SD methods for linear problems is analyzed. For SV schemes of which the partition into CVs has
one or more free parameters, as well as for SD schemes that have flux
point distributions with free parameters, this analysis is used as a tool to
identify parameters that result in stable and accurate schemes. Two analysis techniques are used. The first is an analysis of the wave propagation
properties of the schemes and is applied to the 1D and the 2D SV and SD
schemes. This analysis allows to assess both the stability and the accuracy
of a scheme. The second is the so-called matrix method, which gives information about stability only. This method is applied to the 3D SV schemes.
For details about the methodology of these analysis techniques, the reader
is refered to Appendix B. The results that are discussed in this chapter are
published in Van den Abeele et al. [100102, 104].
8.1 Wave propagation analysis of 1D schemes

For 1D, the methodology of the analysis can be summarized as follows. The
simplest 1D conservation law that models wave propagation is used as a
model problem. This conservation law is the linear advection equation:
q (aq)
+
= 0.
t
x
93
(8.1)
CHAPTER 8. SPATIAL STABILITY AND ACCURACY

If a Fourier wave of the form
q (t, x) = q exp [Ikx + t] = q exp [Ikx + (R I) t] ,
(8.2)
is introduced in this linear advection equation, it is found that the following exact dispersion relation is valid for a solution to this equation:
R = 0
and
= ak,
(8.3)
where k is the wave number, R is the dissipation rate, which determines

the exponential growth or decay of the amplitude, and is the angular
frequency. If the spatial derivative in the linear advection equation is discretized in space on a uniform grid with cell size x, then the resulting
numerical solutions no longer obey this exact dispersion relation, but a
modified dispersion relation. For an accurate spatial discretization, this
modified dispersion relation is close to the exact one, which is a measure
for the accuracy of the spatial scheme. Furthermore, for stability, the modified dissipation rate R should be nonpositive. If not, then the solution
will grow exponentially, and thus diverge. For the discussion of the analysis results, dimensionless quantities are used. The reference length scale
for the non-dimensionalization is x and the time scale is x
a . The di,
=
R x
mensionless parameters are then K = kx, = x
R
a
a and
x
= a . A thorough overview of the 1D methodology is included in Section B.1.1.
It was shown in the previous chapter that in 1D, the SV and SD methods
are equivalent. Consequently, the wave propagation properties of these
methods are the same, and both methods can be analyzed simultaneously.
The results of this analysis for schemes with different orders of accuracy
and with an upwind Riemann flux are discussed in the following sections.
8.1.1
Second-order SV and SD schemes
For the equivalent second-order SV and SD schemes illustrated in Figure

8.1, the following modified dispersion relation is found:
2 + [3 + exp (IK)]
+ 4 [1 exp (IK)] = 0.
(8.4)
This expression is periodic in K, with a period equal to 2. The dimen R and angular frequency
are plotted
sionless modified dissipation rate
versus the dimensionless wave number K in Figure 8.2, for K = l 5 with
l = 0, ..., 10. Notice that there are two values for each K: one indeed corresponds to a wave number K, but the other corresponds to a wave number
94
8.1. WAVE PROPAGATION ANALYSIS OF 1D SCHEMES
(a) SV.
(b) SD.
Figure 8.1: Second-order 1D SV and SD cells. SD solution () and flux points (N).
0
Modified Angular Frequency
Modified Dissipation Rate
0.5
1
1.5
2
2.5
3
3.5
4
3
4
Wave Number
2
1
0
1
2
3
R vs. K.
(a)
3
4
Wave Number
I =
vs. K.
(b)
Figure 8.2: Eigenvalues for second-order SV/SD schemes with upwind Riemann
R and
versus K.
flux.
K 2. To identify to which wave number each value belongs, the corresponding eigenmode solution shapes should be examined. These are shown
in Figure 8.3 for l = 0, ..., 5. The plots for l = 6, ..., 10 are similar to those
shown in this figure, in accordance with the symmetry in Figure 8.2, where
R ( + K) =
R ( K) and
( + K) =
( K). From these plots
of the mode shapes, the actual wave number to which a certain eigenvalue
belongs can easily be determined.
The diffusive and dispersive properties are then plotted versus the wave
number in Figure 8.4. Because of the symmetry that was mentioned above,
the curves are only shown for positive K. It is clear that the scheme is sta R is always nonpositive. The maximum dimensionless wave
ble, since
number that is resolved by the scheme is 2, which corresponds to a minimum wave length min = x on a uniform grid with cell size x. Notice
that the scheme becomes less accurate for increasing wave numbers. This
is not surprising if one looks at the solution representation of the highfrequency waves in Figure 8.3, where it is obvious that those waves cannot be accurately represented by the numerical method. Furthermore, the
amplitude of the discontinuities in the numerical solution at cell interfaces
95
0.5
0.5
Mode Shape
Mode Shape
0.5
1
0
0.5
5
Cell
1
0
10
0.5
0.5
Mode Shape
Mode Shape
(a) K = 0.
0.5
1
0
5
Cell
(b) K =
.
5
10
10
10
1
0
10
2 5 .
5
Cell
(d) K =
0.5
0.5
Mode Shape
Mode Shape
5
Cell
0.5
(c) K =
0.5
1
0
3 5 .
0.5
5
Cell
(e) K =
1
0
10
4 5 .
5
Cell
(f) K = .
Figure 8.3: Eigenmode shapes for second-order SV/SD schemes with upwind Riemann flux, for K = l 5 with l = 0, ..., 5.
96

6
1
0
1
2
3
4
Exact
2nd Order SD/SV
5
0
3
Wave Number
Exact
2nd Order SD/SV
5
4
3
2
1
0
0
R vs. K).
(a) Diffusive properties (
3
Wave Number
vs. K).
(b) Dispersive properties (
Figure 8.4: Diffusive and dispersive properties of second-order SV/SD schemes

R and
versus K.
with upwind Riemann flux.
grows with increasing K, and thus the contribution of the damping term
in the Riemann flux also increases. The present second-order scheme has
good wave propagation properties for dimensionless wave numbers up to
K 1, which correspond to wave lengths longer than 2x.
8.1.2 Third-order SV and SD schemes

For these schemes, shown in Figure 8.5, there is one free parameter 3
]0, +1[ for the CV face distribution of the SV method or the flux point distribution of the SD method. The modified dispersion relation for these
third-order schemes is

IK
IK
2
IK
2
8
2
+
e
24
e
1
5
+
e
1
3
3
2
3
+
= 0, (8.5)
1 23
1 23
1 23
R I
of this
and is again periodic in K with period 2. The solutions
cubic equation are plotted versus K in Figure 8.6, for 3 = 0.58 and K = l 5
with l = 0, ..., 10. The eigenmodes solution shapes are shown in Figure
0.58
3
0.58
+3
(a) SV.
0.58
3
0.58
+3
(b) SD.
Figure 8.5: Third-order 1D SV and SD cells. SD solution () and flux points (N).
97

6
1
2
3
4
5
6
7
8
3
4
Wave Number
4
2
0
2
4
6
R vs. K.
(a)
3
4
Wave Number
I =
vs. K.
(b)
Figure 8.6: Eigenvalues for third-order SV/SD schemes with parameter 3 = 0.58
R and
versus K.
and upwind Riemann flux.
8.7, for K = l 5 with l = 0, ..., 5. The eigenmode plots corresponding to

l = 6, ..., 10 are again similar to those shown in the figure and are not
included. Examination of these eigenmode shapes allows to determine the
actual dimensionless wave number, which is K plus a multiple of 2, for
each of the three solutions of (8.5).
The diffusive and dispersive properties of the third-order schemes are plotted versus the wave number in Figure 8.8, for three different values of 3 .
Firstly, notice that the schemes with 3 = 0.50, corresponding to an oftenused Chebyshev-Gauss-Lobatto distribution of the CV faces with the SV
method, see Wang et al. [113, 117], or the flux points with the SD method,
see Kopriva et al. [63, 64] and Sun et al. [94], are weakly unstable. This
is more clearly visible in Figure 8.9, where a detail of the plot of the diffu R is positive for a range of K,
sion curves is shown. The dissipation rate
indicating that there are eigenmodes with an exponentially growing amplitude. The other two schemes, with 3 = 0.58 and 3 = 0.65, are stable.
The dependence of the stability on 3 is further illustrated in Figure 8.10,
R , which should be nonpositive for stabilwhere the maximum value of
ity, is plotted for all possible values of 3 .
Secondly, it is observed that the scheme with 3 = 0.58 is more accurate
than the one with 3 = 0.65, as the diffusion error, which is dominant over
the dispersion error, is smaller. Notice that the latter scheme has better
dispersive properties, but this advantage is lost because of its larger diffusion error. With a third-order SV or SD scheme, the maximum resolved
dimensionless wave number is equal to 3, corresponding to a minimum
wave length min = 23 x. The scheme with 3 = 0.58 has good wave prop98
0.5
0.5
Mode Shape
Mode Shape
0.5
1
0
0.5
5
Cell
1
0
10
0.5
0.5
Mode Shape
Mode Shape
(a) K = 0.
0.5
1
0
5
Cell
(b) K =
.
5
10
10
10
1
0
10
2 5 .
5
Cell
(d) K =
0.5
0.5
Mode Shape
Mode Shape
5
Cell
0.5
(c) K =
0.5
1
0
3 5 .
0.5
5
Cell
(e) K =
1
0
10
4 5 .
5
Cell
(f) K = .
Figure 8.7: Eigenmode shapes for third-order 1D SV/SD schemes with 3 = 0.58
and upwind Riemann flux, for K = l 5 with l = 0, ..., 5.
99
Exact
SD3/SV3 (3=0.50)
SD3/SV3 (3=0.58)
SD3/SV3 ( =0.65)
9
8
7
2
6
5
4
6
Exact
SD3/SV3 ( =0.50)
3
SD3/SV3 (3=0.58)
SD3/SV3 (3=0.65)
8
10
0
2
1
4
5
Wave Number
0
0
R vs. K).
vs. K).
Figure 8.8: Diffusive and dispersive properties of third-order 1D SV/SD schemes

R and
versus K.
with upwind Riemann flux, for three different 3 .
0.05
0.01
0.04
0.01
Max(Re(Eigenvalue))
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0
Exact
SD3/SV3 ( =0.50)
3
SD3/SV3 ( =0.58)
3
SD3/SV3 ( =0.65)
1
0.02
0.01
0.5
0.03
1.5
Wave Number
2.5
0
0
0.1
0.2
0.3
0.4
0.5
3
0.6
0.7
0.8
0.9
Figure 8.10: Dependence of stability of

third-order SV/SD schemes on the CV
face/flux
point
distribution parameter:
max R versus 3 .
Figure 8.9: Zoom on diffusion curve

of third-order 1D SV/SD schemes with
upwind Riemann flux, for three different 3 .
agation properties for dimensionless wave numbers smaller than K 3,

or wave lengths longer than 2
3 x. It is interesting to note that this
scheme is on the edge of stability, see Figure 8.10.
Comparing the eigenmode solution shapes shown in Figure 8.7 for thirdorder and in Figure 8.3 for second-order, the superiority of the third-order
scheme is obvious, since it has a much better capability to represent the
Fourier waves.
100
8.1.3 Fourth-order SV and SD schemes

In Figure 8.11, fourth-order 1D SV and SD schemes are shown, with illustration of the common parameter 4 ]0, +1[.
The unique modified dispersion relation is an equation of degree four,
R I
for each K. These eigenvalues,
which supports four eigenvalues
which are again periodic in K with a period of 2, are shown in Figure
8.12, for the scheme with 4 = 0.78 and for K = l 5 with l = 0, ..., 10. The
corresponding eigenmode solution shapes for l = 0, ..., 5 can be seen in Figure 8.13. As with the schemes that were discussed in the previous two
sections, the solution shapes for l = 6, ..., 10 are similar because of symmetry reasons. Application of the same procedure that was used for the
second- and the third-order accurate schemes allows to identify the real
dimensionless wave number corresponding to an eigenvalue.
0.78
4
0.78
+4
0.78
4
(a) SV.
0.78
+4
(b) SD.
Figure 8.11: Fourth-order 1D SV and SD cells. SD solution () and flux points (N).
10
2
4
6
8
10
12
14
3
4
Wave Number
10
R vs. K.
(a)
3
4
Wave Number
I =
vs. K.
(b)
Figure 8.12: Eigenvalues for fourth-order SV/SD schemes with parameter 4 =

R and
versus K.
0.78 and upwind Riemann flux.
101
0.5
0.5
Mode Shape
Mode Shape
0.5
1
0
0.5
5
Cell
1
0
10
0.5
0.5
Mode Shape
Mode Shape
(a) K = 0.
0.5
1
0
5
Cell
(b) K =
.
5
10
10
10
1
0
10
2 5 .
5
Cell
(d) K =
0.5
0.5
Mode Shape
Mode Shape
5
Cell
0.5
(c) K =
0.5
1
0
3 5 .
0.5
5
Cell
(e) K =
10
4 5 .
1
0
5
Cell
(f) K = .
Figure 8.13: Eigenmode shapes for fourth-order 1D SV/SD schemes with 4 = 0.78
and upwind Riemann flux, for K = l 5 with l = 0, ..., 5.
102

2
Exact
SD4/SV4 (4=0.7071)
SD4/SV4 (4=0.78)
SD4/SV4 (4=0.86)
12
0
2
4
6
8
10
12
Exact
SD4/SV4 (4=0.7071)
SD4/SV4 (4=0.78)
SD4/SV4 ( =0.86)
14
16
10
18
0
6
Wave Number
10
8
6
4
2
0
0
12
R vs. K).
6
Wave Number
10
12
vs. K).
Figure 8.14: Diffusive and dispersive properties of fourth-order 1D SV/SD schemes

R and
versus K.
with upwind Riemann flux, for three different 4 .
0.35
0.02
0.3
Max(Re(Eigenvalue))
0.01
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0
Exact
SD4/SV4 ( =0.7071)
4
SD4/SV4 ( =0.78)
4
SD4/SV4 ( =0.86)
1
1.5
0.2
0.15
0.1
0.05
0.5
0.25
2
2.5
3
Wave Number
3.5
4.5
0
0
0.1
0.2
0.3
0.4
0.5
4
0.6
0.7
0.8
0.9
Figure 8.16: Dependence of stability of

fourth-order SV/SD schemes on the CV
face/flux
point distribution parameter:
max R versus 4 .
Figure 8.15: Zoom on diffusion curve

of fourth-order 1D SV/SD schemes with
upwind Riemann flux, for three different 4 .
The diffusion and dispersion properties of three fourth-order SV andSD

schemes are shown in Figure 8.14. One scheme, with 4 = cos 4
0.7071, corresponds to a Chebyshev-Gauss-Lobatto distribution of the CV
faces/flux points. This scheme again has a weak instability, as is clearly
visible in the detail plot of the diffusion curves, shown in Figure 8.15. The
schemes with 4 = 0.78 and 4 = 0.86 are both stable. The influence of 4
on stability is illustrated in Figure 8.16. Like with the third-order scheme,
there is a minimum value of 4 , above which the fourth-order scheme is
stable.
Comparison of the modified dispersion relations of the two stable schemes
teaches that the scheme with the lower 4 , namely 0.78, which is at the
edge of stability, is again the most accurate scheme. A fourth-order SV
103

or SD scheme can resolve dimensionless wave numbers up to 4, or wave
lengths longer than min = x
2 . It predicts the propagation of waves well
for wave numbers up to about 5, or for wave lengths longer than 2
5 x.
The eigenmode solution shapes corresponding to the fourth-order scheme,
shown in Figure 8.13, resolve the Fourier waves much more accurately
than those of the second- and third-order schemes that are shown in Figures 8.3 and 8.7 respectively. The advantage of the higher-order scheme is
thus obvious.
8.1.4
Higher-order SV and SD schemes
For higher-order schemes, similar results as discussed in the previous

sections are found. Consider a mapped coordinate [1, +1] in each
cell. Schemes based on the Gauss-Lobatto points are weakly unstable for
schemes with an order of accuracy higher than two. CV face or flux point
distributions for fifth- and sixth-order accurate schemes with good wave
propagation properties are listed in Table 8.1, along with the second- to
fourth-order accurate schemes that were previously discussed. General
distributions for fifth- and sixth-order schemes have two DOFs, and the
ones that are proposed in the table were designed to have good wave propagation properties, by a trial and error procedure.
Figure 8.17 shows the dispersion and diffusion curves of these schemes.
The curves have been scaled with p + 1 to obtain a fair comparison between the schemes. The advantage of the higher-order schemes is obvious,
as they are consistently more accurate than the lower-order ones. Also,
notice that the size of the Fourier footprint, which is the collection of all
eigenvalues in the complex plane for all wave numbers, grows faster than
proportionally with p. This is the reason why smaller time steps are gen-
Table 8.1: CV faces/flux points distributions for second- to sixth-order accurate 1D

SV/SD schemes, designed to have good wave propagation properties.
p
1
2
3
4
5
1
1
1
1
1
1
2
0
0.58
0.78
0.83
0.88
3
+1
+0.58
0
0.36
0.53
+1
+0.78
+0.36
0
104
+1
+0.83
+0.53
+1
+0.88
+1

0.5
Modif. Ang. Freq./(p+1)
Modif. Diss. Rate/(p+1)
0.5
1
1.5
2
2.5
3
3.5
4
4.5
0
SV/SD2
SV/SD3
SV/SD4
SV/SD5
SV/SD6
Exact
0.5
2.5
2
SD/SV2
SD/SV3
SD/SV4
SD/SV5
SD/SV6
Exact
1.5
1
0.5
1.5
2
Wave Number/(p+1)
2.5
0
0
R vs. K).
0.5
1.5
2
Wave Number/(p+1)
2.5
vs. K).
Figure 8.17: Diffusive and dispersive properties for optimized second- to sixth Re
K
order 1D SV/SD schemes with upwind Riemann flux.
and p+1
versus p+1
.
p+1
erally needed for high-order schemes, and why they are more difficult to
converge than lower-order ones.
Huynh [55] recently proved that using the Legendre-Gauss quadrature
points and the two end points of the cell as CV boundaries or flux points
results in stable 1D SV or SD schemes of arbitrary orders of accuracy. This
was verified for schemes with orders of accuracy up to thirty, using the
present wave propagation analysis. For second- up to sixth-order accurate
schemes, this choice results in the sets of CV faces or flux points listed in
Table 8.2. The corresponding wave propagation properties are plotted in
Figure 8.18.
The second-order scheme is uniquely defined, and consequently the curves
for this scheme are the same in Figures 8.17 and 8.18. Interestingly,
Table 8.2: CV faces/flux points distributions consisting of the Legendre-Gauss

quadrature points and the two end points of the cell, for second- to sixth-order
accurate 1D SV/SD schemes, [55].
p
1
2
3
4
5
3
q
3
5
q
525+70 30
35
q
35+2 70
3 7
1
q
3
5
1
1
1
52570 30
35
q
352 70
3 7
52570 30
35
0
105
525+70 30
35
q
352 70
3 7
35+2 70
3 7

0.5
0.5
1
1.5
2
2.5
3
3.5
4
4.5
0
SV/SD2
SV/SD3
SV/SD4
SV/SD5
SV/SD6
Exact
0.5
2.5
2
SV/SD2
SV/SD3
SV/SD4
SV/SD5
SV/SD6
Exact
1.5
1
0.5
1.5
2
Wave Number/(p+1)
2.5
0
0
R vs. K).
0.5
1.5
2
Wave Number/(p+1)
2.5
vs. K).
Figure 8.18: Diffusive and dispersive properties for second- to sixth-order 1D

SV/SD schemes based on endpoints and Gauss-Legendre quadrature points, with
Re
K
upwind Riemann flux.
and p+1
versus p+1
.
p+1
the curves corresponding to the third- and fourth-order schemes are also
almost identical. This is not a surprise, since 13 0.577 0.58 and
q
3
5 0.775 0.78. The third- and fourth-order schemes with GaussLegendre quadrature point distributions for CV faces or flux points thus
correspond to the optimal ones for wave propagation. The fifth- and sixthorder accurate schemes are not identical though. Comparison of Figures
8.17 and 8.18 shows that the schemes corresponding to Table 8.1 have better diffusion and dispersion properties for high wave numbers than the
ones defined by the Legendre-Gauss quadrature points in Table 8.2. For
the lower wave number range, both schemes have good properties, and it
is not possible to identify the best scheme from these figures. However,
the latter schemes are readily defined and stable for arbitrary orders of
accuracy, whereas the definition of distributions based on the wave propagation properties becomes increasingly more cumbersome for higher-order
schemes, due to the large number of DOFs of these partitions or distributions.
8.1.5
Comparison with DG schemes
The diffusion and dispersion properties of the second- to sixth-order DG

schemes, the formulation of which is briefly discussed in Appendix A, are
illustrated in Figure 8.19. Comparison of these curves with those of the
SV or SD schemes of the same order, shown in Figures 8.17 and 8.18, leads
to the following observations:
For a given order of accuracy, DG schemes are more accurate than
106
3.5
2
3
4
5
6
7
0
DG2
DG3
DG4
DG5
DG6
Exact
0.5
3
2.5
DG2
DG3
DG4
DG5
DG6
Exact
2
1.5
1
0.5
1.5
2
Wave Number/(p+1)
2.5
0
0
R vs. K).
0.5
1.5
2
Wave Number/(p+1)
2.5
vs. K).
Figure 8.19: Diffusive and dispersive properties for second- to sixth-order 1D DG

Re
K
schemes with upwind Riemann flux.
and p+1
versus p+1
.
p+1
SV or SD schemes. This follows from the fact that the DG schemes

introduce less numerical dissipation for low wave numbers K. Also,
the modified angular frequency follows the exact angular frequency
more closely for such low values of K.
For high wave numbers K, the DG method introduces much more
numerical damping than the SV or the SD method notice that the
scales of the vertical axes in Figure 8.19 are different than in Figures
8.17 and 8.18. Furthermore, there is an overshoot in the dispersion
curves at high wave numbers, which becomes more significant with
increasing orders of accuracy. Consequently, the modified angular
frequency attains much higher values. It is thus concluded that the
Fourier footprint of the DG method is in general larger than that of
the SV or SD method. It then follows from the discussion in Section
B.3 that DG schemes generally require lower CFL numbers, and thus
smaller time steps, for stability.
Further comparisons of the SV method and the DG method were made by
Sun and Wang [91] and Zhang and Shu [125].
8.1.6 Illustration
The results that were discussed in the previous sections are illustrated
with a model problem described by the 1D linear advection equation (8.1),
with a = 1. The initial solution is a Gaussian pulse
"
2 #
x
0.5
,
(8.6)
q 0 (x) = exp
b
107

on a periodic domain 0 x 1.
Firstly, the instability of the fourth-order schemes based on the GaussLobatto points is illustrated. For this end, the parameter b in the initial
solution was set to 0.1 and the domain was discretized by a uniform grid
consisting of 100 cells, resulting in a cell size x of 0.01. A third-order TVD
R-K scheme, see Shu [89], was used for time marching, with a time step
t equal to 0.00125. This corresponds to a CFL number = at
x equal to
0.125. The resulting profile at t = 30, when the profile has passed through
the domain thirty times, is shown in Figure 8.20(a). There is no sign of
any instability yet and the initial profile is still well represented, indicating that the scheme is quite accurate. Oscillations that are superimposed
on the Gaussian profile finally appear at t = 45, as can be seen in Figure
8.20(b). After t = 45, the solution diverges rapidly. This example clearly
illustrates the existence of a weak instability in the fourth-order SV and
SD schemes based on Gauss-Lobatto points. If a time step t = 0.002, corresponding to = 0.2, is used, then the instability of the spatial schemes is
cancelled by the time marching scheme, and the resulting full discretization is stable. With t = 0.0025 ( = 0.25), the unavoidable upper stability
limit for , which always occurs with explicit time marching schemes, is
violated, and the computation diverges immediately. For the present test
case, the consequence of the instability of the spatial scheme is thus the
introduction of a lower stability limit for the CFL number. In combination
with the upper stability limit, this results in a range of CFL numbers for
which the computation is stable. This is not a desirable situation, since an
improvement of the solution is always expected when a smaller time step
is used. In the general case, the full discretization may not be and almost
0.8
0.8
0.6
0.6
q
0.4
0.4
0.2
0.2
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
(a) t = 30.
0
0
0.1
0.2
0.3
0.4
0.5
x
0.6
0.7
0.8
0.9
(b) t = 45.
Figure 8.20: Illustration of the weak instability of the fourth-order SV/SD schemes
based on Gauss-Lobatto points, for the 1D linear advection of a Gaussian pulse.
108

always will not be stable for any CFL number.
Secondly, a grid convergence study was carried out, on a sequence of uniform grids. The parameter b in the initial solution was equal to 0.05 for this
study. The governing equation was discretized in space with the second- to
sixth-order accurate SV and SD schemes that are listed in Tables 8.1 and
8.2. A four-stage R-K scheme, which is fourth-order accurate in time and is
discussed in Section B.3.2, was used for time marching, with a very small
time step t of 1e 4, such that errors due to the time discretization are
negligible. The errors in the L1 - and the L -norm are listed in Table 8.3
for the schemes listed in Table 8.1, and in Table 8.4 for those listed in Table 8.2. The initial solution polynomials were the same for the SV and SD
computations, resulting in exactly the same errors, which are thus listed
only once. The expected order of accuracy is obtained in all cases and the
advantage of higher-order schemes is clearly illustrated, since lower errors
are obtained with less DOFs if higher-order schemes are used.
The better wave propagation properties for high wave numbers of the fifthand sixth-order schemes listed in Table 8.1 are confirmed by the lower error that is obtained with these schemes on the coarsest grids. However, on
all the finer grids, where the low wave number range becomes increasingly
more important, the schemes based on the Legendre-Gauss quadrature
points, which are listed in Table 8.2, are more accurate. This clearly indicates that these schemes are more accurate for this wave number range. A
closer study of the dispersion and diffusion curves for low wave numbers
confirms this observation. It is thus highly recommended to use the distributions consisting of the Legendre-Gauss quadrature points and the two
end points of a cell. These distributions are used in the remainder of the
present thesis.
109
Table 8.3: Grid convergence study for the 1D linear advection equation using the
SV/SD schemes that were designed to have good wave propagation properties.
p
1
x
0.100000
0.050000
0.025000
0.012500
0.006250
0.003125
#DOF
20
40
80
160
320
640
L1 error
1.31e 1
7.08e 2
4.07e 2
1.66e 2
4.75e 3
1.23e 3
L1 order
0.89
0.80
1.29
1.81
1.95
L error
5.57e 1
4.89e 1
2.96e 1
1.56e 1
4.98e 2
1.29e 2
L order
0.19
0.72
0.92
1.65
1.95
0.100000
0.050000
0.025000
0.012500
0.006250
0.003125
30
60
120
240
480
960
6.20e 2
2.03e 2
2.84e 3
1.97e 4
1.28e 5
1.07e 6
1.61
2.84
3.85
3.94
3.58
3.87e 1
1.41e 1
3.10e 2
2.67e 3
2.02e 4
1.66e 5
1.46
2.19
3.54
3.72
3.61
0.100000
0.050000
0.025000
0.012500
0.006250
0.003125
40
80
160
320
640
1280
2.33e 2
3.17e 3
9.57e 5
3.54e 6
1.88e 7
1.12e 8
2.88
5.05
4.76
4.23
4.07
1.73e 1
2.72e 2
1.21e 3
6.06e 5
3.55e 6
2.22e 7
2.67
4.49
4.32
4.09
4.00
0.100000
0.050000
0.025000
0.012500
0.006250
0.003125
50
100
200
400
800
1600
6.92e 3
4.85e 4
2.31e 5
8.02e 7
2.57e 8
8.07e 10
3.83
4.39
4.85
4.96
4.99
4.29e 2
4.61e 3
2.80e 4
1.04e 5
3.28e 7
1.02e 8
3.22
4.04
4.75
4.99
5.01
0.100000
0.050000
0.025000
0.012500
0.006250
0.003125
60
120
240
480
960
1920
2.01e 3
6.72e 5
1.06e 6
1.66e 8
2.60e 10
4.48e 12
4.90
5.99
6.00
6.00
5.86
2.07e 2
7.69e 4
1.43e 5
2.15e 7
3.56e 9
6.16e 11
4.75
5.75
6.06
5.92
5.85
110
SV/SD schemes based on the Gauss-Legendre quadrature points.
p
1
x
0.100000
0.050000
0.025000
0.012500
0.006250
0.003125
#DOF
20
40
80
160
320
640
L1 error
1.31e 1
7.08e 2
4.07e 2
1.66e 2
4.75e 3
1.23e 3
L1 order
0.89
0.80
1.29
1.81
1.95
L error
5.57e 1
4.89e 1
2.96e 1
1.56e 1
4.98e 2
1.29e 2
L order
0.19
0.72
0.92
1.65
1.95
0.100000
0.050000
0.025000
0.012500
0.006250
0.003125
30
60
120
240
480
960
6.21e 2
2.04e 2
2.82e 3
1.96e 4
1.25e 5
1.03e 6
1.61
2.85
3.85
3.97
3.60
3.86e 1
1.42e 1
3.12e 2
2.64e 3
1.96e 4
1.57e 5
1.44
2.19
3.56
3.75
3.64
0.100000
0.050000
0.025000
0.012500
0.006250
0.003125
40
80
160
320
640
1280
2.34e 2
2.81e 3
7.40e 5
2.48e 6
1.31e 7
8.04e 9
3.06
5.25
4.90
4.24
4.03
1.66e 1
2.64e 2
9.51e 4
5.13e 5
3.29e 6
2.10e 7
2.65
4.79
4.21
3.96
3.97
0.100000
0.050000
0.025000
0.012500
0.006250
0.003125
50
100
200
400
800
1600
9.18e 3
2.46e 4
3.09e 6
8.06e 8
2.47e 9
7.73e 11
-
5.22
6.31
5.26
5.03
5.00
6.27e 2
3.35e 3
6.62e 5
2.11e 6
6.51e 8
2.04e 9
4.23
5.66
4.97
5.02
5.00
0.100000
0.050000
0.025000
0.012500
0.006250
0.003125
60
120
240
480
960
1920
2.41e 3
1.34e 5
1.81e 7
2.75e 9
4.31e 11
9.08e 13
7.49
6.21
6.04
6.00
5.57
2.19e 2
2.42e 4
4.14e 6
7.95e 8
1.32e 9
2.22e 11
6.50
5.87
5.70
5.91
5.89
111
8.2 Wave propagation analysis of 2D schemes

The extension of the wave propagation analysis to 2D is based on the 2D
linear advection equation
q (qa cos ) (qa sin )
+
+
= 0,
t
x
y
(8.7)
where is the direction of the wave propagation. A 2D plane Fourier wave

q (t, x) = q exp [Ik (x cos + y sin ) + t] ,
(8.8)
with the orientation of the wave and = R I, is a solution of this

equation if the following exact dispersion relation is satisfied:
R = 0
= ak cos ( ) .
and
(8.9)
1.5
1.5
0.5
0.5
The modified dispersion relation corresponding to a discretization of the

linear advection equation on a uniform equilateral triangle or square cells
grid, as shown in Figure 8.21, with the SV or the SD method, should again
be as close as possible to the exact dispersion relation for accuracy. For stability, the modified dissipation rate R should always be nonpositive. Like
for the 1D analysis, all quantities in this section are non-dimensionalized,
using the edge length of the equilateral triangles or the squares as the reference length scale. A more elaborate discussion on the analysis methodology for 2D can be found in Section B.1.2.
0.5
0.5
1.5
1.5
2
2
0
x
(a) Equilateral triangles grid.
2
2
0
x
(b) Squares grid.
Figure 8.21: Grids used for the 2D analysis.
112
In 2D, the SV and SD methods are not equivalent. In the following sections, SV schemes for triangular cells, SD schemes for triangular cells and
SD schemes for quadrilateral cells are discussed.
8.2.1 SV schemes for triangular cells

The stability and accuracy of second-, third- and fourth-order SV schemes
with an upwind Riemann flux and for triangular cells are discussed in the
following sections. These results were published in Van den Abeele et al.
[102].
Second-order schemes
The uniquely defined second-order
partition of a triangular cell into
CVs is shown in Figure 8.22. 0.866
The modified dispersion relation is
a polynomial equation of degree
six in the dimensionless complex
For the propagation
eigenvalue .
0.433
direction and the wave orientation both equal to 6 , this equation is periodic in the dimensionless wave number K, with the pe0
4
. The six values of
riod equal to
3
corresponding to this choice of
0
0.5
1
and are plotted versus K in Figure 8.23. There are no eigenval- Figure 8.22: Second-order SV partition of
ues with positive real components, a triangular cell.
which shows that the scheme is
stable for = = 6 . This is also
the case for any other combination of and and thus, the scheme is always stable. Three of the resulting curves for = = 6 , namely those
rendered with the plus symbol (+), the square () and the circle (), have
a straightforward physical interpretation. The other three curves (, ,
) are strongly damped, and thus correspond to solution eigenmodes that
do not play any role of significance. Application of an analogous procedure
that was used in the 1D case allows to identify the real dimensionless wave
number to which an eigenvalue corresponds. This real wave number is K
4
plus a whole multiple of
.
3
113

0
4
1
2
3
4
5
6
7
0
3
4
Wave Number
R vs. K.
(a)
3
4
Wave Number
I =
vs. K.
(b)
Figure 8.23: Eigenvalues for second-order SV scheme with upwind Riemann flux,
R and
versus K.
for = = 6 .
The diffusion and dispersion curves of the second-order SV scheme for

= = 6 are then shown in Figure 8.24. These curves are similar to
those that were obtained for the second-order SV scheme in 1D. The modified dispersion relation follows the exact relation closely for dimensionless
wave numbers up to K 1.
The dependence of the wave propagation properties on the propagation
direction , for plane waves that are oriented in the same direction = ,
is illustrated in Figure 8.25, for three different dimensionless wave numbers K. In accordance with the symmetry of the equilateral triangles grid
R and
are periodic in = , with a period of .
that is considered,
3
The dependence on = is small for low wave numbers K, but becomes
1
10
0
1
2
3
4
5
6
7
0
Exact
SV2
1
5
6
Wave Number
0
0
10
R vs. K).
Exact
SV2
5
6
Wave Number
10
vs. K).
Figure 8.24: Diffusive and dispersive properties of second-order 2D SV scheme

R and
versus K.
with upwind Riemann flux, for = = 6 .
114

1.01
0.05
1
Modif. Ang. Freq./Wave Num.
0
0.05
0.1
0.15
0.2
Exact
K=/4
K=/2
K=4/5
0.25
0.3
0
3
Angle
0.99
0.98
0.97
0.96
0.95
Exact
K=/4
K=/2
K=4/5
0.94
0.93
0
R vs. K).
3
Angle
(b) Dispersive properties
(K
vs. K).
Figure 8.25: Diffusive and dispersive properties of second-order 2D SV scheme

R and versus
with upwind Riemann flux, for K equal to 0.25, 0.5 and 0.8.
K
= .
more significant for larger K. The scheme is the most accurate for angles
= = 6 + l 3 and the least accurate for = = l 3 , with l an integer
number.
Third-order schemes
The general third-order partition of a triangular cell was discussed in Section 5.7.2. There are two DOFs for such partitions, labeled 3 and 3 . By
examining the resulting wave propagation properties, appropriate values
for 3 and 3 can be selected. For the third-order partitions under consideration here, these parameters are summarized in Table 8.5, along with
the corresponding Lebesgue constants k k. The modified dispersion relation is a polynomial equation of degree twelve in the present case, with
for each combination of K, and .
twelve eigenvalues
Table 8.5: Parameters of 2D third-order SV partitions.
Partition
SV3W
SV3L
SV3Wb
SV3C
SV3P
0.1093621117
0.091
0.1730022492
0.18
1
4
1
4
1
4
115
2
3
1
4
1
3
k k
8.0000
3.6000
3.9643
3.0630
3.0705

Firstly, three unstable partitions are discussed. The first partition was
used in Wang and Liu [116] and corresponds to 3 = 41 and 3 = 32 . This
choice for 3 leads to a partition in which three interior faces, between
the CVs that lie at the center of the cell-faces, vanish. Consequently, it
is cheaper to evaluate the residuals, since less flux computations are required, but the direct communication between the CVs that lie at the center of the cell-faces is lost. This partition is labeled SV3W. The second
partition was presented in Liu et al. [68] and corresponds to 3 = 41 and
3 = 14 . This partition is labeled SV3L. Selecting the same values for 3
and 3 results in a partition in which the corner CVs reduce to triangles.
The third partition was used in Wang et al. [118] and has 3 = 41 and
3 = 13 as parameter values. It is labeled SV3Wb. These three partitions
are plotted in Figure 8.26. Details, near the imaginary axis, of the Fourier
footprints corresponding to these partitions are included in Figure 8.27.
This shows that the first partition results in a scheme which suffers from
a relatively strong instability. In fact, no stable partitions without interior
faces between the CVs at the cell-faces (3 = 32 ) exist. The other two partitions lead to schemes which are only weakly unstable.
0.866
0.866
0.866
0.433
0.433
0.433
0
0
0.5
0
0
(a) SV3W, [116].
0.5
(b) SV3L, [68].
0.5
(c) SV3Wb, [118].
Figure 8.26: Examples of unstable third-order SV partitions of a triangular cell.

4
1
0
1
Im(Eigenvalue)
Im(Eigenvalue)
Im(Eigenvalue)
0
1
0
1
2
2
3
4
0.2
0.15
0.1
0.05
0
0.05
Re(Eigenvalue)
0.1
(a) SV3W, [116].
0.15
0.2
3
0.01 0.008 0.006 0.004 0.002
0
0.002 0.004 0.006 0.008
Re(Eigenvalue)
(b) SV3L, [68].
0.01
3
0.01 0.008 0.006 0.004 0.002
0
0.002 0.004 0.006 0.008
Re(Eigenvalue)
0.01
(c) SV3Wb, [118].
Figure 8.27: Detail near imaginary axis of Fourier footprints of unstable thirdorder SV schemes for triangular cells.
116

1
SV3W
0.6
0
0.25
0.5
1
0.2
0.3
0.2
SV3L
SV3P
SV3C
0.1
0
0
0.1
0.2
0.3
0.4
0.5
SV3Wb
SV3P
0.4
SV3C
0.15
0.1
0.05
0
0
0.05
0.1
0.15
0.2
(a) Whole range of 3 and 3 .
(b) Detail of the stable zone.
Figure 8.28: Dependence

of stability
of third-order SV schemes for triangular cells

R
on the partition: log 10 max
versus 3 and 3 .
The dependence of the stability of third-order SV schemes for triangular

cells on the partition parameters is illustrated in more detail in Figure
8.28, where the
logarithm in base ten of the maximum real eigenvalue,
log10 max R , is plotted versus the parameters 3 and 3 . Since this

maximum must be zero for a scheme to be stable, the logarithm should
be minus infinity. The zone of partition parameters that result in stable
schemes thus corresponds to the white regions within the bold rectangle,
which bounds the range of partitions that were investigated. It is clear
that the partitions that were discussed above lie outside this stable zone.
Two partitions that were used in literature lie inside the stable zone. They
are shown in Figure 8.29. The first partition is named SV3C here, and
was obtained by Chen [21], using a systematic technique based on the
Voronoi diagram and its variants. It is defined by 3 = 0.1093621117 and
3 = 0.1730022492. The other partition is labeled SV3P, where P stands for
present. Based on the present analysis, it was designed to have good wave
propagation properties. Its parameters are 3 = 0.091, 3 = 0.18. Figure
8.30 shows the diffusion and dispersion curves versus K, with = = 6 ,
for these two partitions. The SV3P-scheme is slightly more accurate than
R and
the SV3C-scheme for these values of and . The variation of
versus = for K = 2 and K = is illustrated in Figure 8.31. The

modified dissipation rate curves of the two schemes are nearly indistin
guishable. The ratio /K
of the SV3P-scheme is closer to the ideal value
of one however. Notice the negative peaks in the dispersion curves for both
schemes at angles = = l 6 , with l an integer number. This shows that
117
0.866
0.866
0.433
0.433
0
0
0.5
0.5
(a) SV3C, [21].
(b) SV3P, [102].
14
12
Figure 8.29: Two stable third-order SV partitions of a triangular cell.
5
10
15
20
Exact
SV3C
SV3P
25
0
Exact
SV3C
SV3P
10
8
6
4
2
6
8
Wave Number
10
12
0
0
14
R vs. K).
6
8
Wave Number
10
12
14
vs. K).
Figure 8.30: Diffusive and dispersive properties of third-order 2D SV schemes with

R and
versus K.
upwind Riemann flux, for = = 6 .
0
0.05
0.1
Exact
SV3C K=/2
SV3C K=
SV3P K=/2
SV3P K=
0.15
0.2
0
3
Angle
0.05
0.995
R vs. K).
Exact
SV3C K=/2
SV3C K=
SV3P K=/2
SV3P K=
0.99
3
Angle
(K
vs. K).
Figure 8.31: Diffusive and dispersive properties of third-order 2D SV schemes with

R and versus = .
upwind Riemann flux, for K equal to 2 and .
K
118

the schemes are significantly less accurate for these angles. The loss of accuracy is expected to be less for the SV3P-scheme, since the negative peaks
are less pronounced.
Fourth-order schemes
General fourth-order partitions of a triangular cell are defined by four
DOFs, namely 4 , 4 , 4 and 4 , as discussed in Section 5.7.2. Using
the present wave propagation analysis, these four parameters can again
be selected such that the resulting schemes are stable and accurate. The
fourth-order partitions that are considered in the present section are summarized in Table 8.6, along with their Lebesgue constants k k. The modified dispersion relation is now a polynomial equation of degree twenty,
for each combination of K, and .
with twenty eigenvalues
Table 8.6: Parameters of 2D fourth-order SV partitions.
Partition
SV4W
SV4C
SV4P
SV4H
1
15
2
15
1
15
2
15
0.0326228301
0.0425080882
0.0504398911
0.1562524902
0.078
0.104
0.052
0.351
0.12061033
0.12129456
0.066666667
0.312260947
k k
3.4448
3.2129
4.2446
4.0529
Two of the partitions listed in Table 8.6 lead to weakly unstable schemes.
The fourth-order partition shown in Figure 8.32(a) is often used in literature and is labeled SV4W. It was first proposed in Wang and Liu [116]
2
1
2
1
, 4 = 15
, 4 = 15
and 4 = 15
. The other partiand is defined by 4 = 15
tion was presented in Harris and Wang [42], is labeled SV4H and is shown
in Figure 8.32(b). Its parameters are 4 = 0.12061033, 4 = 0.12129456,
4 = 0.066666667 and 4 = 0.312260947. The SV4H partition results in a
scheme with very good wave propagation properties for = = 6 . The instability of this scheme occurs for propagation angles that are about zero.
Details of the Fourier footprints of these two schemes can be seen in Figure 8.33. Some of the eigenvalues lie in the right half of the complex plane
in both cases. A general discussion about the dependence of stability on
the partition parameters for fourth-order SV schemes is very complicated,
because the parameter space of these partitions is four-dimensional.
Two stable partitions are known in literature. The first, labeled SV4C,
119
0.866
0.866
0.433
0.433
0
0
0.5
(a) SV4W, [116].
0.5
(b) SV4H, [42].
Im(Eigenvalue)
Im(Eigenvalue)
Figure 8.32: Examples of unstable third-order SV partitions of a triangular cell.
0
1
2
0
1
2
3
0.01 0.008 0.006 0.004 0.002
0
0.002 0.004 0.006 0.008
Re(Eigenvalue)
0.01
(a) SV4W, [116].
3
0.01 0.008 0.006 0.004 0.002
0
0.002 0.004 0.006 0.008
Re(Eigenvalue)
0.01
(b) SV4H, [42].
Figure 8.33: Detail near imaginary axis of Fourier footprints of unstable thirdorder SV schemes for triangular cells.
was obtained by Chen [21], using the same technique that lead to the
third-order SV3C partition. The parameters of this partition are 4 =
0.0326228301, 4 = 0.0425080882, 4 = 0.0504398911 and 4 = 0.1562524902.
The second was presented by the author of the present thesis, and was designed to have good wave propagation properties. It is called SV4P and has
the parameters 4 = 0.078, 4 = 0.104, 4 = 0.052 and 4 = 0.351. These
two partitions are illustrated in Figure 8.34. The modified dissipation rate
R and angular frequency
are plotted versus K for = = in Figure
6
8.35. The influence of the angle = is illustrated in Figure 8.36. It is
clear that the SV4P-scheme is superior to the SV4C-scheme.
120
0.866
0.866
0.433
0.433
0
0
0.5
0.5
(a) SV4C, [21].
(b) SV4P, [102].
18
16
Figure 8.34: Two stable fourth-order SV partitions of a triangular cell.
5
10
15
20
25
30
35
0
Exact
SV4C
SV4P
Exact
SV4C
SV4P
14
12
10
8
6
4
2
8
10
Wave Number
12
14
16
0
0
18
R vs. K).
8
10
Wave Number
12
14
16
18
vs. K).
Figure 8.35: Diffusive and dispersive properties of fourth-order 2D SV schemes

R and
versus K.
with upwind Riemann flux, for = = 6 .
1.035
0.05
0.05
0.1
0.15
0.2
0.25
Exact
SV4C K=
SV4C K=3/2
SV4P K=
SV4P K=3/2
0.3
0.35
0.4
0.45
0
Exact
SV4C K=
SV4C K=3/2
SV4P K=
SV4P K=3/2
1.03
3
Angle
1.025
1.02
1.015
1.01
1.005
1
0.995
0
R vs. K).
3
Angle
(K
vs. K).
Figure 8.36: Diffusive and dispersive properties of fourth-order 2D SV schemes

R and versus = .
.
with upwind Riemann flux, for K equal to and 3
2
K
121

Illustration
The results of the analysis above are verified with a test case that is governed by the 2D linear advection equation (8.7), with a = 1. The initial
solution is a Gaussian pulse
"
#
(x x0 )2 + (y y0 )2
0
q (x, y) = exp
,
(8.10)
b2
with b = 0.1, and x0 and y0 the initial coordinates of the center of the pulse.
The stability or instability of the third- and fourth-order accurate schemes
that were discussed above is verified first. A uniform grid that consists of
equilateral triangles with edge length 0.1, as illustrated in Figure 8.21(a),
is considered. A four-stage fourth-order accurate R-K scheme, see Section
B.3.2, is used for time marching.
For the third-order SV schemes, the propagation angle is equal to 2 and
a time step t of 0.005 is used. Figure 8.37(a) shows the obtained residual
histories. As predicted by the analysis, the SV3W-, SV3L- and SV3Wbpartitions result in unstable schemes. Notice that the SV3W-scheme diverges very quickly. The SV3Wb-scheme diverges after a larger number
of iterations and the SV3L-scheme takes almost one hundred thousand
iterations before it starts to diverge. This is in accordance with the relative magnitudes of the real components of the eigenvalues of these three
0.10
SV3W
SV3L
SV3Wb
SV3C
SV3P
0.08
Residual L2-norm
Residual L2-norm
0.10
0.06
0.04
0.02
0.00
10 1
10 2
(a) p = 2, =
10 3
Iter
,
2
10 4
0.08
0.06
0.04
0.02
0.00
10 5
SV4W
SV4C
SV4P
SV4H
10 1
10 2
10 3
Iter
10 4
10 5
(b) p = 3, = 0, t = 0.001.
t = 0.005.
Figure 8.37: Residual histories for the linear advection of a 2D Gaussian pulse,
obtained with the SV method.
122

schemes, as shown in Figure 8.27. The SV3C- and SV3P-partitions result
in stable schemes, in agreement with the results of the analysis. In Figure
8.37(b), the residual histories corresponding to the fourth-order partitions
are shown. For these schemes, the propagation angle is 0 and the time
step t is 0.001. The instability of the SV4W- and SV4H-schemes is clearly
illustrated. The SV4W-scheme diverges before the SV4H-scheme, as predicted by Figure 8.33. The computations with the other schemes are stable.
A grid convergence study on a sequence of uniform grids consisting of equilateral triangles was performed for the stable schemes. Propagation angles
= 0 and = 2 were considered. These angles correspond to respectively the least accurate and the most accurate direction of the schemes.
The same four-stage fourth-order accurate R-K scheme was used for time
marching, with a sufficiently small time step t to ensure negligible time
discretization errors. The resulting errors in the L1 - and the L -norm at
t = 1 are listed in Table 8.7 for = 0 and in Table 8.8 for = 2 .
One immediately notices that all schemes fail to achieve the expected order
of accuracy for the case = 0. The second-order SV scheme attains only
a first-order accuracy. The third- and fourth-order SV schemes perform
slightly better, attaining orders of accuracy that are significantly higher
than, respectively, two and three. Even though the analysis predicts that
= 0 is the direction in which the schemes are the least accurate, this does
not explain the decrease in the order of accuracy. A possible explanation
for this is the fact that, for = = l 3 , with l an integer number, the modified dispersion relations of all these schemes support multiple zero roots
= 0, if K = 0. As explained in footnote 1 in Appendix B, this leads to a
solution eigenmode with a polynomial growth, and thus to a very weak instability, which could cause the loss of the expected order of accuracy that
is observed in Table 8.7. Also notice that for = 0, the rows of cells parallel to the propagation direction are uncoupled, since the fluxes between
these rows are zero.
The somewhat strange-looking values for the cell size in Table 8.8 are chosen to obtain an integer number of cells in an interval of length one in the
propagation direction. The cell sizes in Table 8.8 thus correspond to those
in Table 8.7 times 23 . For this case, the expected orders of accuracy are
achieved with all the schemes. It is also seen from Tables 8.7 and 8.8 that
lower errors can be obtained with less DOFs if higher-order schemes are
used.
123

For the third-order accurate schemes and propagation direction = 2 ,
there is very little difference between the errors obtained with the SV3Cand the SV3P-schemes, although the errors obtained with the first scheme
are systematically smaller. As predicted by the wave propagation analysis, the SV3P-scheme performs better than the SV3C-scheme for = 0, as
the error levels are always significantly lower and the observed order of
SV schemes for triangular cells. Wave propagation angle = 0.
p
1
x
0.20000
0.10000
0.05000
0.02500
0.01250
0.00625
#DOF
180
720
2880
11520
46080
184320
L1 error
2.52e 2
2.00e 2
1.05e 2
5.04e 3
2.47e 3
1.24e 3
L1 order
0.33
0.93
1.06
1.03
0.97
L error
2.22e 1
3.58e 1
2.03e 1
9.87e 2
4.48e 2
2.13e 2
L order
0.69
0.82
1.04
1.14
1.04
2
SV3C
0.20000
0.10000
0.05000
0.02500
0.01250
360
1440
5760
23040
92160
1.67e 2
6.32e 3
1.36e 3
2.76e 4
6.29e 5
1.40
2.21
2.31
2.13
3.95e 1
1.92e 1
5.14e 2
1.16e 2
2.51e 3
1.04
1.90
2.15
2.21
2
SV3P
0.20000
0.10000
0.05000
0.02500
0.01250
360
1440
5760
23040
92160
1.65e 2
6.07e 3
1.26e 3
2.26e 4
4.74e 5
1.45
2.27
2.47
2.26
3.88e 1
1.83e 1
4.55e 2
8.56e 3
1.64e 3
1.08
2.01
2.41
2.39
3
SV4C
0.20000
0.10000
0.05000
0.02500
600
2400
9600
38400
1.12e 2
1.92e 3
1.66e 4
1.48e 5
2.55
3.53
3.48
2.20e 1
5.32e 2
6.56e 3
5.20e 4
2.05
3.02
3.66
3
SV4P
0.20000
0.10000
0.05000
0.02500
600
2400
9600
38400
9.26e 3
1.22e 3
1.14e 4
1.03e 5
2.93
3.41
3.47
1.52e 1
4.76e 2
5.24e 3
4.17e 4
1.67
3.18
3.65
124

accuracy is higher. Regarding the fourth-order accurate schemes, it can be
concluded that the SV4P-scheme systematically yields much lower error
levels than the SV4C-scheme.
In the remainder of the present thesis, the SV3P- and SV4P-schemes are
used for respectively third- and fourth-order SV computations in 2D.
SV schemes for triangular cells. Wave propagation angle = 2 .
p
1
x
0.28868
0.11547
0.05774
0.02887
0.01443
0.00707
#DOF
150
600
2400
9600
38400
153600
L1 error
3.32e 2
1.97e 2
7.67e 3
2.31e 3
6.06e 4
1.53e 4
L1 order
0.57
1.36
1.73
1.93
1.93
L error
2.54e 1
4.08e 1
2.52e 1
1.03e 1
2.96e 2
7.75e 3
L order
0.52
0.70
1.29
1.80
1.88
2
SV3C
0.28868
0.11547
0.05774
0.02887
0.01443
300
1200
4800
19200
76800
3.70e 2
5.32e 3
7.53e 4
9.43e 5
1.19e 5
2.12
2.82
3.00
2.99
6.71e 1
2.03e 1
4.11e 2
5.52e 3
6.85e 4
1.30
2.30
2.90
3.01
2
SV3P
0.28868
0.11547
0.05774
0.02887
0.01443
300
1200
4800
19200
76800
3.69e 2
5.32e 3
7.61e 4
9.64e 5
1.22e 5
2.12
2.80
2.98
2.98
6.71e 1
2.04e 1
4.17e 2
5.61e 3
6.99e 4
1.30
2.29
2.89
3.01
3
SV4C
0.28868
0.11547
0.05774
0.02887
500
2000
8000
32000
3.47e 2
1.85e 3
1.04e 4
5.04e 6
3.20
4.16
4.36
6.20e 1
8.13e 2
6.32e 3
3.75e 4
2.22
3.69
4.07
3
SV4P
0.28868
0.11547
0.05774
0.02887
500
2000
48000
32000
1.39e 2
7.68e 4
4.02e 5
2.31e 6
3.16
4.26
4.12
3.13e 1
3.40e 2
3.17e 3
2.29e 4
2.42
3.42
3.79
125
8.2.2
SD schemes for triangular cells
The wave propagation properties of second- and third-order SD schemes

for triangular cells are discussed in this section. These results were published in Van den Abeele et al. [104].
Consider the second-order triangular SD cell shown in Figure
8.38. Combining the averaged- 0.866
upwind Riemann flux approach, as
discussed in Section 6.1, with this
SD cell, an unstable scheme is obtained. This is illustrated in Fig- 0.433
ure 8.39, which shows the schemes
Fourier footprint. In agreement
with Theorem 6.1, this Fourier
footprint is independent of the so0
lution point distribution. The other
two Riemann flux approaches that
0
0.5
1
were discussed in Section 6.1,
namely the semi-upwind and the Figure 8.38: Second-order triangular SD
full-upwind approach, lead to sta- cell. Solution () and flux points (N).
ble schemes. The corresponding
Fourier footprints are shown in
Figure 8.40. Notice that the full-upwind approach leads to a more compact footprint than the semi-upwind approach. Consequently, the former
will generally allow larger time steps than the latter, if an explicit time
marching scheme is used.
The dependence of the diffusive and dispersive properties upon the angles
= , for various wave numbers K, is illustrated in Figure 8.41 for the
semi-upwind Riemann flux approach and in Figure 8.42 for the full-upwind
Riemann flux approach. Due to the symmetry of the equilateral triangle
grid, they are periodic in = with a period equal to 3 . Both approaches
lead to schemes that are the most accurate for = = 6 + l 3 and the
least accurate for = = l 3 , with l an integer number. The scheme with
the semi-upwind approach is significantly less diffusive, and consequently
more accurate, than the one with the full-upwind approach.
126

5
4
1.5
1
2
Im(Eigenvalue)
Im(Eigenvalue)
1
0
1
2
0.5
0
0.5
1
1.5
4
5
8
4
3
2
Re(Eigenvalue)
2
0.1
(a) Full footprint.
0.08 0.06 0.04 0.02

0
0.02
Re(Eigenvalue)
0.04
0.06
0.08
0.1
(b) Detail near the imaginary axis.
Im(Eigenvalue)
Im(Eigenvalue)
Figure 8.39: Fourier footprint of second-order SD scheme for triangular cells, with
averaged-upwind Riemann flux approach.
1
0
1
1
0
1
5
8
4
3
2
Re(Eigenvalue)
5
8
(a) Semi-upwind Riemann flux approach.
4
3
2
Re(Eigenvalue)
(b) Full-upwind Riemann flux approach.
Figure 8.40: Fourier footprint of second-order SD schemes for triangular cells.
0.1
0.2
0.3
0.4
Exact
K=/4
K=/2
K=4/5
0.5
0
3
Angle
0.98
0.96
0.94
0.92
Exact
K=/4
K=/2
K=4/5
0.9
0
3
Angle
R vs. K).
(b) Dispersive properties ( K

vs. K).
Figure 8.41: Diffusive and dispersive properties of second-order 2D SD schemes for

triangular cells, with semi-upwind Riemann flux approach, for K = 4 , K = 2 and
R and versus = .
K = 4
.
5
K
127
0.2
0.3
0.4
Exact
K=/4
K=/2
K=4/5
0.5
0
3
Angle
0
0.1
0.98
0.96
0.94
0.92
Exact
K=/4
K=/2
K=4/5
0.9
0
R vs. K).
3
Angle
(K
vs. K).

triangular cells, with full-upwind Riemann flux approach, for K = 4 , K = 2 and
R and versus = .
.
K = 4
5
K
Third-order schemes
Figure 8.43 shows the two possible general triangular third-order SD cells,
with cubic flux polynomial distributions with at least three points at each
face.Thedependence of the maximum real component of the eigenvalues
R upon the flux point distribution parameter 3 is illustrated in
max
Figure 8.44 for the cell with corner flux points, shown in Figure 8.43(a).
Similar plots for the cell without corner flux points, see Figure 8.43(b),
are included in Figure 8.45. It is seen that neither cell leads to a stable
0.866
0.866
0.433
0.433
0
0
0.2
0.5
(a) With corner flux points.
0.2
0.5
(b) Without corner flux points.
Figure 8.43: Third-order triangular SD cells. Solution () and flux points (N).
128
0.5
0.5
0.4
0.4
Max(Re(Eigenvalue))
Max(Re(Eigenvalue))
0.3
0.2
0.1
0
0
0.3
0.2
0.1
0.05
0.1
0.15
0.2
0.25
3
0.3
0.35
0.4
0.45
0
0
0.5
0.05
0.1
0.15
0.2
0.25
3
0.3
0.35
0.4
0.45
0.5
Figure 8.44: Dependence of stability of third-order SD schemes
for triangular cells
with corner flux points on the flux point distribution: max R versus 3 .
0.5
Max(Re(Eigenvalue))
Max(Re(Eigenvalue))
0.4
0.3
0.2
1.5
0.5
0.1
0
0
0.05
0.1
0.15
0.2
0.25
3
0.3
0.35
0.4
0.45
0
0
0.5
0.05
0.1
0.15
0.2
0.25
3
0.3
0.35
0.4
0.45
0.5
Figure 8.45: Dependence of stability of third-order SD schemes

fortriangular cells
R versus 3 .
without corner flux points on the flux point distribution: max
scheme, with neither the semi-upwind nor the full-upwind Riemann flux
approach, for any value of 3 .
The third-order schemes shown in Figure 8.43 include all possible symmetric flux point distributions for an order-complete cubic flux polynomial
in a triangle, with at least three flux points on each face. Consequently, it
has to be concluded that no stable third-order accurate SD schemes, with a
standard third-order Lagrangian flux polynomial treatment, exist. There
is no stable flux point distribution, with any treatment of the corner and
face flux points, even though the instability is very small in some cases.
129

Illustration
To verify the
analysis, the 2D linear advection equation (8.7) is considered,
with a = 2 and = /4. Consider a computational domain [0.0 2.5]
[0.0 2.5]. A uniform Cartesian grid of size 100 100 is generated first and
then partitioned into a triangular grid by subdividing each Cartesian cell
into two right triangles, with the hypotenuse going from the bottom right
to the top left corner of the Cartesian cell. The size of the shortest edge
of the triangles is then 0.025, which is used as the reference length. The
initial solution is a plane sine wave, defined by the following expression

k
0
q (x, y) = sin (x + y)
(8.11)
2
17
2. Notice that with this choice for k, the computawith k = 500.025
tional domain contains an integer number of waves. Consequently, periodic boundary conditions can be applied at all boundaries. The dimensionlesswave number corresponding to this initial solution is K = k 0.025 =
17
2 1.51. This wave number was chosen because it is predicted to be
50
unstable by a wave propagation analysis for a grid consisting of right triangles. The L1 -norm of the residual versus the physical time for two thirdorder SD schemes, without corner flux points and with a semi-upwind approach, is shown in Figure 8.46. The left plot was obtained with the scheme
10
10
10
Residual
Residual
10
10
10
10
10
0.5
1.5
2.5
10
10
10
10
10
10
Time
Time
(a) 3 = 0.1.
(b) 3 =
5 5
.
10
Figure 8.46: Residual L1 -norm histories obtained with third-order 2D SD schemes

for the linear advection of a 2D plane sine wave, using the semi-upwind approach
for face and corner flux points. Courtesy of professor Z.J. Wang.
130
Table 8.9: Comparison of observed and predicted growth rates, for the 2D linear
advection equation and third-order SD schemes for triangles, with a semi-upwind
Riemann flux approach.
3
0.1
5 5
10
mode
slow (K 1.51)
fast
slow (K 1.51)
fast
R obs
1.22e 1
1.82e + 1
3.37e 1
4.95e + 0
R obs
2.16e 3
3.22e 1
5.96e 3
8.75e 2
R pred
2.19e 3
3.25e 1
6.00e 3
8.78e 2
defined by 3 = 0.1, which corresponds more or less to the minimum in the

curves shown in Figure 8.44(a). The residual history shown in the right
plot corresponds to the third-order
SD scheme that was presented by Liu
5 5
et al. [67], defined by 3 = 10 .
As predicted by the wave propagation analysis, neither scheme is stable.
With both schemes, two distinctive growing modes can be discerned, one
that grows slowly and one that grows faster. The slow mode corresponds to
the dominant mode in the initial condition, with dimensionless wave number K = 1.51. The fast one is the most unstable mode of the scheme, and is
triggered by round-off errors in the solution.
The wave propagation analysis is further validated in Table 8.9, where
the growth rates observed in the simulation are compared to the ones predicted by the analysis, for both the slow and the fast modes. The dimensional growth rates R correspond to the slopes in the linear-log plots in
Figure 8.46. For the present case, the corresponding dimensionless values
R = R0.025 , since a = 2. A nice agreement is found beare defined by

2
tween the simulation and the analysis, as the difference between predicted
and observed dimensionless growth rates is always smaller than 1.4%.
8.2.3 SD schemes for quadrilateral cells

The properties of quadrilateral SD cells are discussed in this section. All
results assume a semi-upwind Riemann flux approach. Because of Theorems 6.2, 6.3 and 6.4, the results for a scheme of a certain order are valid
for any variant of this scheme, if the flux point distributions are equiva131

lent. This analysis was also published in Van den Abeele et al. [104].
The second-order SD scheme for
quadrilateral cells, as illustrated
in Figure 8.47, is stable. In Figure 1
8.48, the wave propagation properties of this scheme are plotted versus the propagation angle , with
the orientation of the plane Fourier
wave equal to . It is seen that 0
the scheme is the most accurate for
propagation along the diagonals of
square cells ( = = 4 + l 2 ),
and the least accurate for propagation along the edges ( = = l 2 ),
1
with l an integer number. As expected, for propagation along the
1
0
1
edges, the same wave propagation
properties as for the 1D SD scheme Figure 8.47: Second-order quadrilateral
are found. For larger K, there is SD cell.
a more important dependency on
= .
Upon comparison of the properties of the second-order SD scheme for
quadrilateral cells and the properties of the second-order SD schemes for
triangular cells, shown in Figures 8.41 and 8.42 for respectively the semiupwind and the full-upwind Riemann flux approach, it is seen that the triangular SD cells with the semi-upwind approach are the most accurate. It
should be noted however that for the second-order quadrilateral SD cells,
there are only four solution points in the generating pattern1 , whereas
there are six solution points in the one for the triangular cells three in
each cell. In fact, even though they use less solution points, the quadrilateral SD cells yield the same level of accuracy as the triangular SD cells
with a full-upwind Riemann flux approach.
1 The
generating pattern of a uniform grid is the smallest part from which the full grid can
be reconstructed by periodically repeating the pattern in all directions. See also Section B.1.
132
0.2
0.3
0.4
Exact
K=/4
K=/2
K=4/5
0.5
0
3
Angle
0
0.1
0.98
0.96
0.94
0.92
Exact
K=/4
K=/2
K=4/5
0.9
0
R vs. K).
3
Angle
(K
vs. K).

quadrilateral cells, with full-upwind Riemann flux approach, for K = 4 , K = 2
R and versus = .
.
and K = 4
5
K
Third-order schemes
Consider a third-order quadrilateral SD cell, as shown in Figure
8.49. The flux point distributions 1
have one parameter, 3 , which is
the same parameter as with the 1D
SD scheme from which the present
scheme is derived. For the 1D
case, the optimal value of 3 was 0
0.58. The corresponding 2D scheme
for quadrilaterals is stable, and its
wave propagation properties are illustrated in Figure 8.50. As with
the second-order scheme that was
1
discussed in the previous section,
the properties for wave propaga1
0
0.58
1
3
tion along the edges of the square
cells ( = = l 2 ) are the same
as the properties of the 1D scheme. Figure 8.49: Third-order quadrilateral
SD cell.
For other angles, the scheme is
more accurate and it is the most accurate for wave propagation along the diagonals of the squares ( = =
4 + l 2 ).
133

1
0.2
0.4
0.6
Exact
K=/2
K=
K=3/2
0.8
1
0
3
Angle
0.99
0.98
0.97
0.96
Exact
K=/2
K=
K=3/2
0.95
0.94
0
R vs. K).
3
Angle
(K
vs. K).
Figure 8.50: Diffusive and dispersive properties of third-order 2D SD schemes for

quadrilateral cells, with 3 = 0.58 and a semi-upwind Riemann flux approach, for
R and versus = .
K = 2 , K = and K = 3
.
2
K
Higher-order schemes
Higher-order SD schemes for quadrilateral cells have similar properties as
the second- and third-order schemes that were discussed previously. Deriving the schemes from their stable 1D counterparts always leads to a stable
scheme. The properties for wave propagation along the edges of square
cells are the same as the properties of the 1D schemes. For propagation in
other directions, the 2D SD schemes for quadrilaterals are more accurate.
Illustration
The accuracy of the SD schemes for quadrilateral cells, based on the 1D
SD schemes that use the Legendre-Gauss quadrature points and the end
points as flux points, see Table 8.2, is verified with a grid convergence
study for the 2D linear advection equation (8.7), with a = 1. The initial
solution is again a Gaussian pulse given by (8.10), with b = 0.1. A sequence of uniform grids consisting of square cells, as illustrated in Figure
8.21(b), was used. Propagation angles = 0 and = 4 were considered,
corresponding to respectively the least accurate and the most accurate direction of the schemes. A four-stage fourth-order accurate R-K scheme was
used for time marching, with a sufficiently small time step t.
The resulting errors at t = 1 are listed in Table 8.10 for = 0 and in Table
8.11 for = 4 . The SD schemes are convergent and the expected order of
accuracy is observed in all cases. In the L1 -norm, the errors obtained for
= 4 are indeed smaller than those obtained for = 0, in agreement with
the analysis. For the errors in the L -norm, the opposite is true however.
134
SD schemes for quadrilateral cells. Wave propagation angle = 0.
p
1
x
0.20000
0.10000
0.05000
0.02500
0.01250
0.00625
#DOF
100
400
1600
6400
25600
102400
L1 error
6.50e 03
9.50e 03
4.50e 03
1.60e 03
4.35e 04
1.10e 04
L1 order
0.55
1.08
1.49
1.88
1.98
L error
6.08e 02
4.14e 01
2.28e 01
9.36e 02
2.67e 02
6.70e 03
L order
2.77
0.86
1.28
1.81
1.99
0.20000
0.10000
0.05000
0.02500
0.01250
225
900
3600
14400
57600
9.30e 03
2.40e 03
2.38e 04
2.00e 05
1.98e 06
1.95
3.34
3.57
3.34
2.79e 01
1.05e 01
1.81e 02
1.50e 03
1.44e 04
1.41
2.53
3.59
3.38
0.20000
0.10000
0.05000
0.02500
0.01250
400
1600
6400
25600
102400
3.30e 03
2.80e 04
1.19e 05
5.95e 07
3.61e 08
3.56
4.55
4.32
4.05
1.41e 01
1.63e 02
1.30e 03
1.05e 04
7.11e 06
3.11
3.65
3.63
3.89
0.20000
0.10000
0.05000
0.02500
625
2500
10000
40000
9.73e 04
4.03e 05
7.39e 07
2.11e 08
4.60
5.77
5.13
3.90e 02
4.50e 03
1.31e 04
4.19e 06
3.12
5.10
4.97
0.20000
0.10000
0.05000
0.02500
900
3600
14400
57600
3.38e 04
1.93e 06
4.63e 08
9.16e 10
7.46
5.38
5.66
1.94e 02
2.73e 04
8.13e 06
1.98e 07
6.15
5.07
5.36
135
SD schemes for quadrilateral cells. Wave propagation angle = 4 .
p
1
x
0.20000
0.10000
0.05000
0.02500
0.01250
0.00625
#DOF
100
400
1600
6400
25600
102400
L1 error
1.34e 02
6.60e 03
2.90e 03
8.60e 04
2.20e 04
5.47e 05
L1 order
1.02
1.19
1.75
1.97
2.01
L error
8.83e 01
5.84e 01
2.89e 01
1.20e 01
3.34e 02
8.40e 03
L order
0.60
1.02
1.27
1.85
1.99
0.20000
0.10000
0.05000
0.02500
0.01250
225
900
3600
14400
57600
5.30e 03
1.40e 03
1.42e 04
1.25e 05
1.35e 06
1.92
3.30
3.51
3.20
3.83e 01
1.54e 01
2.58e 02
2.20e 03
2.64e 04
1.31
2.58
3.55
3.06
0.20000
0.10000
0.05000
0.02500
0.01250
400
1600
6400
25600
102400
2.40e 03
1.69e 04
7.84e 06
4.44e 07
2.76e 08
3.83
4.43
4.14
4.01
2.48e 01
1.79e 02
2.50e 03
1.94e 04
1.26e 05
3.79
2.84
3.68
3.95
0.20000
0.10000
0.05000
0.02500
625
2500
10000
40000
7.44e 04
2.75e 05
5.34e 07
1.53e 08
4.76
5.69
5.13
7.46e 02
7.70e 03
1.90e 04
6.81e 06
3.28
5.34
4.80
0.20000
0.10000
0.05000
0.02500
900
3600
14400
57600
2.33e 04
1.12e 06
3.23e 08
5.80e 10
7.70
5.12
5.80
4.24e 02
2.87e 04
1.41e 05
3.18e 07
7.21
4.35
5.46
136
8.2. STABILITY ANALYSIS OF 3D SV SCHEMES
8.3 Stability analysis of 3D SV schemes for

tetrahedral cells
The stability of 3D SV schemes is analyzed using the matrix technique
for stability analysis, as explained in Section B.2. This technique is applicable to any linear problem. Here, the 3D linear advection equation is
considered:
q (qax ) (qay ) (qaz )
+
+
+
= 0,
(8.12)
t
x
y
z
T
with the advection speed vector ~a = [ax ay az ] . The magnitude of this

vector is denoted as a. This equation is discretized in space with the SV
method, on a grid with a characteristic length x. After non-dimensionalization
with x as the reference length scale and x
a as the reference time scale,
an expression of the following form is obtained.
dQ
= MQ + S.
dt
(8.13)
Here, Q is a column vector containing all the solution variables of the SV

method on the grid, M is a matrix that defines the SV discretization and S
is a column vector that contains possible contributions of boundary conditions. For the spatial method to be stable, all eigenvalues of the matrix M
should have a nonpositive real component, to avoid exponentially growing
solution eigenmodes.
The test problem that is considered
here uses a grid defined by the generating pattern shown in Figure
8.51. The actual grid is formed by
periodically repeating this gener- x1
ating pattern N GP times along the
direction with three nodes in the
generating pattern, creating a long
22 x
channel. The grid then contains
0
GP
GP
s
10 N
cells and 10 N
N
1x
1x
solution variables, where N s is the
number of solution variables per
0 0
cell. The cell size x is defined by
the shortest distance between two Figure 8.51: Generating pattern of the
nodes in the generating pattern, as grid used for the stability analysis of 3D
illustrated in the figure. The ve- SV schemes.
locity vector ~a is directed along the
137

channel axis and the inlet and outlet of the channel are connected, creating a periodic direction. Since ~a is directed along the channel axis, the
boundary conditions on the sides of the channel have no influence, because
the flux through these faces is zero. This configuration was chosen because
it allows to detect weak instabilities in solution eigenmodes corresponding
to long wave lengths with respect to the cell size x, which occur for many
1D and 2D SV partitions, as discussed in the previous sections. The results obtained with this analysis technique for second and third-order SV
schemes are discussed in the following sections.
8.3.1
Second-order SV schemes
The second-order partition of a tetrahedral cell is uniquely defined. It is

shown in Figure 8.52. With N GP equal to 13, there are 520 solution variables on the grid that was described earlier, and the matrix M has as many
eigenvalues. The distribution of these eigenvalues is shown in Figure 8.53.
All eigenvalues lie in the negative real part of the complex plane and thus,
the scheme is stable.
1.5
Im(Eigenvalue)
1
0.5
0
0.5
1
1.5
2.5
1.5
1
Re(Eigenvalue)
0.5
Figure 8.53: Distribution of the eigenvalues of the second-order SV scheme

for tetrahedral cells in the complex
plane.
Figure 8.52: Second-order tetrahedral

SV cell.
8.3.2
Third-order SV schemes
Like for the second-order schemes, N GP = 13 is used. For the third-order

schemes, this leads to 1300 solution variables on the grid defined by the
138

generating pattern under consideration.
Firstly, the family of third-order partitions with two parameters 0 < 3 21
and 0 < 3 32 , as discussed in Section 5.7.3 and illustrated in Figure 8.54,
is considered. Figure 8.55 shows the logarithm
h
inibase ten of the maximum
R , for 3 varying between
real eigenvalue of the matrix M, log10 max
1
2
2
and 12 with steps of 20
and 3 between 30
and 23 with steps of 30
. Notice
that the additional limitation on the parameter space, which was identified
3
, has also been plotted in this
in Section 5.7.3 and given by 3 44
3
+1
R should be zero, and thus the
figure. For the scheme to be stable, max
1
20
logarithm should be minus infinity.
1
0.6
0.5
0.5
0
0.5
0.4
1
0.3
1.5
0.2
2
0.1
2.5
0
0
0.1
0.2
0.3
0.4
0.5
Figure 8.55: Stability of third-order SV

schemes of the first
for tetrah family
i
R
hedral cells: log 10 max
versus
Figure 8.54: Third-order tetrahedral

SV cell of the first family.
l
20
and 3 =
0.28
0.5
0.26
0.5
0.24
0.22
3
0.2
1
0.18
1.5
0.05
2
2.5
0
0
0.02
0.04
0.06
0.08
0.1
1.5
0.18
0.175
0.17
0.165
0.16
1.5
0.16
0.155
0.14
2.5
0.12
0.1
l, m = 1, ..., 10.
0.185
0.5
0.5
0.1
2m
.
30
0.2
0.15
3 =
0.06
0.08
0.1
0.12
0.14
2.5
0.15
0.145
0.08
0.09
0.1
0.11
0.12
Figure 8.56:h Stability

of third-order SV schemes of the first family for tetrahedral
i
R
cells: log10 max
versus 3 and 3 . Details of region with low values of
h
i
R .
log10 max
139

i
h

R as
Figure 8.56 shows three plots where the evolution of log10 max
a function of 3 and 3 is shown in more detail, in a zone where it is small.
In this zone, there are no steep gradients and it is expected that the resolution
i 3 is enough to get a clear picture of the evolution of
h in 3 and
R . The maximum real eigenvalue is never below 1e 3,
log10 max
meaning that none of the partitions of this family yields a stable scheme.
For the second, third and fourth partition family for third-order schemes,
which have a third parameter 0 < 3 34 , as defined in Section 5.7.3 and
illustrated in Figures 5.8, 5.9(a) and 5.9(b) respectively, the stability analysis gives
results as for the two-parameter family. The evolution

similar
of max R versus 3 , 3 and 3 for these partition families is plotted in

Figures 8.57 to 8.59, respectively. The maximum real eigenvalue is never
below 1e 3, indicating that there is again no partition that yields a stable
scheme.
140

3=0.075
3=0.15
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.225
0.3
0.4
0.5
3=0.3
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.375
0.3
0.4
0.5
3=0.45
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.525
0.3
0.4
0.5
3=0.6
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.675
0.3
0.4
0.5
3=0.75
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
0.3
0.4
0.5
Figure 8.57: Stability

SV schemes of the second family for tetraheh
of third-order
i
R vs. 3 = l , 3 = 2m and 3 = 3n . l, m, n = 1, ..., 10.
dral cells: log10 max
20
30
40
141

3=0.075
3=0.15
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.225
0.3
0.4
0.5
3=0.3
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.375
0.3
0.4
0.5
3=0.45
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.525
0.3
0.4
0.5
3=0.6
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.675
0.3
0.4
0.5
3=0.75
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
0.3
0.4
0.5
Figure 8.58:
of third-order SV schemes of the third family for tetrahedral
h Stability
i
R vs. 3 = l , 3 = 2m and 3 = 3n . l, m, n = 1, ..., 10.
cells: log10 max
20
30
40
142

3=0.075
3=0.15
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.225
0.3
0.4
0.5
3=0.3
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.375
0.3
0.4
0.5
3=0.45
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.525
0.3
0.4
0.5
3=0.6
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
3=0.675
0.3
0.4
0.5
3=0.75
1
0.6
1
0.6
0.5
0.5
0.5
0.4
0.5
0.4
0.5
0.5
1
0.3
1
0.3
1.5
1.5
0.2
0.2
2
0.1
0
0
2
0.1
2.5
0.1
0.2
0.3
0.4
0.5
0
0
2.5
0.1
0.2
0.3
0.4
0.5
Figure 8.59:
of third-order SV schemes of the fourth family for tetrahedral
h Stability
i
R vs. 3 = l , 3 = 2m and 3 = 3n . l, m, n = 1, ..., 10.
cells: log10 max
20
30
40
143
8.3.3
Illustration
To verify the analysis of the 3D SV schemes, the test problem used for the
stability analysis is solved with the second-order SV scheme and two thirdorder SV schemes of the two-parameter family of third-order partitions.
The first third-order scheme was proposed by Chen [21] and is defined by
3 = 0.1093621117 and 3 = 0.1730022492. From (5.52), 3 is then equal
to 0.214635999. The other third-order scheme was proposed by Liu et al.
[68] and corresponds to 3 = 3 = 3 = 0.25. The same configuration as
described above was used for this problem, with the number of generating
patterns N GP equal to 13 and the characteristic length of the grid x equal
to one. The initial solution was a plane wave with a Gaussian profile, given
by
"
2 #
x
2.5
q 0 (x, y, z) = exp
.
(8.14)
0.5
For the integration in time, the third-order TVD R-K scheme proposed by
Shu [89] was used, with a time step equal to 0.01. The magnitude of the
propagation speed a was set to one, which results in a CFL-number equal
to 0.01. The residual histories are plotted in Figure 8.60. As predicted
by the analysis, the second-order scheme is stable, while the third-order
schemes are not.
Residual L2-norm
1.0
0.5
0.0
-0.5
2nd order
3rd order, Chen
3rd order, Liu et al.
-1.0
-1.5
-2.0
0
1000000
Iter
2000000
Figure 8.60: Residual histories for the linear advection of a Gaussian pulse in 3D,
obtained with the SV method.
144
Chapter 9
Time marching and

algebraic solvers
15
15
10
10
10
0
5
10
15
20
Im(Eigenvalue)
15
Im(Eigenvalue)
Im(Eigenvalue)
To fully reap the potential benefits of high-order methods, they should be

combined with efficient algorithms for the solution of the algebraic systems
that arise from their formulation. These systems are generally stiff, and
the stiffness increases with the order of the method. This is illustrated
by the growth of the Fourier footprint of a spatial scheme with increasing
orders of accuracy. For example, as already mentioned in the previous
chapter, the size of the Fourier footprint for the linear advection equation
grows faster than proportionally with the order of accuracy of the spatial
method, as illustrated in Figure 9.1 for second-, third- and fourth-order
accurate SD schemes for quadrilateral cells.
0
5
10
18
16
14
12
10
8
Re(Eigenvalue)
0
5
10
15
20
18
16
14
12
10
8
Re(Eigenvalue)
15
20
18
16
14
12
10
8
Re(Eigenvalue)
Figure 9.1: Fourier footprints of second- to fourth-order SD schemes for quadrilateral cells for the linear advection equation.
145
0.5
0.5
0.5
0.5
1
150
Im(Eigenvalue)
Im(Eigenvalue)
CHAPTER 9. TIME MARCHING AND ALGEBRAIC SOLVERS
0.5
100
50
Re(Eigenvalue)
1
150
0.5
1
150
100
50
100
50
Re(Eigenvalue)
Figure 9.2: Fourier footprints of second- to fourth-order 1D SV/SD schemes with

LSD/LSV approach for the linear diffusion equation.
For the 1D linear diffusion equation

q
2q
= D 2
t
x
(9.1)
the growth of the Fourier footprint is even more dramatic, as shown in

Figure 9.2 for second-, third- and fourth-order SV/SD schemes, combined
with the LSV/LSD approach for the treatment of the diffusive fluxes on the
faces, as discussed in Chapters 5 and 6.
The influence of this growing Fourier footprint is clear from the following
discussion. The linear stability condition for a combination of a spatial
scheme and a time marching scheme is, as discussed in Section B.3, that
the Fourier footprint of the spatial scheme, scaled with the CFL-number
, which is a dimensionless version of the time step t, should lie entirely
inside the stability zone of the time marching scheme. In the case of the
1D linear diffusion equation, the CFL-number D is defined as
D =
D t
,
x2
(9.2)
where x is the spatial grid size. Consider the standard explicit fourthorder four-stage R-K scheme, the formulation of which is given in Section
B.3.2. The stability zone of this scheme is plotted in Figure 9.3, along with
the scaled Fourier footprint of the fourth order SV/SD scheme with the
LSV/LSD approach, for D = 1 and D = 0.022. Obviously, with D = 1, the
full discretization is unstable. For stability, D should be below 0.022, and
thus very small. Consequently, the dimensional time step t is also often
restrictively small. Furthermore, t scales with x2 , which means that
if the grid is twice refined, the time step should be reduced by a factor four
to maintain stability. This problem occurs with any explicit time marching
scheme.
146
1 0.8
0.2
0.40.6
0.6
0.6
1 0.8
0.2
0.40.6
2.5
0.8
1
0.8
1
4
Re(z)
0.8
1
Im(z)
2.5
0.60.4
0.6
5
10
(a) D = 1.0.
1
0.8
5
10
0.2
0
0.8 .4
1
1
0.8
0.6
2.5
0.6
0.2
0
0.8 .4
1
0.4
1 0.8
0.60.40.2
0.4
Im(z)
1 0.8
0.60.40.2
0.6
2.5
0.8
1
4
Re(z)
0.60.4
(b) D = 0.022.
Figure 9.3: Fourier footprint of fourth-order SV/SD scheme with LSV/LSD approach, scaled with the CFL-number D , and stability zone of the explicit fourthorder, four-stage R-K scheme.
With an implicit time marching scheme, like the backward Euler (BE)
scheme, discussed in Section B.3.2 and given by

Qn+1 Qn
= R Qn+1 = Rn+1 ,
t
(9.3)
with Qn a column vector contain5

ing all the solution variables on the
grid and n the index of the time it2.5
eration, there is no such restriction
on the CFL-number for stability,
0
since the entire negative real part
of the complex plane belongs to its
2.5
stability zone, as shown in Figure
9.4. This is an important advan5
10
8
6
4
2
0
2
Re(z)
tage over explicit time marching
schemes. However, implicit time
marching schemes involve a gener- Figure 9.4: Stability zone of the backward Euler scheme.
ally large nonlinear algebraic system, which needs to be solved every time iteration n. An efficient algorithm for such systems is thus essential.
0.2
0.2
0.4
0.6
0.8
0.4
Im(z)
0.6
0.2
0.8
0.4
0.2
In the present chapter, two algorithms to solve a nonlinear algebraic system associated with a full spatial and temporal discretization will be discussed. The first is a Newton-Raphson algorithm coupled with a generalized minimum residual (GMRES) method, developed by Saad and Schultz
147

[87], to invert the associated linear algebraic systems. The second is the
nonlinear lower-upper symmetric Gauss-Seidel (LU-SGS) method, which
was first formulated for second-order central finite volume schemes by
Jameson and Yoon [60] and rediscovered and adapted to high-order SD
schemes by Sun et al. [96]. The explanation of these two algorithms in
the following sections assumes a BE scheme for time discretization. The
procedures for other implicit time marching schemes are analogous.
Another important technique to efficiently solve the algebraic systems
associated to high-order spatial discretizations, like the DG, SV and SD
method, is the (p-)multigrid strategy. This strategy uses multiple solution
representations to exploit the strengths of any iterative error smoother,
like e.g. an explicit R-K scheme or a BE scheme combined with the LUSGS method. The interested reader is refered to Appendix C.
9.1 Newton-GMRES solver

Consider the nonlinear algebraic system (9.3), associated to a general spatial discretization and the backward Euler time marching scheme. It can
be solved with a Newton-Raphson algorithm. Writing the l-th approximation of Qn+1 as Qn+1,l , and the update to the (l + 1)-th approximation as
Qn+1,l+1 = Qn+1,l+1 Qn+1,l , the Newton-Raphson algorithm is given by
"
#
n+1,l
R
Qn+1,l Qn
I
n+1,l+1
n+1,l
Q
=
R
,
(9.4)
+
Q
t
t
where I is the unity matrix. This expression is a linear algebraic system,
which should be inverted at each iteration l of the Newton-Raphson algorithm. An interesting property of this method is that its order is two,
which means that the convergence is quadratic1 , and consequently very
fast, provided that the linear systems are solved with sufficient accuracy.
Theoretically, any algorithm for the inversion of a linear algebraic system

can be used to compute Qn+1,l+1 from (9.4). However, because of the size
of these linear systems, it is in practice impossible to use a direct inversion,
for example based on a Gauss-elimination. Thus, one has to resort to an
iterative technique for linear algebraic systems. Candidates for this are
for instance the Jacobi method or the (symmetric) Gauss-Seidel method,
1 If
the convergence of an iterative method is quadratic, then the error is squared at each
iteration
148
9.1. NEWTON-GMRES SOLVER

with or without relaxation. Here, the GMRES algorithm is used for the
inversion of the linear systems.
The basic idea of the GMRES algorithm is briefly summarized as follows.
Consider the general linear algebraic system
Ay = b.
(9.5)
The m-th approximation of the solution to this linear system, ym , is inside

the m-th Krylov subspace, which is defined by the set of basis vectors
b, Ab, A2 b, ..., Am1 b,
(9.6)
||Aym b|| .
(9.7)
and minimizes the norm
This is a linear least squares problem, which should be solved at each iteration m.
The convergence of the GMRES algorithm is monotonous, since the Krylov
subspace m contains the entire subspace m 1. It is guaranteed to converge when m is equal to the size of the matrix A. However, it often performs much better and a good approximation of the exact solution y is
obtained after a few iterations. This can be proven for certain classes of
matrices, see e.g. Trefethen and Bau [99]. Unfortunately, some matrices
do exist for which the error stays at a certain fixed level, until the very
last iteration, when it suddenly drops to zero. Luckily, in practice it mostly
performs well. Preconditioning methods, like ILU-preconditioners or the
additive Schwarz method, are often used to accelerate the convergence of
the GMRES algorithm.
An important consideration that has to be made for methods that are
based on the solution of a sparse linear system like (9.4), is the amount
of memory required to store the sparse matrix. For instance, on a grid
with N tetrahedral cells with solution polynomial degree p, and with the
LSV/LSD approach for the diffusive fluxes, the residuals in one cell depend
on the solution in the current cell, the neighbor cells, and the neighbors of
the neighbor cells. The total number of non-zero entries in the sparse matrix is then about
17N
(p + 1) (p + 2) (p + 3)
# physical variables
6
149
2
(9.8)

With the BR2 or the IP approach instead of the LSV/LSD approach for the
diffusive fluxes, the number of non-zero entries is about
5N
(p + 1) (p + 2) (p + 3)
# physical variables
6
2
(9.9)
These numbers rapidly increase with p, to the sixth power. This is often
a serious problem for the practical applicability of a high-order implicit
method.
9.2 Nonlinear LU-SGS solver

Writing the nonlinear algebraic system (9.3) associated to a general spatial
discretization and a temporal discretization with the BE scheme for one
cell, and linearizing the residual about time iteration n, results in
n

X Rcc n
Qcc
Rcc
Qnb = Rncc ,
Qcc
(9.10)
t
Qcc
Qnb
nb
with the current cell denoted by the subscript cc, the neighbouring cells
that contribute to its residual by the subscript nb and with Qi = Qn+1
i
Qni . Applying a (symmetric) Gauss-Seidel algorithm to solve this linear
algebraic system results in
n

X Rcc n
I
Rcc
l+1
n
Q ,
Qcc = Rcc +
+
(9.11)
nb
Qcc
t
Qnb
nb
where the approximation of the linear system solution at iteration l is written as Qli , and the superscript signifies the latest available solution (at
iteration l + 1 if the solution in the cell has already been updated in the
current forward or backward Gauss-Seidel sweep over the cells, at iteran
Rcc
tion l if not). To avoid the storage of the off-diagonal block matrices Q
,
nb
this expression is further manipulated to obtain
n
n

Rcc
I
Rcc
l+1
Qcc = Rcc
+
Qlcc ,
(9.12)
Qcc
t
Qcc
where the linearization about time iteration n was again used. Introducing
l+1
^
the notation Q
= Ql+1 Ql = Ql+1 Ql , the final expression
cc
cc
cc
150
cc
cc
9.2. NONLINEAR LU-SGS SOLVER

of the nonlinear LU-SGS algorithm is:
n

Rcc
I ^ l+1
Qlcc
Q
.
+
=
R
cc
cc
Qcc
t
t
(9.13)
The cell-wise Jacobian matrices in the left hand side of this expression can
be computed and subjected to a LU decomposition at the beginning of each
time iteration n, which makes the solution of the small linear algebraic systems during the subsequent symmetric Gauss-Seidel (SGS) sweeps much
more efficient. Notice that one SGS sweep actually corresponds to two
sweeps over the cells, one forward and one backward. If the time step t is
not too large, it is possible to freeze the cell-wise Jacobian matrices during a certain number of time iterations, which also leads to an increase in
efficiency.
This algorithm acts directly on the nonlinear algebraic system to be solved,

which is the right hand side of expression (9.13). If this right hand side is
zero, then the solution updates are also zero. Because of the Gauss-Seidel
nature of this LU-SGS method, where the latest available solution in the
neighboring cells is used to update the solution in a cell, information travels much faster through the domain than with a traditional explicit solver,
where only the solution at the previous time step or stage is used to update
the solution in a cell. This is one reason, besides the cellwise implicitness
of the algorithm, why the LU-SGS method is much more efficient than
an explicit solver. An extensive analysis of the convergence properties of
the nonlinear LU-SGS algorithm in combination with 2D SV schemes can
be found in Parsani et al. [78]. Notice that, also because of this GaussSeidel nature, the order of the cells in the cell index list potentially has
an important influence on the convergence of the algorithm, see Sharov
and Nakahashi [88]. However, in practice it is observed that this has only
a small influence and that the symmetric forward and backward sweeps
practically eliminate the effect of the order of the cell index list.
If one is only interested in a steady state solution, where the derivative to
time is zero, then the temporal term in the right hand side can be omitted.
In fact, this temporal term acts as an underrelaxation, since it contains a
contribution of the solution at time iteration n (l = 0), even for large values of l, when the solution has already been updated by numerous SGS
sweeps. Convergence to a steady state is faster if this temporal term is
dropped.
Since only the diagonal block Jacobian matrices should be stored, the total
151

number of real variables needed to store these Jacobians on a grid with
tetrahedral cells and with the LSV/LSD, BR2 or IP approach for the diffusive terms, is
2

(p + 1) (p + 2) (p + 3)
(9.14)
# physical variables .
N
6
Upon comparison with the number of non-zero elements in the Jacobian
matrix of the Newton-GMRES method, (9.8) and (9.9), it is clear that
the LU-SGS method requires significantly less memory than the NewtonGMRES algorithm. The required amount still increases with p to the
power six however, which significantly limits the practical applicability
of these implicit high-order schemes.
9.3 Global and local time stepping

For unsteady computations, where accuracy in time is needed, the time
step t naturally must be a global constant, which is the same for all cells.
If there is a stability limit for the CFL number, then t should be chosen
such that this limit is respected in each cell i of the grid. For 1D problems
with a constant advection velocity a and on uniform grids, the convective
stability limit is given by
at
C,max .
(9.15)
x
This is generalized to multi-D with variable advection velocities and general grids as

Nif ac

m=1
~am ~1n,m Sm t
C
C,max ,
(9.16)
Vi

where for a general convective governing equation, ~am ~1n,m is the maximum wave propagation velocity in the directionof ~1n,m on face m. For

example, with the Euler equations, it is equal to ~u ~1n,m + c. The diffusive stability limit in 1D, for problems with a constant diffusive coefficient
D and on uniform grids,
C =
D =
D t
D,max
x2
(9.17)
is generalized to multi-D as
N f ac
2
t
i D,m Sm
m=1
D,max ,
2
Vi
152
(9.18)
9.3. GLOBAL AND LOCAL TIME STEPPING

where D,m is the maximum diffusive coefficient on face m for a general
diffusive equation. For the N-S equations, it is the maximum of kinematic
viscosity and thermal diffusivity cP . Since for air, the Prandtl number
P
is always about 0.72, thermal diffusivity is more critical for
P r = c
stability. For general convection-diffusion laws, the approximate stability

limit that is used is given by

Nif ac

C,max
S 2
m=1
D,m Vmi t
~am ~1n,m Sm + D,max
C,max .
(9.19)
Vi
For stability, the global time step t should be sufficiently small such that
the above relation is satisfied for each cell i. Notice that for accuracy, a
smaller value for t may be required.
For steady computations, one is only interested in the steady state solution, with the derivatives to time equal to zero. The transient solution
does not have to be computed accurately, and consequently, if a global time
step t is used, it should be taken as large as possible, to ensure a fast
convergence to the steady state solution. This convergence can be further
improved by introducing local time steps ti on each cell i. These local
time steps can then be chosen as large as possible, without locally violating the stability condition:
ti =
Nif ac
m=1
C,max Vi

.

C,max
S 2
D,m Vmi
~am ~1n,m Sm + D,max
(9.20)
Using such local time steps generally results in a faster convergence than
a global time step. Notice that the time steps do not necessarily have
to be chosen to obtain the maximum allowable CFL-number. Selecting a
slightly smaller CFL-number very often results in a better damping of the
unsteady solution eigenmodes, and thus a better convergence. This local
time stepping can be applied with any explicit or implicit time marching
scheme.
153
154
Chapter 10
Applications
In this chapter, examples of applications of the spectral volume and the
spectral difference method, as discussed in Chapters 5 and 6 respectively,
to problems that are governed by the Euler, the Navier-Stokes and the
linearized Euler equations are given.
All simulations presented here have been done with the COOLFluiD collaborative simulation environment, see Figure 10.1, which is a C++ code
that was developed at the von Karman Institute for Fluid Dynamics. This
code is platform oriented towards complex multiphysics simulations. It is
based on components, like spatial discretization methods, algebraic solvers,
sets of governing equations, etc., which plug into a kernel. This kernel
then combines different components, using the best methodology for each
application, to create high-performant solvers dedicated to a specific application, while reusing the same components. The kernel is also responsible
for the parallelization of the simulations on multiple processors. Consequently, there is no need to implement this parallelization at the level of
the components, which greatly adds to the flexibility of the COOLFluiD
platform. More information about COOLFluiD can be found in the PhD
theses of T. Quintino [80] and A. Lani [66], and on the COOLFluiD project
Figure 10.1: COOLFluiD logo.
155
CHAPTER 10. APPLICATIONS

web site [81].
The SV and the SD methods have been implemented in COOLFluiD. Both
methods can be combined with explicit R-K time marching schemes and
implicit BE, BDF2 and trapezoid time marching schemes, discussed in Section B.3.2, all of which are available in COOLFluiD. The latter are used in
combination with a Newton-GMRES algebraic solver, as discussed in Section 9.1. For the GMRES algorithm, the PETSc toolkit, see [57], is used.
The SD method can also be used in combination with a nonlinear LU-SGS
algebraic solver, which was discussed in Section 9.2. The grids for all test
cases have been generated with Gmsh, [37].
10.1 Euler test cases

The problems that are solved in this section are governed by the Euler
equations, see Section 3.3. All computations were done on a HP compaq
nx9420 notebook with an Intel(R) CoreTM2 processor with a clockspeed of
2GHz and two gigabytes of RAM.
10.1.1
Acoustic wave propagation
The propagation of acoustic waves generated by an acoustic pulse is simulated in 2D and 3D. The acoustic perturbations have a small amplitude
compared to the ambient flow variables. The exact solution to the LEEs
for these problems can thus be used as a reference.
2D acoustic pulse
The 2D acoustic pulse has a Gaussian profile and is given by:
!#
"
2
2
(x 0.5) + (y 0.5)
,
= 1 + 0.001 exp
b2
P
ux
= P + c2 ( ) ,
(10.1)
= uy = 0.
The ambient pressure P and mass density are both equal to one, and
b, the halfwidth of the Gaussian profile, is 0.05. The exact solution of the
LEEs for the acoustic pressure field Pac = P P is given by
" #
Z
2
c2 b2 +
b
Pac (t, x, y) =
cos (c t) J0 () d,
(10.2)
exp
2
2
0
156
10.1. EULER TEST CASES
1.0
1.0
0.8
0.8
0.6
0.6
y
1.2
1.2
0.4
0.4
0.2
0.2
0.0
0.0
-0.2
-0.2 0.0 0.2 0.4 0.6 0.8 1.0 1.2
x
(a) SV method, triangular cells.
-0.2
-0.2 0.0 0.2 0.4 0.6 0.8 1.0 1.2
x
(b) SD method, quadrilateral cells.
Figure 10.2: Coarsest grids for 2D acoustic pulse simulations.
q
2
2
with = (x 0.5) + (y 0.5) and J0 the zeroth-order Bessel function
of the first kind. This acoustic pressure field is used as a reference solution
for the numerical results.
The domain under consideration is a square with an edge length equal
to one, [0, 1] [0, 1]. This domain is discretized by a uniform Cartesian
grid, with one additional layer of cells added at the boundaries of the domain. Thus, if the edge length of the square cells is x, then the actual
computational domain is [x, 1 + x] [x, 1 + x]. This Cartesian
grid is used for the SD computations. For the SV computations, a grid
consisting of right triangular cells is used, which is defined by subdividing the square cells of the SD grid into two right triangles. The coarsest
SV and SD grids, with x = 0.200, are shown in Figure 10.2. Three finer
grids are also considered, with respectively x = 0.100, x = 0.050 and
x = 0.025. At the boundaries of the computational domain, a characteristics boundary condition, which was briefly discussed in Section 3.3.5, is
imposed. With both the SV and the SD method, Roes FDS scheme, [84],
is used as approximate Riemann solver. Time marching was done with a
fourth-order, four-stage R-K scheme, using a sufficiently small time step to
obtain negligible time discretization errors.
The pressure distributions at t = 0.3, obtained with second-order SV and
SD schemes on the finest grids, are shown in Figure 10.3. The acoustic
157

1.0
1.0
p
1.00014
1.00012
1.00010
1.00008
1.00006
1.00004
1.00002
1.00000
0.99998
0.99996
0.99994
0.99992
0.99990
0.6
0.8
0.6
y
0.8
0.4
0.4
0.2
0.2
0.0
0.0
0.2
0.4
0.6
0.8
p
1.00014
1.00012
1.00010
1.00008
1.00006
1.00004
1.00002
1.00000
0.99998
0.99996
0.99994
0.99992
0.99990
0.0
0.0
1.0
(a) SV method.
0.2
0.4
0.6
0.8
1.0
(b) SD method.
Figure 10.3: Pressure contours for the 2D acoustic pulse at t = 0.3, obtained with
second-order schemes on the finest grid.
wave has not yet reached the boundary of the computational domain at
this time and thus, the far field boundary condition has no influence on
the solution. The SV solution is slightly more accurate, since it has one
and a half times more solution variables on the grid. Notice that the dependence of the accuracy of the schemes on the wave propagation direction
is clearly illustrated by the variation of the amplitude of the acoustic wave
fronts with the angle of propagation. The SD schemes are more accurate
for propagation along the diagonals than for propagation along the edges
of the square cells. This is in agreement with the wave propagation analysis in Section 8.2.3. On right triangle grids like the one shown in Figure
10.2(a), the SV schemes are the most accurate for propagation perpendicular to the hypotenuse of the right triangles and the least accurate for
propagation along the hypotenuse. This is again clearly illustrated in the
figure.
The profiles of the acoustic pressure Pac in the section y = 0.5 at t = 0.3,
along with the exact acoustic pressure solution of the LEEs, are included
in Figure 10.4. It is clear that for wave propagation problems, the higherorder schemes can achieve more accuracy on much coarser grids. For example, the fourth-order SV computation on the second finest grid clearly
gives a better result than the second-order one on the finest grid. The
sixth-order SD computation on the second coarsest grid is much more accurate than second-order SD computation on the finest grid. For a certain
grid size x, the SV schemes of a certain order are slightly more accurate
158
1.5
2.0
Acoustic pressure (1e-4)
2.0
LEE
p=1
p=2
p=3
1.0
0.5
0.0
-0.5
-1.0
0.6
0.7
0.8
x
0.9
LEE
p=1
p=2
p=3
0.5
0.0
-0.5
0.7
0.8
x
0.9
0.5
0.0
-0.5
0.7
0.8
x
0.9
0.7
0.8
x
0.9
1.0
1.0
0.8
x
0.9
1.0
0.8
x
0.9
1.0
0.8
x
0.9
1.0
LEE
p=1
p=2
p=3
p=4
p=5
0.5
0.0
-0.5
0.7
1.5
1.0
LEE
p=1
p=2
p=3
p=4
p=5
0.5
0.0
-0.5
0.7
2.0
LEE
p=1
p=2
p=3
1.0
0.5
0.0
-0.5
-1.0
0.6
1.5
-1.0
0.6
1.0
2.0
1.5
0.0
-0.5
2.0
LEE
p=1
p=2
p=3
1.0
-1.0
0.6
0.5
-1.0
0.6
1.0
2.0
1.5
LEE
p=1
p=2
p=3
p=4
p=5
2.0
1.0
-1.0
0.6
1.0
-1.0
0.6
1.0
2.0
1.5
1.5
0.7
0.8
x
0.9
1.5
1.0
0.5
0.0
-0.5
-1.0
0.6
1.0
LEE
p=1
p=2
p=3
0.7
Figure 10.4: Acoustic pressure in section y = 0.5 at t = 0.3 for the 2D acoustic
pulse, with SV (left) and SD (right), on the coarsest (top) to finest (bottom) grids.
159

than the SD schemes of the same order, because the former use more DOFs
than the latter.
The required numbers of DOFs and wall times are listed in Table 10.1
for the standard Gauss quadrature SV computations, in Table 10.2 for
the quadrature-free SV computations and in Table 10.3 for the SD computations. Upon comparison of the first two tables, it is seen that the
second-order SV computations require more computational time with the
quadrature-free approach than with the standard Gauss quadrature approach. This is logical, since the total operation count of the former is
higher than that of the latter for p = 1. The quadrature-free approach has
the advantage for the third- and fourth-order SV computations, for which
it systematically needs less computational time than the Gauss quadrature approach.
The superiority of higher-order schemes for wave propagation problems
is also clearly illustrated by these tables. The SV computation with p = 3
on grid 3 is at least as accurate as the one with p = 2 on grid 4, even
though it uses significantly less DOFs and takes less than half of the computational time of the latter. The SD simulation with p = 5 on grid 2 is
clearly more accurate than the one with p = 1 on grid 4, as illustrated in
Figure 10.4. It is seen in Table 10.3 that the higher-order simulation again
needs less DOFs and less than half of the computational time needed for
the low-order simulation.
On grids with the same x, the SD method, which uses less DOFs than
the SV method and does not require the evaluation of surface integrals, is
significantly faster than the SV method.
Table 10.1: Number of DOFs and wall time (s) for Gauss quadrature SV computations of the 2D acoustic pulse.
p
1
2
3
Grid 1
#DOF time
294
1.4
588
3.8
980
5.9
Grid 2
#DOF time
864
3.7
1728
11
2880
17
160
Grid 3
#DOF time
2904
12
5808
35
9680
55
Grid 4
#DOF time
10584
45
21168
131
35280
207
Table 10.2: Number of DOFs and wall time (s) for quadrature-free SV computations
of the 2D acoustic pulse.
p
1
2
3
Grid 1
#DOF time
294
2.1
588
2.9
980
4.0
Grid 2
#DOF time
864
5.5
1728
7.9
2880
12
Grid 3
#DOF time
2904
18
5808
26
9680
38
Grid 4
#DOF time
10584
63
21168
97
35280
146
Table 10.3: Number of DOFs and wall time (s) for SD computations of the 2D
acoustic pulse.
p
1
2
3
4
5
Grid 1
#DOF time
196
1.3
441
2.3
784
3.4
1225
4.9
1764
6.8
Grid 2
#DOF time
576
3.6
1296
6.3
2304
9.5
3600
14
5184
19
Grid 3
#DOF time
1936
12
4356
20
7744
31
12100
46
17724
65
Grid 4
#DOF time
7056
41
15876
74
28224
117
3D acoustic pulse
The 3D acoustic pulse also has a Gaussian profile, and is thus defined by
"
!#
2
2
2
(x 0.5) + (y 0.5) + (z 0.5)
= 1 + 0.001 exp
,
b2
P
ux
P + c2 ( ) ,
(10.3)
uy = uz = 0,
with P and again equal to one and b equal to 0.05. The exact acoustic
pressure solution of the LEEs is
" #
Z
2
c2 b3 +
sin () 2
b
Pac (t, x, y, z) =
cos (c t)
d, (10.4)
exp
2 0
2
q
with = (x 0.5)2 + (y 0.5)2 (z 0.5)2 , and is again used as a reference solution.
161
1.2
1.2
1.0
1.0
0.8
0.8
0.6
0.6
0.4
0.4
z
z
0.2
0.2
0.0
-0.2
-0.2
0.0
0.2
0.4
y 0.6 0.8
1.0
1.2
0.0
-0.2
0.0
0.2
0.4
0.6 x
0.8
1.0
1.2
-0.2
-0.2
(a) SV method, tetrahedral cells.
0.0
0.2
0.4
y 0.6 0.8
1.0
1.2
-0.2
0.0
0.2
0.4
0.6 x
0.8
1.0
1.2
(b) SD method, hexahedral cells.
Figure 10.5: Coarsest grids for 3D acoustic pulse simulations.
The domain is now a cube with an edge length equal to one, [0, 1] [0, 1]
[0, 1]. The grids are obtained in the same way as for the 2D acoustic pulse.
A uniform Cartesian grid is used, with cell edge length x and one additional layer of cells at the domain boundaries. This Cartesian hexahedral
grid is used for the SD computations. For the SV computations, the hexahedral cells are subdivided into six tetrahedral cells. The coarsest 3D
SV and SD grids, with x = 0.200, are illustrated in Figure 10.5. Two
finer grids, with x = 0.100 and x = 0.050, are also considered. Like in
the 2D case, a characteristics boundary condition is imposed at the boundaries of the computational domain. Roes FDS scheme is again used as
approximate Riemann solver. Time marching was again performed with a
fourth-order, four-stage R-K scheme, using a sufficiently small time step.
The pressure distributions at t = 0.3, obtained with second-order SV and
SD schemes on the finest grids, are shown in Figure 10.6. Like in the
2D case, the acoustic wave has not yet reached the domain boundary and
the far field boundary condition has no influence on the solution. The SV
solution is more accurate than the SD solution, since the former has 267168
solution variables on the grid, whereas the latter uses only 89056 solution
variables.
Figure 10.7 shows the obtained profiles of acoustic pressure Pac in the section y = 0.5 at t = 0.3, along with the exact acoustic pressure solution of the
LEEs. For the SV method, only second-order results are shown, for lack of
162
1.0
0.8
0.6
1.000025
1.000020
1.000015
1.000010
1.000005
1.000000
0.999995
0.999990
0.999985
0.999980
0.999975
0.999970
0.999965
0.999960
0.999955
1.000025
1.000020
1.000015
1.000010
1.000005
1.000000
0.999995
0.999990
0.999985
0.999980
0.999975
0.999970
0.999965
0.999960
0.999955
1.0
0.8
0.6
z
0.4
0.4
0.2
0.2
0.0
0.0
0.2
0.4
y 0.6 0.8
1.0
0.0
0.2
0.4
0.6 x
0.8
1.0
0.0
0.0
(a) SV method.
0.2
0.4
y 0.6 0.8
1.0
0.0
0.2
0.4
0.6 x
0.8
1.0
(b) SD method.
Figure 10.6: Pressure contours for the 3D acoustic pulse at t = 0.3, obtained with
second-order schemes on the finest grid.
stable higher-order SV schemes for tetrahedral grids, as discussed in Section 8.3.2. For the SD method, second- up to sixth-order accurate results
are included. The second-order SV computations yields slightly better results than the second-order SD computations on grids with the same x,
since they use three times more DOFs. The advantage of the higher-order
SD schemes over the lower-order ones is also evident for this 3D test case.
For example, both the fifth- and the sixth-order accurate results on the
coarsest grid are more accurate than the second-order result on the finest
grid.
The required numbers of DOFs and computational times are listed in Table 10.4 for standard Gauss quadrature SV schemes, in Table 10.5 for
quadrature-free SV schemes and in Table 10.6 for SD schemes.
The Gauss quadrature approach for the second-order SV schemes was implemented based on quadrature rules for triangles, and each quadrilateral
face is thus subdivided into two triangles. This implementation requires
two solution reconstructions per CV-face. The quadrature-free approach,
which needs only ten solution reconstructions per cell, is faster than this
implementation of the Gauss quadrature approach, as illustrated by Tables 10.4 and 10.5. However, the Gauss quadrature approach can also be
implemented based on quadrature rules for quadrilateral cells, which requires only one solution reconstruction per CV-face, as was done by Liu et
163
0.0
-0.2
-0.4
0.7
0.4
0.8
x
0.9
1.0
LEE
p=1
0.2
0.0
-0.2
-0.4
0.6
0.7
0.4
0.8
x
0.9
1.0
LEE
p=1
0.2
0.0
-0.2
-0.4
0.6
0.7
0.8
x
0.9
0.4
0.2
-0.2
-0.4
0.7
0.4
0.8
x
0.9
1.0
0.8
x
0.9
1.0
0.8
x
0.9
1.0
LEE
p=1
p=2
p=3
p=4
p=5
0.2
0.0
-0.2
-0.4
0.6
1.0
LEE
p=1
p=2
p=3
p=4
p=5
0.0
0.6
LEE
p=1
0.2
0.6
0.4
0.7
0.4
LEE
p=1
p=2
p=3
p=4
0.2
0.0
-0.2
-0.4
0.6
0.7
Figure 10.7: Acoustic pressure in section y = z = 0.5 at t = 0.3 for the 3D acoustic
pulse, with SV (left) and SD (right), on the coarsest (top) to finest (bottom) grids.
164
Table 10.4: Number of DOFs and wall time (s) for Gauss quadrature SV computations of the 3D acoustic pulse.
p
1
Grid 1
#DOF time
8232
133
Grid 2
#DOF time
41472
643
Grid 3
#DOF time
255552 3804
Table 10.5: Number of DOFs and wall time (s) for quadrature-free SV computations
of the 3D acoustic pulse.
p
1
Grid 1
#DOF time
8232
126
Grid 2
#DOF time
41472
615
Grid 3
#DOF time
255552 3584
al. [68]. The total operation count of this standard Gauss quadrature approach is less than that of the quadrature-free approach and consequently,
it would be slightly faster.
In Table 10.6, it is seen that the SD computation with p = 5 on grid 2
takes significantly less DOFs and computational time than the computations with p = 3 and p = 4 on grid 3, but the resulting solution is at least
as good, as illustrated in Figure 10.7. The difference is even more dramatic when the results of the computations with p = 4 and p = 5 on grid
1 are compared to those of the one with p = 1 on grid 3. Although all
three computations are too coarse to resolve the acoustic wave properly,
the high-order ones give a much better result than the second-order one,
with much less DOFs and in a much shorter computational time. This
Table 10.6: Number of DOFs and wall time (s) for SD computations of the 3D
acoustic pulse.
p
1
2
3
4
5
Grid 1
#DOF time
2744
31
9261
88
21952
193
42875
381
74088
652
Grid 2
#DOF time
13824
147
46656
419
110592
918
216000 1780
373248 3042
165
Grid 3
#DOF
time
85184
871
287496
2508
681472
5464
1331000 10312

again illustrates the advantages of higher-order methods over low-order
ones for problems dominated by wave propagation phenomena.
10.1.2
Inviscid cylinder flow
The inviscid flow at M = 0.38 around a circular cylinder with a diameter

equal to one is considered in this section. This is a well-known test case,
see e.g. Bassi and Rebay [10] and Krivodonova and Berger [65], from which
reference solutions are available for comparison.
The domain is discretized with four O-grids, consisting of triangular cells
for the SV schemes and of quadrilateral cells for the SD schemes. These
grids respectively have 16 5, 32 9, 64 17 and 128 33 nodes. The first
number refers to the number of nodes in the circumferential direction, the
second is the number of concentric circles in the mesh. The radii of these
circles in the finest grid are defined by the following expression:
!
m1
2 X l
rm = r0 1 +
m = 0, ..., 32,
(10.5)
,
128
l=0
where r0 is the radius of the cylinder, equal to 0.5. The parameter has
the value 1.1648336, such that the radius r32 of the outer circle, which corresponds to the far field boundary, is 20. The other grids are obtained by
successively coarsening the finest grid. Figure 10.8 shows the resulting
grids with triangular cells and Figure 10.9 those with quadrilateral cells.
The triangular cell grids are the same as those that were used in [9, 65].
The curvature of the cylinder wall must be taken into account, to avoid the
generation of an unphysical wake behind the cylinder. For the SV schemes,
straight edged cells are used in combination with the curved wall boundary treatment proposed by Krivodonova and Berger [65], as discussed in
Section 5.4.4. With the SD schemes, curvilinear quadrilateral cells with a
quadratic geometric mapping are used, and no additional treatment is required to deal with the curved wall. A regular slip-wall boundary condition
is then imposed at the cylinder wall with the SD computations. At the far
field boundary, a flow field
corresponding to M = 0.38, namely = 1,
P = 1, ux, = 0.38 1.4 and uy, = 0, is imposed through a Dirichlet
boundary condition. Roes FDS method is used as Riemann flux.
The Mach contours obtained with second-order SV schemes on all four
grids are shown in Figure 10.10. Those obtained on the coarsest grid with
166
-1
-2
-2
-1
-1
0
x
-2
-2
-1
-2
-2
0
x
(b) Grid 2, 32 9 nodes.
(a) Grid 1, 16 5 nodes.
-1
-1
-1
0
x
-2
-2
(c) Grid 3, 64 17 nodes.
-1
0
x
(d) Grid 4, 128 33 nodes.
Figure 10.8: Inviscid cylinder flow grids with triangular cells for the SV method.
167
-1
-2
-2
-1
-1
0
x
-2
-2
-1
-2
-2
0
x
(b) Grid 2, 32 9 nodes.
(a) Grid 1, 16 5 nodes.
-1
-1
-1
0
x
-2
-2
(c) Grid 3, 64 17 nodes.
-1
0
x
(d) Grid 4, 128 33 nodes.
Figure 10.9: Inviscid cylinder flow grids with quadrilateral cells for the SD method.
168

second-, third-, and fourth-order accurate SV schemes are plotted in Figure
10.11. They compare well with those shown in [10, 65] and there are no visible unphysical wakes. The advantage of p-refinement over h-refinement
with the SV method is clear, since the fourth-order solution on the coarsest
grid is comparable to the second-order solution on the second finest grid,
even though significantly less DOFs are used, namely 1280, versus 6144
for the second-order solution on the finer grid.
-1
-2
-2
-1
-1
0
x
-2
-2
(a) Grid 1.
Plots showing the Mach contours obtained with the SD schemes under hand p-refinement are shown in Figures 10.12 and 10.13 respectively. The
results are similar to those of the SV schemes. Again, p-refinement is more
efficient than h-refinement, since the fifth-order accurate solution on the
coarsest grid, with 1600 DOFs, is comparable to the second-order accurate
solution on the finest grid, which required 16384 DOFs.
-1
-1
0
x
-2
-2
(b) Grid 2.
-1
-1
0
x
(c) Grid 3.
-2
-2
-1
0
x
(d) Grid 4.
-1
-2
-2
Figure 10.10: Mach contours of the inviscid cylinder flow under h-refinement, obtained with second-order (p = 1) quadrature-free SV schemes for triangular cells.
M = 0.038.
-1
-1
0
x
(a) p = 1.
-2
-2
-1
-1
0
x
-2
-2
(b) p = 2.
-1
0
x
(c) p = 3.
Figure 10.11: Mach contours of the inviscid cylinder flow under p-refinement, obtained with quadrature-free SV schemes for triangular cells on the coarsest grid.
M = 0.038.
169
Table 10.7: Grid convergence study of the entropy error s of the inviscid cylinder
flow results obtained with standard Gaussian quadrature SV schemes.
p
1
#DOF
384
1536
6144
24576
L1 error
4.50e 03
7.35e 04
1.34e 04
3.17e 05
L1 order
2.61
2.46
2.08
L error
3.44e 02
9.00e 03
2.10e 03
6.02e 04
L order
1.93
2.10
1.80
768
3072
12288
49152
1.20e 03
1.23e 04
1.38e 05
1.65e 06
3.28
3.16
3.07
9.00e 03
1.10e 03
1.78e 04
2.92e 05
3.03
2.62
2.61
1280
5120
20480
81920
2.08e 04
1.47e 05
1.06e 06
1.01e 07
3.82
3.80
3.39
1.80e 03
1.43e 04
2.18e 05
5.21e 06
3.65
2.72
2.07
flow results obtained with quadrature-free SV schemes.
p
1
#DOF
384
1536
6144
24576
L1 error
4.90e 03
8.36e 04
1.60e 04
3.87e 05
L1 order
2.55
2.39
2.04
L error
3.23e 02
7.80e 03
2.50e 03
8.43e 04
L order
2.05
1.64
1.57
768
3072
12288
49152
1.30e 03
1.34e 04
1.40e 05
1.62e 06
3.28
3.26
3.10
1.11e 02
3.40e 03
4.79e 04
5.03e 05
1.71
2.83
3.25
1280
5120
20480
81920
2.48e 04
1.69e 05
1.13e 06
1.06e 07
3.87
3.90
3.42
6.70e 03
5.83e 04
3.90e 05
6.45e 06
3.52
3.90
2.60
170
-1
-2
-2
-1
-1
0
x
-2
-2
(a) Grid 1.
-1
-1
0
x
-2
-2
(b) Grid 2.
-1
-1
0
x
-2
-2
(c) Grid 3.
-1
0
x
(d) Grid 4.
-1
-2
-2
-1
-1
0
x
(a) p = 1.
-2
-2
Figure 10.12: Mach contours of the inviscid cylinder flow under h-refinement, obtained with second-order (p = 1) SD schemes for quadrilateral cells. M = 0.038.
-1
-1
0
x
-2
-2
(b) p = 2.
-1
-1
0
x
(c) p = 3.
-2
-2
-1
0
x
(d) p = 4.
Figure 10.13: Mach contours of the inviscid cylinder flow under p-refinement, obtained with SD schemes for quadrilateral cells on the coarsest grid. M = 0.038.
The results of studies of the grid convergence of the entropy error s , which
was discussed in Section 3.3.6, are listed in Tables 10.7 and 10.8, for standard SV schemes based on Gaussian quadrature rules and quadrature-free
SV schemes respectively. The standard Gaussian quadrature approach is
in general slightly more accurate than the quadrature-free approach, especially in the L -norm. This can be explained by the fact that the standard approach uses a larger number of quadrature points on the curved
boundary than the number of flux points used by the quadrature-free approach. The schemes with p = 1 attain the expected second-order of accuracy. Without the special treatment for the curved wall boundary, this
would not be the case. The schemes with p = 2 attain third-order accuracy
in the L1 -norm. In the L -norm, they result in an order of accuracy which
is slightly lower than three. The reason for this is that formally, the treatment of the curved boundary results in an order of accuracy of two. For the
same reason, the schemes with p = 3 never attain fourth-order accuracy
in either the L1 - or the L -norm, although the resulting errors are significantly smaller than those of the lower-order schemes.
171
Table 10.9 lists the results of a grid convergence study of the entropy error
obtained with the SD schemes. The schemes with p = 1 and p = 2 both
attain the expected order of accuracy of respectively two and three. This is
in agreement with the formal third-order accuracy of the curved boundary
treatment, due to the quadratic geometrical mapping of the cells. It is then
not surprising that the observed order of accuracy of the scheme with p = 3
is only about three in the L -norm, especially on the finest grids. Still, the
observed order in the L1 -norm is close to four, and the entropy errors are
significantly smaller than those of the lower-order schemes. Interestingly,
the scheme with p = 4 does attain higher order than three, namely about
four, in the L -norm. The order in the L1 -norm is close to the optimal
value of five and the entropy errors are again significantly smaller than
with the lower-order schemes. The scheme with p = 5 results in larger er-
flow results obtained with SD schemes.
p
1
#DOF
256
1024
4096
16384
L1 error
9.90e 03
1.60e 03
2.45e 04
4.32e 05
L1 order
2.63
2.71
2.50
L error
9.74e 02
2.06e 02
5.10e 03
1.30e 03
L order
2.24
2.01
1.97
576
2304
9216
36864
2.00e 03
1.49e 04
1.38e 05
1.54e 06
3.75
3.43
3.17
1.32e 02
1.20e 03
1.24e 04
1.75e 05
3.46
3.27
2.83
1024
4096
16384
65536
5.02e 04
3.15e 05
2.37e 06
2.05e 07
3.99
3.73
3.53
4.30e 03
3.78e 04
4.32e 05
6.74e 06
3.51
3.13
2.68
1600
6400
25600
6.70e 05
1.92e 06
6.81e 08
5.13
4.82
4.10e 04
1.95e 05
1.22e 06
4.39
4.00
2304
9216
1.13e 04
8.51e 06
3.74
2.30e 03
3.34e 04
2.79
172

rors than the one with p = 4 though, and the observed order is far less than
six in both the L1 - and the L -norm. Most likely, a more refined treatment
of the curvature is required for this scheme, e.g. a cubic geometric mapping or a mapping of an even higher degree.
The SV and SD schemes are compared in terms of entropy error s versus the number of DOFs in Figure 10.14. The efficiencies of the secondorder schemes are almost identical. For p = 2, the SD scheme, which
has a formally third-order accurate treatment of the curved boundary, is
clearly more accurate than the SV schemes, especially in the L -norm.
The schemes with p = 3 again have quite similar efficiencies. Here, it
should be noted that in the L -norm, these schemes are not better than
the SD scheme with p = 2, since with neither the SV nor the SD schemes
with p = 3, a formally fourth-order accurate treatment of the curved wall
was used. The SD scheme with p = 4 suffers less from the fact that only
a third-order accurate representation of the geometry is used and it gives
the lowest errors versus the number of DOFs. As mentioned above, this is
not the case for the SD scheme with p = 5, which gives larger errors than
those with p = 3 and p = 4, and than those with p = 2 in the L -norm.
The SV and SD schemes with p = 1 are further compared in Figure 10.15,
where the pressure coefficient CP , defined in Section 3.3.6, on the cylinder
surface is plotted under h-refinement. The angle on the horizontal axis
10
10 -1
SV GQ p=1
SV GQ p=2
SV GQ p=3
SV QF p=1
SV QF p=2
SV QF p=3
SD p=1
SD p=2
SD p=3
SD p=4
SD p=5
-3
10 -4
10 -5
Entropy error Linf-norm
Entropy error L1-norm
10 -2
10 -6
10 -7
10 -8 1
10
10 2
Sqrt(#DOF)
10 3
(a) L1 -norm.
10
SV GQ p=1
SV GQ p=2
SV GQ p=3
SV QF p=1
SV QF p=2
SV QF p=3
SD p=1
SD p=2
SD p=3
SD p=4
SD p=5
-2
10 -3
10 -4
10 -5
10 -6
10 -7 1
10
10 2
Sqrt(#DOF)
10 3
(b) L -norm.
Figure 10.14: Grid convergence of the entropy error s of the inviscid cylinder flow
results obtained with SV and SD schemes.
173
1
Grid 1
Grid 2
Grid 3
Grid 4
-1
-1
-2
-2
-3
-3
180
150
120 90
60
Angle ()
Grid 1
Grid 2
Grid 3
Grid 4
0
Cp
Cp
30
180
150
(a) SV schemes.
120 90
60
Angle ()
30
(b) SD schemes.
Figure 10.15: Pressure coefficient CP on the cylinder surface under h-refinement,

obtained with second-order (p = 1) schemes. Two (p + 1) points per grid-edge.
1
1
p=1
p=2
p=3
-1
-1
-2
-2
-3
-3
180
150
120 90
60
Angle ()
p=1
p=2
p=3
p=4
p=5
0
Cp
Cp
30
180
(a) SV schemes.
150
120 90
60
Angle ()
30
(b) SD schemes.
Figure 10.16: Pressure coefficient CP on the cylinder surface under p-refinement,

obtained on the coarsest grid. p + 1 points per grid-edge.
of the plots is 0 at the trailing edge and 180 at the leading edge of the
cylinder. The SV results on the coarsest grid are more accurate than those
obtained with the SD method, but with the SV method, there are one and a
half times more DOFs on the grid 384 for SV versus 256 for SD. A similar
observation is made for the second coarsest grid. On the two finer grids,
the curves are sufficiently converged to make them indistinguishable.
Figure 10.16 shows the pressure coefficient CP at the cylinder surface un174

der p-refinement, using the coarsest grid. Regarding the relative accuracy
of the SV and the SD computations, the same conclusions as for the hrefinement study can be drawn. Furthermore, it is seen that with both the
SV and the SD methods, the same results can be obtained with higherorder schemes on the coarsest grid as with second-order schemes on much
finer grids, even though the latter computations require many more DOFs.
Similar h- and p-refinement studies were performed for the total pressure
1.02
Total pressure loss
Total pressure loss
1.02
1.00
0.98
0.96
0.94
Grid 1
Grid 2
Grid 3
Grid 4
0.92
180 150 120 90
60
Angle ()
30
1.00
0.98
0.96
0.94
Grid 1
Grid 2
Grid 3
Grid 4
0.92
180 150 120 90
60
Angle ()
(a) SV schemes.
30
(b) SD schemes.
Figure 10.17: Total pressure loss on the cylinder surface under h-refinement, obtained with second-order (p = 1) schemes. Two (p + 1) points per grid-edge.
1.02
Total pressure loss
Total pressure loss
1.02
1.00
0.98
0.96
0.94
p=1
p=2
p=3
0.92
180 150 120 90
60
Angle ()
30
1.00
0.98
0.96
0.94
p=1
p=2
p=3
p=4
p=5
0.92
180 150 120 90
60
Angle ()
(a) SV schemes.
30
(b) SD schemes.
Figure 10.18: Total pressure loss on the cylinder surface under p-refinement, obtained on the coarsest grid. p + 1 points per grid-edge.
175

loss Pt /Pt, at the cylinder wall, which should be one, the results of which
are shown in Figures 10.17 and 10.18 respectively. Analogous observations as for the refinement studies for CP are made. Notice that with the
SD scheme with p = 5, the total pressure loss is clearly less accurate than
with the SD scheme with p = 4, confirming previous observations.
Algebraic solver performance
The Newton-GMRES algorithm, in combination with a BE time marching
scheme, discussed in Section 9.1, was used to solve the nonlinear algebraic
systems defined by the spatial SV and SD discretizations. The GMRES
algorithm was preconditioned with the additive Schwarz method, see Cai
and Sarkis [18]. The convergence criterion for the GMRES algorithm was
a linear system residual drop of five orders of magnitude, with a maximum
of five hundred Krylov subspaces. The time step t is determined for each
cell with a local time stepping technique, see Section 9.3. The imposed
CFL-number depends on the iteration number as follows:
= 0.5 2max(n5,0) ,
(10.6)
with an upper limit of 1e10.

The obtained convergence histories versus the number of iterations are
plotted in Figure 10.19. It is seen that the required number of iterations to achieve a mass density residual L2 -norm smaller than 1e 10
is about thirty for both the SV and the SD method, independent of the
solution polynomial order p or the grid size. The quadratic convergence
of the Newton-Raphson algorithm is also clearly illustrated. In the cases
where the quadratic convergence is not maintained, the maximum number
of five hundred Krylov subspaces for the GMRES algorithm was reached,
which means that the linear algebraic systems associated to the NewtonRaphson algorithm are not solved with the desired accuracy. Nevertheless,
the Newton-GMRES algorithm still performs quite good in those cases.
Notice that, even though the convergence histories for the SV method
are slightly influenced by the quadrature approach, the computations converge well with both the Gauss quadrature and the quadrature-free approach.
Figure 10.20 shows the convergence histories versus the wall time. Naturally, the required computational time for a computation to converge increases with the number of cells and the solution polynomial order p. The
required computational times with the SV and the SD method are quite
176
-2
Res[0]
Res[0]
-2
-4
-6
-4
-6
-8
-8
-10
0
-10
0
10
20
Iter
30
-6
-8
10
20
Iter
30
p=1
p=2
p=3
p=4
p=5
-6
-6
-8
-10
0
40
p=1
p=2
p=3
p=4
10
20
Iter
30
40
p=1
p=2
p=3
GQ p=1
GQ p=2
GQ p=3
QF p=1
QF p=2
QF p=3
-2
Res[0]
-2
40
-6
-8
30
30
-4
-10
0
20
Iter
20
Iter
-2
-4
10
10
Res[0]
Res[0]
40
-4
-10
0
40
GQ p=1
GQ p=2
GQ p=3
QF p=1
QF p=2
QF p=3
-2
Res[0]
30
-8
-4
-6
-8
-10
0
20
Iter
-2
-4
-10
0
10
Res[0]
Res[0]
40
GQ p=1
GQ p=2
GQ p=3
QF p=1
QF p=2
QF p=3
-2
p=1
p=2
p=3
p=4
p=5
GQ p=1
GQ p=2
GQ p=3
QF p=1
QF p=2
QF p=3
-4
-6
-8
10
20
Iter
30
-10
0
40
10
20
Iter
30
40
Figure 10.19: Newton-GMRES convergence histories for inviscid cylinder flow with
SV (left) and SD (right) schemes, on the coarsest (top) to finest (bottom) grids.
Logarithm in base ten of the mass density residual L2 -norm versus iterations.
177
-2
Res[0]
Res[0]
-2
-4
-6
-4
-6
-8
-8
-10
0
-10
0
20
40
Wall Time (s)
-6
-8
200
400
Wall Time (s)
-6
-6
-6
-8
-8
-10
0
3000
1000
2000
Wall Time (s)
3000
p=1
p=2
p=3
GQ p=1
GQ p=2
GQ p=3
QF p=1
QF p=2
QF p=3
-2
Res[0]
-2
p=1
p=2
p=3
p=4
-4
-10
0
600
-2
-4
1000
2000
WallTime
200
400
Wall Time (s)
Res[0]
Res[0]
p=1
p=2
p=3
p=4
p=5
-4
-10
0
600
GQ p=1
GQ p=2
GQ p=3
QF p=1
QF p=2
QF p=3
-2
Res[0]
60
-8
-4
-6
-8
-10
0
40
Wall Time (s)
-2
-4
-10
0
20
Res[0]
Res[0]
60
GQ p=1
GQ p=2
GQ p=3
QF p=1
QF p=2
QF p=3
-2
p=1
p=2
p=3
p=4
p=5
GQ p=1
GQ p=2
GQ p=3
QF p=1
QF p=2
QF p=3
-4
-6
-8
5000
Wall Time (s)
-10
0
10000
5000
Wall Time (s)
10000
Figure 10.20: Newton-GMRES convergence histories for inviscid cylinder flow with
SV (left) and SD (right) schemes, on the coarsest (top) to finest (bottom) grids.
Logarithm in base ten of the mass density residual L2 -norm versus wall time.
178

comparable, except for the fourth-order accurate computations on the two
finest grids, where the convergence of the SD scheme was significantly
more difficult than that of the SV schemes. Notice that, if the quadratic
convergence of the Newton-Raphson method is maintained, the third- and
fourth-order accurate SV computations are faster with the quadrature-free
approach than with the Gauss quadrature approach. For second-order
computations, as mentioned in the previous section, the quadrature-free
approach requires more operations than the Gauss quadrature approach
and thus, the latter approach is slightly faster. If the optimal quadratic
convergence is not maintained, then in some cases the quadrature-free approach is not faster for the third- and fourth-order computations, due to the
specific shape of the convergence history, which is different for the Gauss
quadrature and the quadrature-free approach.
The memory that was used is listed for all computations in Table 10.10.
The required memory rapidly increases with the polynomial order p. The
fourth-order SV and SD computations on the finest grids require around
two gigabytes of memory, and they barely fitted inside the RAM that was
available. The fifth- and sixth-order accurate SD computations on the
finest grids could not be done, because they require too much memory. This
clearly illustrates that memory is the limiting factor for the applicability
of these high-order methods with implicit solvers that require the storage
of Jacobian matrices.
Table 10.10: Total memory requirements (megabytes) for inviscid cylinder flow
computations, with Newton-GMRES solver.
SV
SD
p
1
2
3
1
2
3
4
5
Grid 1
6
14
33
6
14
35
79
158
Grid 2
16
50
127
13
47
134
317
646
179
Grid 3
56
195
510
43
180
536
1281
Grid 4
216
773
2054
161
713
2159
10.2 Navier-Stokes test cases

The governing equations for the following test cases are the N-S equations,
as discussed in Section 3.4. All computations were done on a server with
four Dual Core AMD OpteronTMprocessors with a clockspeed of 2412M Hz.
Twenty-four gigabytes of RAM were available.
10.2.1
Laminar cylinder flow
The viscous flow around a circular cylinder is considered in the present

section. Results for both a steady flow with a recirculation zone and an
unsteady laminar flow with a von Karman vortex street are discussed. The
domain is the same in both cases and is [10, +30] [10, +10]. The grids
that are used are illustrated Figures 10.21 and 10.22, for respectively the
SV and the SD method. The SV grid contains 3595 triangular cells. The
two SD grids have respectively 1175 and 4750 quadrilateral cells.
Steady flow
The Reynolds number Re, based on the free stream velocity and the diameter of the cylinder, is 40 and the free stream Mach number M is 0.15. The
Prandtl number P r has the standard value for air, which is 0.72. These
flow conditions correspond to a steady laminar flow, with a recirculation
zone behind the cylinder.
10
0.5
The free stream variables are = 1, P = 1, ux, = 0.15 1.4 and

uy, = 0. At the cylinder wall, a no-slip boundary condition, as discussed
-5
-10
-10
-0.5
10
x
20
-1
-1
30
(a) Entire domain.
-0.5
0.5
1
x
1.5
2.5
(b) Detail near cylinder.
Figure 10.21: Viscous cylinder flow grid with 3595 triangular cells for the SV
method.
180
10
0.5
10.2. NAVIER-STOKES TEST CASES
-5
-10
-10
-0.5
10
x
20
-1
-1
30
10
0.5
-5
-10
-10
0.5
1
x
1.5
2.5
(b) 1175 cells, detail near cylinder.
(a) 1175 cells, entire domain.
-0.5
-0.5
10
x
20
-1
-1
30
(c) 4750 cells, entire domain.
-0.5
0.5
1
x
1.5
2.5
(d) 4750 cells, detail near cylinder.
Figure 10.22: Viscous cylinder flow grids with quadrilateral cells for the SD
method.
in Section 3.4.3, is imposed. Furthermore, the cylinder wall is assumed to

be adiabatic and thus, it is imposed that the heat flux through this wall
is zero. No treatment for the curvature of this wall with the SV method
has been implemented in COOLFluiD. Consequently, only second-order SV
results, where the cylinder wall was represented by piecewise linear segments, are given. Examples of higher-order SV computations for N-S problems with curved boundaries can be found in Sun et al. [93]. With the SD
method, the curvature can be taken into account with the quadratic mapping of the quadrilateral cells, and thus, second- to fifth-order SD results
are given. At the far field boundary, the free flow variables are imposed
through a Dirichlet boundary condition.
The Mach number distributions and the stream traces obtained with the
second-order SV and SD schemes, combined with a Roe FDS flux as Riemann solver and the LSV/LSD approach for the diffusive terms, are shown
in Figure 10.23. The SD result was obtained on the fine quadrilateral grid.
The recirculation zone with its two counter-rotating vortices behind the
cylinder is clearly predicted in both cases. The SV computation had a total
of 10785 DOFs, compared to 19000 DOFs for the SD computation. However,
181
0
-1
-2
-2
0.18
0.17
0.16
0.15
0.14
0.13
0.12
0.11
0.10
0.09
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
1
y
0.18
0.17
0.16
0.15
0.14
0.13
0.12
0.11
0.10
0.09
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
0
-1
-2
-2
(a) SV method, 10785 DOFs.
(b) SD method, 19000 DOFs.
Figure 10.23: Mach number contours and stream traces, for the steady laminar
cylinder flow, obtained with second-order (p = 1) SV and SD schemes, with Roe
FDS flux and LSV/LSD approach for the diffusive terms. M = 0.01.
the grids have comparable densities near the cylinder, and consequently,
the qualities of the two results are also quite comparable.
The Mach number contours and stream traces obtained with second- up to
fifth-order SD schemes on the coarse SD grid are shown in Figure 10.24.
-2
-2
0.18
0.17
0.16
0.15
0.14
0.13
0.12
0.11
0.10
0.09
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
1
y
0
-1
0.18
0.17
0.16
0.15
0.14
0.13
0.12
0.11
0.10
0.09
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
0
-1
-2
-2
(a) p = 1.
0
-1
-2
x
M
0.18
0.17
0.16
0.15
0.14
0.13
0.12
0.11
0.10
0.09
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
1
y
0.18
0.17
0.16
0.15
0.14
0.13
0.12
0.11
0.10
0.09
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
(b) p = 2.
-2
0
-1
-2
-2
(c) p = 3.
(d) p = 4.
Figure 10.24: Mach number contours and stream traces under p-refinement, for
the steady laminar cylinder flow, obtained with SD schemes on the coarse grid,
with Roe FDS flux and LSD approach for the diffusive terms. M = 0.01.
182

Notice that the quality of the computations with p = 2 and p = 3, with
respectively 10575 and 18800 DOFs, is comparable to that of the SD computation with p = 1 on the fine grid, which had 19000 DOFs and is shown
in Figure 10.23(b). This again illustrates the potential benefits of higherorder methods.
The distributions of the pressure coefficient CP on the cylinder wall, obtained with second-order SV and SD schemes, combined with Rusanov
and Roe FDS Riemann solvers and the LSV/LSD approach for the diffusive terms, are shown in Figure 10.25. The SD result was obtained on
the fine quadrilateral grid. The angle on the horizontal axis is 0 at the
trailing edge of the cylinder and 180 at the leading edge. The pressure
drop behind the cylinder, due to the boundary layer separation and recirculation zone, is clearly visible. The SV computation, which had more cells
at the cylinder wall, as illustrated in Figures 10.21(b) and 10.22(d), yields
a better result than the SD computation, for which the discontinuities in
the CP profile between edges of different cells are still quite prominent.
With both the SV and SD methods, the Rusanov and the Roe FDS Riemann solvers give almost the same result, which shows that the accuracy
of these methods does not depend significantly on the Riemann solver.
Figure 10.26 shows a p-refinement study of the pressure coefficient CP at
the cylinder wall, obtained with the SD method on the coarse quadrilateral
2
Rusanov, LSV
Roe, LSV
Rusanov, LSD
Roe, LSD
1
Cp
Cp
1
0
-1
-2
180
0
-1
150
120
90
60
Angle
30
-2
180
150
120
90
60
Angle
30
Figure 10.25: Pressure coefficient CP on the cylinder, for the steady laminar cylinder flow, obtained with second-order (p = 1) SV and SD schemes, with Rusanov
and Roe FDS Riemann fluxes and LSV/LSD approach for the diffusive terms. Two
(p + 1) points per grid-edge.
183
2
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
0
-1
-2
180
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
1
Cp
Cp
0
-1
150
120
90
60
Angle
30
-2
180
150
(a) p = 1.
30
2
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Rusanov, LSD
Roe, LSD
1
Cp
1
Cp
90
60
Angle
(b) p = 2.
0
-1
-2
180
120
0
-1
150
120
90
60
Angle
30
-2
180
(c) p = 3.
150
120
90
60
Angle
30
(d) p = 4.
Figure 10.26: Pressure coefficient CP on the cylinder under p-refinement, for the
steady laminar cylinder flow, obtained with SD schemes on the coarse grid, with
Rusanov and Roe FDS Riemann flux and LSD, BR2 and IP approach for the diffusive terms. p + 1 points per grid-edge.
grid. All combinations of Rusanov and Roe FDS Riemann solvers and LSD,
BR2 and IP diffusive term treatments are considered. Although there is
some difference in the results with these different combinations if the SD
scheme with p = 1 is used, in general the solution does not depend much
on the choice of Riemann solver and diffusive flux treatment. The rapid
improvement of the solution quality with increasing p is again obvious.
The third-order SD computation on the coarse grid already gives a better
result than the second-order SD computation on the fine grid, which is
shown in Figure 10.25(b). As already mentioned earlier, the latter uses
almost twice the number of DOFs of the former computation.
184

The Newton-GMRES and the nonlinear LU-SGS solvers, combined with
a BE time marching scheme, were both used to solve the nonlinear algebraic systems defined by the spatial discretization methods. A local time
stepping technique was again used, with CFL-law
= 0.5 2n1 ,
(10.7)
and an upper limit for that depends on the specific case. The GMRES
algorithm was preconditioned with the additive Schwarz method, [18], and
its convergence criterion was a linear system residual drop of five orders of
magnitude, with an upper limit of two thousand for the number of Krylov
subspaces. For the nonlinear LU-SGS algorithm, a maximum of twentyfive SGS sweeps per time iteration was imposed. All computations were
done on two cores.
The Newton-GMRES convergence histories of the second-order SV computations and the second-order SD computations on the fine quadrilateral
grid are shown in Figures 10.27 and 10.28, versus the number of iterations
and the wall time respectively. The upper limits for the CFL-number for
these computations are listed in the legend of the figures. A much lower
limit was required for the SV computations. This is probably because of
the lack of treatment of the curvature of the cylinder wall. Due to this
lower limit, the SV computations were significantly slower than the SD
Rusanov, LSV, CFLmax=1000

Roe, LSV, CFLmax=1000
-2
Res[0]
Res[0]
-2
-4
-6
-8
-10
0
Rusanov, LSD, CFLmax=1e16

Roe, LSD, CFLmax=1e16
-4
-6
-8
50
Iter
100
-10
0
150
50
Iter
100
150
Figure 10.27: Newton-GMRES convergence histories for steady viscous cylinder

flow, obtained with second-order (p = 1) schemes. Logarithm in base ten of the
mass density residual L2 -norm versus iterations.
185
Rusanov, LSV, CFLmax=1000

Roe, LSV, CFLmax=1000
-2
Res[0]
Res[0]
-2
-4
-6
-8
-10
0

-4
-6
-8
500
1000
Wall Time (s)
-10
0
1500
500
1000
Wall Time (s)
1500
Figure 10.28: Newton-GMRES convergence histories for steady viscous cylinder

flow, obtained with second-order (p = 1) schemes. Logarithm in base ten of the
mass density residual L2 -norm versus wall time.
computations, even though they had only slightly more than half the number of DOFs of the latter. In the figures it is seen that a linear convergence
is obtained, instead of the quadratic convergence which is expected with
the Newton-GMRES algorithm. The SD computations, for which a much
higher CFL-number could be used, do achieve a quadratic convergence.
Notice that with both methods, a Roe FDS flux results in a faster convergence in terms of computational time than a Rusanov flux. This is due to
the fact that the GMRES linear system solver needs less iterations with
the Roe FDS flux. The SV computations required 163M b of RAM, compared to 443M b for the SD computations. This difference is due to the
larger number of DOFs of the latter and the fact that the Jacobian matrices are more sparse with triangular than with quadrilateral cells.
The convergence histories versus the number of iterations, obtained on the
coarse quadrilateral grid with the SD computations of different orders of
accuracy and with different Riemann solvers and treatments of the diffusive terms, are shown in Figure 10.29. The corresponding convergence
histories versus the wall time are plotted in Figure 10.30. The upper limits for the CFL-number are again listed in the legends of these plots. Notice that for the computations with the Newton-GMRES solver, this limit
is significantly lower for the cases with the BR2 and the IP approaches
than for the ones with the LSD approach. This was necessary to obtain
a reasonably fast convergence, and often also to maintain stability. With
the nonlinear LU-SGS solver, a relatively small CFL-number was required
186
-4
-6
-8
-10
0
-4
-6
-8
50
100
Iter
150
-10
0
200
(a) Newton-GMRES, p = 1.
100
150
Rusanov, LSD, CFLmax=100

Roe, LSD, CFLmax=100
Rusanov, BR2, CFLmax=20
Roe, BR2, CFLmax=20
Rusanov, IP, CFLmax=20
Roe, IP, CFLmax=20
-2
Res[0]
Res[0]
Iter
-4
-6
-8
-4
-6
-8
-10
0
500
Iter
-10
0
1000
(c) Newton-GMRES, p = 2.
100
200
Iter
300
400
500
(d) Nonlinear LU-SGS, p = 2.

Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20

Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-2
Res[0]
-2
Res[0]
50
(b) Nonlinear LU-SGS, p = 1.

Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-2
-4
-6
-8
-10
0

Roe, BR2, CFLmax=100
Roe, IP, CFLmax=100
-2
Res[0]
-2
Res[0]

Roe, IP, CFLmax=100
-4
-6
-8
500
Iter
1000
-10
0
1500
(e) Newton-GMRES, p = 3.
100
200
Iter
300
400
500
(f) Nonlinear LU-SGS, p = 3.
Figure 10.29: Convergence histories for steady viscous cylinder flow, obtained with
SD schemes on the coarse grid. Logarithm in base ten of the mass density residual
L2 -norm versus iterations.
187
-2
Res[0]
-2
Res[0]

Roe, IP, CFLmax=100
-4
-6
-8
-10
0
-4
-6
-8
100
200
Wall Time (s)
-10
0
300
-2
Res[0]
Res[0]
-4
-6
-8
1000
2000
3000
Wall Time (s)
-6
-10
0
4000
2000
4000
Wall Time (s)

Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-2
-4
-6
-8
-10
0

Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-8
Res[0]
Res[0]
-2
600
-4
200
400
Wall Time (s)

Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-2
-10
0

Roe, IP, CFLmax=100

Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-4
-6
-8
5000
10000
Wall Time (s)
15000
(e) Newton-GMRES, p = 3.
-10
0
5000
WallTime
10000
(f) Nonlinear LU-SGS, p = 3.
SD schemes on the coarse grid. Logarithm in base ten of the mass density residual
L2 -norm versus wall time.
188
Table 10.11: Total memory requirements (megabytes) for laminar cylinder computations on the coarse grid.
p=1
p=2
p=3
p=4
Newton-GMRES
LSD BR2 IP
118
70
70
522
310 310
1608 934 934
3884
Nonlinear LU-SGS
LSD BR2
IP
12
12
12
26
62
26
62
62
62
with all treatments of the diffusive terms.

If the upper limit for the CFL-number is high, then the Newton-GMRES
solver results in a very fast, quadratic convergence. Unfortunately, this is
only the case for the computations with the LSD approach. With the BR2
and IP approaches, this limit is much lower and the convergence is only
linear, and much slower. The performance of the nonlinear LU-SGS solver
is degraded less by a lower CFL-number. In fact, it often converges faster
with a CFL-number of around one hundred or one thousand than with a
CFL-number higher than one million. Consequently, the nonlinear LUSGS algorithm is more competitive for the BR2 and IP computations and
faster than the Newton-GMRES algorithm in some cases. Its performance
is strongly influenced by the choice of Riemann solver and diffusive term
treatment though.
The memory requirements of the computations on the coarse grid are listed
in Table 10.11. As discussed in Section 9.1, the non-compact LSD approach
results in larger memory requirements with the Newton-GMRES solver
than the BR2 and IP approaches, which are both compact. With the nonlinear LU-SGS solver, this is not the case. The Newton-GMRES solver needs
far more memory than the LU-SGS solver, as illustrated by the table. Nevertheless, considering that the present problem is two-dimensional and
that the current grid is coarse, even the memory requirements of the LUSGS solver are still quite large.
Figures 10.31 and 10.32 show the convergence histories obtained for the
computations on the fine quadrilateral grid. Similar observations as for
the computations on the coarse grid are made. If a high CFL-number can
be used, then the Newton-GMRES algorithm converges quadratically, and
thus, very fast. If not, then the nonlinear LU-SGS algorithm is faster
189

for the higher-order accurate computations. The memory requirements
are listed in Table 10.12. Naturally, the nonlinear LU-SGS solver again
requires far less memory than the Newton-GMRES solver.
-4
-6
-8
-10
0
-4
-6
-8
200
400
Iter
-10
0
600
200
Iter
300
400
500

Roe, LSD, CFLmax=20
Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-2
Res[0]
Res[0]
100

Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-2
-4
-6
-8
-10
0

Roe, IP, CFLmax=100
-2
Res[0]
-2
Res[0]

Roe, IP, CFLmax=100
-4
-6
-8
1000
2000
Iter
3000
-10
0
4000
200
400
Iter
600
800
1000
SD schemes on the fine grid. Logarithm in base ten of the mass density residual
L2 -norm versus iterations.
190
-4
-6
-8
-10
0
-4
-6
-8
1000
2000
Wall Time (s)
-10
0
3000
0
-2
Res[0]
Res[0]
2000
4000 6000 8000 10000

Wall Time (s)

Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-2
-4
-6
-8
-10
0

Roe, IP, CFLmax=100
-2
Res[0]
-2
Res[0]

Roe, IP, CFLmax=100

Roe, LSD, CFLmax=20
Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-4
-6
-8
10000 20000 30000 40000 50000

Wall Time (s)
-10
0
10000
20000
Wall Time (s)
30000
SD schemes on the fine grid. Logarithm in base ten of the mass density residual
L2 -norm versus wall time.
Table 10.12: Total memory requirements (megabytes) for laminar cylinder computations on the fine grid.
p=1
p=2
Newton-GMRES
LSD BR2
IP
443
273
273
1988 1225 1225
191
Nonlinear LU-SGS
LSD BR2
IP
28
28
28
78
78
78

Unsteady flow
For this case, the Reynolds number based on the diameter of the cylinder
is Re = 75. The free stream Mach number is M = 0.2 and the Prandtl
number is again P r = 0.72. These flow conditions result in an unsteady
laminar flow over the cylinder, with vortices that are shed alternately from
the top and the bottom of the cylinder in a periodic manner. The shed vortices form a so-called von Karman vortex street behind the cylinder. The
frequency of the vortex shedding fc is characterized by a dimensionless
number, the Strouhal number, which is defined as
S=
fs L c
,
|~u |
(10.8)
where the characteristic length scale is the diameter of the cylinder, which
is equal to one here. For the present Reynolds number of 75, a Strouhal
number of S = 0.148 was found experimentally by Williamson, [123].
The free stream variables are = 1, P = 1, ux, = 0.2 1.4 and

uy, = 0. The same adiabatic no-slip boundary condition as the one used
for the steady viscous flow over a cylinder is imposed at the cylinder wall.
At the outlet of the computational domain, which is on the right side in Figures 10.21 and 10.22, a subsonic outflow boundary condition is used, which
imposes only the free streams static pressure and extrapolates the other
flow variables from the internal computational domain. At the other far
field boundaries, namely on the left, bottom and top sides of the computational domain, the free stream variables are imposed through a Dirichlet
boundary condition. Only SD results are shown, for second- up to fifthorder of accuracy. The initial solution was a uniform flow field, and the
computations were carried out until t = 1250. Time marching was done
using the BDF2 scheme, see Section B.3.2, with time steps of t = 0.250 or
t = 0.125. These time steps correspond to respectively about one hundred
or two hundred iterations per period of the vortex shedding. Generally, a
smaller time step was needed initially to maintain stability. At the first
time iteration, t was thus equal to 0.015625, and during the subsequent
iterations, it was linearly increased with increments of 0.015625, until the
final value was reached. The nonlinear algebraic systems that arise from
the implicit BDF2 time discretization were solved with the nonlinear LUSGS algorithm. The SGS sweeps were stopped when the L2 -norm of the
solution updates was less than 1e 6 or when the number of SGS sweeps
exceeded one hundred. No freezing of the cell-wise Jacobian matrices was
used. The computations were done on four cores.
192
The instantaneous Mach number contours at the end of the simulations,

obtained with second- to fifth-order accurate SD schemes with Roe FDS
flux and LSD approach, on the coarse quadrilateral grid, are shown in
Figure 10.33. The time step for all these computations was t = 0.250.
The initial phase of the computations, where the solution changes from a
uniform flow field which is not physically possible to a fully developed
unsteady flow field with a von Karman vortex street, is difficult to resolve
and changes significantly for different orders of accuracy. Because of this,
there is always a phase shift between the solutions at the end of each computation, especially for lower values of p, even though the further evolution
of the developed flow may be predicted accurately. The improvement in the
quality and the resolution of the solution is obvious however.
Similar plots of the instantaneous entropy contours at the end of the simulations are included in Figure 10.34. These plots visually compare well
with the results obtained with the SV method, shown in Sun et al. [93].
10
10
5
0
-5
-10
-10
10
x
20
M
0.24
0.22
0.20
0.18
0.16
0.14
0.12
0.10
0.08
0.06
0.04
0.02
M
0.24
0.22
0.20
0.18
0.16
0.14
0.12
0.10
0.08
0.06
0.04
0.02
0
-5
-10
-10
30
(a) p = 1.
30
10
0
-5
10
x
20
M
0.24
0.22
0.20
0.18
0.16
0.14
0.12
0.10
0.08
0.06
0.04
0.02
M
0.24
0.22
0.20
0.18
0.16
0.14
0.12
0.10
0.08
0.06
0.04
0.02
20
(b) p = 2.
10
-10
-10
10
x
0
-5
-10
-10
30
(c) p = 3.
10
x
20
30
(d) p = 4.
Figure 10.33: Instantaneous Mach number contours under p-refinement, for the
unsteady laminar cylinder flow, obtained with SD schemes on the coarse grid, with
Roe FDS flux and LSD approach for the diffusive terms. M = 0.02.
193

10
10
5
0
-5
-10
-10
10
x
20
s
0.035
0.030
0.025
0.020
0.015
0.010
0.005
0.000
-0.005
-0.010
-0.015
s
0.035
0.030
0.025
0.020
0.015
0.010
0.005
0.000
-0.005
-0.010
-0.015
0
-5
-10
-10
30
(a) p = 1.
30
10
0
-5
10
x
20
s
0.035
0.030
0.025
0.020
0.015
0.010
0.005
0.000
-0.005
-0.010
-0.015
s
0.035
0.030
0.025
0.020
0.015
0.010
0.005
0.000
-0.005
-0.010
-0.015
20
(b) p = 2.
10
-10
-10
10
x
0
-5
-10
-10
30
(c) p = 3.
10
x
20
30
(d) p = 4.
Figure 10.34: Instantaneous entropy contours under p-refinement, for the unsteady laminar cylinder flow, obtained with SD schemes on the coarse grid, with
Roe FDS flux and LSD approach for the diffusive terms. s = 0.005.
The evolutions of the lift coefficient CL , as defined in Section 3.3.6, for the
cylinder, obtained with SD schemes with p = 1 to p = 4, Roe FDS flux
and LSD approach, on the coarse quadrilateral grid, are shown in Figure
10.35. The difference in the evolutions from a uniform flow field to a fully
developed flow with the different solution polynomial degrees is clearly illustrated, as well as the fact that a fully developed flow is obtained before
the end of the simulations. Apart from the phase shift, the solutions for
p = 3 and p = 4 are almost identical, which indicates that sufficient resolution is achieved by these two computations. Analogous plots of the drag
coefficient CD for the cylinder are included in Figure 10.36. Notice that the
frequency of the evolution of CD in the fully developed flow field is twice
that of the evolution of CL .
The evolutions of the lift and drag coefficients CL and CD that were obtained with SD schemes with p = 1 to p = 4, Roe FDS flux and BR2 approach, on the coarse quadrilateral grid, have been included in respectively
Figures 10.37 and 10.38. Notice that the flow was not fully developed by
the end of the simulation with p = 1 on the coarse grid. With the other
194
0.2
p=1
p=2
p=3
p=4
0.2
0.1
CL
CL
0.1
0.0
0.0
-0.1
-0.1
-0.2
-0.2
250 500 750 1000 1250

Time
p=1
p=2
p=3
p=4
1210 1220 1230 1240 1250

Time
(a) Whole simulation.
(b) End of simulation.
Figure 10.35: Evolution of the lift coefficient CL on the cylinder in time, for the unsteady laminar cylinder flow, obtained with SD schemes on the coarse quadrilateral
grid, with Roe FDS flux and LSD approach for the diffusive terms.
1.40
1.40
1.35
CD
CD
1.38
1.30
1.36
1.25
1.20
0
p=1
p=2
p=3
p=4
p=1
p=2
p=3
p=4
1.34
1210 1220 1230 1240 1250
Time
250 500 750 1000 1250

Time
Figure 10.36: Evolution of the drag coefficient CD on the cylinder in time, for the
unsteady laminar cylinder flow, obtained with SD schemes on the coarse quadrilateral grid, with Roe FDS flux and LSD approach for the diffusive terms.
195
0.2
p=1
p=2
p=3
p=4
0.2
0.1
CL
CL
0.1
0.0
0.0
-0.1
-0.1
-0.2
-0.2
250 500 750 1000 1250

Time
p=1
p=2
p=3
p=4
1210 1220 1230 1240 1250

Time
Figure 10.37: Evolution of the lift coefficient CL on the cylinder in time, for the unsteady laminar cylinder flow, obtained with SD schemes on the coarse quadrilateral
grid, with Roe FDS flux and BR2 approach for the diffusive terms.
1.40
1.40
1.35
CD
CD
1.38
1.30
1.36
1.25
1.20
0
p=1
p=2
p=3
p=4
p=1
p=2
p=3
p=4
1.34
1210 1220 1230 1240 1250
Time
250 500 750 1000 1250

Time
Figure 10.38: Evolution of the drag coefficient CD on the cylinder in time, for the
unsteady laminar cylinder flow, obtained with SD schemes on the coarse quadrilateral grid, with Roe FDS flux and BR2 approach for the diffusive terms.
196

solution polynomial orders, similar results as with the LSD approach were
obtained, apart from the initial transition phase. The computations with
the IP approach diverged and consequently, no IP results are shown.
The Strouhal numbers S obtained with the different diffusive term approaches and on the coarse and the fine quadrilateral grids are listed in
Table 10.13. A good agreement with the experimental value of S = 0.148,
obtained by Williamson [123], is observed.
Table 10.13: Strouhal numbers S obtained with SD schemes with Roe FDS flux for
the unsteady laminar cylinder flow. Experimentally measured value (Williamson
[123]): S = 0.148.
Grid
coarse
coarse
coarse
coarse
fine
fine
p
1
2
3
4
1
2
#DOFs
4700
10575
18800
29375
19000
42750
LSD
t
S
0.250 0.126
0.250 0.147
0.250 0.148
0.250 0.148
0.250 0.147
0.250 0.148
BR2
t
S
0.250
0.250 0.148
0.250 0.148
0.250 0.148
0.250 0.146
0.125 0.148
10.2.2 Laminar pipe bend flow

The geometry of this test case is illustrated in Figure 10.39, where a cross
section and a section along the centerline of the pipe are shown. The diameter of the constant circular cross section of the pipe is denoted D and
is equal to one here. The length of the straight inlet section is 7.73D and
the length of the straight outlet section is 11.00D. At the bend, the centerline of the pipe is a 90 circular arc with a radius of 2.82D. At the
inlet, uniform velocity and mass density profiles are imposed, such that
the Reynolds number based on the diameter D and the bulk velocity in
the pipe is equal to Re = 500. The Mach number is set to a low value of
M = 0.1, to obtain a quasi-incompressible flow field. The Prandtl number
again has the standard value of P r = 0.72. At the outlet, a subsonic outlet
boundary condition, which imposes a uniform profile for static pressure,
is used. The walls of the pipe are assumed to be adiabatic and thus, an
adiabatic no-slip wall boundary condition is used there.
197
(a) Cross section.
(b) Section in symmetry plane.
Figure 10.39: Geometry and grid for circular pipe with 90 bend.
Despite the relatively simple geometry of this problem, the resulting flow
field is nevertheless fully three-dimensional and quite complex. Along the
bend, the mean flow is concentrated into a jet on the outside of the bend.
Furthermore, a pair of counter-rotating vortices is generated as the pressure gradient, which is required to change the direction of the mean flow,
imposes itself on the slowly moving fluid close to the pipe walls. Behind the
bend, this vortex pair breaks down into two pairs of counter-rotating vortices. For validation, experimental results from laser-Doppler velocimetry
with water as working fluid are available from Enayet et al., [33]. These results include axial velocity profiles in five cross sections of the pipe: 0.58D
upstream of the bend, 30 , 60 and 75 along the bend, and 1.00D downstream of the bend. Other numerical results are given in Tamamidis and
Assanis, [98], and in Waterson, [122].
Only SD computations were carried out. The grid that was used is quite
coarse, as illustrated in Figure 10.39. It contains 3875 hexahedral cells,
each with a quadratic geometrical mapping. The Rusanov and Roe FDS
Riemann solvers are both used, as well as the LSD, BR2 and IP approaches
for the treatment of the diffusive terms.
The flow solution obtained with a fourth-order SD scheme with the Rusanov flux and the LSD approach is illustrated in Figure 10.40, where the
198
Cp
0.18
0.17
0.16
0.15
0.14
0.13
0.12
0.11
0.1
0.09
0.08
0.07
0.06
0.05
0.04
0.03
0.02
0.01
4.00
3.75
3.50
3.25
3.00
2.75
2.50
2.25
2.00
1.75
1.50
1.25
1.00
0.75
0.50
(a) Mach number M .
(b) Pressure coefficient CP .
Figure 10.40: Flow field in the symmetry plane, obtained with fourth-order (p = 3)
SD scheme, Rusanov flux and LSD diffusive flux treatment.
Mach number M and pressure coefficient CP contours in the symmetry

plane are shown. The concentration of the mean flow into a narrow jet on
the outside of the bend is clearly visible, as well as the pressure gradient
that is responsible for turning the flow around the bend. The tangential
and axial velocity vectors and the axial velocity contours of this fourth order SD solution in three cross sections of the pipe are shown in Figure
10.41. This figure compares well to the results shown in Waterson [122].
The pair of counter-rotating vortices, which is already present at 30 along
the bend, is clearly resolved by the SD scheme. The second pair of vortices
is also predicted by the simulation, as can be seen in the plots of the section 1.00D downstream of the bend.
The numerically obtained axial velocity profiles on the symmetry plane, in
the five cross sections where experimental data is available, are included
in Figures 10.42 to 10.46. The experimentally measured profiles have also
been added to these figures. Obviously, the second-order computations,
with only 31000 DOFs, were all under-resolved. The choice of diffusive term
treatment and especially of the Riemann flux has a significant influence on
the results, but none of them is a good approximation of the experimental
profiles. The third-order computations, which had 104625 DOFs, gave a
199
Figure 10.41: Tangential velocity vectors (left) and axial velocity contours (right)
in cross section 30 along the bend (top), 75 along the bend (middle) and 1.00D
downstream of the bend (bottom), obtained with fourth-order (p = 3) SD schemes.
200
1.5
1.0
0.5
0.0
-0.5
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Experiment
1.5
1.0
0.5
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
Distance from center/diameter
2.0
Axial velocity/bulk velocity
2.0
2.0
(a) p = 1.
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Experiment
1.5
1.0
0.5
Rusanov, LSD
Experiment
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
(b) p = 2.
-0.3
-0.1
0.1
0.3
0.5
(c) p = 3.
Figure 10.42: Axial velocity profile 0.58D upstream of the bend.
1.5
1.0
0.5
0.0
-0.5
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Experiment
1.5
1.0
0.5
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
2.0
2.0
2.0
(a) p = 1.
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Experiment
1.5
1.0
0.5
Rusanov, LSD
Experiment
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
(b) p = 2.
-0.3
-0.1
0.1
0.3
0.5
(c) p = 3.
Figure 10.43: Axial velocity profile 30 along the bend.
1.5
1.0
0.5
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
(a) p = 1.
2.0
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Experiment
1.5
1.0
0.5
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
(b) p = 2.
2.0
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Experiment
2.0
Rusanov, LSD
Experiment
1.5
1.0
0.5
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
(c) p = 3.
201
1.5
1.0
0.5
0.0
-0.5
1.5
1.0
0.5
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
2.0
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Experiment
(a) p = 1.
2.0
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Experiment
2.0
Rusanov, LSD
Experiment
1.5
1.0
0.5
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
(b) p = 2.
-0.3
-0.1
0.1
0.3
0.5
(c) p = 3.
1.5
1.0
0.5
0.0
-0.5
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Experiment
-0.3
-0.1
0.1
0.3
0.5
(a) p = 1.
2.0
1.5
1.0
Rusanov, LSD
Roe, LSD
Rusanov, BR2
Roe, BR2
Rusanov, IP
Roe, IP
Experiment
0.5
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
(b) p = 2.
2.0
2.0
1.5
1.0
0.5
Rusanov, LSD
Experiment
0.0
-0.5
-0.3
-0.1
0.1
0.3
0.5
(c) p = 3.
Figure 10.46: Axial velocity profile 1.00D downstream of the bend.
much better result. The numerically obtained axial velocity profiles now
match the experimental profiles very well in the first four sections. There
is a slight discrepancy in the fifth section, where the axial velocity in the
center is slightly under-predicted. This discrepancy was also observed by
Tamamidis and Assanis, [98], who used a FV method, and by Waterson,
[122], who used a residual distribution method. The axial velocity profile
results in the symmetry plane of the fourth-order simulations, with 248000
DOFs, do not differ significantly from the third-order results. Only in the
fifth cross section do the fourth-order results match the experimental data
slightly better than the third-order results, although the small discrepancy
is still present. The secondary flow phenomena, like the vortex pairs, were
resolved much better by the fourth-order simulations though.
Both the Newton-GMRES and the nonlinear LU-SGS solvers, combined
with a BE scheme, were used to solve the nonlinear algebraic systems corresponding to the present test case. The CFL-law was the same as for the
202

laminar cylinder flow, see (10.7), with upper limits for that depend on the
specific computations and which will be specified further on. The GMRES
linear system solver was again preconditioned with the additive Schwarz
method and its convergence criterion was a linear system residual drop of
five orders of magnitude, with a maximum of two thousand Krylov subspaces. For the nonlinear LU-SGS algorithm, a maximum of one hundred
SGS sweeps per iteration was imposed. The computations were done on
eight cores.
The Newton-GMRES and nonlinear LU-SGS convergence histories versus
the number of iterations are shown in Figure 10.47. Similar plots versus
-4
-6
-8
-10
0
-4
-6
-8
50
100
Iter
150
200
-10
0
250
-2
-2
-4
-6
-10
0

Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
500
Iter
100
Iter
200
300
Res[0]
Res[0]
-8

Roe, IP, CFLmax=1000
-2
Res[0]
-2
Res[0]


Roe, LSD, CFLmax=20
Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-4
-6
-8
-10
0
1000
100
Iter
200
300
Figure 10.47: Convergence histories for laminar pipe bend flow, obtained with SD
schemes. Logarithm in base ten of the mass density residual L2 -norm versus iterations.
203
-4
-6
-8
-10
0
-4
-6
-8
5000
10000 15000
Wall time (s)
20000
-10
0
-2
-2
-4
-6
-10
0
5000
10000 15000
Wall time (s)
20000
Res[0]
Res[0]
-8

-2
Res[0]
-2
Res[0]


Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20

Roe, LSD, CFLmax=20
Roe, BR2, CFLmax=20
Roe, IP, CFLmax=20
-4
-6
-8
20000 40000 60000 80000 100000

Wall time (s)
-10
0
20000
40000
Wall time (s)
60000
Figure 10.48: Convergence histories for laminar pipe bend flow, obtained with SD
schemes. Logarithm in base ten of the mass density residual L2 -norm versus wall
time.
the wall time have been included in Figure 10.48. The upper limits for the
CFL-number are included in the legends of these plots.
Notice that for the present test case, the Newton-GMRES method is not
as performant as for the previous test cases, especially in terms of the required computational time. Consider for example the computation with
p = 1, Rusanov Riemann solver and LSD approach for the diffusive terms.
A high CFL-number, equal to one million, was used, the Newton solver
achieved its expected quadratic convergence and thus, the computation
converged in less than thirty iterations. However, the GMRES linear system solver had difficulties to converge, and used the maximum number of
204

two thousand Krylov subspaces at almost each Newton iteration, which
explains the large computational time. With the BR2 and IP approaches
for p = 1, a lower CFL number, equal to one thousand, was required for
stability. As a consequence, the convergence was only linear instead of
quadratic, but on the other hand, the lower CFL-number made it easier to
invert the linear systems, and consequently, these computations converged
faster than the one with the LSD approach in term of wall time. However,
for p = 2, the CFL-number could not be higher than twenty and the computations with the BR2 and IP approaches converged very slowly. The LSD
computation with p = 2 required too much memory and was not performed.
In general, the nonlinear LU-SGS method performed better, although its
convergence is influenced quite strongly by the choice of Riemann flux. The
convergence was much faster with the Roe flux than with the Rusanov flux.
It is not so much influenced by the diffusive term treatment. Compared to
the Newton-GMRES algorithm, the nonlinear LU-SGS method performs
better for p = 1 if the Roe flux is used, but with the Rusanov flux, it was
more than two times slower. In the case of the third-order schemes (p = 2),
the nonlinear LU-SGS method was clearly superior for all choices of Riemann flux and diffusive term treatment.
The total memory requirements for these computations are listed in Table
10.14. As mentioned above, the computation with p = 2, LSD approach and
Newton-GMRES solver required too much memory and was not performed.
The differences in memory requirements between the Newton-GMRES
and nonlinear LU-SGS methods are even more dramatic than for the previous test case, which was two-dimensional. The latter method needs far
less memory. Nevertheless, the amount of memory required by the nonlinear LU-SGS method is still quite large, and moreover, it increases rapidly
with increasing polynomial orders p. These large memory requirements
are obviously a serious limitation for the applicability of high-order methods to larger three-dimensional problems.
Table 10.14: Total memory requirements (megabytes) for laminar pipe bend flow
computations.
p=1
p=2
Newton-GMRES
LSD BR2
IP
5534 2277 2277
9850 9850
205
Nonlinear LU-SGS
LSD BR2
IP
215
215
215
1650 1650 1650
10.3 Linearized Euler test cases

In this section, problems governed by the LEEs, which were discussed in
Section 3.5, are considered. The Rusanov flux is always used as Riemann
solver. Time marching is done using the standard four-stage, fourth-order
R-K scheme, with a sufficiently small time step.
Only an SD implementation for the LEEs is available, and consequently,
no SV results are shown. Notice that for these computations, the position
of the SD solution points does have an influence on the result, because of
the source terms, which are evaluated at these solution points. For this
reason, they were not at the flux points for these computations, but at the
positions corresponding to the following one-dimensional distribution:

2j 1
,
j = 1, ..., p + 1.
(10.9)
js,1D = cos
2p + 2
The mapped coordinates of the solution and flux point distributions for
quadrilateral cells are then given by (6.19), (6.20) and (6.21).
10.3.1
Multipolar sound sources in a stagnant fluid
The first LEE test case is the radiation of sound waves generated by dipole
and quadrupole sources in a stagnant fluid. The mean flow for these simulations is
0 = 1,
P0 = 1,
(10.10)
ux,0 = uy,0 = 0.
These test cases, and the formulation of the multipolar sound sources, were
proposed by Bailly and Juve [4]. The domain on which the source terms
are defined is of the order of magnitude of the acoustic wave length, which
makes these test cases difficult problems for noise generation. The domain of interest is the square [200, +200] [200, +200]. Only a very
simple non-reflecting far field boundary condition, based on the characteristics of a local 1D approximation of the LEEs, as discussed in Section
3.5.2, is currently available in COOLFluiD. To minimize spurious reflections, the actual computational domain that is used for these computations is much larger, namely [2000, +2000] [2000, +2000]. Between the
inner domain of interest and the boundary of the computational domain,
a layer of twenty-five cells is inserted, with larger cell sizes close to the
boundary. In this way, extra damping of the outgoing waves is realized.
Three different grids are considered, with respectively 25 25, 50 50 and
206
10.3. LINEARIZED EULER TEST CASES

2000
200
100
1000
-100
-1000
-200
-2000
-2000 -1000
0
x
1000 2000
(a) Whole domain.
-200 -100
0
x
100 200
(b) Inner domain.
Figure 10.49: Coarsest grid for the multipolar sound sources test case.
100 100 quadrilateral cells in the inner domain. The coarsest of these
grids is shown in Figure 10.49.
Dipole source
Following Bailly and Juve [4], a dipole source term contribution sdi to s in
(3.1) is considered, with an analytical formulation

0

2
sin 2
x exp ln(2)
0.01 cos 10
5 y
60 t
(10.11)
sdi =
,
0
0
defined for (x, y) [5, +5] [, +], with = 1.4.
The resulting density perturbation contours at t = 640 , obtained with

the sixth-order accurate scheme on grid 2 and with the fourth-order accurate scheme on grid 3, are shown in Figure 10.50. These results compare well to the density perturbation contours obtained in [4]. The dipolar structure of the radiated sound field is clearly illustrated. The former
computation required 270000 DOFs, versus 320000 DOFs for the latter, but
nevertheless, the two results are almost indistinguishable.
207
200
200
100
100
-100
-100
-200
-200
-100
0
x
100
-200
-200
200
-100
(a) Grid 2, p = 5.
0
x
100
200
(b) Grid 3, p = 3.
Figure 10.50: Density perturbation contours at t = 640 , for the dipole sound
source in a stagnant fluid. Solid lines: = 0.001, ..., 0.011. Dashed lines: =
0.011, ..., 0.001. = 0.001.
The density perturbation profiles in the section y = 0 at time t = 560 ,

obtained on the different grids and with different SD solution polynomial
orders p, are shown in Figure 10.51, along with the analytical solution, see
[4]. Similar plots for t = 720 are shown in Figure 10.52. It is seen that
the numerical SD results agree nicely with the analytical solution.
0.005
0.000
-0.005
0.005
0.000
-0.005
-0.010
-0.015
-200
0.015
Exact
p=1
p=2
p=3
p=4
p=5
0.010
-100
0
x
(a) Grid 1.
100
200
Exact
p=1
p=2
p=3
0.010
0.005
0.000
-0.005
-0.010
-0.015
-200
Mass Density Perturbation
0.015
Exact
p=1
p=2
p=3
p=4
p=5
0.010
0.015
-0.010
-100
0
x
(b) Grid 2.
100
200
-0.015
-200
-100
0
x
100
200
(c) Grid 3.
Figure 10.51: Density perturbation profile in section y = 0 at t = 560 , for the

dipole sound source in a stagnant fluid.
208
0.005
0.000
-0.005
0.015
Exact
p=1
p=2
p=3
p=4
p=5
0.010
0.005
0.000
-0.005
-0.010
-100
0
x
100
200
-0.015
-200
(a) Grid 1.
Exact
p=1
p=2
p=3
0.010
0.005
0.000
-0.005
-0.010
-0.015
-200
0.015
Exact
p=1
p=2
p=3
p=4
p=5
0.010
0.015
-0.010
-100
0
x
100
200
-0.015
-200
(b) Grid 2.
-100
0
x
100
200
(c) Grid 3.

dipole sound source in a stagnant fluid.
Quadrupole source
200
200
100
100
The analytical formulation of the quadrupole source term squad considered

in [4] is
0

2
x exp ln(2)
0.01 sin ( 20
2
5 y

sin
squad =
t
,
(10.12)
2
60
y exp ln(2)
0.01 sin 20
5 x
0
-100
-200
-200
-100
-100
0
x
100
200
(a) Grid 2, p = 5.
-200
-200
-100
0
x
100
200
(b) Grid 3, p = 3.
Figure 10.53: Density perturbation contours at t = 640 , for the quadrupole
sound source in a stagnant fluid. Solid lines: = 0.001, ..., 0.011. Dashed lines:
= 0.011, ..., 0.001. = 0.001.
209

and is valid for (x, y) [10, +10] [10, +10].
Figure 10.53 shows the density perturbation contours at t = 640 , obtained on grid 2 with the sixth-order accurate scheme and on grid 3 with
the fourth-order accurate scheme. As was the case with the dipole sound
source, the two results are indistinguishable, although the higher-order
simulation used significantly less DOFs.
The density perturbation profiles in the section y = 0 at t = 560 and
t = 720 are plotted in respectively Figure 10.54 and 10.55. The analytical solution has also been included. A good agreement between the numerical and analytical results is observed and the advantage of high-order
schemes is clearly illustrated.
0.010
0.005
0.000
-0.005
-0.010
-200
0.020
Exact
p=1
p=2
p=3
p=4
p=5
0.015
0.010
0.005
0.000
-0.005
-100
0
x
100
200
-0.010
-200
(a) Grid 1.
0.020
Exact
p=1
p=2
p=3
p=4
p=5
0.015
0.020
Exact
p=1
p=2
p=3
0.015
0.010
0.005
0.000
-0.005
-100
0
x
100
200
-0.010
-200
(b) Grid 2.
-100
0
x
100
200
(c) Grid 3.

quadrupole sound source in a stagnant fluid.
0.010
0.005
0.000
-0.005
-0.010
-200
0.020
Exact
p=1
p=2
p=3
p=4
p=5
0.015
0.010
0.005
0.000
-0.005
-100
0
x
(a) Grid 1.
100
200
-0.010
-200
0.020
Exact
p=1
p=2
p=3
p=4
p=5
0.015
0.020
Exact
p=1
p=2
p=3
0.015
0.010
0.005
0.000
-0.005
-100
0
x
(b) Grid 2.
100
200
-0.010
-200
-100
0
x
100
200
(c) Grid 3.

quadrupole sound source in a stagnant fluid.
210
10.3.2 Multipolar sound sources in a shear flow

The mean flow for these tests is a shear flow, given by
0
P0
ux,0
uy,0
=
=
=
=
1
1,
2 tanh
0.
y
10
(10.13)
With this definition, the fluid in the top half of the domain flows in the
negative x-direction and that in the bottom half in the positive x-direction,
with Mach number M = 0.5. The same far field boundary treatment and
grids as for the test cases with a stagnant fluid are used.
Dipole source
The same analytical formulation (10.11) for the dipole sound source as with
the stagnant fluid is considered.
200
200
100
100
The density perturbation contours at t = 640 , obtained with a sixthorder SD scheme on grid 2 and with a fourth-order SD scheme on grid
3, are shown in Figure 10.56. The two computations give similar results.
The influence of the mean shear flow on the radiation of sound is clearly
-100
-200
-200
-100
-100
0
x
100
200
(a) Grid 2, p = 5.
-200
-200
-100
0
x
100
200
(b) Grid 3, p = 3.
source in a shear flow, obtained with mean flow source term. Solid lines: =
0.001, ..., 0.011. Dashed lines: = 0.011, ..., 0.001. = 0.001.
211
200
200
100
100
-100
-200
-200
-100
-100
0
x
100
200
(a) Grid 2, p = 5.
-200
-200
-100
0
x
100
200
(b) Grid 3, p = 3.
source in a shear flow, obtained without mean flow source term. Solid lines: =
0.001, ..., 0.011. Dashed lines: = 0.011, ..., 0.001. = 0.001.
illustrated by comparison of this figure with Figure 10.50. The instability

waves that are excited by the mean flow source term in the LEEs in the
presence of a shear flow, as mentioned in Section 3.5, are also visible. The
resulting density perturbation contours when the source term due to the
mean flow is neglected, are included in Figure 10.57. Neglecting this term
removes the excitation of instability waves, although some wiggles are still
present. Unfortunately, it also removes some of the refraction effects that
occur in the shear flow, although the resulting simplified LEEs are still a
good approximation for high-frequency acoustic waves, and a reasonable
approximation for lower-frequency waves, see Bogey et al. [16]. This is
also observed in the present results, since the main characteristics of the
sound fields with and without the mean flow source term are the same.
Quadrupole source
The formulation of the quadrupole sound source is the same as with the
stagnant fluid and is given by (10.12).
The density perturbation results of the sixth-order SD scheme on grid 2
and the fourth-order SD scheme on grid 3, at t = 640 , are shown in Figure 10.58. The refraction effect on the sound field due to the mean shear
flow is again clear. The linear instability waves excited by the mean flow
212
200
200
100
100
source term in the shear layer are also observed in this case. Neglecting
the mean flow source term results in the plots shown in Figure 10.59. Although less pronounced, the instability waves are still present. They are
-100
-200
-200
-100
-100
0
x
100
-200
-200
200
(a) Grid 2, p = 5.
-100
0
x
100
200
(b) Grid 3, p = 3.
200
200
100
100

sound source in a shear flow, obtained with mean flow source term. Solid lines:
= 0.001, ..., 0.011. Dashed lines: = 0.011, ..., 0.001. = 0.001.
-100
-200
-200
-100
-100
0
x
100
200
(a) Grid 2, p = 5.
-200
-200
-100
0
x
100
200
(b) Grid 3, p = 3.

sound source in a shear flow, obtained without mean flow source term. Solid lines:
= 0.001, ..., 0.011. Dashed lines: = 0.011, ..., 0.001. = 0.001.
213

probably excited by the discontinuities in the acoustic source term distribution at x = 10 and y = 10. Notice that the structure of the radiated
sound field is changed more significantly by the removal of the mean flow
source term in this case than in the case of the dipole source term.
214
Chapter 11
Conclusions and
perspectives
11.1 Conclusions
Two high-order accurate spatial discretization methods for unstructured
grids have been investigated extensively, namely the spectral volume (SV)
and the spectral difference (SD) method.
It has been proven that for one-dimensional problems, the SV and SD
methods are equivalent, if the positions of the control volume (CV) boundaries of the SV method coincide with those of the flux points of the SD
method. This equivalence has been illustrated using a 1D inviscid Burgers
equation test case.
An interesting property of the SD method, namely that it is independent of
the positions of its solution points in most general circumstances, for both
simplex and tensor-product cells, has been discovered and proven. This
property greatly simplifies the design of SD schemes, since only the flux
point distributions have to be specified. It also allows for an increase in efficiency of the SD method, by placing the solution points at flux points and
thus eliminating a large portion of the solution reconstruction operations.
Two new approaches for the treatment of the diffusive terms with the SD
method have been investigated, namely the BR2 approach and the IP approach. Both approaches derive from techniques that were developed for
the DG method. Their main advantage over the LSD approach is that
215
CHAPTER 11. CONCLUSIONS AND PERSPECTIVES

they are compact in nature, which simplifies the implementation, requires
less memory for algebraic solvers based on the computation of a Jacobian
matrix, and is easier to parallelize. A disadvantage compared to the LSD
approach is that the convergence is usually more difficult, especially with
the IP approach.
Both the SV and the SD methods are not uniquely defined for orders of
accuracy higher than two. They have a certain number of parameters that
must be specified, which increases with the order of accuracy. In the case
of the SV method, these parameters define the partition of cells into CVs,
while for the SD method, they define the flux point distribution. The influence of these parameters on the stability and accuracy of 1D and 2D SV
and SD schemes has been investigated by means of an analysis of the wave
propagation properties of the methods. The stability of 3D SV schemes for
tetrahedral cells has been investigated using the matrix method for stability analysis. The most important results of these analyses for the different
schemes can be summarized as follows.
1D SV/SD schemes: The stability of the uniquely defined secondorder SV/SD scheme has been confirmed by the wave propagation
analysis. The widely used family of higher-order one-dimensional
SV/SD schemes based on the Gauss-Lobatto points has been found
to be weakly unstable. Stable third- and fourth-order schemes that
are optimal for wave propagation have been designed and tested.
The stability of a recently proposed family of schemes based on the
Gauss-Legendre quadrature points has been confirmed. An interesting property of this family is that the third- and fourth-order accurate
schemes correspond to the optimal ones for wave propagation. A comparison of the 1D SV/SD method and the 1D DG method in terms of
wave propagation has also been made.
2D SV schemes for triangular cells: The uniquely defined secondorder SV scheme has been confirmed to be stable by the wave propagation analysis. Weak instabilities in several third- and fourth-order
SV schemes that are used in the literature have been identified analytically and verified numerically. Stable and accurate third- and
fourth-order schemes have been proposed and tested. They were
found to be more accurate than previously proposed SV schemes.
2D SD schemes for triangular cells: Different Riemann flux approaches for the second-order SD scheme, the flux point distribution
of which is uniquely defined, have been examined using the wave
propagation analysis. Two approaches, namely the semi-upwind and
216
11.1. CONCLUSIONS
the full-upwind approaches, result in a stable scheme. A third approach, named the averaged-upwind approach, does not. The wave
propagation analysis of the third-order SD schemes for triangular
cells indicates that no stable flux point distribution for such schemes
exists, with neither the semi-upwind nor the full-upwind Riemann
flux approach. The correctness of the analysis was verified with numerical tests.
2D SD schemes for quadrilateral cells: The wave propagation
analysis of 2D SD schemes for quadrilateral cells confirmed that stable schemes are obtained if a tensor-product formulation based on a
stable 1D scheme is used. The expected high-order accuracy of these
schemes was observed numerically.
3D SV schemes for tetrahedral cells: The model problem for the
matrix method stability analysis was chosen in such a way that unstable modes with long wave lengths can be detected. The uniquely
defined second-order SV scheme was found to be stable. Four families
of third-order accurate SV schemes have been considered. An extensive study of the variation of the stability properties in the threedimensional parameter space corresponding to these schemes indicates that no stable third-order SV scheme for tetrahedral cells exists.
An important issue with high-order accurate spatial schemes, which are
generally more stiff than low-order schemes, is the design of efficient time
marching algorithms and algebraic solvers. Two algebraic solver algorithms have been considered in this thesis, namely the Newton-GMRES algorithm and the nonlinear LU-SGS algorithm. Both algorithms performed
well, although their large memory requirements were found to be a limitation to the practical applicability of high-order methods.
The SV schemes for triangular and tetrahedral cells and the SD schemes
for quadrilateral and hexahedral cells have been implemented in a C++
code, namely the COOLFluiD collaborative simulation environment developed at the von Karman Institute for Fluid Dynamics. These implementations have been used to demonstrate the capabilities of the two methods
for the solution of flow problems. More specifically, the SV and SD methods
were used to solve inviscid flow problems governed by the Euler equations,
namely the propagation of 2D and 3D acoustic pulses and the inviscid flow
over a circular cylinder at M = 0.38. Viscous flow problems governed by
the Navier-Stokes equations were also considered. The steady flow over
a circular cylinder at Re = 40 and M = 0.15 was computed with the SV
217

and the SD method. The SD implementation was then used to simulate
the unsteady laminar flow over a circular cylinder at Re = 75 and M = 0.1
and the steady flow through a 3D pipe with circular cross section and a 90
circular bend, at Re = 500 and M = 0.15. Finally, the capabilities of the SD
method were further illustrated by means of a CAA problem, namely the
simulation of the sound field radiated by dipole and quadrupole sources, in
both a stagnant fluid and a shear flow. The capabilities of the SV and the
SD method and the advantages of higher-order schemes have been clearly
illustrated by these test cases.
11.2 Perspectives
11.2.1
Spectral volume method
Without a doubt, the most critical issue for the continued development
and usage of the SV method is the resolution of the stability problems
with high-order SV schemes for tetrahedral cells. Since stability analyses
indicate that no stable scheme exists within the families of third-order SV
partitions that have been considered so far, a completely different family
of partitions of a tetrahedral cell may have to be considered, or possibly
even a more fundamental change in the formulation of the SV method.
11.2.2
Spectral difference method
The stability problems that occur with high-order SD schemes for triangular cells, and likely also for high-order SD schemes for tetrahedral cells,
are the most important issue that remains to be resolved for the usability of the SD method on such grids for real-life problems. As with the SV
method, new ideas are probably required to obtain a stable high-order SD
formulation for simplex cells.
On the other hand, the SD schemes for quadrilateral and hexahedral cells
are very promising, since they are relatively cheap and easy to implement
for general solution and geometrical polynomial degrees, and they are capable of achieving a very good accuracy on coarse grids. The flexibility
of the SD method for such cells would benefit greatly from an extension of
the formulation to more general quadrilateral and hexahedral grids, where
so-called hanging nodes are allowed. This is absolutely necessary for an efficient automated grid generation for general geometries and for local grid
adaptation based on error estimations.
218
11.2. PERSPECTIVES
11.2.3 Developments for general high-order methods

New formulations of high-order methods
The DG method has a strong mathematical basis, from which many interesting properties can be derived, but it also has a quite complicated formulation. Consequently, it is expensive and difficult to interpret physically.
The SV and the SD methods both have a simpler formulation and thus,
they are more easily physically interpretable and also cheaper. The latter
is especially true for the SD method, the formulation of which involves no
integrals at all. The flexibility of these methods is limited however, because of stability problems that arise for simplex cells with both methods.
A new, unifying, high-order method for unstructured grids, recently proposed by Huynh [55, 56], who named it flux reconstruction approach, and
by Wang and Gao [115], who refered to it as lifting collocating penalty
(LCP) method, combines the best properties of the DG method and the SV
and SD methods. It has a simple, easily interpretable, pointwise formulation, which does not involve any integrals and consequently, the evaluation
of the residuals is relatively cheap. With a certain choice of parameters,
the method can be made linearly equivalent to the DG, SV or SD method.
It then also has the same linear stability properties as these methods. If
the parameters are chosen such that it is linearly equivalent to the DG
method, then, like the DG method, the LCP method is linearly stable on
general hybrid grids, with e.g. both triangular and quadrilateral cells in
2D. This is a significant advantage over for instance the SD method, which
is so far limited to grids with only quadrilateral cells for stability reasons,
as discussed in the present thesis. For these reasons, the flux reconstruction/LCP approach is a very promising new method, which is certainly
worth further investigation.
Shock capturing
Shock capturing is a difficult issue with any high-order method, because
the involved high-degree solution polynomials tend to start oscillating near
discontinuities, due to the Gibbs phenomenon. Typical traditional approaches to remove these oscillations are limiters, which decrease the degree of the solution polynomials near shocks and ensure that a local maximum principle is satisfied, or introducing additional numerical damping
in the neighborhood of shocks. Unfortunately, the order of accuracy at the
shock is reduced to one with both these approaches. A good solution to
maintain the global accuracy of the solution is to use hp-refinement, where
219

coarse grids with high-degree polynomials are used in regions of smooth
flow, and fine grids with polynomials of degree zero near shocks. Another
option is the development of high-order limiters, which should involve detecting the shocks and fitting the grid to them.
Efficient solvers
Efficient and robust algebraic solvers are an important perhaps the most
important requirement for the usability of any high-order method for unstructured grids. Classical explicit algorithms, like R-K schemes, need
very little memory, but they take a very long computational time to achieve
convergence. This is especially true for compressible viscous flow problems at low Mach number and high Reynolds number, which is the case
for many practical applications. Many implicit methods, like the NewtonGMRES and the nonlinear LU-SGS algorithm, can solve the nonlinear
algebraic systems in a short time, but they require a restrictively large
amount of memory, which limits their applicability to relatively small problems only. The challenge is thus to develop an algebraic solver that requires a sufficiently small amount of memory and is able to solve the
nonlinear systems in a short time. Matrix-free Newton-Krylov methods
may be good candidates for such a fast low-storage algebraic solver. Convergence acceleration techniques like hp-multigrid are also very promising
and can be used to further increase the efficiency of the algebraic solvers.
220
Appendix A
Discontinuous Galerkin
method
The most popular high-order method for unstructured grids, the discontinuous Galerkin (DG) method, is briefly reviewed in the present appendix.
The DG method was introduced in 1973 by Reed and Hill, [83], for a steady
conservation law. It was first used for unsteady advection laws by Van
Leer, [108], in 1978. Important contributions to the development of the
DG method were made by Cockburn, Shu et al. [23, 2527, 29]. An analysis of the wave propagation properties of the DG method was done by Hu et
al. [53]. A nice overview of the DG method, with studies of its stability for
different governing convection-diffusion equations and superconvergence
properties for certain functionals of the DG solution, can be found in e.g.
Hartmann [45].
A.1 Discretization of convective and source

terms
Consider again the hyperbolic conservation law (4.1)
q ~ ~
+ fC (q) = s (q) ,
t
(A.1)
valid on a domain V . As with the FV (Chapter 4), SV (Chapter 5) and SD

methods (Chapter 6), this domain is subdivided into cells Vi , i = 1, ..., N .
On each of these cells, a set of basis functions bi,j , j = 1, ..., N s , is introduced. Mostly these functions are polynomials with a certain maximum
221
APPENDIX A. DISCONTINUOUS GALERKIN METHOD

degree p, which results in a scheme with order of accuracy p + 1. It is also
possible to use other functions, like e.g. trigonometric functions. A solution
of the form
Ns
X
Qi,j bi,j
(A.2)
Qi =
j=1
is then sought, where the Qi,j are the DG solution variables. To obtain a
sufficient number of governing equations for these solution variables, (A.2)
is substituted into the governing equations (A.1) and these equations are
projected onto each of the basis functions in each cell:
N Z
X
s
j=1
bi,l bi,j dV
Vi
dQi,j
+
dt
Vi
~ ~fC (Qi ) dV =
bi,l
Vi
bi,l s (Qi ) dV,
(A.3)
with l = 1, ..., N s . Integration by parts and application of Gauss theorem
on the second term results in
N Z
X
s
j=1
bi,l bi,j dV
Vi
dQi,j
=
dt
Vi
~ i,l ~fC (Qi ) dV

b
Vi
bi,l~fC ~1n dS
Vi
bi,l s (Qi ) dV.
(A.4)
For the evaluation of the surface integral, ~fC ~1n is substituted by an ap~ R ~1n , see (4.4), to compute a unique flux from
proximate Riemann solver F
the two available solutions at a face, and to ensure a coupling between
neighbouring cells. The final formulation is then
N Z
X
s
j=1
Vi
bi,l bi,j dV
dQi,j
=
dt
Vi
ZVi
Vi
The matrix
bi,l bi,j dV
Vi
222
~ i,l ~fC (Qi ) dV

b
R
~ ~1n dS
bi,l F
bi,l s (Qi ) dV.
(A.5)
(A.6)
A.2. DG BASIS FUNCTIONS

is the so-called mass matrix and is unique for each cell. The discretized
convective term is described by volume and surface integrals, which are
usually evaluated with Gaussian quadrature rules. The source term is also
discretized with volume integrals. A cheaper, quadrature-free approach,
which avoids the use of Gaussian quadrature rules, was reported in Atkins
and Shu, [3]. However, this approach is only applicable to cells for which
a linear transformation to a standard cell exists. Expression (A.5) is a
system of ODEs in time, to which any classical time marching method can
be applied. Notice that if a single constant basis function is used, the DG
method reduces to the standard first-order accurate FV method.
A.2 DG basis functions

To fully define a DG scheme, the basis functions bi,j should be specified.
Here it should be mentioned that the stability and accuracy properties of
the DG method only depend on the choice of the solution approximation
space. The basis functions bi,j should form a complete basis of the chosen solution space, but the specific form of these functions can be chosen
freely. Mostly, the space of polynomials with maximum degree p is chosen,
which leads to a (p + 1)-th-order accurate scheme for convection equations.
Any set of basis polynomials that is a complete basis for this space can be
used as basis functions, without changing the stability and accuracy properties of the DG scheme. A basis set that has desirable properties in terms
of computational efficiency can then be chosen. For instance, if Legendre
polynomials are used, then the mass matrix (A.6) becomes diagonal, which
eliminates the need for inversion of this matrix. The Legendre polynomials form a modal basis set. Alternatively, a nodal basis set can be used, for
which the solution expansion coefficients correspond to the solution values
in a certain set of points. The basis polynomials are then Lagrangian polynomials associated to this set of points. A proper choice of these points can
lead to a reduced solution reconstruction cost, for instance placing some of
the points at quadrature points, or such that solution reconstructions in
quadrature points on a face need only a subset of the basis polynomials.
Other, non-polynomial functions, which may be better suited to represent
certain physical solutions, can be introduced as basis functions. Yuan and
Shu, [124], used a polynomial basis set, extended with trigonometric or
exponential functions. Introducing such functions changes the solution
approximation space, and consequently the accuracy properties of a DG
scheme.
223
APPENDIX A. DISCONTINUOUS GALERKIN METHOD
A.3 Discretization of diffusive terms

The discretization of diffusive terms with the DG method is a topic that has
received a lot of attention over the past ten years. Different approaches
were developed, e.g. interior penalty approaches, see Douglas and Dupont
[57], the approach of Baumann and Oden [14, 15], the local DG approach
by Cockburn and Shu [28], different approaches by Bassi et al. [9, 12]
and the recovery methods by Van Leer et al. [110112]. An interesting
overview and study of all these methods, except the last by Van Leer et
al., can be found in Arnold et al. [2]. The interested reader is refered to
these works for detailed descriptions of all these discretization techniques
for diffusive terms with the DG method.
224
Appendix B
Methods for stability

analysis
In the present appendix, two methods to analyze the stability of a spatial
discretization method for linear problems will be discussed. The first is an
analysis of the wave propagation properties of the spatial scheme, which
basically corresponds to an application of the Von Neumann method to the
semi-discretization in space of the linear advection equation. The second
method for stability analysis is the matrix method.
The methodology to analyze the stability of the full discretization in space
and in time, using the data obtained from the stability analysis for the
spatial discretization, is also briefly discussed.
More information on these and other linear stability analysis methods can
be found in Hirsch [50], as well as a discussion of stability analysis for
nonlinear problems.
B.1 Analysis of wave propagation properties

The general procedure of this analysis goes as follows. The linear advection
equation, discussed in Section 3.1, and given by
q ~
+ (~aq) = 0,
(B.1)
t
is solved exactly on a periodic domain for a spatial Fourier wave with wave
number k, which yields a relation between the exact angular frequency
225
APPENDIX B. METHODS FOR STABILITY ANALYSIS

and k, called the exact dispersion relation. Then, the spatial derivatives in
the linear advection equation are replaced by the formula corresponding
to a spatial discretization method on a uniform grid for the same periodic
domain, defined by a generating pattern. The generating pattern of a uniform grid is the smallest part from which the full grid can be reconstructed
by periodically repeating the pattern in all directions. The resulting semidiscrete equation is solved exactly for a spatial Fourier wave with wave
number k. One then obtains a numerical or modified dispersion relation
which defines the numerical or modified angular frequency
and a damping parameter R as a function of k, which should be close to the exact
relation for accuracy. For stability, R should be nonpositive.
Such an analysis was applied to the DG method in Hu et al. [53], to the SV
method in Van den Abeele et al. [100, 102], and to the SD method in Van
den Abeele et al. [104]. Before going into more detail about the application
in 1D and 2D to such methods that use piecewise continuous polynomials
as solution approximation space, it is remarked that a similar procedure
can be applied to the linear diffusion equation to study the accuracy and
the stability of a spatial discretization method for that equation, see e.g.
Kannan et al. [61].
B.1.1 1D wave propagation properties

The 1D version of the linear advection equation defined by (B.1) is given
by
(aq)
q
+
= 0,
(B.2)
t
x
with constant advection speed a.
The wave propagation analysis is done for a uniform mesh with cell size
x. The generating pattern, which is a single cell for this simple case, is
plotted in Figure B.1. The expressions are non-dimensionalized with x
as the reference length scale and x/a as the reference time scale. The
dimension of q is not important for the analysis, and for convenience, q is
assumed to be dimensionless.
Figure B.1: Generating pattern for a 1D uniform mesh.
226
B.1. ANALYSIS OF WAVE PROPAGATION PROPERTIES

Exact dispersion relation
Consider a Fourier wave in space
q (t, x) = q (t) exp (Ikx) ,
(B.3)
where I 1 is the imaginary unit number. Substituting (B.3) into (B.2)

yields the following expression for q (t):
q (t) = q exp [t] = q exp [(R + II ) t] = q exp [(R I) t] ,
(B.4)
where q contains the amplitude and phase data of the Fourier wave. The
parameter is given by the exact dispersion relation
R = 0
I = = ak,
and
(B.5)
where R is the dissipation rate and is the angular frequency. This solution corresponds, as expected, to an undamped advection with velocity a of
the Fourier wave. The non-dimensionalized version of the exact dispersion
relation is
R = 0
and
I = = K,
(B.6)
with K = kx the dimensionless wave number, R = R x/a the dimensionless dissipation rate and = x/a the dimensionless exact angular
frequency.
Modified dispersion relation
The following general Riemann flux is defined:
F R (QL , QR ) =
=
QL + QR
QR QL
|a|
2
2
a + |a|
a |a|
QL +
QR ,
2
2
(B.7)
where is an upwinding parameter, with = 1 resulting in an upwind

flux and = 0 in a central flux. The indices L and R indicate respectively the left and right neighboring cell to a face. Discretizing (B.2) with a
spatial method on the uniform mesh and non-dimensionalizing yields the
following expression for the generating pattern with index i:

QGP
1 GP
0 GP
+1 GP
i
+
M
Q
+
M
Q
+
M
Q
i1
i
i+1 = 0,
t
227
(B.8)
where t is the dimensionless time and the dimensionless matrices M1 ,

M0 and M+1 are defined by the spatial discretization method and also depend on . The column vector QGP
contains the solution variables in the
i
generating pattern with index i. When the spatial Fourier wave
(t ) exp (Ikix) = Q
(t ) exp (IiK)
(t ) = Q
QGP
i
(B.9)
is inserted in (B.8), a system of ordinary differential equations is found:
with
dQ
= MQ,
dt
(B.10)

M = M1 exp (IK) + M0 + M+1 exp (+IK) .
(B.11)
If the generating pattern contains N s,GP solution variables, where N s,GP

m and
is equal to p + 1 in 1D, then the matrix M has N s,GP eigenvalues
. Writing the solution Q
as a linear combicorresponding eigenvectors Q
m
nation of these eigenvectors
(t ) =
Q
s,GP
NX
,
m (t ) Q
Q
m
(B.12)
m=1
the system (B.10) can be decomposed in N s,GP scalar ordinary differential

equations
m
dQ
m,
mQ
m = 1, ..., N s,GP ,
(B.13)
=
dt
the solution to which is a multiple of

m = exp
m t ,
m = 1, ..., N s,GP .
(B.14)
Q
The system (B.10) thus has N s,GP eigenmode solutions, any linear combi (t ). These eigenmodes are of the
nation of which is a valid solution for Q
form

(t ) = Q
exp
m t ,
m = 1, ..., N s,GP .
(B.15)
Q
m
m
m are written as
m =
m,R + I
m,I =
m,R
The complex eigenvalues
I m , with m,R and m the dimensionless modified dissipation rate and

228

angular frequency respectively.
The equation for the eigenvalues
h

i
= 0,
det M1 exp (IK) + M0 + M+1 exp (+IK)
(B.16)
and K, the modified dispersion relation.

defines the relation between
This relation should be compared with the exact dispersion relation (B.6)
to assess the ability of the spatial scheme to model wave propagation. The
is then a measure for the dispersive propmodified angular frequency
R is a
erties of the spatial scheme, while the modified dissipation rate
measure for its diffusive behaviour. For stability, R should always be

nonpositive, since a positive value would correspond to an exponentially
for all wave numbers K
growing mode.1 The collection of all eigenvalues
is often called the Fourier footprint.
With a solution polynomial degree p, the shortest wave length that is resolved is min = 2x/ (p + 1). This corresponds to a maximum dimensionless wave number equal to Kmax = 2x/min = (p + 1) , meaning
that the range of dimensionless wave numbers that are resolved by the
scheme is [ (p + 1) , + (p + 1) ]. Equation (B.16) is periodic in K with a
period of only 2. However, there are p + 1 eigenmodes for each K, so each
eigenmode can be interpreted as corresponding to a certain wave number
K + l2, with l an integer number. The actual wave number K + l2 to
m corresponds should be determined by examining
which an eigenvalue
exp (IiK).
the accompanying eigenmode shape Q
m
B.1.2 2D wave propagation properties

For the 2D linear advection equation, the advection speed vector ~a in (B.1)
is defined by its amplitude a and orientation angle for the 2D case as
follows

cos
~a = a
.
(B.17)
sin
1 Furthermore, a purely imaginary eigenvalue should not be multiple, since a multiple
tb1 exp
m t , with b ranging from 1 to the
eigenvalue gives rise to modes of the form Q
m
m,R = 0 and b > 1, then this mode grows like tb1 and is
multiplicity of the eigenvalue. If
thus unstable. Such an instability with a polynomial growth is much less problematic than
an instability with an exponential growth, but it should nonetheless be avoided.
229

The analysis is done for uniform quadrilateral or triangular meshes, obtained by translating respectively the generating pattern shown in Figure
~1
B.2(a) or B.2(b). Both generating patterns are defined by the vectors B
~
and B2 , as shown in the figures. The expressions are non-dimensionalized
~ 1 , denoted by B, as the reference length scale and
with the length of B
B/a as the reference time scale. For convenience, q is again assumed
~ is chosen as [1 0]T ,
to be dimensionless. If the dimensionless vector B
1
then the dimensionless mesh is completely defined, apart from a rigid body
~ 2 = B
~ 2 /B.
translation and rotation, by the two components of B
(a) Quadrilateral mesh.
(b) Triangular mesh.
Figure B.2: Generating patterns for a 2D uniform meshes.
Exact dispersion relation

Following the same procedure as for the 1D case, a spatial Fourier wave

(B.18)
q (t, ~x) = q (t) exp I~k ~x ,
with the wave vector ~k defined by

~k = k cos = k~1k ,
sin
(B.19)
is substituted in the 2D linear advection equation. This leads to an expression like (B.4) for q, with the parameter for the 2D case given by
R = 0
and
I = = ak cos ( ) ,
(B.20)
which is the exact 2D dispersion relation. Non-dimensionalization of this

expression results in
R = 0
and
I = = K cos ( ) .
230
(B.21)

Modified dispersion relation
The Riemann flux (B.7), after generalization to 2D, is

Q Q
QL + QR

R
L
F~ R (QL , QR ) ~1n = ~a ~1n
~a ~1n
2
2
~
a~1n +|~
a~1n |
~
a~1n |~
a~1n |
=
QL +
QR .
2
2
(B.22)
Discretizing the linear advection equation (B.1) in space on a uniform

quadrilateral or triangular mesh and non-dimensionalizing yields an expression of the following form:
+1
+1
X
X

QGP
i,j
Mi ,j QGP
+
i+i ,j+j = 0
t
(B.23)
i =1 j =1
The dimensionless matrices Mi ,j are defined by the spatial discretization

method. They depend on the generating pattern, the advection speed orientation angle and the upwinding parameter . The column vector QGP
i,j
contains the solution variables in the generating pattern with indices i and
j (from within one quadrilateral cell or two triangular cells). Substitution
of a spatial Fourier wave
h

i

~
~
~
QGP
i,j (t ) = Q (t ) exp I k iB1 + j B2 B
i
h

(t ) exp IK~1k iB
~ + jB
~
(B.24)
= Q
1
2
in equation (B.23) again results in a system of ordinary differential equations like (B.10), with the matrix M defined by
M=
+1
+1
X
X
i =1 j =1
i
h

~ + jB
~ .
Mi ,j exp IK~1k i B
1
2
(B.25)
(t ) of this system can be obtained in an analogous way as

The solution Q
for the 1D case, by considering the eigenvalues and the eigenvectors of the
matrix M. N s,GP eigenmode solutions of the form (B.15) are then found,
where in 2D N s,GP is the number of solution variables in one quadrilateral
cell or two times the number of solution variables in a triangular cell.
The equation for the eigenvalues is now
+1
+1
i
h

X
X

= 0,
~ + jB
~
det
Mi ,j exp IK~1k i B
1
2
i =1 j =1
231
(B.26)

which is the modified dispersion relation between the dimensionless wave
number K, the wave orientation angle (through ~1k ), the advection speed

Comparison
orientation angle (through Mi ,j ) and the eigenvalues .
with the exact 2D dispersion relation (B.20) allows to assess the accuracy
of the spatial discretization method for wave propagation, while nonpos is a necessary condition for stability of the
itivity of the real part of
spatial method.2
A similar discussion as for 1D can be held about determining the cor m corresponding to a wave number K. The procedure
rect eigenvalue
is slightly more complicated in 2D though, since the period in K is now a
~ ) and
function of the generating pattern (defined by the components of B
2
the wave orientation angle . However, for fixed values of these parameters, the period can be determined and the correct eigenvalue corresponding to ah certain K can bei
identified by examining the eigenmode shape
~
~
~
Qm exp IK 1k iB1 + j B2 , as in 1D.
B.2
Matrix method
The matrix method for stability analysis is strongly related to the Von
Neumann type method described in the previous section. The main difference is that the computational domain is not assumed to be periodic. The
advantages of this analysis are thus that it is applicable to problems with
arbitrary unstructured meshes on any domain, instead of only to uniform
meshes on periodic domains, and that the influence of boundary condition
formulations is also included in the analysis. A disadvantage is that it
involves the computation of the eigenvalues of a relatively large matrix,
as opposed to the computation of the eigenvalues of a number of relatively
small matrices with the method that was discussed in the previous section.
This limits the size of the problems to which the matrix method can be applied. It is also not straightforward to use the method as a tool to assess
the accuracy of a spatial discretization method, because it is not obvious
to which wave number a certain eigenvalue corresponds. It is theoretically
possible to examine the accompanying eigenvector and thus deduce the
wave number, but because of the generally large size of the eigenvectors,
this is not a trivial task.
The matrix method can be applied to any system of linear conservation
laws, like the linear advection equation (B.1) or the linearized Euler equa2 See
footnote 1 in Section B.1.1.
232
B.2. MATRIX METHOD

tions that were discussed in Section 3.5, but also to for instance the linear
diffusion equation. The general procedure is to apply the spatial discretization to the linear governing equations. This results in a system of linear
ordinary differential equations, the homogeneous part of which is defined
by a (large) matrix. For stability, all eigenvalues of this matrix should have
a nonpositive real part. In Van den Abeele et al. [101], an application of
the matrix method to the SV method is described. In the next section, the
methodology is explained in more detail.
B.2.1 Methodology
To fix thoughts, assume that the matrix method is applied to a problem
governed by the linear advection equation (B.1). It can then be made nondimensional with x, a measure for the mesh size, as the reference length
scale and x/a, with a the size of the advection speed vector ~a, as the
reference time scale. Application of a general linear spatial discretization
method to the governing equation results in
dQ
= MQ + S.
dt
(B.27)
In this expression, Q is a column vector containing all the N s,tot solution

variables on the mesh and the dimensionless matrix M defines the spatial
discretization, and is also a function of the wave propagation direction ~a/a.
The column vector S can contain source terms that are defined by the governing equations, which are not present with the linear advection equation
under consideration, or contributions from boundary conditions.
The solution to (B.27) can be written as the sum of the solution to the
homogeneous system (with S = 0) and a particular solution to the com the corresponding eigen m the eigenvalues and Q
plete equation. With
m
vectors of the matrix M, the homogeneous solution, which is a transient
solution that vanishes when t + if the system is stable, is a linear
combination of the eigenmode solutions

exp
m t ,
m = 1, ..., N s,tot .
(B.28)
Qm (t ) = Q
m
Writing S, assumed to be constant in time, as a linear combination of the
:
eigenvectors Q
m
s,tot
NX
,
(B.29)
S=
Sm Q
m
m=1
233
the particular solution, which is the steady state solution that remains
when t +, is
s,tot
NX
Sm
Q .
(B.30)
Qpart =
m m
m=1
The complete solution is then
Q (t ) =
s,tot
NX
m=1

S

m
0
Qm exp m t +
exp m t 1 Q
m
m
(B.31)
where the coefficients Q0m ensure that the initial condition is satisfied:
0
Q = Q (0) =
s,tot
NX
.
Q0m Q
m
(B.32)
m=1
For the solution (B.31) to remain bounded for increasing t , the real part
m,R of all eigenvalues
m should be nonpositive, since an eigenvalue with
a positive real part corresponds to an exponentially growing mode.3 This

is the stability condition for the spatial scheme. Notice that these eigenvalues and eigenvectors, and consequently the stability properties of the
spatial scheme, depend only on the matrix M, and not on the source term
S, and that it is the transient solution which is important for stability.
On the other hand, the matrix M, and consequently the spatial scheme, is
fully defined by the set of eigenvalues and eigenvectors.
B.3
Stability of the time discretization
As discussed in the previous sections, a spatial discretization of a linear

problem is fully characterized by the eigenvalues and eigenvectors of the
matrix that defines the discretization. In the present section, it will be
shown how the knowledge of these eigenvalues can be used to investigate
the stability of a complete discretization in both space and

time.
B.3.1 Forward Euler time marching scheme

The forward Euler scheme uses the first-order forward difference formula
to approximate the derivative in time in for instance (B.8), (B.23) or (B.27).
3 See
footnote 1 in Section B.1.1.
234
B.3. STABILITY OF THE TIME DISCRETIZATION

If a time step t = tn+1 tn is introduced, then this formula is written as
n
Qn+1 Qn
dQ
+ O (t) ,
(B.33)
dt
t
where n is the time iteration index. With the spatial residual R denoting
the approximation of a general spatial method for the spatial derivatives,
the fully discretized system is then
Qn+1 = Qn + tR (Qn ) .
(B.34)
The dimensionless version of the time step t is the Courant-FriedrichsLewy (CFL) number , defined by
=
at
.
x
(B.35)
The following can be applied to (B.8), (B.23) or (B.27), but here the focus
will be on the last expression. After introducing the forward Euler formula,
the fully discretized system becomes
Qn+1 = Qn + (MQn + S) .
(B.36)
To analyze the stability of this expression, one proceeds as follows. In the

previous section, it was already mentioned that the source term S is not
important for stability, and thus it will be neglected here. Expanding Qn
of M:
in the eigenvectors Q
m
n
Q =
s,tot
NX
,
Qnm Q
m
(B.37)
m=1
the system (B.36) can be decomposed in N s,tot scalar expressions:

m Qn ,
Qn+1
= Qnm +
m
m
m = 1, ..., N s,tot ,
(B.38)
m of M are defined by the spatial discretization

where the eigenvalues
alone. For the fully discretized system to be stable, the amplification factor
magnitude |G|, given by
n+1

Q
(B.39)
|G| = max mn ,
m
Qm
must not be larger than one. In the case of (B.38), this is

m .
|G| = max 1 +
m
235
(B.40)

The expression
G (
z ) = 1 + z
(B.41)
is the amplification factor of the forward Euler scheme. The region in the
complex plane defined by |G (
z )| 1 is called the stability region of the
forward Euler scheme, and is a circle with a radius of one in the complex
plane, centered around 1, as plotted in Figure B.3. The stability condition
for the complete discretization is then that the Fourier footprint of the
m for m = 1, ..., N s,tot , scaled with the CFL number ,
spatial scheme,
lies entirely inside the stability region of the forward Euler scheme.
5
2.5
0
8
0.
Im(z)
.2
0.40
0.6
2.5
5
10
4
Re(z)
Figure B.3: Amplification factor amplitude for the forward Euler scheme.
236
B.3.2 General time marching schemes

The expression for the amplification factor G (
z ) can be derived for a general time marching scheme. For explicit nRK -stage Runge-Kutta (R-K) time
marching schemes, G (
z ) is a polynomial of degree nRK . For instance, consider the following explicit two-stage R-K scheme:

t
Qn+1 = Qn + tR Qn +
R (Qn ) .
(B.42)
2
The corresponding amplification factor is
G (
z ) = 1 + z +
z2
.
2
(B.43)
The amplification factor of the popular explicit fourth-order accurate R-K

method, which is given by
R1
R2
R3
R4
Qn+1
is
= R (Qn )

t 1
n
= R Q +
R
2

t 2
n
R
= R Q +
2

= R Qn + tR3

t 1
= Qn +
R + 2R2 + 2R3 + R4 ,
6
(B.44)
z2
z3
z4
+
+ .
(B.45)
2
6
24
The stability zones of these R-K schemes are plotted in Figure B.4.
G (
z ) = 1 + z +
For the implicit backward Euler scheme, defined by

Qn+1 = Qn + tR Qn+1 .
the amplification factor is
(B.46)
1
,
(B.47)
1 z
and the corresponding stability region is the entire complex plane minus
the region enclosed by a circle with a radius of one and centered around
+1, as shown in Figure B.5. Notice that |G (
z )| 1 for zR 0 (A-stability)
G (
z) =
237
2.5
0.
0.
0
2
0.
0.6
0.8
0.4
Im(z)
0.6
0.
2.5
5
10
4
Re(z)
(a) Second-order R-K.
0.
0.6
8
1
1 0.8
0.2
0.40.6
2.5
1 0.8
0.2
0.6
0.8
1
2.5
5
10
1
8
0.
0
0. .4
18
0.6
0.4
Im(z)
0.60.40.2
4
Re(z)
0.60.4
(b) Fourth-order R-K.
Figure B.4: Amplification factor amplitude for the explicit second- (top) and fourthorder (bottom) R-K schemes .
238

5
0.2
0.2
2.5
0.4
0.6
0.8
0.4
Im(z)
6
0.
0.2
0.8
2.5
0.4
0.2
5
10
4
Re(z)
Figure B.5: Amplification factor amplitude for the backward Euler scheme.
and tends to zero for large values of |z| (L-Stability).

Taking the average of the forward (B.34) and the backward Euler (B.46)
schemes, the trapezoid scheme is obtained:

R (Qn ) + R Qn+1
,
(B.48)
Qn+1 = Qn + t
2
which is second-order accurate in time. The amplification factor is
G (
z) =
2 + z
,
2 z
(B.49)
and is plotted in Figure B.6(a). |G (

z )| is less than or equal to one if
(and only if) zR 0, meaning that this scheme is A-stable. However,
|G (
z )| tends to one instead of to zero for large |
z |, so the scheme is not
L-stable. Consequently, spatial eigenmodes corresponding to eigenvalues
with a large amplitude, which are generally inaccurate components of the
numerical solution, are only damped very weakly.
The second-order backward differencing scheme (BDF2) is given by

(B.50)
3Qn+1 = 4Qn Qn1 + 2tR Qn+1 ,
239
5
1
0.8
0.6
0.6
0.6
0.8
0.2
0.6
Im(z)
0.2
0.4
0.4
2.5
0.4
2.5
0.6
5
10
4
Re(z)
0.8
0.6
(a) Trapezoid.
0.4
0.
0.6
0.
Im(z)
0.8
2.5
2.5
0.8
0.6
0.4
5
10
4
Re(z)
(b) BDF2.
Figure B.6: Amplification factor amplitude for the trapezoid (top) and the secondorder backward difference scheme (bottom).
240

and the amplification factor is the solution of the following quadratic equation
(3 2
z ) G2 4G + 1 = 0.
(B.51)
This equation supports two solutions for G:
z
2 1 + 2
.
G =
3 2
z
(B.52)
The amplitude of G is always smaller than one. |G+ (

z )|, plotted in Figure
B.6(b), is smaller than one if zR 0, so this scheme is A-stable. It is also
L-stable.
Since the amplification factor G (
z ) is defined for a general time marching
scheme, the stability zone, defined by |G (
z )| 1, can also be determined.
For the complete discretization with a general spatial scheme and a general time marching scheme, the stability condition is then that the Fourier
footprint of the spatial scheme, scaled with the CFL-number, lies entirely
inside the stability zone of the time marching scheme.
241
242
Appendix C
p-Multigrid
Most iterative solution algorithms, or error smoothers as they are usually
called in the context of multigrid algorithms, are very good at removing
high-frequency error components, but less efficient for low-frequency components. A multigrid algorithm exploits an error smoothers good efficiency
for the high-frequency errors to speed up the convergence, by switching to
coarser solution representations. Low-frequency error components in the
finer solution representation are seen as high-frequency on such a coarser
representation, which can be efficiently removed by the error smoother.
With traditional h-multigrid, switching to coarser solutions means switching to coarser grids. With p-multigrid, this is achieved by switching to a
lower polynomial degree.
The p-multigrid algorithm was introduced by Ronquist and Patera [85].
It is already widely used for DG methods, see e.g. Bassi and Rebay [11],
Helenbrook et al. [47], Helenbrook and Atkins [46] and Fidkowski et al.
[36]. It was also applied to the SV method by Van den Abeele et al. [100],
Parsani et al. [77] and Kannan et al. [61], and to the SD method by Premasuthan et al. [79] and May et al. [72]. A brief introduction to the
p-multigrid algorithm is given in this appendix.
C.1 Full approximation scheme

A simple, two-level full approximation scheme (FAS) algorithm, see for
instance Brandt [17], can be summarized in the following way. To solve a
fine level problem Rf Qf = 0, perform the following operations:
243
APPENDIX C. P -MULTIGRID
1
Qf .
Perform 1 smoothing sweeps on the fine level: Qf Gf
Restrictcthe state and the residual

the coarse level:
to
Qf , fc Rc (Qc ) Rc Qf = Rc (Qc ) Tc Rf Qf .
Qc0 T
0
f
f
0
Solve the coarse level problem: Rc (Qc ) = fc .
Prolongate the coarse level solution and correct the fine level state:
Qf Qf + Tfc (Qc Qc0 ).
2
Qf .
Perform 2 smoothing sweeps on the fine level: Qf Gf
In this algorithm, Gf represents an arbitrary error smoothing operator on

c
the fine level. The term
f is the so-called forcing term. Notice that if the
fine level residual Rf Qf is zero, then the coarse level correction is zero.
C.2
V-cycles and full multigrid
The coarse level problem could again be solved using a FAS algorithm,
and so on. In this way, one arrives at a V-cycle. A further increase in
efficiency can be achieved by initializing the solution on coarser levels. In
this way, a better initial solution is provided for the fine levels, which will
also improve the robustness of the method. This corresponds to a so-called
Full Multgrid (FMG) algorithm. A criterion is needed to determine when
to switch to a finer level. A good option is to use the following condition,
see e.g. Fidkowski et al. [35] and Van den Abeele et al. [100]. The switch
to a finer level is made when the L2 norm of the coarse level residuals is
smaller than a factor switch times the L2 norm of the fine level residual.
C.3
Transfer operators
The transfer operators are local to each cell. They are defined for the SV
method below, with omission of the cell index i. The definition for the SD
method is analogous.
Prolongation operator Tfc . On the coarse as well as on the fine level,
PN s
the solution within a cell is represented by a polynomial j=1 Q
j Lj .
c
The coarse level polynomials Lj can be written as a function of the

244
C.3. TRANSFER OPERATORS

fm :
fine level polynomials L
Ns
cj =
L
f
X
fm
jm L
j = 1, . . . , Ncs .
(C.1)
m=1
Ncs and Nfs are the number of CVs within a cell on the coarse and fine
level. By equating the fine level solution to the
coarse level solution,
f
f
jm .
the following expression for Tc is found: Tc
mj
f.
T
c
State restriction operator

This operator projects the fine level
c =
solution onto the coarse level polynomial basis. It is defined as T
f
P1 Q, with the matrices P and Q defined by
Z
cj L
cm dV
Pjm =
L
j, m = 1, . . . , Ncs ,
(C.2)
V
Z
cj L
fm dV
Qjm =
L
j = 1, . . . , Ncs
m = 1, . . . , Nfs . (C.3)
V
Residual restriction operator Tfc . The SV residuals are CV-averaged

quantities, like the SV solution variables. Consequently, the definition of the residual restriction operator is the same as that for the
state restriction operator.
245
APPENDIX C. P -MULTIGRID
246
List of publications
Journal articles
1. G. Ghorbaniasl, K. Van den Abeele, C. Hirsch, and C. Lacor. Sound
field simulation in the time domain-validation and verification test
cases. J. Sound Vibrat., Submitted, 2009.
2. M. Parsani, K. Van den Abeele, C. Lacor, and E. Turkel. Implicit
LU-SGS algorithm for high-order methods on unstructured grids with
p-multigrid strategy for solving the steady Navier-Stokes equations.
J. Comput. Phys., Submitted, 2009.
3. K. Van den Abeele, G. Ghorbaniasl, M. Parsani, and C. Lacor. A stability analysis for the spectral volume method on tetrahedral grids.
J. Comput. Phys., 228:257-265, 2009.
4. K. Van den Abeele, C. Lacor, and Z. J. Wang. On the stability
and accuracy of the spectral difference method. J. Sci. Comput.,
37(2):162-188, 2008.
5. K. Van den Abeele, C. Lacor, and Z. J. Wang. On the connection
between the spectral volume and the spectral difference method. J.
Comput. Phys., 227(2):877-885, 2007.
6. K. Van den Abeele and C. Lacor. An accuracy and stability study of
the 2D spectral volume method. J. Comput. Phys., 226(1):1007-1026,
2007.
7. K. Van den Abeele, T. Broeckhoven, and C. Lacor. Dispersion and
dissipation properties of the 1D spectral volume method and application to a p-multigrid algorithm. J. Comput. Phys., 224(2):616-636,
2007.
247
LIST OF PUBLICATIONS
Lecture notes
1. K. Van den Abeele, M. Parsani, and C. Lacor. Spectral volume and
spectral difference methods: wave propagation analysis and efficient
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FACULTY OF ENGINEERING

Department of Mechanical Engineering

Kris Van den Abeele

Prof. Dr. Ir. Chris Lacor

Prof. Gert DESMET

Prof. Rik PINTELON

Prof. Patrick KOOL

Prof. Stefaan CAENEPEEL

Prof. Gerard DEGREZ

Prof. Chris LACOR

4 Classical finite volume method

5 Spectral volume method

6 Spectral difference method

6.7.3 Flux point distributions for quadrilaterals . . . . . . .

7 Connection between SV and SD methods

8 Stability and accuracy analysis of spatial discretizations

9 Time marching and algebraic solvers

11 Conclusions and perspectives

A Discontinuous Galerkin method

B Methods for stability analysis

Second-order backward differencing

Total variation bounded

Bias in the averaging operator for the diffusive term treatment

Riemann flux through a face with unit normal ~1n

y-component of velocity, ms1

Latest available, l if not updated, l + 1 if updated

shown to be equivalent in the one-dimensional case. An extensive study

2.1 Discontinuous Galerkin method

CHAPTER 2. LITERATURE SURVEY

2.2 Spectral volume and spectral difference

2.2. SPECTRAL VOLUME AND SPECTRAL DIFFERENCE METHODS

CHAPTER 2. LITERATURE SURVEY

2.3 Time marching and algebraic solvers

2.3. TIME MARCHING AND ALGEBRAIC SOLVERS

CHAPTER 2. LITERATURE SURVEY

In this expression, q is the

CHAPTER 3. GOVERNING EQUATIONS

3.1 Linear advection equation

The definitions of q and ~fC are

The exact solution of the linear advection equation is readily available.

3.2 Burgers equation

The 1D inviscid version of Burgers equation is defined by

3.3. EULER EQUATIONS

which shows that Burgers equation in 1D does indeed correspond to the

3.2.2 Exact solution

3.3 Euler equations

CHAPTER 3. GOVERNING EQUATIONS

u2x + u2y + u2z

Another usefull state variable is the specific internal enthalpy h. It is defined as

3.3. EULER EQUATIONS

The relation between , P , ux , uy , uz , and E in (3.7) and (3.8) is then

u2x + u2y + u2z

resulting in a closed system of five nonlinear partial differential equations

3.3.2 Dimensionless numbers

where the speed of sound c is given by

The interpretation of the Mach number is straightforward: if it is less

3.3.3 Characteristic wave solutions

CHAPTER 3. GOVERNING EQUATIONS

Interaction with solid walls

Far field boundary conditions

With external flows, in reality the domain extends to infinity or at least

3.3. EULER EQUATIONS

3.3.6 Exact solution

is constant throughout the flow field if no shocks are present. Therefore,