COMPARISON BETWEEN UPWIND AND MULTIDIMENSIONAL

UPWIND SCHEMES

Pilar Brufau
Pilar Garca-Navarro

Area de Mecnica de Fluidos

Centro Politcnico Superior
Mara de Luna, 3, 50015 Zaragoza
cuca@ideafix.cps.unizar.es
pigar@ posta.unizar.es

ABSTRACT: A comparison between an upwind scheme and a multidimensional upwind

scheme is presented for the numerical modelling of shallow water flow in two dimensions.
Free surface flow in channels can be described mathematically by the shallow water system
of equations. These equations are discretised, in the present work, using an approach based
on unstructured triangles and this is applied to the simulation of 2D dam break flows. A
cell centred finite volume method based on Roes approximate Riemann solver across the
edges of the cells (upwind scheme) and a vertex centred finite volume method based on a
fluctuation splitting method (multidimensional upwind) are presented in this work. Both
methods are first order in space and time. Their performance is satisfactory since they
appear as capable of handling complex flow domains. This is validated in the simulation
corresponding to one of the CADAM test cases proposed, that of a dam break wave
propagating into a 45 bend channel.
1) Introduction

Classical methods and central difference schemes dominate the software products for the
shallow water system of equations in this moment. Some years after their adoption for
solving problems in gas dynamics, upwind schemes have been successfully used for the
solution of the shallow water equations, with similar advantages (Brufau, 1997).
Historically, multidimensional upwind schemes have been developed specifically for the
solution of the Euler equations, but there is no reason why the techniques involved cannot
be applied for the solution of other systems of conservation laws. Besides that, doubt is
expressed as to whether the 1D schemes are the most suitable choice for multidimensional
calculations because they are inadequate for capturing 2D flow features (Garca-Navarro et.
al, 1995). This will be supported by our numerical results.

Upwind schemes are originally based on a piecewise constant representation of the solution
on a cell with a 1D Riemann solver across each edge of the cell. Such approach is weak
when dealing with 2D problems in which the solution is not constant along an edge and the
search has been initiated for multidimensional approaches.

The multidimensional upwind methods involve the development of fluctuation

distribution techniques in several dimensions. They may be considered as being
somewhere between cell vertex finite volume methods and finite element methods. They
use a piecewise continuous linear data representation for the calculation of the fluctuation
(or residual) within each cell that is distributed in an upwind manner to update the flow
variables at the vertices. This avoids the problems of taking a grid-dependent privileged
direction in the problem. A wave decomposition model is required to split the fluctuation
into components each of which corresponds to a simple wave solution of the equations.
The fluctuation due to each scalar wave can then be distributed using an advection scheme
(Deconinck et al. , 1992).

In this paper the performance of an upwind and a multidimensional upwind technique for
2D shallow water flows are compared. In the next sections, the bases of both numerical
methods are stated and their adaptation to the shallow water equations is described. Finally,
the application to the simulation of 2D dam break flows is presented.

2) Governing equations

A normal version of the 2D shallow water equations in conservative form (Cunge,1980) is

U
+ ( F , G) = H (2.1)
t

with

h hu hv 0
2 h2 , H = gh( S S ) (2.2)

U = hu , F = hu + g , G = huv fx
2 2
0x


gh( S 0 y S fy )
hv h
hv 2 + g
huv
2
where U represents the vector of conserved variables, F and G are the convective fluxes in
the x, y directions respectively, and H is the source term. In addition, h is the depth of
water, u and v are the velocities in the x, y directions respectively, g is the acceleration due
to gravity, S 0 x , S 0 y are the bed slopes and S fx , S fy the friction terms in the x, y directions.

For the friction term, the Manning equation has been used in the form

n2u u2 + v 2 n2v u2 + v 2
S fx = , S fy = (2.3)
h4 3 h4 3

where n is the Manning coefficient.

3) Upwind scheme

A cell centred finite volume method is formulated for equation (2.1) over a triangular
control volume where the dependent variables of the system are represented as piecewise
constant. The integral form of (2.1) for a fixed area S is

UdS + S (F, G)dS = S HdS (3.1)
t S

and, applying the divergence theorem, we obtain

UdS + C (F, G) ndC = S HdS (3.2)
t S

where C is the boundary of the area S, and n is the unitary normal vector. Given a
computational mesh defined by finite volumes Si where i is the index associated with the
centroid of the cell in which the cellwise constant values of U are stored, equation (3.2) can
be represented by

U i
S + (F, G) ndC = H i Si (3.3)
t i Ci

where a mesh fixed in time is assumed.

The contour integral is approached via a mid-point rule, i.e. a numerical flux is defined at
the mid-point of each edge, giving

NE
C (F, G) ndC = (F , G) *w n w dCw (3.4)
k k k
i
k =1

where wk represents the index of edge k of the cell, NE is the total number of edges in the
cell (NE = 3). The vector n wk is the unit outward normal, dCwk is the length of the side,
and (F, G) *wk is the numerical flux vector.
The evaluation of the numerical flux in equation (3.4) is based on the Riemann problem
defined by the solutions on the left and right of the cell edges, as in the first order MUSCL
scheme (Van Leer, 1977).

An important feature of the 1D upwind schemes for systems of equations is the definition
~
of the approximated flux jacobian, A 1 (Roe, 1986), constructed at the edges of the cells.
i+
2

Once this matrix has been defined, the numerical flux is

F 1 = Fi + 1 + Fi | A 1 |(U i + 1 U i ) = [ FR + FL | A RL |(U R U L )] (3.5)
* 1 ~ 1 ~
i+ 2 i+ 2
2 2

The 2D numerical upwind flux in equation (3.4) is obtained by applying the expression
(3.5) in a 1D form to each edge of the computational cells and using the normal numerical
fluxes (Alcrudo, 1992), so that

1 ~
(F, G) *wk n wk = ((F, G) R + (F, G) L ) wk n wk | A RLw |(U R U L ) wk (3.6)
2 k

Here, K = 1, ....., NE . R and L denote right and left states respectively at the wk edge,
~
( A RLw ) represents the approximate jacobian of the normal flux vector. This matrix must
k
satisfy the following conditions:
~
( A RLw ) depends only on the U R and U L states,
k
~
(FR F L ) wk = ( A RLw )(U R U L ) wk ,
k
~
( A RLw ) has real and distinct eigenvalues and a complete set of eigenvectors,
k
~
( A RLw ) = A(U R ) = A(U L ) if U R = U L
k

where
(F, G) n F G
A= = nx + n (3.7)
U U U y
~
The matrix ( A RLw ) has the same shape as A but is evaluated at an averaged state given
k
by the quantities u ~ = (u~ , v~ ) and c~ which must be calculated as shown later. The
eigenvalues are

a~ 1 = u
~ n + c~
a~ 2 = u
~n (3.8)
a~ 3 = u
~ n c~

~ n = u~n + v~n , and the eigenvectors are

where u x y
 1 0 1

~e 1 = u~ ~ ~2 ~ ~3 ~ ~
+ c n x , e = c n y , e = u c n x (3.9)
~ ~ ~ ~ ~
v + c ny c nx v c ny

Once the eigenvalues and eigenvectors are calculated, the difference in the vector U across
a grid edge is decomposed on the eigenvectors basis as

3
U = U R U L = RL
m ~m
eRL (3.10)
m =1

where

hRL 1
1,3
RL =
2 2c
[
~ (hu) RL n x + (hv ) RL n y un
~ h
RL ] (3.11)

RL
2 1
[
= ~ ( (hv) RL v~hRL )n x ( (hu) RL u~hRL )n y
c
]
~
Enforcing the second condition of the matrix ( A RLw ) the following expressions for u~ , v~ ,
k
and c~ can be obtained.

hR u R + h L u L ~ hR v R + h L v L ~ g
u~ = , v = , c= (h + h L ) (3.12)
hR + h L hR + h L 2 R

Once the approximate Jacobian matrix has been constructed, equation (3.6) provides the
numerical flux normal to each edge of the computational cells. We can now substitute it
into (3.4), so that (3.3) can be written as

dU i 1 NE
= (F, G)*w n w dCw + Hi (3.13)
dt Si k =1 k k k

which is an ordinary differential equation and can be integrated by standard methods. We

have used a forward Euler time integration procedure. The stability criterion adopted is

d ij
t min (3.14)
2( u 2 + v 2 + c )
ij

where d ij is the distance between the centroid of the cell i and its neighbours j .

4) Multidimensional upwind scheme

We assume the physical domain discretised by triangular cells on an unstructured mesh and
a set of initial values U stored at the nodes of this mesh. From (2.1), the fluctuation in each
cell is defined as
 U F G
T = dS = ( + )dS (4.1)
S t S x y

and the cell residual as

1
RT =
S T

The cell fluctuation or cell residual contains information on the state of the cell to be
transmitted to the variables over a time step, so that the changes made to the values of the
variables at the nodes will be proportional to the fluctuation. The distribution of the
information to the nodes should be done in a way which ensures conservation, if it is
possible.

It is useful to express (2.1) in terms of the primitive variables

V = ( h, u, v ) T

in a non-conservative way, as

V V V
+ G + H =H (4.2)
t x y

We can use (2.1), (4.1) and the relation between the two sets of variables U = MV to
define new matrices R and S ,

F F U
R= = = AM (4.3)
V U V

G G U
S= = = BM
V U V

so that

F G F V G V V V
+ = + =R +S (4.4)
x y V x V y x y

Provided that the variables V are linear over the cells and taking into account the properties
of the normals in the cell, the gradients V x and Vy are constant, the fluctuation can be
written as

V V V V
T = (R ( V ) + S( V ) )dS = (R ( V )dS ) (S( V )dS ) =
S x y x y
(4.5)
V V
= S (R +S )
x y
with the definitions
1 1
R= R ( V )dS , S= S( V )dS (4.6)
SS SS

We approximate R , S by

R = R ( V ) , S = S( V )

where the averaged variables are simply (Garca-Navarro, 1995)

h h1 + h2 + h3
1
V = u = u1 + u2 + u3 (4.7)
3
v v1 + v2 + v 3

summing over the nodal values at the vertices of each triangle. Note that with this
definition of R , S we are only approximating equation (4.2). As a consequence, we lose
conservation in the numerical evaluation of the fluctuation (Hubbard, 1996).

The next thing we have to do is to compute the residuals or the fluctuations and distribute
them to the vertices of every cell by means of an advection scheme (Deconinck, 1992). We
need to introduce distribution coefficients, defining the weighs of the residual to the nodes
in a cell. They must satisfy conservation and consistency.

There exist many possibilities for the advection scheme, depending on the choice of the
distribution coefficients. Positivity, related to the 1D properties of monotonicity, and
linearity preservation of the scheme, related to the accuracy of the method, are properties of
interest.

Recalling that at the beginning of the time step we have the values of the conserved
variables at the vertices of the triangular mesh, the steps to follow are:

compute the primitive variables V from the known U,

V V
work out the gradients V = ( , ) within each triangle and
x y
decompose the residual into parts that can be explained as due to the passage of a
wave.

This last step requires the description of wave models (Rudgyard, 1993).

5) Numerical results

Results obtained with both schemes, upwind and multidimensional upwind, from the
experimental test case proposed by Prof. Zech (UCL) from the Working Group on Dam
Break Flow Modelling are going to be presented. The test to be studied combines a square-
shaped upstream reservoir and a 45 bend channel. The flow will be essentially two-
dimensional in the reservoir and at the angle between the two reaches of the 45 bend
channel. More details about the description of the geometry are defined by the group of
Prof. Zech. Experimental and numerical results have been analysed.

The treatment of the solution at the boundaries has been kept as close as possible to the
theory of the characteristics in 2D (Alcrudo, 1992).

5.1 Test: 45 bend channel

The flow domain consists of a square reservoir that contains a wall to separate it from the
main channel. The initial conditions are zero flow with 0.25m depth to the left and 0.01m
depth to the right of the wall. All boundaries are solid non-slip walls except the outlet
which is considered free. The Manning coefficient is 0.0095 and the bed slope is zero. The
number of elements used in the mesh is 15397.

With multidimensional upwind schemes more accuracy on the evolution of the flow is
carried out. Upwind schemes give a smooth solution, and the reflections at the walls of the
channel are not totally captured.

6) Conclusions

Upwind and multidimensional upwind schemes for the solution of the 2D shallow water
equations have been presented and the initial results seem promising. Although the
procedure in the multidimensional upwind scheme is more complicated than present day
generalisations of 1D upwind techniques, the results make the scheme very competitive.
The future for them then looks very promising.

Our work with the multidimensional upwind techniques is at an early stage and we hope to
develop these methods in parallel with current and future research into the solution of the
Euler equations. The convergence acceleration techniques can be applied to this system and
the prediction of transient flows again relies on the modification of the fluctuation
distribution schemes. Future work is also focused to find better ways to deal with the
source terms present in the shallow water equations when applied to realistic problems, as
well as more efficient schemes to treat the boundaries.
Fig 1, 2: Contour of water level at time 18s obtained with an upwind and a
multidimensional upwind scheme respectively.
Fig. 3, 4: Free surface at time 18s obtained with an upwind and a multidimensional upwind
scheme respectively.
7) References

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Estudio de Flujos Discontinuos de Superficie Libre (High Resolution TVD Schemes for the
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(Spain), 285 pp.

Alcrudo F., Graca-Navarro P., 1991: A high resolution Godunov-type scheme in finite
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Berzins M., Ware J.L., 1995: Positive cell-centred finite volume discretisation methods for
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Brufau P., Garca-Navarro P., 1998: Two-dimensional dam break flows in unstructured
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Cunge, J.A., Holly F.M., Verwey A., 1980: Practical Aspects of Computational River
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Fennema R.J., Chaudhry M.H., 1990: Explicit methods for 2D transient free surface flows.
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Roe P.L., 1986: A Basis for Upwind Differencing of the Two-Dimensional Unsteady Euler
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