Discretization of the Convective Fluxes

• A wide range of choices exists with respect to the evaluation of the convective
fluxes.

• The basic problem is that we have to know their values at all NF faces of a
control volume, but the flow variables are not directly available there.

• So we have to interpolate either the fluxes or the flow variables to the faces of the
control volumes.

• In principle, this can be done in one of two ways:

• by arithmetic averaging like in central discretization schemes;
• by some biased interpolation like in upwind discretization schemes, which
take care of the characteristics of the flow equations

• A commonly applied methodology for the evaluation of the viscous fluxes at a

face of the control volume is based on arithmetic averaging of the flow quantities.
 Discretization of the Convective Fluxes

• Central,
• Flux-vector Splitting,
• Flux-difference Splitting,
• Total Variation Diminishing (TVD)
 Discretization of the Convective Fluxes

• Certain cell-centered and dual control-volume schemes require an interpolation

of flow variables to the faces of the control volume.
• One approach employed by the central scheme consists of linear interpolation
using the same number of values to the left and to the right of the face.
• The interpolation is centered at the face.

cell-centered

cell-vertex scheme with dual

control volumes
 Discretization of the Convective Fluxes

• Discretization based on the characteristics of the Euler equations—upwind

schemes—separately interpolate flow variables from the left and the right side
of the face using non-symmetric formulas.
• The two values, named the left and the right state, are then utilized to compute
the convective flux through the face.
• The interpolation formulas are almost exclusively (with the exception of TVD
schemes) based on Van Leer’s MUSCL (monotone upstream-centered schemes
for conservation laws) approach.
 Discretization of the Convective Fluxes
They read for a general flow variable U

• The above relationships remain valid for a cell-vertex scheme with dual
control volumes, if the node index i is substituted for I.

• The parameter ϵ can be set equal to zero to obtain a first-order accurate

upwind discretization.

• The parameter κ determines the spatial accuracy of the interpolation.

 Discretization of the Convective Fluxes
They read for a general flow variable U

One-sided interpolation of the flow variables, which results in

a second-order accurate upwind approximation on uniformly
spaced grid.

three-point interpolation formula which constitutes a second-order upwind-

biased scheme with lower truncation error than the κ = −1 and κ = 0 schemes.
the MUSCL approach reduces to a purely central scheme—the average of
variables.
The MUSCL interpolation has to be enhanced by the limiter function or limiter, if the
flow region contains strong gradients.
 Central Scheme with Artificial Dissipation
Compute the convective fluxes at a face of the control volume from the arithmetic
average of the conservative variables on both sides of the face.

To avoid, oscillation near discontinuities like shocks, artificial dissipation (which

is similar to the viscous fluxes) has to be added for stability.

Scalar dissipation scheme - JST scheme

The artificial dissipation flux consists of a blend of adaptive second- and fourth-order
differences, which result from the sum of first- and third-order difference operators
 Scalar Dissipation Scheme - JST scheme
The dissipation is scaled by the sum of the spectral radii of the convective flux
Jacobians in all coordinate directions

V stands for the velocity and c for the speed of sound.

A pressure-based sensor is used to switch off the fourth-order differences at shocks,

where they would lead to strong oscillation of the solution.

The sensor also switches off the second-order differences in smooth parts of the flow
field, in order to reduce the dissipation to the lowest possible level.
 Scalar Dissipation Scheme - JST scheme

Pressure sensor

The pressure term in is generally of second order, except in regions of strong

pressure gradients, where it reduces to first order or becomes of the order of one. Hence,
around shocks, the term is dominating.

This did not appear to be sufficient to avoid completely some small oscillations, of the order
of 1 per cent in density variation, preventing the complete convergence to the steady state.
 Scalar Dissipation Scheme - JST scheme
They are noticeable mostly near regions with sharp gradients, such as airfoil trailing edges.
These oscillations were removed by the introduction of the third derivative term providing
some background dissipation through the domain, but led to the reappearance of overshoots
around the shockwaves. Hence, the background dissipation is turned off when is
large.
Discretization of the Convective Fluxes

Readings: Section 11.2 of J. D. Anderson Book

 Method of Lines (MOL) Discretization

• Another way of solving time dependent PDEs numerically is to discretize in

space but not in time.

• This results in a large coupled system of ODEs which we can then solve using
numerical methods developed for ODEs, such as Forward and Backward Euler
method, Trapedoizal methods, Runge-Kutta methods etc.
 Jacobians of the System of Equations
• Behavior of a system of partial differential equations can be described by
examining the eigenvalues of the system.

• If the eigenvalues are all real and distinct, the equations are hyperbolic;
• if the eigenvalues are real and equal, the equations are parabolic;
• if the eigenvalues are all imaginary, the equations are elliptic.

• If the eigenvalues are a mixed set of the above, then the system of partial
differential equations is of a mixed nature.

• Eigenvalues themselves are the slopes of the characteristic lines; i.e., the
eigenvalues themselves give the characteristic directions for the system of
partial differential equations.
 The Eigenvalue Method

• f1 and f2 are zero for simplicity

 The Eigenvalue Method

• The eigenvalues of [N] determine the classification of the system.

• If the eigenvalues are all real, the equations are hyperbolic.
• If the eigenvalues are all complex, the equations are elliptic.
• If λ = 0 or λ = ∞, the equations are parabolic.
• The eigenvalues may be a mix of both real and complex values. The mathematical
behavior of such equations then exhibits a mixed hyperbolic-elliptic nature.

• See Example 3.1 (J. D. Anderson, 1995)

 Flux vector formulation of the N-S equations

• The most convenient form of the above equations for usage in CFD (i.e. for
programming convenience) is the flux vector formulation.
• What is a flux? We can observe that in the conservation forms of the N-S
equations, the following flux terms appear

Flux Variables

• When the volume is fixed in space, we are concerned with the flux of mass,
momentum, and energy into and out of the volume.
• In this case, the fluxes themselves become important dependent variables in the
equations, rather than just the primitive variables such as ρ, p, V
 Flux vector formulation of the N-S equations

Solution Vector
Source Terms

Flux Vectors
 Jacobians of the System of Equations
Conservation form of the governing equations

The flux vectors F, G, and H can be expressed as functions of the elements U

These are generally nonlinear functions, and for this reason the form of first Eq.
above is not that of a quasi-linear equation.

To examine the mathematical characteristics of first Eq. above, we must first cast it
in quasi-linear form.
 Jacobians of the System of Equations
Since F, G, and H are functions of U

are called the jacobian matrices of the flux vectors.

Using

U is a l × 5 column vector, and A, B, and C are 5 × 5 matrices.

Obtained by taking each one of the given elements in F and differentiating them one
by one by each of the five elements in U, leading to 25 separate elements making up
the A matrix.
 Jacobians of the System of Equations

The advantage of the above Eq. is that the derivatives of the dependent variables
(the elements of U) appear linearly; hence, the Eq. is in quasi-linear form.

Hence, the mathematical nature of the quasi-liner form of the Eq. is dictated by
the values of the eigenvalues of the Jacobian matrices A, B, and C.
 Jacobians of the System of Equations
Example Consider an unsteady, one-dimensional, inviscid flow with no body
forces

Writing in the form

Introducing the more compact notation

 Jacobians of the System of Equations

We can eliminate p in the

column vector F in favor of
ρ, m, and ε

denoting

in terms of the jacobian matrices

where
 Jacobians of the System of Equations

The jacobian matrix A is obtained by differentiating each of the flux terms one by one
by each of the independent variables
 Jacobians of the System of Equations

Eigenvalues of the jacobian matrix are found from

c is the speed of sound

 Jacobians of the System of Equations

real and distinct, hyperbolic

the eigenvalues give the slopes of the characteristic lines in the xt space

On a physical basis, the eigenvalues

give the directions in which
information is propagated in the
physical plane.
 Jacobians of the System of Equations

• In the present example, 𝜆1 = 𝑢 tells us that information is carried by a fluid

element moving at velocity u; in Fig., the curve with local slope equal to 1 / u is
called a particle path.

• Also, 𝜆2 = 𝑢 + 𝑐 and 𝜆2 = 𝑢 − 𝑐 tell us that information is propagated to the

right and left, respectively, along the x axis at the local speed of sound relative to
the moving fluid element; in Fig., the curves with slopes l/( u + c) and 1/( u - c)
are right- and left-running Mach waves.

The directions in which information travels in a

flow field are given to us by the eigenvalues of
the Jacobian.
 Matrix Dissipation Scheme
• In order to improve the accuracy by reducing the numerical dissipation, the
preceding JST scheme can be modified to become more like an upwind scheme.
• The idea is to use a matrix—the convective flux Jacobian—instead of the scalar
value to scale the dissipation terms. In this way, each equation is scaled properly
by the corresponding eigenvalue.

The scaling matrix corresponds to the convective flux Jacobian

diagonalized with absolute values of the eigenvalues

diagonal matrix of the eigenvalues

Flux-vector Splitting Schemes
 Flux-vector Splitting Schemes
• The eigenvector associated with a specific eigenvalue 𝜆𝑗 can be defined as the
column vector 𝐿𝑗 which is a solution of the equation

• For each different eigenvalue of the matrix A, there will be a different

eigenvector 𝐿𝑗 .
• Since appears on the left of Eq. above, then 𝐿𝑗 is called a left eigenvector
of the matrix A.
• There are as many eigenvectors as there are eigenvalues, each one defined by the
above Eq.
• Let us now define a matrix T whose inverse T-1 has elements that are the
elements of all the eigenvectors. Specifically, the jth row of T-1 consists of the
elements of the left eigenvector for 𝜆𝑗 .
• The matrix T has the property of "diagonalizing" the matrix A through the
equation

is a diagonal matrix with the eigenvalues of A as the diagonal terms.

 Flux-vector Splitting Schemes
Multiplying the matrix equation given by Eq. above, first by T on the left of both sides
and then by T-1 on the right of both sides,

Now, we note an interesting property of the jacobian matrix A for the Euler
equations. Consider the Euler equations for unsteady, one-dimensional flow

For an inviscid flow, the flux vector F can be expressed directly in terms
of its jacobian as

because F(U) is an homogeneous function of degree one of U.

Now, define two matrices made up of the positive and negative eigenvalues of
A, respectively.
 Flux-vector Splitting Schemes
we can define A+ and A- as

With this, we can split the flux vector F into two parts

f and F are used interchangeably here

 Flux-vector Splitting Schemes
• Can be viewed as the first level of upwind schemes, since they account only for
the direction of wave propagation.

• The flux-vector splitting schemes decompose the vector of the convective fluxes
into two parts—either according to the sign of certain characteristic variables, or
into a convective and a pressure part.

• The well-known Van Leer’s flux-vector splitting scheme belongs to the first
category based on characteristic decomposition.

• The second approach is followed by more recent methods like the advection
upstream splitting method (AUSM) of Liou et al., or the convective upwind split
pressure (CUSP) scheme of Jameson, respectively.

• Their advantage can be seen in only a moderately increased numerical effort but
a much better resolution of shocks and boundary layers, as compared to the
central scheme with scalar artificial dissipation.