Finite dierence methods for the Navier-Stokes equations

Magnus Svrd a
School of Mathematics University of Edinburgh

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A challenging ow problem

[SR-71, shock diamonds] Shocks Turbulence Sound propagation

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The Navier-Stokes equations

Conservation form: uj + =0 Mass t xj ui uj ui p 1 ij + + = Momentum t xj xi Re xj (E + p)uj qj E 1 uj ij + = + Energy t xj Re xj xj T 1 + uj2 ( 1) 2

Equation of state: E = Re-Reynolds number Ma-Mach number

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Objectives

Make a robust and accurate predictive tool for aerodynamics... Multiblock high-order nite dierence method. Linear stability for initial-boundary value problem. (Done) Non-linear stability and shock capturing. (In progress...)

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A linear model problem

u u + = 0, t 0, t x u(0, t) = g (t) u(x, 0) = f (x) Energy method:

0x 1

u dx = x 0 0 u(0, t)2 u(1, t)2 = g (t)2 u(1, t)2 u

2 t

=2

uut = 2

Bounded growth.

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Well-posedness

A bound on the solution is the key to prove well-posedness: Uniqueness Existence Stable to perturbations

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Summation by parts (SBP)

(Kreiss&Scherer -74)

Idea: Mimic the continuous energy estimate. (FEM) Grid: ih, i = 0...N, h is the grid size. Semi-discretization: v T = (v0 (t), v1 (t), ...vN (t)). Derivative approximation: Dv = vx + O(hp ). D = P 1 Qv Q + Q T = diag (1, 0, ..., 0, 1). v
2 P

= v T Pv , P diagonal positive denite.

Truncation errors are 2p in the interior and p near the boundary. Convergence rate: p + 1.

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Energy estimate

Semi-discretization of PDE: vt + P 1 Qv = 0 Energy estimate ( v

2 P )t 2 2 = v T Pvt + vtT Pv = v T Qv v T Q T v = v0 vN

How do we impose the boundary condition?

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Weak imposition of boundary conditions

(Carpenter et al -94)

Simultaneous Approximation Term - SAT - Penalty Term E0 = diag (1, 0, ...., 0)T vt + P 1 Qv = P 1 E0 (v g ) P 1 1/h. Dirac mass enforces the boundary condition. Energy method: ( v
2 P )t 2 2 = v0 vN + 2v0 (v0 g (t))

Stable if 1/2. stable + accurate convergent approximation

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1-D Navier-Stokes equations

In 1-D the system takes the form: ut + (F I 1 V F )x = 0, Re 0x 1

with 3 independent variables. Linearize, symmetrize and freeze coecients: 1 Bwxx , Re

wt + Awx =

0x 1

(1)

where A, B are symmetric. B does not have full rank. If (1) is well-posed, then the non-linear problem is well-posed for small perturbations to smooth solutions.

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Energy estimate

Ignoring the right boundary... w w

2 t 2 t

+2
1

+2
0

1 wBwxx dx 0 0 Re 1 T 2 T wx Bwx dx =w0 (Aw0 B(wx )0 ) Re Re wAwx dx =2

With standard assumption on the Lame coecients B is positive semi-denite and the quadratic term is dissipation.

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Energy stability for...

SBP-SAT nite dierence up to order 5. Multi-D. Curvilinear grids Multi-block grids Wall, far-eld, pressure outow boundary conditions. SBP articial diusion.

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Flow around circular cylinder

20

-20

-20

20

40

(b) Ma = 0.1, Re = 100, 5th-order scheme

Correct prediction of: Lift Drag Strouhal (shedding frequency) Separation angle.

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Delicate benchmark case

(Re=5000,Ma=0.5, 3rd-order scheme)

0.05

-0.05

0.85

0.9

0.95

1.05

1.1

1.15

Separated but steady ow.

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Further benchmarking...

Linear theory is reasonably complete but turbulence computations have not been done. (Apart from a low-order FV code.) Turbulence in a box. Cylinder Re = 3900 Backward facing step/Cavity at high Reynolds numbers. High-order nite dierence schemes are, by some, considered ill-suited for turbulence computations.

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HPC challenges.
Turbulence computations are very, very large. Explicit time stepping scheme are easiliy parallelized and gives good load balance. Eective enough? Scalability on a large number of processors? Future developments: Add openMP to existing MPI code. Easier to construct grids. Dynamic load balancing, or at least automated split onto processors during initialization. GPUs?
Relatively easy (?) to port the main interior computations to CUDA. Much logic in the boundary treatment that must be handled by CPU. Load balance?? Will the CUDA routines run independently or will there be a lot of communication between GPU and CPU?

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Non-linear stability theory and boundary conditions.

Linear stability gives a robust scheme for smooth ows. When shocks develop the theory breaks down and solution usually explodes. (It is not the discontinuity per se that is the problem. Contact discontinuities may be stable.) Linear schemes have an inherent ambiguity in the enforcement of boundary conditions.

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Conservation Laws and Weak Solutions

A system of conservation laws in multi-D.
d

ut +
i=1

fi (u)xi = 0,

u(x, 0) = u0 (x)

A weak solution u satises: ut + f (u)x dxdt +

R+ R R for all Co (R R+ )

u0 (x)(x, 0)dx = 0,

(Scalar, 1-D)

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Entropy pairs and uniqueness

Entropy pair: (U, Q) such that Q = U f and U is strictly convex. u L1 (R R+ ) is the unique entropy solution if: loc U(u)t + Q(u)x dxdt 0.
R+ R for all 0 Co (R R+ )

for all (U, Q)

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Entropy stability
1. Cell entropy inequality. 2. A priori bound on global entropy. For linear problems, entropy and energy stability are the same. For scalar conservation laws, entropy stability implies convergence to weak entropy solution. For systems, entropy stability is not sucient for stability.
For Navier-Stokes, positivity (of density and pressure) is required. Stability does not imply convergence to entropy solution. (Indeed, the solution has not been proven to exist.)

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Boundary conditions
ut + fi (u)x = 0,

(mathematical results)

Scalar conservation law in 1-D with entropy pair (U,Q).: u(x, 0) = u 0 (x), u(0, t) = g (t) (if inow )

(Du Bois and Leoch) With convenient stability assumptions: Q(u) Q(g ) Uu (g )(f (u) f (g )) 0. Entropy inequality: Ut + Qx 0. Integrate in space:

Ut dx = Q(0, t)
0

U bounded if Q(0, t) bounded by data. No boundary condition for Q(0, t). Requires a strong coupling between ux and entropy ux. Generally not the case. Does entropy stability imply boundary inequality?

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Conclusions

SBP-SAT schemes have been successfully used to compute linear problems with low Reynolds number Turbulent benchmarks are up next...Challenging from HPC and grid generation perspective. With entropy stability. Boundary conditions clearly dened for conservation laws. Benchmarking
Strong shocks. High-speed ow past cylinder. Shock-turbulence interaction.

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