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DynFluid
Fluid Dynamics Laboratory




       Analysis of high-order residual-based
                     dissipation for unsteady
                            compressible flows
                                 Karim GRIMICH

                                  Joint Work with:
                                Paola CINNELLA
                                  Alain LERAT


                                                     ICCFD-2804
                                                                  1
Introduction
• Two usual ways for constructing high-accurate schemes on a structured grid:
     Extend the grid stencil
     use compact approximations (directional compact, DG, RBC …)
• Owing to their narrow stencil, compact approximations:
   greatly reduce the error coefficient with respect to a non-compact
   approximation of the same accuracy order
    improve treatment of irregular meshes
• Here we use centered compact approximation:
    With no filter,
    No artificial viscosity or limiter

• A Residual-Based Compact (RBC) scheme [Lerat, Corre, JCP 2001] can be
expressed only in terms of approximations of the exact residual (sum of all the
terms in the governing eqns), even for the numerical dissipation.

• Use of residual based approach enables genuinely multi dimensional dissipation.


  DynFluid
  Fluid Dynamics Laboratory                                                     2
Aims and motivations


• A queer feature is that the residual-based dissipation behaves as the discrete
residual, i.e. it is consistent with a null function
           When residual tends to zero high-order dissipation terms are left.


• Need for
    identifying the actual dissipation operator through suitable expansions
     finding the necessary and sufficient conditions ensuring that this
    operator is really dissipative for all flow conditions.
     studying the spectral properties of RBC schemes for a multidimensional
    problem to get information on the evolution of Fourier modes supported
    on a given grid.




  DynFluid
  Fluid Dynamics Laboratory                                                        3
Summary



       I.      High-order RBC schemes
       II. The χ-criterion for RBC dissipation
       III. Spectral properties of RBC schemes
       IV. Numerical experiments




DynFluid
Fluid Dynamics Laboratory                        4
Summary



       I.      High-order RBC schemes
       II. The χ-criterion for RBC dissipation
       III. Spectral properties of RBC schemes
       IV. Numerical experiments




DynFluid
Fluid Dynamics Laboratory                        5
High-order RBC schemes

    Initial value problem



      on a uniform mesh
                              ~
                              ~   ~
                                  ~

 Mean and difference operators:




DynFluid
Fluid Dynamics Laboratory                    6
High-order RBC schemes

           Exact residual:



Residual-Based Compact schemes:




         Third-order of accuracy using 3x3 points:   RBC3
         Fifth-order of accuracy using 5x5 points:   RBC5
         Seventh-order accuracy using 5x5 points:    RBC7




DynFluid
Fluid Dynamics Laboratory                                   7
High-order RBC schemes
Spatial approximation of the main residual:
  Pade approximation of first order derivatives



 where




                Applying       to the all left hand side gives




   Which truncation error is

DynFluid
Fluid Dynamics Laboratory                                        8
High-order RBC schemes
Residual based dissipation operator:




  Mid-point residuals using the same technique as for the main residual




   Where             and    are    designed once for all [Lerat, Corre, JCP 2001]
                                   with no tuning parameter
                                   depending only on A=df/dw, B=dg/dw, and



DynFluid
Fluid Dynamics Laboratory                                                       9
High-order RBC schemes
A peculiar feature of unsteady RBC schemes:
         A mass matrix appears due to difference operators applied to wt.




             Operators applied to   Operators applied to spatial
             temporal derivatives   derivatives




DynFluid
Fluid Dynamics Laboratory                                                    10
High-order RBC schemes

The residual-based operator      is consistent with the first order and dissipative
operator [Lerat, Corre, JCP 2001]:




    For an exact solution the residual is null

                                            is consistent with some higher
                                          order term

       To which high order term is it consistent with?
       Is this high-order term dissipative or not?
       How this high-order dissipation behaves?
 DynFluid
 Fluid Dynamics Laboratory                                                     11
Summary



       I.      High-order RBC schemes
       II. The χ-criterion for RBC dissipation
       III. Spectral properties of RBC schemes
       IV. Numerical experiments




DynFluid
Fluid Dynamics Laboratory                        12
The χ-criterion for dissipation


Role of the x-discretization in r1 and the y-discretization in r2:
  We define


   With



   Doing Taylor expansion of r1x around the point (j+1/2,k)




   Similar result for


DynFluid
Fluid Dynamics Laboratory                                            13
The χ-criterion for dissipation
Fully discretized RBC dissipation:




  The full dissipation of a RBCq scheme can be expressed as:




     with:




DynFluid
Fluid Dynamics Laboratory                                      14
The χ-criterion for dissipation
The χ-criterion for dissipation:
 In the linear case:


   With




Since all derivatives in    being even, its Fourier symbol   is real.


Definition: The operator dq is said to be dissipative if




DynFluid
Fluid Dynamics Laboratory                                               15
The χ-criterion for dissipation
The χ-criterion for dissipation [Lerat, Grimich, Cinnella, submitted to JCP 2012]:
 Theorem: The operator dq is dissipative for any order q=2p-1, any pair (A,B)
          and any functions Φ1 and Φ2 such that



                if and only if


       Criterion easily satisfied through a proper choice of Pade coefficients

        RBC3 and RBC7 presented in [Corre, Falissard, Lerat, C&F 2007]
         do not satisfy the χ-criterion (weak instability for unsteady flows)
        RBC5 presented in [Corre, Falissard, Lerat, C&F 2007] satisfies
         the χ-criterion


Analogous results proved in 3D
DynFluid
Fluid Dynamics Laboratory                                                         16
Summary



       I.      High-order RBC schemes
       II. The χ-criterion for RBC dissipation
       III. Spectral properties of RBC schemes
       IV. Numerical experiments




DynFluid
Fluid Dynamics Laboratory                        17
Spectral properties of RBC
RBC schemes spatial discretization expresses as


and can be rewritten as


Where is the operator applied to wt and        the operator applied to w.
In a more compact way:


with


along with initial condition these ordinary differential equations define a Cauchy
problem that is studied in the following.




DynFluid
Fluid Dynamics Laboratory                                                      18
Spectral properties of RBC
We study the linear problem

Its Fourier transform is
                                                                     (1)
Where                       is the velocity vector and       is a 2D wave
vector.
We introduce


which is the reduced wave number aligned aligned with advection direction
where                 and                 are the CFL numbers
and                             is the reduced wave number vector

Thus (1) rewrites:




DynFluid
Fluid Dynamics Laboratory                                                   19
Spectral properties of RBC
Taking the Fourier transform of the spatial discretization of RBC schemes

                                                     (2)

Introducing the modified reduced wave number along the advection direction




(2) re-writes




  We define the error with respect to the exact wave number




DynFluid
Fluid Dynamics Laboratory                                                    20
Spectral properties of RBC


   Cauchy stability of RBC schemes



   Dispersion properties of RBC schemes



   Dissipation properties of RBC schemes



If RBC schemes were infinitely accurate we would have



DynFluid
Fluid Dynamics Laboratory                               21
Spectral properties of RBC
 Cauchy stability of RBC schemes

                                        unstable




                unstable
                                         stable




                stable

            RBC7 with χ≠0
                                        RBC7 with χ=0

 DynFluid
 Fluid Dynamics Laboratory                              22
Spectral properties of RBC
Advection along a mesh direction
     Dispersion and dissipation properties of RBC schemes (example of RBC7)
            1D cut                                  1D cut




           Dispersion                             Dissipation
  DynFluid
  Fluid Dynamics Laboratory                                              23
Spectral properties of RBC
Advection along a mesh direction
     1D cut




                  Dispersion             Dissipation

  DynFluid
  Fluid Dynamics Laboratory                            24
Spectral properties of RBC
Advection along the mesh diagonal
     Dispersion and dissipation properties of RBC schemes (example of RBC7)




         Dispersion                             Dissipation

  DynFluid
  Fluid Dynamics Laboratory                                             25
Spectral properties of RBC
Resolvability

                                     : cutoff reduced wavelength for an
                                  error lower than 10-3




                                        : minimum number of points per
                                  wavelength for an error lower than 10-3




  DynFluid
  Fluid Dynamics Laboratory                                         26
Summary



       I.      High-order RBC schemes
       II. The χ-criterion for RBC dissipation
       III. Spectral properties of RBC schemes
       IV. Numerical experiments




DynFluid
Fluid Dynamics Laboratory                        27
Numerical experiments


The discretization has to be completed by selecting a time
approximation method
Here, we choose the 2nd-order accurate, A-stable Gear scheme
Stability region includes the complex stable half-plane
     • Coupled with a dissipative scheme, this results in an unconditionally
     stable discretization
Associated nonlinear system solved via a dual-time stepping technique




DynFluid
Fluid Dynamics Laboratory                                                 28
Advection of a sine wave
    Validation of the χ-criterion for dissipation:




                                                     χ≠0
                                                            χ≠0
25x25 mesh                      λ

                                                           χ=0
                                                            χ=0


    DynFluid
    Fluid Dynamics Laboratory                                    29
Advection of a sine wave
Resolvability of RBC schemes:




 6 points per wavelength    8 points per wavelength   16 points per wavelength




DynFluid
Fluid Dynamics Laboratory                                                 30
Inviscid Taylor-Green vortex
Representative model to within the inertial range

                           Periodic boundary conditions +




                                 t=0                          t=3                        t=5
  RBC5 scheme
  1283 mesh
  Q-criterion colored by kinetic energy                     M=0.3 (Shu et al, J.Sci.Comput. 2005)
     DynFluid
     Fluid Dynamics Laboratory                                                            31
Inviscid Taylor-Green vortex
Time evolution of the total kinetic energy




                      643 mesh               1283 mesh

   DynFluid
   Fluid Dynamics Laboratory                             32
Inviscid Taylor-Green vortex
                                         RBC5 scheme
Physics well captured: vortex stretching
                                         1283 mesh
                                         vorticity contours




                              t=3                             t=5

  DynFluid
  Fluid Dynamics Laboratory                                     33
Conclusion
• RBC schemes unsteady high-order dissipation has been identified
     the χ-criterion for dissipation has been demonstrated ensuring that this
    operator is really dissipative for all flow conditions.
     the spectral properties of RBC schemes for a multidimensional problem
    gave information on the evolution of Fourier modes supported on a given
    grid: stability, dissipation, dispersion.

• Numerical experiments confirmed
    the validity of the χ-criterion.
     the low dissipative and dispersive behavior of high-order RBC
    schemes
     the high resolvability of high-order RBC schemes

• Perspectives
     LES, DES simulations
     design a suitable high-order time integration technique


  DynFluid
  Fluid Dynamics Laboratory                                                34
Thank you for your attention

                            Any question?




DynFluid
Fluid Dynamics Laboratory                       35
References

Main references on previous works on RBC schemes:




 DynFluid
 Fluid Dynamics Laboratory                          36
Converging cylindrical shock
Converging cylindrical shock [Chisnell, JFM 1957]  analytical estimation of the
                                                          pressure behind a moving
                                                          cylindrical shock


                         No filter
                         No Artificial Viscosity
                         No Tuning parameter




                               Shock strength becomes infinite when it reaches the axis

  DynFluid
  Fluid Dynamics Laboratory                                                        37

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Analysis of High-Order Residual-Based Dissipation for Unsteady Compressible Flows

  • 1. DynFluid Fluid Dynamics Laboratory Analysis of high-order residual-based dissipation for unsteady compressible flows Karim GRIMICH Joint Work with: Paola CINNELLA Alain LERAT ICCFD-2804 1
  • 2. Introduction • Two usual ways for constructing high-accurate schemes on a structured grid:  Extend the grid stencil  use compact approximations (directional compact, DG, RBC …) • Owing to their narrow stencil, compact approximations: greatly reduce the error coefficient with respect to a non-compact approximation of the same accuracy order  improve treatment of irregular meshes • Here we use centered compact approximation:  With no filter,  No artificial viscosity or limiter • A Residual-Based Compact (RBC) scheme [Lerat, Corre, JCP 2001] can be expressed only in terms of approximations of the exact residual (sum of all the terms in the governing eqns), even for the numerical dissipation. • Use of residual based approach enables genuinely multi dimensional dissipation. DynFluid Fluid Dynamics Laboratory 2
  • 3. Aims and motivations • A queer feature is that the residual-based dissipation behaves as the discrete residual, i.e. it is consistent with a null function  When residual tends to zero high-order dissipation terms are left. • Need for identifying the actual dissipation operator through suitable expansions  finding the necessary and sufficient conditions ensuring that this operator is really dissipative for all flow conditions.  studying the spectral properties of RBC schemes for a multidimensional problem to get information on the evolution of Fourier modes supported on a given grid. DynFluid Fluid Dynamics Laboratory 3
  • 4. Summary I. High-order RBC schemes II. The χ-criterion for RBC dissipation III. Spectral properties of RBC schemes IV. Numerical experiments DynFluid Fluid Dynamics Laboratory 4
  • 5. Summary I. High-order RBC schemes II. The χ-criterion for RBC dissipation III. Spectral properties of RBC schemes IV. Numerical experiments DynFluid Fluid Dynamics Laboratory 5
  • 6. High-order RBC schemes Initial value problem on a uniform mesh ~ ~ ~ ~ Mean and difference operators: DynFluid Fluid Dynamics Laboratory 6
  • 7. High-order RBC schemes Exact residual: Residual-Based Compact schemes: Third-order of accuracy using 3x3 points: RBC3 Fifth-order of accuracy using 5x5 points: RBC5 Seventh-order accuracy using 5x5 points: RBC7 DynFluid Fluid Dynamics Laboratory 7
  • 8. High-order RBC schemes Spatial approximation of the main residual: Pade approximation of first order derivatives where Applying to the all left hand side gives Which truncation error is DynFluid Fluid Dynamics Laboratory 8
  • 9. High-order RBC schemes Residual based dissipation operator: Mid-point residuals using the same technique as for the main residual Where and are  designed once for all [Lerat, Corre, JCP 2001]  with no tuning parameter  depending only on A=df/dw, B=dg/dw, and DynFluid Fluid Dynamics Laboratory 9
  • 10. High-order RBC schemes A peculiar feature of unsteady RBC schemes:  A mass matrix appears due to difference operators applied to wt. Operators applied to Operators applied to spatial temporal derivatives derivatives DynFluid Fluid Dynamics Laboratory 10
  • 11. High-order RBC schemes The residual-based operator is consistent with the first order and dissipative operator [Lerat, Corre, JCP 2001]: For an exact solution the residual is null is consistent with some higher order term  To which high order term is it consistent with?  Is this high-order term dissipative or not?  How this high-order dissipation behaves? DynFluid Fluid Dynamics Laboratory 11
  • 12. Summary I. High-order RBC schemes II. The χ-criterion for RBC dissipation III. Spectral properties of RBC schemes IV. Numerical experiments DynFluid Fluid Dynamics Laboratory 12
  • 13. The χ-criterion for dissipation Role of the x-discretization in r1 and the y-discretization in r2: We define With Doing Taylor expansion of r1x around the point (j+1/2,k) Similar result for DynFluid Fluid Dynamics Laboratory 13
  • 14. The χ-criterion for dissipation Fully discretized RBC dissipation: The full dissipation of a RBCq scheme can be expressed as: with: DynFluid Fluid Dynamics Laboratory 14
  • 15. The χ-criterion for dissipation The χ-criterion for dissipation: In the linear case: With Since all derivatives in being even, its Fourier symbol is real. Definition: The operator dq is said to be dissipative if DynFluid Fluid Dynamics Laboratory 15
  • 16. The χ-criterion for dissipation The χ-criterion for dissipation [Lerat, Grimich, Cinnella, submitted to JCP 2012]: Theorem: The operator dq is dissipative for any order q=2p-1, any pair (A,B) and any functions Φ1 and Φ2 such that if and only if Criterion easily satisfied through a proper choice of Pade coefficients  RBC3 and RBC7 presented in [Corre, Falissard, Lerat, C&F 2007] do not satisfy the χ-criterion (weak instability for unsteady flows)  RBC5 presented in [Corre, Falissard, Lerat, C&F 2007] satisfies the χ-criterion Analogous results proved in 3D DynFluid Fluid Dynamics Laboratory 16
  • 17. Summary I. High-order RBC schemes II. The χ-criterion for RBC dissipation III. Spectral properties of RBC schemes IV. Numerical experiments DynFluid Fluid Dynamics Laboratory 17
  • 18. Spectral properties of RBC RBC schemes spatial discretization expresses as and can be rewritten as Where is the operator applied to wt and the operator applied to w. In a more compact way: with along with initial condition these ordinary differential equations define a Cauchy problem that is studied in the following. DynFluid Fluid Dynamics Laboratory 18
  • 19. Spectral properties of RBC We study the linear problem Its Fourier transform is (1) Where is the velocity vector and is a 2D wave vector. We introduce which is the reduced wave number aligned aligned with advection direction where and are the CFL numbers and is the reduced wave number vector Thus (1) rewrites: DynFluid Fluid Dynamics Laboratory 19
  • 20. Spectral properties of RBC Taking the Fourier transform of the spatial discretization of RBC schemes (2) Introducing the modified reduced wave number along the advection direction (2) re-writes We define the error with respect to the exact wave number DynFluid Fluid Dynamics Laboratory 20
  • 21. Spectral properties of RBC  Cauchy stability of RBC schemes  Dispersion properties of RBC schemes  Dissipation properties of RBC schemes If RBC schemes were infinitely accurate we would have DynFluid Fluid Dynamics Laboratory 21
  • 22. Spectral properties of RBC  Cauchy stability of RBC schemes unstable unstable stable stable RBC7 with χ≠0 RBC7 with χ=0 DynFluid Fluid Dynamics Laboratory 22
  • 23. Spectral properties of RBC Advection along a mesh direction  Dispersion and dissipation properties of RBC schemes (example of RBC7) 1D cut 1D cut Dispersion Dissipation DynFluid Fluid Dynamics Laboratory 23
  • 24. Spectral properties of RBC Advection along a mesh direction  1D cut Dispersion Dissipation DynFluid Fluid Dynamics Laboratory 24
  • 25. Spectral properties of RBC Advection along the mesh diagonal  Dispersion and dissipation properties of RBC schemes (example of RBC7) Dispersion Dissipation DynFluid Fluid Dynamics Laboratory 25
  • 26. Spectral properties of RBC Resolvability : cutoff reduced wavelength for an error lower than 10-3 : minimum number of points per wavelength for an error lower than 10-3 DynFluid Fluid Dynamics Laboratory 26
  • 27. Summary I. High-order RBC schemes II. The χ-criterion for RBC dissipation III. Spectral properties of RBC schemes IV. Numerical experiments DynFluid Fluid Dynamics Laboratory 27
  • 28. Numerical experiments The discretization has to be completed by selecting a time approximation method Here, we choose the 2nd-order accurate, A-stable Gear scheme Stability region includes the complex stable half-plane • Coupled with a dissipative scheme, this results in an unconditionally stable discretization Associated nonlinear system solved via a dual-time stepping technique DynFluid Fluid Dynamics Laboratory 28
  • 29. Advection of a sine wave Validation of the χ-criterion for dissipation: χ≠0 χ≠0 25x25 mesh λ χ=0 χ=0 DynFluid Fluid Dynamics Laboratory 29
  • 30. Advection of a sine wave Resolvability of RBC schemes: 6 points per wavelength 8 points per wavelength 16 points per wavelength DynFluid Fluid Dynamics Laboratory 30
  • 31. Inviscid Taylor-Green vortex Representative model to within the inertial range Periodic boundary conditions + t=0 t=3 t=5 RBC5 scheme 1283 mesh Q-criterion colored by kinetic energy M=0.3 (Shu et al, J.Sci.Comput. 2005) DynFluid Fluid Dynamics Laboratory 31
  • 32. Inviscid Taylor-Green vortex Time evolution of the total kinetic energy 643 mesh 1283 mesh DynFluid Fluid Dynamics Laboratory 32
  • 33. Inviscid Taylor-Green vortex RBC5 scheme Physics well captured: vortex stretching 1283 mesh vorticity contours t=3 t=5 DynFluid Fluid Dynamics Laboratory 33
  • 34. Conclusion • RBC schemes unsteady high-order dissipation has been identified  the χ-criterion for dissipation has been demonstrated ensuring that this operator is really dissipative for all flow conditions.  the spectral properties of RBC schemes for a multidimensional problem gave information on the evolution of Fourier modes supported on a given grid: stability, dissipation, dispersion. • Numerical experiments confirmed the validity of the χ-criterion.  the low dissipative and dispersive behavior of high-order RBC schemes  the high resolvability of high-order RBC schemes • Perspectives  LES, DES simulations  design a suitable high-order time integration technique DynFluid Fluid Dynamics Laboratory 34
  • 35. Thank you for your attention Any question? DynFluid Fluid Dynamics Laboratory 35
  • 36. References Main references on previous works on RBC schemes: DynFluid Fluid Dynamics Laboratory 36
  • 37. Converging cylindrical shock Converging cylindrical shock [Chisnell, JFM 1957]  analytical estimation of the pressure behind a moving cylindrical shock No filter No Artificial Viscosity No Tuning parameter Shock strength becomes infinite when it reaches the axis DynFluid Fluid Dynamics Laboratory 37