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Introduction JST Scheme Fast Solver Unstructured meshes TVD scheme Unsteady flows RANS Conclusion Acknowledgment The Origins and Further Development of the Jameson-Schmidt-Turkel (JST) Scheme Antony Jameson Aerospace Computing Laboratory Department of Aeronautics and Astronautics Stanford University Aviation 2015 June 22-26, 2015 Antony Jameson Stanford University 0 / 109

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Page 1: The Origins and Further Development of the Jameson …

Introduction JST Scheme Fast Solver Unstructured meshes TVD scheme Unsteady flows RANS Conclusion Acknowledgment

The Origins and Further Development ofthe Jameson-Schmidt-Turkel (JST) Scheme

Antony Jameson

Aerospace Computing LaboratoryDepartment of Aeronautics and Astronautics

Stanford University

Aviation 2015

June 22-26, 2015

Antony Jameson Stanford University 0 / 109

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Introduction JST Scheme Fast Solver Unstructured meshes TVD scheme Unsteady flows RANS Conclusion Acknowledgment

This paper is in response to an invitation to give a presentation on the origins andsubsequent development of the Jameson-Schmidt-Turkel (JST) scheme in a sessionon history at the Aviation 2015 meeting in Dallas, Texas. The JST scheme waspresented at the AIAA 14th Fluid and Plasma Dynamics Conference in Palo Alto, CA,June 1981 as AIAA Paper 81-1259. This paper has been widely cited, but it was neversubmitted for publication as a journal article, primarily because the present authorconsidered it as only the first step in as yet incomplete research to find a definitivemethod to solve the Euler equations.

Antony Jameson Stanford University 1 / 109

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Outline of the Talk

1 Introduction

2 Origins and goals of the JST Scheme

3 The Quest for a Fast Solver

4 Extension to unstructured meshes

5 Reformulation as a total variation diminishing (TVD) scheme

6 Application to unsteady flows

7 Application to the Reynolds averaged Navier-Stokes (RANS) equations

8 Conclusion

9 Acknowledgment

Antony Jameson Stanford University 2 / 109

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Strategy of long term program to developCFD for airplane design since 1970.

Antony Jameson Stanford University 3 / 109

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Strategy of development

Starting from 2D transonic potential flow, calculations for airfoils make

incremental advances in both the geometric complexity and the

mathematical models with the ultimate aim of calculating transonic and

supersonic flows over complete aircraft, using at least the Euler

equations of inviscid compressible flow, paced by the available

computing power.

Antony Jameson Stanford University 4 / 109

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Hierarchy of Governing Equations

Antony Jameson Stanford University 5 / 109

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Potential flow solvers

1970 FLO5 Subsonic potential flow

1971 FLO6 Transonic potential flow (rotated difference scheme)

1975 FLO22 Transonic potential flow past a swept wing (using Control Data6600 which ran at about 1 Megaflops, and hard 131,000 wordsof memory ∼ 1 Megabytes)

1977 FLO27 Transonic potential flow method for general geometry usingisoparametric trilinear elements stabilized by artificial diffusion in-corporated in Boeing A488 software for wing analysis

Antony Jameson Stanford University 6 / 109

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Euler solvers

1976 EUL1 Not published

1981 FLO52 JST scheme in 2DFLO57 JST scheme in 3D, structured meshes

1983 FLO52MG→ FLO82 Multigrid Euler solver

1984 FLO72, 73, 74 Euler solvers for triangulated meshes

1985 FLO77, AIRPLANE 3D Euler solver for tetrahedral mesh

Antony Jameson Stanford University 7 / 109

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EUL1

EUL1 was a 2D or axisymmetric Euler solver using the Z-scheme.

To solve the linear advection equation

∂u

∂t+ a

∂u

∂x= 0 (1)

with a > 0 (a right running waver), the discrete scheme on a uniform mesh with time and spaceintervals ∆t and ∆x is

vn+1j = vnj −

λ

2

“vn+1j − vn+1

j−1

”−λ

2

`vnj+1 − vnj

´,

where vnj is the discrete solution at time level n and meshpoint j, and λ is the CFL number

λ = a∆t

∆x.

Antony Jameson Stanford University 8 / 109

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EUL1

Figure 1: Z-scheme

The scheme is semi-implicit with the illustrated stencil, similar to a single step version of theMacCormack scheme. It is second order accurate and stable for an arbitrarily large positive CFLnumber λ.

For a nonlinear problem such as∂u

∂t+

∂xf(u) = 0,

the scheme takes the form

vn+1j = vnj −

∆t

2∆x

“f(vn+1

j )− f(vn+1j−1 )

”−

∆t

2∆x

`f(vnj+1)− f(vnj )

´,

which requires iterative solution for vn+1j .

The scheme converged to a steady state and gave quite good results for simple geometriessuch as an axisymmetric boat tail. These studies of the Z-scheme were never published,and the scheme wound up being replaced by the LU implicit scheme which could beregarded as forward and reverse sweeps of the Z-scheme.

Antony Jameson Stanford University 9 / 109

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Origins and goals of the JST Scheme

Antony Jameson Stanford University 10 / 109

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Origins of the JST Scheme

In 1979 there was held a GAMM workshop in Stockholm on “Numerical methods for theComputation of Inviscid Transonic Flow with Shock Waves”, organized by Rizzi and Viviand.The results of a variety of methods to calculate both transonic potential flow and Eulersolutions were presented and compared. The Euler methods generally relied on timemarching, and it appeared that none of them could reach a steady state.

This was the general state of affairs when the author was approached by WolfgangSchmidt1, then the leader of the CFD group at Dornier, with a proposal to visit Dornier forthree weeks during the summer of 1980, and embark on a collaboration to produce animproved Euler solver.

Antony Jameson Stanford University 11 / 109

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Origins of the JST Scheme

Our primary goal from the outset was the calculation of fully converged steadystate solutions, although since we were using a time marching method, we alsoenvisaged dual use for both steady and unsteady flows. The starting point wasan existing in-house code to solve the two dimensional Euler equations whichhad been written by Rizzi and Schmidt. This used a finite volume implementationof the MacCormack scheme.Because the MacCormack scheme produces oscillations at shock waves, it wasmodified by the addition of artificial diffusive terms with a coefficient proportionalto a sensor for sharp pressure gradients. In a one dimensional case, the form ofthe sensor is

ε =

˛̨̨̨pj+1 − 2pj + pj−1

pj+1 + 2pj + pj−1

˛̨̨̨≤ 1,

where it is assumed that the pressure is positive.The code produced apparently reasonable answers but it would not fully convergeto steady state. Moreover, the MacCormack scheme, like the Lax Wendroffscheme, bundles the space and time discretizations, with the consequence that asteady state solution, if it could be reached, would depend on the time step ∆t.

This code was extremely cleanly written and caused the author to completely revise his programming style to

emphasize clarity.

Antony Jameson Stanford University 12 / 109

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Origins of the JST Scheme

The first step in developing the new code was to replace the MacCormack scheme by a semi-discretescheme which separated the space and time discretizations (also called the method of lines). At thesame time, we concluded that we could use a simple central difference scheme for the spatialdiscretization and rely on added diffusive terms to prevent oscillations in the vicinity of shock waves.The time stepping scheme we first used was based on the idea of iterating the residuals of an implicitscheme. In order to solve

dw

dt+ R(w) = 0,

where R(w) is the space residual for the solution w, a second order accurate implicit scheme has theform

wn+1

= wn −

∆t

2

“R(w

n+1) + R(w

n)”.

At any time step, denoting w(0) as the starting value, a simple iterative procedure is to set

w(1) = w(0) −∆tR(w(0))

w(2) = w(0) −∆t

2

“R(w(1)) + R(w(0))

”w(3) = w(0) −

∆t

2

“R(w(2)) + R(w(0))

”...

...

It turns out from a linear analysis of the advection equation, that this iteration verges for CFL numbers ≤2, but there is no benefit in using more than 3 iterations, so we used a 3 stage scheme wherew(0) = wn, wn+1 = w(3).

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Origins of the JST Scheme

The second significant change we implemented was in the construction of the artificialdiffusive terms. Because the finite volume equations are usually expressed as

Vdw

dt+R(w) = 0,

where V is the cell area or volume, and R(w) is the flux balance for the state vector, theexisting Dornier code added diffusive terms which had the form

Di,j = di+ 12 ,j− di− 1

2 ,j+ di,j+ 1

2− di,j− 1

2,

where the indices i+ 12

and j + 12

denote the cell interfaces, while, for example, thediffusive flux for the density ρ had the form

di+ 12 ,j

= ε((ρV )i+1,j − (ρV )i,j).

In the far field where ρ should eventually be constant, these diffusive terms reduce todifferences of the cell areas or volumes, with the consequence that uniform flow would nolonger satisfy the difference equations.

In order to rectify this, it was essential to base the diffusive terms on differences of the statevariables without including cell metrics. It remained necessary to determine an appropriatescaling. Since we wanted a steady state that would not depend on the time step ∆t, weconcluded that the scaling should depend on ∆t/∆t∗, where ∆t∗ is the time step for a CFLnumber of unity, which may be estimated as follows.

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Origins of the JST Scheme

On a face with vector area SSS with magnitude |S|, denote the local velocity and speed of sound by qqq andc. Then define

qs = qqq ·SSS, cs = c|S|.Now in the case of a two dimensional flow

∆t∗

=|S|

(qs+ cs)i + (qs+ cs)j

,

where (qs+ cs)i and (qs+ cs)j are average values of qs+ cs in each coordinate direction.

The quantities (qs+ cs)i and (qs+ cs)j represent the spectral radii of the Jacobian matrices of the fluxvectors in the i and j directions, so this scaling leads to diffusive terms scaled to the sum of the spectralradii, whereas it is now well known that it is sufficient to add diffusive terms scaled to the separatespectral radii in each coordinate direction. The use of the sum of the spectral radii, however, results in ascheme that is quite robust for grids containing high aspect ratio cells.

In order to accelerate convergence to a steady state, we used a variable local time step corresponding toa fixed CFL number, such that waves should propagate from the body to the far field in a fixed number oftime steps proportional to the number of mesh intervals between the body and the far field. The codealso provided for the inclusion of enthalpy damping to accelerate convergence to a steady state. Ananalysis of these ideas suggests that it might be possible to obtain exponential convergence in time,while abandoning any aspiration to time accuracy for an unsteady flow calculation.

A property of steady state Euler solutions is that the total enthalpy should be constant throughout theflow field. In order to satisfy this property, the diffusive terms for the energy equation were calculatedfrom differences of the total enthalpy instead of the total energy. It may be noted that subsequentcharacteristic based schemes, such as the Roe scheme, do not satisfy this property.

Antony Jameson Stanford University 15 / 109

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Origins of the JST Scheme

Initial tests at Dornier indicated that the new code produced significantly better results thanthe previous code. However, we remained unable to obtain fully converged steady statesolutions. At this point, the author returned to America to take up a new faculty appointmentat Princeton, and it was not until November that some new computational facilities (an IBM4341 with a processing speed of about 0.15 MFlops and 2 MB memory) became available.

After numerous tests, it was impossible to escape the conclusion that the scheme would notreliably converge to a steady state. Instead, the residuals would decrease by about threeorders of magnitude in a few hundred steps, and then oscillate with a magnitude ∼ 10−3

and a period of around 50 steps.

Antony Jameson Stanford University 16 / 109

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Origins of the JST Scheme

At this point, it appeared that the failure to converge was due to wave reflections from thefar field boundaries, and in consultation with Eli Turkel, we introduced far field boundaryconditions based on linearized characteristics. However, this failed to solve the problem.Then, in a numerical experiment in which the artificial diffusion terms were scaled with afixed coefficient instead of the pressure sensor, full convergence to a steady state wasobserved.

This indicated that more dissipation was needed to guarantee convergence, but in this formthe scheme would only be first order accurate. In order to achieve higher order accuracy, itwould be necessary to use dissipative terms based on fourth differences rather thansecond differences, or correspondingly dissipative fluxes based on third differences.

The addition of third order dissipative fluxes indeed produced a convergent scheme, but itturned out that it also led to oscillations in the vicinity of shock waves, so it becameapparent that these terms should be turned off if a shock wave could be detected. This ledto the final form of the JST scheme as presented in the 1981 paper.

Antony Jameson Stanford University 17 / 109

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Origins of the JST Scheme

A typical implementation for a one dimensional flow is as follows.Denoting the density, pressure, velocity and energy by ρ, p, u and E, the governing equations are

∂w

∂t+

∂xf(w) = 0,

where the state and flux vectors are

w =

2664ρ

ρu

ρE

3775 , f =

2664ρu

ρu2 + p

ρuH

3775and

p = (γ − 1)ρ

„E −

u2

2

«, H = E +

p

ρ.

On a uniform grid with mesh interval ∆x, the semi-discrete finite volume scheme takes the form

∆xdwj

dt+ hj+ 1

2− hj− 1

2= 0,

where wj denotes the average state in cell j, and hj+ 12

denotes the numerical flux across theinterface between cells j and j + 1.

Antony Jameson Stanford University 18 / 109

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Origins of the JST Scheme

In the JST scheme, the numerical flux is evaluated as

hj+ 12

=1

2(fj+1 + fj)− dj+ 1

2,

where fj = f(wj). The dissipative flux is

dj+ 12

= ε(2)

j+ 12

∆wj+ 12− ε(4)

j+ 12

“∆wj+ 3

2− 2∆wj+ 1

2+ ∆wj− 1

2

”,

where

∆wj+ 12

=

2664ρj+1 − ρj

(ρu)j+1 − (ρu)j

(ρuH)j+1 − (ρuH)j

3775 .The spectral radius of the Jacobian matrix ∂f

∂win cell j is rj = |u|+ c, where c is the local speed

of sound. The dissipative coefficients ε(2)

j+ 12

and ε(4)

j+ 12

are switched on and off by a pressuresensor

sj =

˛̨̨̨pj+1 − 2pj + pj−1

pj+1 + 2pj + pj−1

˛̨̨̨.

Antony Jameson Stanford University 19 / 109

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Origins of the JST Scheme

Interface values of the spectral radius and sensor may be defined as

rj+ 1

2= max(rj+1, rj), s

j+ 12

= max(sj+1, sj).

Then,ε(2)

j+ 12

= κ2sj+ 12r

j+ 12

andε(4)

j+ 12

= max(0, κ4rj+ 12− c4ε(2)

j+ 12

),

where for a transonic flow calculation, typical values of the constants are

κ2 = 1, κ4 =1

32, c4 = 2.

In any case, κ2 should be chosen to give enough lower order dissipation to prevent oscillations in thevicinity of shock waves, while c4 should be large enough to make sure that the higher order terms areturned off when the lower order dissipation is active.

It should be noted that in a smooth region of the flow, both dissipative terms scale as O(∆x3), becausethe sensor scales as O(∆x2) and accordingly ε(2)

j+ 12

scales as O(∆x2) and ε(4)j+ 1

2scales as O(1),

while ∆wj+ 1

2scales as O(∆x) and the third differences scale as O(∆x3). For this reason, quite

accurate results can be obtained without resorting to characteristic based fluxes. In fact, the numericalflux with the scalar diffusive coefficient ε(2)

j+ 12

is essentially equivalent to the Rusanov flux, with enthalpy

differences substituted for energy differences in the energy flux.

Antony Jameson Stanford University 20 / 109

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Origins of the JST Scheme

Alternative switching functions can also easily be devised. A sharper sensor is˛̨̨∆pj+ 1

2−∆pj− 1

2

˛̨̨max

““˛̨̨∆pj+ 1

2

˛̨̨+˛̨̨∆pj− 1

2

˛̨̨”, plim

” ,where ∆pj+ 1

2= pj+1 − pj and plim is a small tolerance to ensure that sj is defined when

p is constant. With this definition sj = 1 when pj is an extremum, so that pj+1 − pj andpj − pj−1 have opposite signs, but now sj scales as O(∆x) in a smooth region of the flow.This sensor has proved effective in shock tube simulations.

It has also been found that it is sometimes beneficial to use a switch which sense variationsin the density or the entropy. With the right choice of a switching function, the JST schemeis actually a total variation diminishing scheme for a scalar conservation law, as will bediscussed.

Antony Jameson Stanford University 21 / 109

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Origins of the JST Scheme

At this stage, we also re-examined the time stepping scheme. After conversations with EliTurkel, we realized that it might be possible to improve on the three stage scheme. Actuallythis belongs to the class of Runge-Kutta schemes, and the stability region of the classicalfourth order Runge-Kutta scheme indicates that one should be able to use a CFL number of2√

2 with the four stage scheme compared with 2 for the three stage scheme, and thisought to be slightly more efficient.

In order to solve a set of equations of the formdw

dt+R(w) = 0,

the classical fourth order Runge-Kutta scheme is

w(1) = w(0) −1

2∆tR(w(0)),

w(2) = w(0) −1

2∆tR(w(1)),

w(3) = w(0) −∆tR(w(2)),

w(4) = w(0) −1

6∆t`R(w(0)) + 2R(w(1)) + 2R(w(2)) +R(w(3))

´,

(2)

where w(0) = wn and w(4) = wn+1. This scheme is fourth order accurate for nonlinearproblems.

Antony Jameson Stanford University 22 / 109

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Origins of the JST Scheme

But if one is only concerned about the steady state, it can be replaced by the followingscheme which is fourth order accurate for linear problems, and has reduced memoryrequirements:

w(1) = w(0) −∆t

4R(w(0)),

w(2) = w(0) −∆t

3R(w(1)),

w(3) = w(0) −∆t

2R(w(2)),

w(4) = w(0) −∆tR(w(3)).

This eliminates the need to store the intermediate solutions.

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Origins of the JST Scheme

For steady state calculations, a further reduction in the computational costs can beachieved as follows. Suppose the residual R(w) is split into a convective part Q(w) and adissipative part D(w), arising from the artificial dissipation. In the case of Navier-Stokessimulations, this would also include the true viscous terms.

Then the idea is to freeze the dissipative terms after the first stage.

w(1) = w(0) −∆t

4

`Q(w(0)) +D(w(0))

´,

w(2) = w(0) −∆t

3

`Q(w(1)) +D(w(0))

´,

w(3) = w(0) −∆t

2

`Q(w(2)) +D(w(0))

´,

w(4) = w(0) −∆t`Q(w(3)) +D(w(0))

´.

(3)

This substantially reduces the computational cost, while it turns out that the stability regionof the modified scheme is about the same size as the standard fourth order Runge-Kuttascheme. This scheme actually does not belong to the class of standard Runge-Kuttaschemes, but rather to the class of additive Runge-Kutta schemes in which different termsof the equations are not treated in the same way. Schemes of this type have only relativelyrecently been the subject of mathematical analysis.

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Origins of the JST Scheme

Design principles of the JST scheme:(1) The scheme should be in conservation form to ensure satisfaction of the shock jump

conditions, according to the theorem of Lax and Wendroff.

(2) Second order accuracy in smooth regions of the flow.

(3) Shock waves should be captured without overshoots or oscillations, at least in the steadystate (but overshoots during the transient phase would be tolerated).

(4) The steady state should be independent of the time evolution.

(5) The scheme should be stable when using variable local time steps at a fixed CFL number, toaccelerate convergence to a steady state.

(6) The discrete steady state solution should have constant stagnation enthalpy, consistent withproperties of the true steady state solutions.

Antony Jameson Stanford University 25 / 109

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Origins of the JST Scheme

These principles dictated several aspects of the scheme. In particular, in order tosatisfy principle (4), the time integration scheme should be separated from thespace discretization scheme by first constructing a semi-discrete approximation.This rules out the Lax-Wendroff and MacCormack schemes for which the steadystate solution depends on the time step ∆t in the case of two- orthree-dimensional problems. This issue is particularly important when variablelocal time steps are used in steady state calculations. When the mesh isstretched to a large distance from the body, the far field cells may become verylarge, with correspondingly large values of ∆t.

Antony Jameson Stanford University 26 / 109

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Origins of the JST Scheme

In practice, the new scheme consistently converged to non-oscillatory steadystate solutions of transonic flows with shock waves over airfoils. Accordingly theauthor programmed to the scheme for three-dimensional flows over swept wingsin February 1981. The IBM 4341 computer which we had installed in the MAEDepartment at Princeton was not adequate for three dimensional calculations,but Cray Research agreed to run the code on their in-house machines.

Eventually this code, FLO 57, was used worldwide by the aerospace industry. Itwas the precursor of codes such as the Lockheed TEAM code and the NASAcode TLNS3D. Cray Research supplied FLO 57 to the British RAE and the DutchNLR bundled with the sale of Cray computers. In England, it was developed intoa multi-block solver by the Aircraft Research Association, and was also the basisof the EJ30 code at British Aerospace.

As an example of the industrial use of FLO 57 and its derivatives figure 2 shows acomparison between the predicted and measured drag rise of the NorthrupYF-23. This calculation, which was performed by R. J. Busch Jr., actuallypreceded the wind tunnel tests.

Antony Jameson Stanford University 27 / 109

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Origins of the JST Scheme

Figure 2: Comparison of experimental and computed drag rise curve for the YF-23 (Supplied by R. J. Bussh Jr.).

Antony Jameson Stanford University 28 / 109

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The quest for a fast solver:residual averaging and multigrid

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The Quest for a Fast Solver

Major aspects of aircraft design such as wing design require solutions of steadystate problems.

A fast steady state solver may also be an important ingredient of an implicitscheme for unsteady flow.

Antony Jameson Stanford University 30 / 109

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Steady state Solutions and Implicit Schemes

Consider the semi-discrete system

dw

dt+R(w) = 0

where R(w) is the space residual which results from spatial discretization of theflow equations.

Any implicit scheme, for example the backward Euler scheme

wn+1 = wn −∆tR`wn+1´

requires the solution of a very large number of coupled nonlinear equations whichhave the same complexity as the steady state problem

R(w) = 0.

Accordingly a fast steady state solver is an essential building block for an implicitscheme.

Antony Jameson Stanford University 31 / 109

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Paradox

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Residual averaging

After getting FLO57 to work, the author’s immediate focus was to further accelerateconvergence to a steady state. The first significant advance was the introduction of residualaveraging. In this approach, the permissible time step is increased by replacing the residualat each point by a weighted average of residuals at neighboring points.

If we consider multi-stage schemes of the type described in the previous section, in the onedimensional case, one might replace the residual Rj by the average

R̄j = εRj−1 + (1− 2ε)Rj + εRj+1 (4)

at each stage of the scheme.

This smooths the residuals and also increases the support of the scheme, thus relaxing therestriction on the time step imposed by the Courant-Friedrichs-Lewy condition. As long asε < 1

4, the absolute value |A| decreases with increasing wave numbers ξ in the range

0 ≤ ξ ≤ π. If ε = 14

, however, R̄j = 0 for the odd-even mode Rj = (−1)j .In order to avoid a restriction on the smoothing coefficient, it is better to perform theaveraging implicitly by setting

−εR̄j−1 + (1− 2ε)R̄j − εR̄j+1 = Rj . (5)

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Residual averaging

This corresponds to a discretization of the inverse Helmholtz operator. For an infiniteinterval, this equation has the explicit solution

R̄j =1− r1 + r

∞Xq=−∞

r|q|Rj+q , (6)

whereε =

r

(1− r)2, r < 1.

It may be determined by Fourier analysis that in the case of linear advection, we canperform stable calculations at any desired CFL number λ by using a large enoughsmoothing coefficient such that

ε ≥1

4

„λ

λ∗

«2

− 1

!,

where λ∗ is the stability limit of the original time stepping scheme.

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Multigrid

The second and more decisive step was the incorporation of a multigrid time steppingscheme. The author actually formulated and coded this scheme in the spring of 1981, andhad hoped to include some results in the 1981 paper. Unfortunately, the initial numericalexperiments with the scheme failed to show any acceleration. Meanwhile, Ni presented amultigrid Euler solver based on an adaptation of the Lax-Wendroff scheme.

During 1982, the author resumed efforts to get the Runge-Kutta multigrid (RKMG) schemeto work, and found some alternative time stepping schemes with good high frequencydamping properties. At first the scheme still failed, but finally it turned out that the source ofthe failure was a mistake in the main program in which two of the multigrid subroutines werecalled in the wrong order. Otherwise, the code might have worked in 1981.

Although the term agglomeration multigrid is generally associated with unstructuredmeshes, it appears that the RKMG scheme was the first to use an agglomerationprocedure. Successively coarser grids were formed by agglomerating four cells on the finergrid to form a single coarse grid cell.

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MultigridTo complete the description of the multigrid scheme, several transfer operations need to be defined. First, thesolution vector on grid k must be initialized as

w(0)k = Qk,k−1wk−1, (7)

where wk−1 is the current value on grid k − 1, and Qk,k−1 is a transfer operator. Next, it is necessary tocalculate a residual forcing function such that the solution on grid k is driven by the residuals calculated on gridk − 1. This can be accomplished by setting

Pk = Tk,k−1Rk−1(wk−1)− Rk

“w

(0)k

”, (8)

where Tk,k−1 is a residual transfer operator which aggregates the residuals from grid k − 1. Note theseresiduals should be re-evaluated, using the final values wk−1 after the completion of the updating process ongrid k − 1. Now on grid k, we replace the residual Rk(wk) by Rk(wk) + Pk at each stage of thetime-stepping scheme. Thus, the multistage scheme is reformulated as

w(1)k = w

(0)k − α1∆tk

“R

(0)k + Pk

”...

...w

(q)k = w

(0)k − αq∆tk

“R

(q−1)k + Pk

”...

...w

(m)k = w

(0)k −∆tk

“R

(m−1)k + Pk

”.

The result w(m)k provides the initial data for grid k + 1. Finally, during the ascent back up the levels to the

finest grid, the accumulated change wk − w(0)k is transferred to grid k − 1 with the aid of an interpolation

operator Ik−1,k.

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Multigrid

Figure 3: Interpolation scheme.

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Multigrid

Figure 4: Sawtooth multigrid cycle

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Multigrid

If the time step ∆tk is doubled at each coarser level, a 5-level sawtooth cycle could ideallyadvance the solution by an accumulated interval

∆t+ 2∆t+ 4∆t+ 8∆t+ 16∆t = 31∆t,

where ∆t is the time step on the fine mesh. At the same time, the computational cost of theupdates by the time-stepping scheme scales as

1 +1

4+

1

8+

1

16+

1

32+ · · · <

4

3

in a two dimensional calculation, or

1 +1

8+

1

64+

1

512+

1

4096+ · · · <

8

7

in a three dimensional calculation, to which there must be added a relatively small overhead dueto the transfer operations.

In practice, the repeated interpolation operations generate high frequency errors on each higherlevel grid, and these need to be damped by the time-stepping scheme. Accordingly, the timestepping scheme should be designed to behave like a low pass filter with the maximum possibleattenuation of the high frequency modes with wave numbers in the band π

2≤ ξ ≤ π.

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Multigrid

While the sawtooth cycle is quite effective, it has been found that W -cycles of the type illustratedin figure 5 provide additional acceleration. Once the 3-level W -cycle has been defined, W -cycleswith more levels may be generated recursively as shown in the figure. In a W -cycle, the solutionis updated twice on level 2, four times on level 3, and so on until the coarsest level is reached,where the number of updates is the same as the number on the second last level. Thus, if ∆tk isdoubled at each coarser level, the effective time interval for a 4-level W -cycle is

∆t+ 4∆t+ 16∆t+ 64∆t = 85∆t,

while the computational cost of the updates by the time-stepping scheme scales as

1 +2

8+

4

64+

4

512<

4

3

for a three dimensional calculation.

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Multigrid

3 Levels

4 Levels

5 Levels

Figure 5: Multigrid W -cycle for managing the grid calculation. E, evaluate the change in the flow for one step; T , transfer thedata without updating the solution.

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Multigrid

The actual speed up realized in practice will be less than this because of the imperfections in thetransfer operations, but it can still be very large. It should be noted, moreover, that multigridmethods simultaneously drive the solution towards equilibrium at all the grid levels.Consequently, global quantities such as the lift coefficient converge at the same rate as the localresiduals, whereas on a single grid, the local residuals may be very small, while the globalsolution is still far from equilibrium.

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Multigrid

Figure 6: NACA 0012. Steady state flow solution using multigrid acceleration method.

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Multigrid

Figure 7: NACA 0012. Steady state flow solution using multigrid acceleration method and setting ε(2) = 0.

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Additive Runge Kutta schemes with enhanced stability region

To achieve large stability intervals along both axes it pays to treat the convective and dissipative terms ina distinct fashion (Jameson 1985, 1986, Martinelli 1987).

Accordingly the residual is split asR(w) = Q(w) + D(w),

where Q(w) is the convective part and D(w) the dissipative part. Denote the time level n∆t by asuperscript n.Then the multistage time stepping scheme is formulated as

w(0)

= wn

w(1)

= w0 − α1∆t

“Q

(0)+ D

(0)”

w(2)

= w0 − α2∆t

“Q

(1)+ D

(1)”

. . .

w(k)

= w0 − αk∆t

“Q

(k−1)+ D

(k−1)”

. . .

wn+1

= w(m)

,

where the superscript k denotes the k-th stage, αm = 1, and

Q(0)

= Q“w

0”, D

(0)= β1D

“w

0”

. . .

Q(k)

= Q“w

(k)”

D(k)

= βk+1D“w

(k)”

+ (1− βk+1)D(k−1)

.

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Additive Runge Kutta schemes with enhanced stability region

The coefficients αk are chosen to maximize the stability interval along the imaginary axis,and the coefficients βk are chosen to increase the stability interval along the negative realaxis.These schemes do not fall within the standard framework of Runge-Kutta schemes, andthey have much larger stability regions.Two particularly effective schemes are:

4-2 scheme

α1 = 13

β1 = 1.00

α2 = 415

β2 = 0.50

α3 = 59

β3 = 0.00α4 = 1 β4 = 0.00

(9)

5-3 schemeα1 = 1

4β1 = 1.00

α2 = 16

β2 = 0.00

α3 = 38

β3 = 0.56

α4 = 12

β4 = 0.00α5 = 1 β5 = 0.44

(10)

The figures on the next slide display the stability regions for the standard fourth order RK4scheme and the 4-2 and 5-3 schemes. The expansion of the stability region is apparent.The modified schemes have proved to be particularly effective in conjunction with multigrid.

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Additive Runge Kutta schemes with enhanced stability region

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Extension to unstructured meshes

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Unstructured meshes

The other major direction in the evolution of the JST scheme was the extension tounstructured meshes, in joint work with Tim Baker and Nigel Weatherill.Alternative approaches to the treatment of complex configurations such as acomplete aircraft include the use of Cartesian meshes with special formulas forimmersed boundaries or cut boundary cells, or multiblock and overset body fittedstructured meshes.

The author believed that it would be very difficult to extend Cartesian meshmethods to the Reynolds averaged Navier-Stokes (RANS) equations. On theother hand, developing the mesh generation technology for body fitted structuredmeshes would be a major undertaking. Thus it seemed that the quickest route tocalculating the flow about a complete aircraft would be to use a body fittedtetrahedral mesh.

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Unstructured meshes

During 1984, the author experimented with both vertex and cell centered schemes forEuler solutions on triangular meshes. Both schemes gave satisfactory results. In thecase of a three dimensional tetrahedral mesh, however, there are typically about sixtimes as many cells as there are nodes, and it appeared that a vertex centeredformulation would be more feasible, given the memory limitations of the availablecomputers at that time.

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Unstructured meshes

Tim baker had joined Princeton as a Senior Research Scientist in 1982. Early in1985, Nigel Weatherill arrived in Princeton a six month sabbatical leave from theAircraft Research Association, and we agreed that he should investigate theDelaunay triangulation method for mesh generation. After some successfulexperiments with two dimensional configurations, we decided to attempt acalculation of a complete commercial aircraft within the year.

The author focused on writing a new flow solver, while Tim Baker and NigelWeatherill tackled the problems of mesh generation, which proved to be harderthan we had originally anticipated. Nigel Weatherill had to return to Englandbefore we had succeeded in generating a proper mesh, and it fell on Tim Baker tocomplete the work.

Cray Research supported us by providing access to an in-house Cray 1.However, because our code used the entire memory of the machine, we only hadaccess during overnight sessions at weekends, and we had to go there becausethe only way to visualize the mesh was to use the Evans and Sutherland graphicsterminals while Cray had installed. We finally got a mesh for a Boeing 747 withflow through nacelles in late November, and were able to present our first resultsat the AIAA Aerospace Sciences Meeting in Reno in January 1986.

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Unstructured meshes

The vertex centered discretization scheme can be derived directly from the integral form ofthe gas dynamics equations, in the case of a two dimensional flow

d

dt

ZDwdS +

IB

(f(w) dy − g(w) dx) (11)

for a domain D with boundary B.

The discrete scheme for the convective terms is as follows.Suppose that a particular interior node, labeled 0 for convenience, as illustrated in figure 8,is surrounded by n nearest neighbors k = 1, . . . , n, where node n+ 1 is identified withnode 1, which also form n surrounding cells. The area of the control volume is

S0 =nXk=1

Sk,

where Sk is the area of cell k.

Then, using trapezoidal integration, we approximate the integral form (11) as

S0df0

dt+

1

2

nXk=1

((fk+1 + fk)(yk+1 − yk)− (gk+1 + gk)(xk+1 − xk)) = 0, (12)

wherefk = f(wk), gk = g(wk).

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Unstructured meshes

Figure 8: Cells and nodes surrounding the vertex 0.

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Unstructured meshes

It was shown in the 1986 paper that these equations are equivalent to the equations which result from aGalerkin finite element method with linear elements, subject to a scaling factor of 3, provided that themass matrix is lumped. As it stands the scheme is not suitable for capturing shock waves in transonic orsupersonic flow, and it needs to be stabilized by the addition of upwind biasing terms.

For this purpose, it can be rearranged as an edge based scheme in the following manner. Since fk andgk contribute to the flux across the edges from k − 1 to k and k to k + 1 in the trapezoidal integrationrule, they actually make a contribution

1

2(fk(yk+1 − yk−1)− gk(xk+1 − xk−1)).

Associating the intervals∆yk0 = yk+1 − yk−1, ∆xk0 = xk+1 − xk−1,

with the edge k0, equation (12) is thus equivalent to

S0dw0

dt+

1

2

nXk=1

(fk∆yk0 − gk∆xk0) = 0.

However, since the sums of ∆yk0 and ∆xk0 are zero around a closed loop, we can add or subtract f0and g0 to obtain the equivalent radial edge based schemes

S0dw0

dt+

1

2

nXk=1

((fk + f0)∆yk0 − (gk + g0)∆xk0) = 0, (13)

and

S0dw0

dt+

1

2

nXk=1

((fk − f0)∆yk0 − (gk − g0)∆xk0) = 0. (14)

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Unstructured meshes

It is then possible to add stabilizing diffusive terms along each edge. To construct acharacteristic based scheme using the Roe flux, for example, we define a generalized Roematrix Ak0 along the edge k0 satisfying

Ak0(wk − w0) = (fk − f0)∆yk0 − (gk − g0)∆xk0.

Then we subtract an artificial diffusion term 12|Ak0|(wk − w0) along each edge to produce

the upwind scheme

S0dw0

dt+

1

2

nXk=1

((fk + f0)∆yk0 − (gk + g0)∆xk0 − |Ak0|(wk − w0)) = 0, (15)

which may equivalently be written as

S0dw0

dt=

1

2

nXk=1

(|Ak0| −Ak0)(wk − w0).

We can also formulate a scheme with scalar diffusion

S0dw0

dt+

1

2

nXk=1

((fk + f0)∆yk0 + (gk − g0)∆xk0 − εk0(wk − w0)) = 0, (16)

whereεk0 = max |λ(Ak0)|.

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Unstructured meshes

The schemes (15) and (16) are only first order accurate. In the case of the scheme (16)with scalar diffusion, a relatively simple way to obtain a more accurate scheme is to recyclethe edge differencing procedure. The accumulated dissipative term in equation (16) from allthe edges may be written as

D(1)0 =

nXk=1

ε(1)k0 (wk − w0), (17)

where now the superscript 1 is included to denote that this is the first order dissipative term.

In order to define a higher order dissipative term, we set

E0 =nXk=1

(wk − w0) (18)

at every mesh point, and then set

D(2)0 =

nXk=1

ε(2)k0 (Ek − E0). (19)

The Jameson-Schmidt-Turkel (JST) scheme can now be emulated by blending D(1)0 and

D(2)0 and adapting the coefficients ε(1)

k0 and ε(2)k0 to the local pressure gradient.

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Unstructured meshes

This was the scheme that was used to calculate the flow past a Boeing 747 inDecember 1985. It has proved to be robust, and it has been found to have good shockcapturing capabilities. Figures 9 and 10 show the original calculation for the Boeing747. Figures 11-12 show some representative calculations on finer meshes using thesame code, while we called the Airplane code.

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Unstructured meshes

Figure 9: Surface mesh distribution for the Boeing 747-200.

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Unstructured meshes

Figure 10: Pressure contours on the aircraft surface; M = 0.84, α = 2.73◦.

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Unstructured meshes

Pressure distribution over MD11, Ma = 0.825. Contours of Mach number over A320 wing surface.

Figure 11: AIRPLANE code results

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Unstructured meshes

Pressure distribution over NASA High Speed Civil Transport, Ma = 2.4. Pressure distribution over X33, Ma = 2.0.

Figure 12: AIRPLANE code results

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Unstructured meshes

In recent years, finite volume schemes based on median dual meshes have become quitepopular. Such a scheme was apparently first proposed by Vijayasundaram. Moreover, it iseasy to show that at interior points, the scheme presented in this section is in fact exactlyequivalent to a finite volume scheme using median dual control volumes.

Referring to figure 13, the median dual control volume is defined by connecting thecentroids Vk of each neighboring cell to the midpoints of the edges k0. Since 1/3 of thearea of each neighboring cell is assigned to the median dual control volume, its area is

equal to 13

nPk=1

Sk. Now, the flux along edge k0 is calculated as

1

2((fk + f0)(y(Vk)− y(Vk−1))− (gk + g0)(x(Vk)− x(Vk−1))).

Due to the construction from the medians, however,

y(Vk)− y(Vk−1) =1

3∆yk0,

x(Vk)− x(Vk−1) =1

3∆xk0.

Thus, the formulas are exactly equivalent to equation (13) multiplied by 1/3. Since themedian dual control volumes exactly cover the domain without overlapping, it isimmediately evident that the scheme is conservative.

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Unstructured meshes

Figure 13:

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Unstructured meshes

The equivalence of schemes using aggregated and dual control volumes can also beproven in the three dimensional case, with a scaling factor of 4, although there is littleapparent similarity between the control volumes, as illustrated in figure 14.

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Unstructured meshes

Figure 14: Aggregated and median dual control volumes.

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Reformulation as a total variationdiminishing (TVD) scheme

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TVD scheme

Harten’s introduction of the concept of total variation diminishing (TVD) schemesoffered a rational approach to the construction of non-oscillatory shock capturingschemes, and provoked a general rethinking of CFD algorithms for compressible flow.Harten’s theory applies to scalar conservation laws, but it provides a useful guidelineto the treatment of systems of conservation laws, such as the gas dynamicsequations. When applied to a scalar conservation law, the JST scheme can readily bereformulated as a TVD scheme.

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TVD scheme

The total variation, defined as

TV (u) =

Z b

a

˛̨̨̨∂u

∂x

˛̨̨̨dx

for a function u, or

TV (v) =

nXj=1

|vj+1 − vj |

for a discrete sequence vj , is a direct measure of oscillation.

It is useful to note, however, that the total variation is closely related to the local extrema of a function orsequence. Referring to figure (15), it can be seen each extremum contributes to the total variation for thesegments on either side up to the next extrema. Thus

TV (u) = 2X

(interior maxima)

−2X

(interior minima)

±(the end values). (20)Similarly in the discrete case

TV (v) = 2X

(interior maxima)

−2X

(interior minima)

±v0 ± vn. (21)

It follows that a local extremum diminishing (LED) scheme, constructed such that local extrema cannotincrease, is also a TVD scheme.

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TVD scheme

Figure 15: Equivalent LED and TVD schemes (one dimensional case)

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Discrete LED/TVD scheme

Consider the general discrete scheme

vn+1i =

Xj

cijvnj ,

where the solution at time level n+ 1 depends on the solution over an arbitrarily large stencil of points attime level n. If this approximates an equation with no source term, and vj is constant at time level n,then the solution should remain unchanged. Accordingly for consistency,X

j

cij = 1.

But ˛̨̨v

n+1i

˛̨̨≤X

j

|cij |˛̨̨v

nj

˛̨̨≤

0@Xj

|cij |

1Amaxj

˛̨̨v

nj

˛̨̨.

Thus˛̨̨vn+1

i

˛̨̨will be bounded by the extrema in the stencil ifX

j

|cij | ≤ 1.

This is only possible ifcij ≥ 0.

Moreover, local extrema cannot increase if the stencil is compact, with cij = 0 and if the mesh points iand j are not nearest neighbors.

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Semi-discrete LED/TVD scheme

A general semi-discrete scheme has the form

dvi

dt=X

j

aijvj .

If this approximates an equation with no source term, dvidt = 0 if vj is constant and accordingly for

consistency, Xj

aij = 0.

It follows that the semi-discrete scheme can be rewritten asdvi

dt=Xj 6=i

aij(vj − vi)

without loss of generality.

Now, if the coefficientsaij ≥ 0, j 6= i,

it follows thatdvi

dt≤ 0 if vi is a local maximum

anddvi

dt≥ 0 if vi is a local minimum.

Thus, the scheme will be LED if it has a compact stencil with positive coefficients.

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Semi-discrete LED/TVD scheme

It is easy to see that any semi-discrete LED scheme can be converted into acorresponding fully discrete forward Euler LED scheme

vn+1i = vni + ∆t

Pj 6=i

aij`vnj − vni

´=

1−∆t

Pj 6=i

aij

!vni +

Pj 6=i

∆t aijvnj ,

where now the diagonal coefficient will be non-negative if the time step satisfies thegeneralized CFL condition 0@ iX

j 6=i

aij

1A∆t ≤ 1.

Antony Jameson Stanford University 72 / 109

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Semi-discrete LED/TVD scheme

Dating back to the work of Godunov, it has been known that schemes that areguaranteed to produce monotonic solutions through shock waves can be at most firstorder accurate. This was the dilemma, highlighted by Van Leer in his sequence ofpapers, which must be addressed in any attempt to develop higher order schemes,generally labeled “high resolution schemes” in the decade 1980 – 1990. In order todevelop a higher order scheme which is LED and consequently TVD, the first step,however, is to construct 3-point first order accurate schemes. One route to this is tointroduce artificial diffusive terms which produce an upwind bias.

Antony Jameson Stanford University 73 / 109

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Artificial Diffusion and LED Schemes

Suppose that the scalar conservation law

∂v

∂t+

∂xf(v) = 0

is approximated by the semi-discrete scheme

∆xdvdt

+ h+ 12− h− 1

2= 0 j j+1

hj−1/2

hj+1/2

j−1

where the numerical flux is

h+ 12

=1

2(f+1 + f)− α+ 1

2(v+1 − v)

Define a numerical estimate of the wave speed a(v) = ∂f∂v

as

a+ 12

=

8><>:f+1−f

v+1−v, v+1 6= v

∂f∂v|v , v+1 = v

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Artificial Diffusion and LED Schemes (continued)

then the numerical flux

h+ 12

= f +1

2(f+1 − f)− α+ 1

2(v+1 − v)

= f −„α+ 1

2− 1

2a+ 1

2

«(v+1 − v)

and

h− 12

= f −1

2(f − f−1)− α− 1

2(v − v−1)

= f −„α− 1

2+

1

2a− 1

2

«(v − v−1)

The semi-discrete scheme then reduces to∆x

dvdt

= (α+ 12− 1

2a+ 1

2)(v+1 − v)− (α− 1

2+ 1

2a− 1

2)(v − v−1)

This is LED if α+ 12≥ 1

2|a+ 1

2| ∀.

Antony Jameson Stanford University 75 / 109

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Jameson-Schmidt-Turkel (JST) Scheme

This scheme blends low and high order diffusion.Suppose that the scalar conservation law

∂v

∂t+

∂xf(v) = 0

is approximated by the semi-discrete scheme

∆xdvdt

+ h+ 12− h− 1

2= 0 j j+1

hj−1/2

hj+1/2

j−1

In the JST scheme, the numerical flux is

h+ 12

=1

2(f+1 + f)− d+ 1

2

where the diffusive flux has the form

d+ 12

= ε(2)

+ 12∆v+ 1

2− ε(4)

+ 12(∆v+ 3

2− 2∆v+ 1

2+ ∆v− 1

2)

with∆v+ 1

2= v+1 − v

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JST Scheme

Let a+ 12

be an estimate of the wave speed ∂f∂v

a+ 12

=f+1 − fv+1 − v

or∂f

∂v|v=v if v+1 = v

Theorem: The JST scheme is LED if whenever v or v+1 is an extremum

ε(2)

+ 12≥ 1

2|a+ 1

2|, ε

(4)

+ 12

= 0

Proof: At an extremum the scheme reduces to

∆xdvdt

=

„ε(2)

+ 12− 1

2a+ 1

2

«∆v+ 1

2−„ε(2)

− 12

+1

2a− 1

2

«∆v− 1

2

where each term in parenthesis ≥ 0.

Antony Jameson Stanford University 77 / 109

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JST Scheme at a Maximum

The condition that ε(4)

+ 12

= 0 if v or v+1 is an extremum

=⇒ ε(4)

+ 12

= ε(4)

− 12

= 0.

(4)εj+1/2 =0=0

j+2j+1jj−1j−2

j−1/2(4)ε

Hence the scheme reduces to a 3-point scheme and

dvdt≤ 0

ifε(2)

+ 12≥ 1

2|a+ 1

2|, ε

(2)

− 12≥ 1

2|a− 1

2|,

since then the coefficients multiplying (v+1 − v) and (v−1 − v) are both ≥ 0.

Antony Jameson Stanford University 78 / 109

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Symmetric TVD Schemes

Symmetric TVD schemes were proposed by the author in 1984 and Helen Yee in 1985. Theauthor’s scheme was subsequently refined as the symmetric limited positive (SLIP)scheme.

In the SLIP scheme, the diffusive flux is defined as

dj+ 12

= αj+ 12

“∆vj+ 1

2− L

“∆vj+ 3

2,∆vj− 1

2

””The formulation is based on the concept of limited averages. A limited average L(u, v) of uand v is defined as an average with the following properties.

P1: L(u, v) = L(v, u)P2: L(αu, αv) = αL(u, v)P3: L(u, u) = uP4: L(u, v) = 0 if u and v have opposite signs; otherwise L(u, v) has the sign as uand v; or the same sign as whichever is nonzero if u = 0 or v = 0

The first three properties are satisfied by the arithmetic average. It is the fourth propertythat distinguishes the limited average.

Antony Jameson Stanford University 79 / 109

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Symmetric TVD Schemes

A general class of limiters satisfying conditions P1 - P4 can be constructed as thearithmetic average multiplied by a switch:

L(u, v) =1

2D(u, v)(u+ v)

where 0 ≤ D(u, v) ≤ 1 and D(u, v) = 0 if u and v have opposite signs This is realized bythe formula

D(u, v) = 1−˛̨̨̨u− vu+ v

˛̨̨̨qwhere q is a positive integer.

This definition contains some of the previously defined limiters as follows:

q = 1 gives Minmod

q = 2 gives the Van Leer limiter since1

2

1−

˛̨̨̨u− vu+ v

˛̨̨̨2!(u+ v) =

2uv

u+ v

As q →∞, L(u, v) approaches a limit set by the arithmetic mean if u and v have the samesign and zero if they have opposite signs. The corresponding switch φ(r) = L(1, r) isillustrated in figure 16.

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Symmetric TVD Schemes

Figure 16: Switch φ as a function of r and q

Antony Jameson Stanford University 81 / 109

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Symmetric TVD Schemes

With this class of limiters the SLIP scheme recovers a variant of the JST schemesince

D(u, v) = 1−R(u, v)

where R(u, v) is the switch used in the JST scheme. Set

Qj+ 12

= R(∆vj+ 32,∆vj− 1

2)

Then the SLIP scheme can be written as

dj+ 12

= αj+ 12

∆vj+ 1

2− 1

2(1−Qj+ 1

2)(∆vj+ 3

2+ ∆vj− 1

2)

ff= αj+ 1

2Qj+ 1

2∆vj+ 1

2− 1

2αj+ 1

2(1−Qj+ 1

2)(∆vj+ 3

2− 2∆vj+ 1

2+ ∆vj− 1

2)

This is the JST scheme with κ4 =1

2.

Antony Jameson Stanford University 82 / 109

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Symmetric TVD Schemes

It may also be noted that the SLIP scheme may be reformulated as a second orderaccurate reconstruction scheme in which the left and right states at the interface j + 1

2are

set equal to

wL = wj +1

2L“

∆wj+ 32,∆wj− 1

2

”and

wR = wj −1

2L“

∆wj+ 32,∆wj− 1

2

”so that

wR − wL = ∆wj+ 12− L

“∆wj+ 3

2,∆wj− 1

2

”.

Then, a scheme with scalar diffusion is recovered by setting

dj+ 12

= αj+ 12

(wR − wL).

On the other hand, any two point flux function f(wR, wL) may be used as the interface flux.In this manner, the SLIP scheme can be combined with the Roe flux, or, for example, theauthor’s E- and H-CUSP schemes, and it has proven to be very robust. Figure 17 shows atransonic flow solution using SLIP reconstruction with the Roe flux while figure 18 shows asolution for the flow over a blunt body at Mach 8 using SLIP reconstruction with theH-CUSP flux developed by the author.

Antony Jameson Stanford University 83 / 109

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Symmetric TVD Schemes

(a) (b)

Figure 17: NACA 0012: Roe flux with SLIP reconstruction and symmetric Gauss-Seidel multigrid scheme.

Antony Jameson Stanford University 84 / 109

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Symmetric TVD Schemes

(a) (b)

Figure 18: Blunt body: H-CUSP scheme.

Antony Jameson Stanford University 85 / 109

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Application to unsteady flows

Antony Jameson Stanford University 86 / 109

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Unsteady flows

While the primary goal of the JST scheme was the solution of steady state problems,it can also be used directly for time dependent simulations provided that the sametime step is used throughtout the domain. In this case, the multigrid time steppingprocedure should not be used, and the additive Runge-Kutta schemes are notappropriate. Instead, one should use the standard fourth order Runge-Kutta scheme:

w(1) = w(0) − 1

2∆tR(w(0)),

w(2) = w(0) − 1

2∆tR(w(1)),

w(3) = w(0) −∆tR(w(2)),

w(4) = w(0) − 1

6∆t“R(w(0)) + 2R(w(1)) + 2R(w(2)) +R(w(3))

”.

Antony Jameson Stanford University 87 / 109

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Unsteady flows

In the case of a flow with moving shock waves, one may prefer to use one of thestrong stability preserving (SSP) Runge-Kutta schemes developed during the last twodecades by Shu, Gottlieb and others. These schemes can be expressed as convexcombinations of forward Euler steps, and consequently, as long as the time step isappropriately restricted, they preserve strong stability properties, such as the TVDproperty, whenever the forward Euler discretization has these properties. An attractivechoice is the Shu-Osher scheme.

w(1) = w(0) −∆tR“w(0)

”,

w(2) =3

4w(0) +

1

4

“w(1) −∆tR(w(1)

”,

w(3) =1

3w(0) +

2

3

“w(2) −∆tR(w(2)

”,

which is third order accurate and SSP for CFL numbers ≤ 1.

Antony Jameson Stanford University 88 / 109

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Unsteady flows

Figure 19 shows the results of a shock tube calculation for the well known Sod testcase using the JST scheme in conjunction with the Shu-Osher time stepping schemeat a CFL number of unity. For this calculation, the sensor was based on the density inorder to detect the contact discontinuity. Setting

r =

˛̨̨∆ρj+ 1

2−∆ρj− 1

2

˛̨̨max

““˛̨̨∆ρj+ 1

2

˛̨̨+˛̨̨∆ρj− 1

2

˛̨̨”, ρlim

” ,sj = r2,

so that it scales O(∆x2) in smooth regions, while the JST constants were κ2 = 1,κ4 = 1

32and c4 = 4.

Antony Jameson Stanford University 89 / 109

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Unsteady flows

Pressure Density

Velocity Energy

Figure 19: Sod shock tube problem with the JST scheme: 640 cells

Antony Jameson Stanford University 90 / 109

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Application to the Reynolds averagedNavier-Stokes (RANS) equations

Antony Jameson Stanford University 91 / 109

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RANS application

The JST scheme has proven quite successful for viscous compressible flowsmodeled by the Reynolds averaged Navier-Stokes (RANS) equations. A majorobstacle to obtaining fast convergence to a steady state is the need to compressthe mesh in the boundary layer towards the wall, so that the height of the firstmesh cell is ≈ y+ = 1 measured in viscous wall units. These results in very highaspect ratio cells near the wall. Here the flexibility of the JST scheme proveshelpful.

In the doctoral research of Martinelli, it was found that convergence could beimproved by rescaling the spectral radii in the i and j coordinate directions.Suppose that these are ri and rj respectively. Then setting a = ri, we scale ε(2)

and ε(4) in the i and j coordinate directions to

r̃i = ri

„1 +

1

a

«βand

r̃j = rj (1 + a)β ,

where it has been found by numerical experimentation that a good choice for theexponent is β = 2/3.

Antony Jameson Stanford University 92 / 109

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RANS application

Multigrid RANS calculations using Runge-Kutta schemes generally exhibit fastconvergence of the residual by around three orders of magnitude over the first 50steps, but slow asymptotic convergence after that. Nevertheless, the lift and dragcoefficients are usually converged to four digits in around 300 steps.

Recently the author has been able to obtain sustained fast convergence with ahybrid Runge-Kutta symmetric Gauss-Seidel (RKSGS) scheme along the linessuggested by Rossow and Swanson, Turkel and Rossow. In this scheme, thecorrections are modified by a preconditioner which uses a single double sweep ofa symmetric LUSGS scheme at each Runge-Kutta stage. As in the additiveRunge-Kutta scheme, the diffusive part of the residual (both the true viscousterms and the added dissipative terms) is under-relaxed at each stage, while thepreconditioned solution is over-relaxed. This time integration scheme seems tobe particularly effective when it is combined with the JST scheme.

Antony Jameson Stanford University 93 / 109

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RANS application

Figure 20 shows the results for the RAE 2822, Case 9, calculated on a 512 × 64C-mesh. In this calculation, the residual was reduced 13 orders of magnitude in100 multigrid W-cycles, with a mean convergence rate of 0.7446. The additiveRK scheme had two stages with coefficients

α1 = 0.24, α2 = 1,

andβ1 = 1, β2 = 2/3.

The over-relaxation factor for the preconditiner was 1/0.65 on both fine andcoarse grids.

Figures 6 and 7 show transonic and hypersonic RANS calculations for theONERA M6 wing using a 3-stage scheme with coeffcients

α1 = 0.14, α2 = 0.4, α3 = 1,

andβ1 = 1, β2 = 0.5, β3 = 0.5.

Antony Jameson Stanford University 94 / 109

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RANS application

(a) (b)

Figure 20: RAE 2822, Case 9; M = 0.73, α = 2.79◦.

Antony Jameson Stanford University 95 / 109

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Results of RK-SGS Scheme Combined with JST Scheme

ONERA M6 WingM = 0.84, α = 3.06, Re = 6× 106

5 Digit accuracy of CL and CD in 20 steps (Convergence Rate = 0.56)

15 Orders of magnitude reduction of residuals to machine zero in 130 steps (Convergence Rate = 0.77)

Antony Jameson Stanford University 96 / 109

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Results of RK-SGS Scheme Combined with JST Scheme

ONERA M6 WingM = 8.0, α = 10.0, Re = 6× 106

Solution in 150 steps (Convergence Rate = 0.92)

Needs extra dissipation during the first 80 steps to avoid negative pressure near the wing tip.

Antony Jameson Stanford University 97 / 109

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Conclusionand some thoughts for the future

Antony Jameson Stanford University 98 / 109

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Conclusion

The JST scheme has had a longevity which was unanticipated (at least by theauthor). It is probably fair to say that it was the first numerical scheme for theEuler equations which reliably produced non-oscillatory solutions for flows withshock waves, and also reliably converged to a steady state.

As a more complete theory for the design of high resolution shock capturingschemes emerged, it became apparent that the JST scheme could easily bereformulated as a TVD scheme. It also proved to be easily extendable tounstructured meshes, and it seems to be one of the preferred options inStanford’s SU2 software and the German Tau code.

It has recently been found that very fast steady state RANS solutionsapproaching “textbook“ multigrid convergence rates, can be realized when theJST scheme is used in conjunction with an RKSGS time integration scheme.

The JST scheme has also proved to be a competitive discretization scheme forproblems in solid mechanics. Figure 21 shows the response of a beam to alateral impact calculated by the JST scheme.

Antony Jameson Stanford University 99 / 109

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Conclusion

Figure 21: Three dimensional bending column. Initial uniform velocity V0 = 10(cos(30), sin(30), 0)T m/s. Comparison of thepressure distribution for two different materials: hyperelastic constitutive model (a), von Mises hyperelastic plastic constitutivemodels (b), (c) at time t = 0.45 s. Young’s modulus E = 1.7× 107 Pa, density ρ0 = 1.1× 103 kg/m3 and Poisson’s ratioν = 0.45. Yield stress, τ̄0

y = 2 GPa (b), τ̄0y = 1 GPa (c), hardening modulus H = 0.5 GPa. JST spatial discretisation with

h = 1/6 m, κ(4) = 1/128 and αCFL = 0.4. Source: Aguirre et al..

Antony Jameson Stanford University 100 / 109

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Conclusion

The JST scheme has certainly contributed to the development of second orderaccurate high resolution shock capturing schemes. However, in the last decade,CFD has been on a plateau where RANS simulations have been performed forincreasingly complex configurations and progressively finer meshes, now of theorder of 100 million cells. These calculations cannot adequately simulate vortexdominated flows such as rotorcraft flows, because second order accuratediscretizations introduce too much numerical dissipation, with the consequencethat vortices get washed out before they have traveled any significant distance.

The remaining slides survey the current status of CFD, and offer some thoughtsfor the future.

Antony Jameson Stanford University 101 / 109

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The Current Status of CFD

Worldwide commercial and government codes are based on algorithmsdeveloped in the 80s and 90s.

These codes can handle complex geometry but are generally limited to 2nd orderaccuracy.

They cannot handle turbulence without modeling.

Unsteady simulations are very expensive, and questions over accuracy remain.

Antony Jameson Stanford University 102 / 109

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CFD Contributions to B787

Antony Jameson Stanford University 103 / 109

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CFD Contributions to A380

Antony Jameson Stanford University 104 / 109

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The Future of CFD

CFD has been on a plateau for the past 15 years.

Representations of current state of the art:Formula 1 carsComplete aircrafts

The majority of current CFD methods are not adequate for vortex dominated andtransitional flows:

RotorcraftHigh-lift systemsFormation flying

In order to address these currently intractable problems we need to movetowards higher fidelity simulations with large eddy simulation (LES), or ultimatelydirect numerical simulation (DNS).

Antony Jameson Stanford University 105 / 109

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Large Eddy Simulation

The number of DoF for an LES of turbulent flow over an airfoil scales as Re1.8c (resp.

Re0.4c ) if the inner layer is resolved (resp. modeled)

Rapid advances in computer hardware should make LES feasible within theforeseeable future for industrial problems at high Reynolds numbers. To realizethis goal requires

High-order algorithms for unstructured meshes (complex geometries)

Sub-Grid Scale models applicable to wall bounded flows

Massively parallel implementation

Antony Jameson Stanford University 106 / 109

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Large Eddy Simulation of Flow Past Square Cylinder: ReD = 21400

Antony Jameson Stanford University 107 / 109

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The future of CFD

Predicting the future is generally ill advised.However, the following are the author’s opinions:

The early development of CFD in the Aerospace Industry was primarily driven bythe need to calculate steady transonic flows: this problem is quite well solved.

CFD has been on a plateau for the last 15 years with 2nd-order accurate FVmethods for the RANS equations almost universally used in both commercial andgovernment codes which can treat complex configurations.

These methods cannot reliably predict complex separated, unsteady and vortexdominated flows.

Ongoing advances in both numerical algorithms and computer hardware andsoftware should enable an advance to LES for industrial applications within theforeseeable future.

Research should focus on high-order methods with minimal numerical dissipationfor unstructured meshes to enable the treatment of complex configurations.

Eventually DNS may become feasible for high Reynolds number flows...

hopefully with a smaller power requirement than a wind tunnel.

Antony Jameson Stanford University 108 / 109

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Acknowledgment

The author benefited greatly from the mentoring of Paul Garabedian at the CourantInstitute. During the early years of the development of the JST scheme, the researchwas supported in part by NASA and also the Office of Naval Research, originallyunder the oversight of Morton Cooper, and later under the oversight of Spiro Lekoudis.During the last twenty years, the author has had continuing support from the AFOSRComputational Mathematics Program, recently under the direction of Fariba Fahroo.

Antony Jameson Stanford University 109 / 109