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1 jmc 1.23 % $Header: /u/gcmpack/manual/part2/tracer.tex,v 1.22 2006/06/28 17:01:34 jmc Exp $
2 adcroft 1.2 % $Name: $
3 adcroft 1.1
4     \section{Tracer equations}
5 adcroft 1.12 \label{sect:tracer_equations}
6 edhill 1.18 \begin{rawhtml}
7     <!-- CMIREDIR:tracer_equations: -->
8     \end{rawhtml}
9 adcroft 1.1
10 adcroft 1.2 The basic discretization used for the tracer equations is the second
11     order piece-wise constant finite volume form of the forced
12 cnh 1.8 advection-diffusion equations. There are many alternatives to second
13 adcroft 1.2 order method for advection and alternative parameterizations for the
14     sub-grid scale processes. The Gent-McWilliams eddy parameterization,
15     KPP mixing scheme and PV flux parameterization are all dealt with in
16     separate sections. The basic discretization of the advection-diffusion
17     part of the tracer equations and the various advection schemes will be
18     described here.
19    
20 adcroft 1.3 \subsection{Time-stepping of tracers: ABII}
21 adcroft 1.12 \label{sect:tracer_equations_abII}
22 edhill 1.18 \begin{rawhtml}
23     <!-- CMIREDIR:tracer_equations_abII: -->
24     \end{rawhtml}
25 adcroft 1.3
26     The default advection scheme is the centered second order method which
27     requires a second order or quasi-second order time-stepping scheme to
28     be stable. Historically this has been the quasi-second order
29     Adams-Bashforth method (ABII) and applied to all terms. For an
30     arbitrary tracer, $\tau$, the forced advection-diffusion equation
31     reads:
32     \begin{equation}
33     \partial_t \tau + G_{adv}^\tau = G_{diff}^\tau + G_{forc}^\tau
34     \end{equation}
35     where $G_{adv}^\tau$, $G_{diff}^\tau$ and $G_{forc}^\tau$ are the
36     tendencies due to advection, diffusion and forcing, respectively,
37     namely:
38     \begin{eqnarray}
39     G_{adv}^\tau & = & \partial_x u \tau + \partial_y v \tau + \partial_r w \tau
40     - \tau \nabla \cdot {\bf v} \\
41     G_{diff}^\tau & = & \nabla \cdot {\bf K} \nabla \tau
42     \end{eqnarray}
43     and the forcing can be some arbitrary function of state, time and
44     space.
45    
46     The term, $\tau \nabla \cdot {\bf v}$, is required to retain local
47     conservation in conjunction with the linear implicit free-surface. It
48     only affects the surface layer since the flow is non-divergent
49     everywhere else. This term is therefore referred to as the surface
50     correction term. Global conservation is not possible using the
51     flux-form (as here) and a linearized free-surface
52 adcroft 1.10 (\cite{griffies:00,campin:02}).
53 adcroft 1.3
54     The continuity equation can be recovered by setting
55     $G_{diff}=G_{forc}=0$ and $\tau=1$.
56    
57 cnh 1.8 The driver routine that calls the routines to calculate tendencies are
58 adcroft 1.3 {\em S/R CALC\_GT} and {\em S/R CALC\_GS} for temperature and salt
59     (moisture), respectively. These in turn call a generic advection
60     diffusion routine {\em S/R GAD\_CALC\_RHS} that is called with the
61 cnh 1.8 flow field and relevant tracer as arguments and returns the collective
62     tendency due to advection and diffusion. Forcing is add subsequently
63     in {\em S/R CALC\_GT} or {\em S/R CALC\_GS} to the same tendency
64 adcroft 1.3 array.
65    
66     \fbox{ \begin{minipage}{4.75in}
67     {\em S/R GAD\_CALC\_RHS} ({\em pkg/generic\_advdiff/gad\_calc\_rhs.F})
68    
69     $\tau$: {\bf tracer} (argument)
70    
71     $G^{(n)}$: {\bf gTracer} (argument)
72    
73     $F_r$: {\bf fVerT} (argument)
74    
75     \end{minipage} }
76    
77 cnh 1.8 The space and time discretization are treated separately (method of
78     lines). Tendencies are calculated at time levels $n$ and $n-1$ and
79 adcroft 1.4 extrapolated to $n+1/2$ using the Adams-Bashforth method:
80 adcroft 1.3 \marginpar{$\epsilon$: {\bf AB\_eps}}
81     \begin{equation}
82 adcroft 1.4 G^{(n+1/2)} =
83 adcroft 1.3 (\frac{3}{2} + \epsilon) G^{(n)} - (\frac{1}{2} + \epsilon) G^{(n-1)}
84     \end{equation}
85     where $G^{(n)} = G_{adv}^\tau + G_{diff}^\tau + G_{src}^\tau$ at time
86 cnh 1.8 step $n$. The tendency at $n-1$ is not re-calculated but rather the
87     tendency at $n$ is stored in a global array for later re-use.
88 adcroft 1.4
89     \fbox{ \begin{minipage}{4.75in}
90     {\em S/R ADAMS\_BASHFORTH2} ({\em model/src/adams\_bashforth2.F})
91    
92     $G^{(n+1/2)}$: {\bf gTracer} (argument on exit)
93    
94     $G^{(n)}$: {\bf gTracer} (argument on entry)
95    
96     $G^{(n-1)}$: {\bf gTrNm1} (argument)
97    
98     $\epsilon$: {\bf ABeps} (PARAMS.h)
99    
100     \end{minipage} }
101    
102 cnh 1.8 The tracers are stepped forward in time using the extrapolated tendency:
103 adcroft 1.4 \begin{equation}
104     \tau^{(n+1)} = \tau^{(n)} + \Delta t G^{(n+1/2)}
105     \end{equation}
106     \marginpar{$\Delta t$: {\bf deltaTtracer}}
107    
108     \fbox{ \begin{minipage}{4.75in}
109     {\em S/R TIMESTEP\_TRACER} ({\em model/src/timestep\_tracer.F})
110    
111     $\tau^{(n+1)}$: {\bf gTracer} (argument on exit)
112    
113     $\tau^{(n)}$: {\bf tracer} (argument on entry)
114    
115     $G^{(n+1/2)}$: {\bf gTracer} (argument)
116    
117     $\Delta t$: {\bf deltaTtracer} (PARAMS.h)
118    
119     \end{minipage} }
120 adcroft 1.3
121     Strictly speaking the ABII scheme should be applied only to the
122 cnh 1.8 advection terms. However, this scheme is only used in conjunction with
123 adcroft 1.3 the standard second, third and fourth order advection
124     schemes. Selection of any other advection scheme disables
125     Adams-Bashforth for tracers so that explicit diffusion and forcing use
126     the forward method.
127    
128    
129    
130    
131 adcroft 1.4 \section{Linear advection schemes}
132 adcroft 1.12 \label{sect:tracer-advection}
133 afe 1.14 \begin{rawhtml}
134 afe 1.15 <!-- CMIREDIR:linear_advection_schemes: -->
135 afe 1.14 \end{rawhtml}
136 adcroft 1.3
137     \begin{figure}
138     \resizebox{5.5in}{!}{\includegraphics{part2/advect-1d-lo.eps}}
139     \caption{
140     Comparison of 1-D advection schemes. Courant number is 0.05 with 60
141     points and solutions are shown for T=1 (one complete period).
142     a) Shows the upwind biased schemes; first order upwind, DST3,
143     third order upwind and second order upwind.
144     b) Shows the centered schemes; Lax-Wendroff, DST4, centered second order,
145     centered fourth order and finite volume fourth order.
146     c) Shows the second order flux limiters: minmod, Superbee,
147     MC limiter and the van Leer limiter.
148     d) Shows the DST3 method with flux limiters due to Sweby with
149     $\mu=1$, $\mu=c/(1-c)$ and a fourth order DST method with Sweby limiter,
150     $\mu=c/(1-c)$.
151     \label{fig:advect-1d-lo}
152     }
153     \end{figure}
154    
155     \begin{figure}
156     \resizebox{5.5in}{!}{\includegraphics{part2/advect-1d-hi.eps}}
157     \caption{
158     Comparison of 1-D advection schemes. Courant number is 0.89 with 60
159     points and solutions are shown for T=1 (one complete period).
160     a) Shows the upwind biased schemes; first order upwind and DST3.
161     Third order upwind and second order upwind are unstable at this Courant number.
162     b) Shows the centered schemes; Lax-Wendroff, DST4. Centered second order,
163     centered fourth order and finite volume fourth order and unstable at this
164     Courant number.
165     c) Shows the second order flux limiters: minmod, Superbee,
166     MC limiter and the van Leer limiter.
167     d) Shows the DST3 method with flux limiters due to Sweby with
168     $\mu=1$, $\mu=c/(1-c)$ and a fourth order DST method with Sweby limiter,
169     $\mu=c/(1-c)$.
170     \label{fig:advect-1d-hi}
171     }
172     \end{figure}
173    
174     The advection schemes known as centered second order, centered fourth
175     order, first order upwind and upwind biased third order are known as
176     linear advection schemes because the coefficient for interpolation of
177     the advected tracer are linear and a function only of the flow, not
178     the tracer field it self. We discuss these first since they are most
179     commonly used in the field and most familiar.
180    
181 adcroft 1.2 \subsection{Centered second order advection-diffusion}
182    
183     The basic discretization, centered second order, is the default. It is
184 cnh 1.8 designed to be consistent with the continuity equation to facilitate
185 adcroft 1.3 conservation properties analogous to the continuum. However, centered
186 cnh 1.8 second order advection is notoriously noisy and must be used in
187     conjunction with some finite amount of diffusion to produce a sensible
188 adcroft 1.3 solution.
189    
190     The advection operator is discretized:
191 adcroft 1.1 \begin{equation}
192 adcroft 1.3 {\cal A}_c \Delta r_f h_c G_{adv}^\tau =
193     \delta_i F_x + \delta_j F_y + \delta_k F_r
194 adcroft 1.1 \end{equation}
195 adcroft 1.2 where the area integrated fluxes are given by:
196     \begin{eqnarray}
197 adcroft 1.3 F_x & = & U \overline{ \tau }^i \\
198     F_y & = & V \overline{ \tau }^j \\
199     F_r & = & W \overline{ \tau }^k
200 adcroft 1.2 \end{eqnarray}
201 adcroft 1.1 The quantities $U$, $V$ and $W$ are volume fluxes defined:
202     \marginpar{$U$: {\bf uTrans} }
203     \marginpar{$V$: {\bf vTrans} }
204     \marginpar{$W$: {\bf rTrans} }
205     \begin{eqnarray}
206     U & = & \Delta y_g \Delta r_f h_w u \\
207     V & = & \Delta x_g \Delta r_f h_s v \\
208     W & = & {\cal A}_c w
209     \end{eqnarray}
210    
211 adcroft 1.3 For non-divergent flow, this discretization can be shown to conserve
212     the tracer both locally and globally and to globally conserve tracer
213 adcroft 1.10 variance, $\tau^2$. The proof is given in \cite{adcroft:95,adcroft:97}.
214 adcroft 1.3
215     \fbox{ \begin{minipage}{4.75in}
216     {\em S/R GAD\_C2\_ADV\_X} ({\em gad\_c2\_adv\_x.F})
217    
218     $F_x$: {\bf uT} (argument)
219    
220     $U$: {\bf uTrans} (argument)
221    
222     $\tau$: {\bf tracer} (argument)
223    
224     {\em S/R GAD\_C2\_ADV\_Y} ({\em gad\_c2\_adv\_y.F})
225    
226     $F_y$: {\bf vT} (argument)
227    
228     $V$: {\bf vTrans} (argument)
229    
230     $\tau$: {\bf tracer} (argument)
231    
232     {\em S/R GAD\_C2\_ADV\_R} ({\em gad\_c2\_adv\_r.F})
233    
234     $F_r$: {\bf wT} (argument)
235    
236     $W$: {\bf rTrans} (argument)
237    
238     $\tau$: {\bf tracer} (argument)
239    
240     \end{minipage} }
241    
242    
243     \subsection{Third order upwind bias advection}
244    
245     Upwind biased third order advection offers a relatively good
246     compromise between accuracy and smoothness. It is not a ``positive''
247     scheme meaning false extrema are permitted but the amplitude of such
248     are significantly reduced over the centered second order method.
249    
250     The third order upwind fluxes are discretized:
251     \begin{eqnarray}
252     F_x & = & U \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^i
253     + \frac{1}{2} |U| \delta_i \frac{1}{6} \delta_{ii} \tau \\
254     F_y & = & V \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^j
255     + \frac{1}{2} |V| \delta_j \frac{1}{6} \delta_{jj} \tau \\
256     F_r & = & W \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^k
257     + \frac{1}{2} |W| \delta_k \frac{1}{6} \delta_{kk} \tau
258     \end{eqnarray}
259    
260     At boundaries, $\delta_{\hat{n}} \tau$ is set to zero allowing
261 cnh 1.8 $\delta_{nn}$ to be evaluated. We are currently examine the accuracy
262 adcroft 1.3 of this boundary condition and the effect on the solution.
263    
264 adcroft 1.4 \fbox{ \begin{minipage}{4.75in}
265     {\em S/R GAD\_U3\_ADV\_X} ({\em gad\_u3\_adv\_x.F})
266    
267     $F_x$: {\bf uT} (argument)
268    
269     $U$: {\bf uTrans} (argument)
270    
271     $\tau$: {\bf tracer} (argument)
272    
273     {\em S/R GAD\_U3\_ADV\_Y} ({\em gad\_u3\_adv\_y.F})
274    
275     $F_y$: {\bf vT} (argument)
276    
277     $V$: {\bf vTrans} (argument)
278    
279     $\tau$: {\bf tracer} (argument)
280    
281     {\em S/R GAD\_U3\_ADV\_R} ({\em gad\_u3\_adv\_r.F})
282    
283     $F_r$: {\bf wT} (argument)
284    
285     $W$: {\bf rTrans} (argument)
286    
287     $\tau$: {\bf tracer} (argument)
288    
289     \end{minipage} }
290 adcroft 1.3
291     \subsection{Centered fourth order advection}
292    
293     Centered fourth order advection is formally the most accurate scheme
294     we have implemented and can be used to great effect in high resolution
295 cnh 1.8 simulation where dynamical scales are well resolved. However, the
296     scheme is noisy like the centered second order method and so must be
297 adcroft 1.3 used with some finite amount of diffusion. Bi-harmonic is recommended
298     since it is more scale selective and less likely to diffuse away the
299     well resolved gradient the fourth order scheme worked so hard to
300     create.
301    
302     The centered fourth order fluxes are discretized:
303     \begin{eqnarray}
304     F_x & = & U \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^i \\
305     F_y & = & V \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^j \\
306     F_r & = & W \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^k
307     \end{eqnarray}
308    
309     As for the third order scheme, the best discretization near boundaries
310 cnh 1.8 is under investigation but currently $\delta_i \tau=0$ on a boundary.
311 adcroft 1.3
312 adcroft 1.4 \fbox{ \begin{minipage}{4.75in}
313     {\em S/R GAD\_C4\_ADV\_X} ({\em gad\_c4\_adv\_x.F})
314    
315     $F_x$: {\bf uT} (argument)
316    
317     $U$: {\bf uTrans} (argument)
318    
319     $\tau$: {\bf tracer} (argument)
320    
321     {\em S/R GAD\_C4\_ADV\_Y} ({\em gad\_c4\_adv\_y.F})
322    
323     $F_y$: {\bf vT} (argument)
324    
325     $V$: {\bf vTrans} (argument)
326    
327     $\tau$: {\bf tracer} (argument)
328    
329     {\em S/R GAD\_C4\_ADV\_R} ({\em gad\_c4\_adv\_r.F})
330    
331     $F_r$: {\bf wT} (argument)
332    
333     $W$: {\bf rTrans} (argument)
334    
335     $\tau$: {\bf tracer} (argument)
336    
337     \end{minipage} }
338    
339    
340 adcroft 1.3 \subsection{First order upwind advection}
341    
342     Although the upwind scheme is the underlying scheme for the robust or
343     non-linear methods given later, we haven't actually supplied this
344     method for general use. It would be very diffusive and it is unlikely
345     that it could ever produce more useful results than the positive
346     higher order schemes.
347    
348     Upwind bias is introduced into many schemes using the {\em abs}
349     function and is allows the first order upwind flux to be written:
350     \begin{eqnarray}
351     F_x & = & U \overline{ \tau }^i - \frac{1}{2} |U| \delta_i \tau \\
352     F_y & = & V \overline{ \tau }^j - \frac{1}{2} |V| \delta_j \tau \\
353     F_r & = & W \overline{ \tau }^k - \frac{1}{2} |W| \delta_k \tau
354     \end{eqnarray}
355    
356     If for some reason, the above method is required, then the second
357     order flux limiter scheme described later reduces to the above scheme
358     if the limiter is set to zero.
359    
360    
361     \section{Non-linear advection schemes}
362 edhill 1.16 \begin{rawhtml}
363     <!-- CMIREDIR:non-linear_advection_schemes: -->
364     \end{rawhtml}
365 adcroft 1.3
366     Non-linear advection schemes invoke non-linear interpolation and are
367     widely used in computational fluid dynamics (non-linear does not refer
368     to the non-linearity of the advection operator). The flux limited
369     advection schemes belong to the class of finite volume methods which
370     neatly ties into the spatial discretization of the model.
371    
372     When employing the flux limited schemes, first order upwind or
373     direct-space-time method the time-stepping is switched to forward in
374     time.
375    
376     \subsection{Second order flux limiters}
377    
378     The second order flux limiter method can be cast in several ways but
379     is generally expressed in terms of other flux approximations. For
380     example, in terms of a first order upwind flux and second order
381     Lax-Wendroff flux, the limited flux is given as:
382     \begin{equation}
383     F = F_1 + \psi(r) F_{LW}
384     \end{equation}
385     where $\psi(r)$ is the limiter function,
386     \begin{equation}
387     F_1 = u \overline{\tau}^i - \frac{1}{2} |u| \delta_i \tau
388     \end{equation}
389     is the upwind flux,
390     \begin{equation}
391     F_{LW} = F_1 + \frac{|u|}{2} (1-c) \delta_i \tau
392     \end{equation}
393     is the Lax-Wendroff flux and $c = \frac{u \Delta t}{\Delta x}$ is the
394     Courant (CFL) number.
395    
396     The limiter function, $\psi(r)$, takes the slope ratio
397     \begin{eqnarray}
398     r = \frac{ \tau_{i-1} - \tau_{i-2} }{ \tau_{i} - \tau_{i-1} } & \forall & u > 0
399     \\
400     r = \frac{ \tau_{i+1} - \tau_{i} }{ \tau_{i} - \tau_{i-1} } & \forall & u < 0
401     \end{eqnarray}
402     as it's argument. There are many choices of limiter function but we
403 adcroft 1.11 only provide the Superbee limiter \cite{roe:85}:
404 adcroft 1.3 \begin{equation}
405     \psi(r) = \max[0,\min[1,2r],\min[2,r]]
406     \end{equation}
407    
408 adcroft 1.4 \fbox{ \begin{minipage}{4.75in}
409     {\em S/R GAD\_FLUXLIMIT\_ADV\_X} ({\em gad\_fluxlimit\_adv\_x.F})
410    
411     $F_x$: {\bf uT} (argument)
412    
413     $U$: {\bf uTrans} (argument)
414    
415     $\tau$: {\bf tracer} (argument)
416    
417     {\em S/R GAD\_FLUXLIMIT\_ADV\_Y} ({\em gad\_fluxlimit\_adv\_y.F})
418    
419     $F_y$: {\bf vT} (argument)
420    
421     $V$: {\bf vTrans} (argument)
422    
423     $\tau$: {\bf tracer} (argument)
424    
425     {\em S/R GAD\_FLUXLIMIT\_ADV\_R} ({\em gad\_fluxlimit\_adv\_r.F})
426    
427     $F_r$: {\bf wT} (argument)
428    
429     $W$: {\bf rTrans} (argument)
430    
431     $\tau$: {\bf tracer} (argument)
432    
433     \end{minipage} }
434    
435 adcroft 1.3
436     \subsection{Third order direct space time}
437    
438     The direct-space-time method deals with space and time discretization
439 cnh 1.8 together (other methods that treat space and time separately are known
440 adcroft 1.3 collectively as the ``Method of Lines''). The Lax-Wendroff scheme
441     falls into this category; it adds sufficient diffusion to a second
442     order flux that the forward-in-time method is stable. The upwind
443     biased third order DST scheme is:
444     \begin{eqnarray}
445     F = u \left( \tau_{i-1}
446     + d_0 (\tau_{i}-\tau_{i-1}) + d_1 (\tau_{i-1}-\tau_{i-2}) \right)
447     & \forall & u > 0 \\
448     F = u \left( \tau_{i}
449     - d_0 (\tau_{i}-\tau_{i-1}) - d_1 (\tau_{i+1}-\tau_{i}) \right)
450     & \forall & u < 0
451     \end{eqnarray}
452     where
453     \begin{eqnarray}
454     d_1 & = & \frac{1}{6} ( 2 - |c| ) ( 1 - |c| ) \\
455     d_2 & = & \frac{1}{6} ( 1 - |c| ) ( 1 + |c| )
456     \end{eqnarray}
457 cnh 1.8 The coefficients $d_0$ and $d_1$ approach $1/3$ and $1/6$ respectively
458 adcroft 1.3 as the Courant number, $c$, vanishes. In this limit, the conventional
459     third order upwind method is recovered. For finite Courant number, the
460     deviations from the linear method are analogous to the diffusion added
461     to centered second order advection in the Lax-Wendroff scheme.
462    
463     The DST3 method described above must be used in a forward-in-time
464     manner and is stable for $0 \le |c| \le 1$. Although the scheme
465 adcroft 1.13 appears to be forward-in-time, it is in fact third order in time and
466 adcroft 1.3 the accuracy increases with the Courant number! For low Courant
467     number, DST3 produces very similar results (indistinguishable in
468     Fig.~\ref{fig:advect-1d-lo}) to the linear third order method but for
469     large Courant number, where the linear upwind third order method is
470     unstable, the scheme is extremely accurate
471     (Fig.~\ref{fig:advect-1d-hi}) with only minor overshoots.
472    
473 adcroft 1.4 \fbox{ \begin{minipage}{4.75in}
474     {\em S/R GAD\_DST3\_ADV\_X} ({\em gad\_dst3\_adv\_x.F})
475    
476     $F_x$: {\bf uT} (argument)
477    
478     $U$: {\bf uTrans} (argument)
479    
480     $\tau$: {\bf tracer} (argument)
481    
482     {\em S/R GAD\_DST3\_ADV\_Y} ({\em gad\_dst3\_adv\_y.F})
483    
484     $F_y$: {\bf vT} (argument)
485    
486     $V$: {\bf vTrans} (argument)
487    
488     $\tau$: {\bf tracer} (argument)
489    
490     {\em S/R GAD\_DST3\_ADV\_R} ({\em gad\_dst3\_adv\_r.F})
491    
492     $F_r$: {\bf wT} (argument)
493    
494     $W$: {\bf rTrans} (argument)
495    
496     $\tau$: {\bf tracer} (argument)
497    
498     \end{minipage} }
499    
500    
501 adcroft 1.3 \subsection{Third order direct space time with flux limiting}
502    
503     The overshoots in the DST3 method can be controlled with a flux limiter.
504     The limited flux is written:
505     \begin{equation}
506     F =
507     \frac{1}{2}(u+|u|)\left( \tau_{i-1} + \psi(r^+)(\tau_{i} - \tau_{i-1} )\right)
508     +
509     \frac{1}{2}(u-|u|)\left( \tau_{i-1} + \psi(r^-)(\tau_{i} - \tau_{i-1} )\right)
510     \end{equation}
511     where
512     \begin{eqnarray}
513     r^+ & = & \frac{\tau_{i-1} - \tau_{i-2}}{\tau_{i} - \tau_{i-1}} \\
514     r^- & = & \frac{\tau_{i+1} - \tau_{i}}{\tau_{i} - \tau_{i-1}}
515     \end{eqnarray}
516     and the limiter is the Sweby limiter:
517     \begin{equation}
518     \psi(r) = \max[0, \min[\min(1,d_0+d_1r],\frac{1-c}{c}r ]]
519     \end{equation}
520 adcroft 1.1
521 adcroft 1.4 \fbox{ \begin{minipage}{4.75in}
522     {\em S/R GAD\_DST3FL\_ADV\_X} ({\em gad\_dst3\_adv\_x.F})
523    
524     $F_x$: {\bf uT} (argument)
525    
526     $U$: {\bf uTrans} (argument)
527    
528     $\tau$: {\bf tracer} (argument)
529    
530     {\em S/R GAD\_DST3FL\_ADV\_Y} ({\em gad\_dst3\_adv\_y.F})
531    
532     $F_y$: {\bf vT} (argument)
533    
534     $V$: {\bf vTrans} (argument)
535    
536     $\tau$: {\bf tracer} (argument)
537    
538     {\em S/R GAD\_DST3FL\_ADV\_R} ({\em gad\_dst3\_adv\_r.F})
539    
540     $F_r$: {\bf wT} (argument)
541    
542     $W$: {\bf rTrans} (argument)
543    
544     $\tau$: {\bf tracer} (argument)
545    
546     \end{minipage} }
547    
548    
549 adcroft 1.3 \subsection{Multi-dimensional advection}
550 adcroft 1.1
551 adcroft 1.4 \begin{figure}
552     \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-lo-diag.eps}}
553     \caption{
554     Comparison of advection schemes in two dimensions; diagonal advection
555 cnh 1.8 of a resolved Gaussian feature. Courant number is 0.01 with
556 adcroft 1.4 30$\times$30 points and solutions are shown for T=1/2. White lines
557     indicate zero crossing (ie. the presence of false minima). The left
558     column shows the second order schemes; top) centered second order with
559     Adams-Bashforth, middle) Lax-Wendroff and bottom) Superbee flux
560     limited. The middle column shows the third order schemes; top) upwind
561     biased third order with Adams-Bashforth, middle) third order direct
562     space-time method and bottom) the same with flux limiting. The top
563     right panel shows the centered fourth order scheme with
564     Adams-Bashforth and right middle panel shows a fourth order variant on
565     the DST method. Bottom right panel shows the Superbee flux limiter
566 cnh 1.8 (second order) applied independently in each direction (method of
567 adcroft 1.4 lines).
568     \label{fig:advect-2d-lo-diag}
569     }
570     \end{figure}
571    
572     \begin{figure}
573     \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-mid-diag.eps}}
574     \caption{
575     Comparison of advection schemes in two dimensions; diagonal advection
576 cnh 1.8 of a resolved Gaussian feature. Courant number is 0.27 with
577 adcroft 1.4 30$\times$30 points and solutions are shown for T=1/2. White lines
578     indicate zero crossing (ie. the presence of false minima). The left
579     column shows the second order schemes; top) centered second order with
580     Adams-Bashforth, middle) Lax-Wendroff and bottom) Superbee flux
581     limited. The middle column shows the third order schemes; top) upwind
582     biased third order with Adams-Bashforth, middle) third order direct
583     space-time method and bottom) the same with flux limiting. The top
584     right panel shows the centered fourth order scheme with
585     Adams-Bashforth and right middle panel shows a fourth order variant on
586     the DST method. Bottom right panel shows the Superbee flux limiter
587 cnh 1.8 (second order) applied independently in each direction (method of
588 adcroft 1.4 lines).
589     \label{fig:advect-2d-mid-diag}
590     }
591     \end{figure}
592    
593     \begin{figure}
594     \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-hi-diag.eps}}
595     \caption{
596     Comparison of advection schemes in two dimensions; diagonal advection
597 cnh 1.8 of a resolved Gaussian feature. Courant number is 0.47 with
598 adcroft 1.4 30$\times$30 points and solutions are shown for T=1/2. White lines
599     indicate zero crossings and initial maximum values (ie. the presence
600     of false extrema). The left column shows the second order schemes;
601     top) centered second order with Adams-Bashforth, middle) Lax-Wendroff
602     and bottom) Superbee flux limited. The middle column shows the third
603     order schemes; top) upwind biased third order with Adams-Bashforth,
604     middle) third order direct space-time method and bottom) the same with
605     flux limiting. The top right panel shows the centered fourth order
606     scheme with Adams-Bashforth and right middle panel shows a fourth
607     order variant on the DST method. Bottom right panel shows the Superbee
608 cnh 1.8 flux limiter (second order) applied independently in each direction
609 adcroft 1.4 (method of lines).
610     \label{fig:advect-2d-hi-diag}
611     }
612     \end{figure}
613    
614    
615    
616 cnh 1.8 In many of the aforementioned advection schemes the behavior in
617 adcroft 1.3 multiple dimensions is not necessarily as good as the one dimensional
618 cnh 1.8 behavior. For instance, a shape preserving monotonic scheme in one
619 adcroft 1.3 dimension can have severe shape distortion in two dimensions if the
620     two components of horizontal fluxes are treated independently. There
621     is a large body of literature on the subject dealing with this problem
622     and among the fixes are operator and flux splitting methods, corner
623     flux methods and more. We have adopted a variant on the standard
624     splitting methods that allows the flux calculations to be implemented
625     as if in one dimension:
626     \begin{eqnarray}
627     \tau^{n+1/3} & = & \tau^{n}
628     - \Delta t \left( \frac{1}{\Delta x} \delta_i F^x(\tau^{n})
629     + \tau^{n} \frac{1}{\Delta x} \delta_i u \right) \\
630 jmc 1.21 \tau^{n+2/3} & = & \tau^{n+1/3}
631 adcroft 1.3 - \Delta t \left( \frac{1}{\Delta y} \delta_j F^y(\tau^{n+1/3})
632     + \tau^{n} \frac{1}{\Delta y} \delta_i v \right) \\
633 jmc 1.21 \tau^{n+3/3} & = & \tau^{n+2/3}
634 adcroft 1.3 - \Delta t \left( \frac{1}{\Delta r} \delta_k F^x(\tau^{n+2/3})
635     + \tau^{n} \frac{1}{\Delta r} \delta_i w \right)
636     \end{eqnarray}
637 adcroft 1.1
638 adcroft 1.3 In order to incorporate this method into the general model algorithm,
639 cnh 1.8 we compute the effective tendency rather than update the tracer so
640 adcroft 1.3 that other terms such as diffusion are using the $n$ time-level and
641     not the updated $n+3/3$ quantities:
642     \begin{equation}
643     G^{n+1/2}_{adv} = \frac{1}{\Delta t} ( \tau^{n+3/3} - \tau^{n} )
644     \end{equation}
645     So that the over all time-stepping looks likes:
646     \begin{equation}
647     \tau^{n+1} = \tau^{n} + \Delta t \left( G^{n+1/2}_{adv} + G_{diff}(\tau^{n}) + G^{n}_{forcing} \right)
648     \end{equation}
649 adcroft 1.4
650     \fbox{ \begin{minipage}{4.75in}
651     {\em S/R GAD\_ADVECTION} ({\em gad\_advection.F})
652    
653     $\tau$: {\bf Tracer} (argument)
654    
655     $G^{n+1/2}_{adv}$: {\bf Gtracer} (argument)
656    
657     $F_x, F_y, F_r$: {\bf af} (local)
658    
659     $U$: {\bf uTrans} (local)
660    
661     $V$: {\bf vTrans} (local)
662    
663     $W$: {\bf rTrans} (local)
664    
665     \end{minipage} }
666    
667 jmc 1.23 \begin{figure}
668     \resizebox{3.5in}{!}{\includegraphics{part2/multiDim_CS.eps}}
669     \caption{Muti-dimensional advection time-stepping with Cubed-Sphere topology
670     \label{fig:advect-multidim_cs}
671     }
672     \end{figure}
673 adcroft 1.4
674     \section{Comparison of advection schemes}
675 jmc 1.20 \label{sect:tracer_advection_schemes}
676 edhill 1.18 \begin{rawhtml}
677     <!-- CMIREDIR:comparison_of_advection_schemes: -->
678     \end{rawhtml}
679 adcroft 1.4
680 jmc 1.17 \begin{table}[htb]
681     \centering
682     \begin{tabular}[htb]{|l|c|c|c|c|l|}
683     \hline
684     Advection Scheme & code & use & use Multi- & Stencil & comments \\
685     & & A.B. & dimension & (1 dim) & \\
686     \hline \hline
687 jmc 1.21 $1^{rst}$order upwind & 1 & No & Yes & 3 pts & linear/$\tau$, non-linear/v\\
688     \hline
689 jmc 1.17 centered $2^{nd}$order & 2 & Yes & No & 3 pts & linear \\
690     \hline
691 jmc 1.19 $3^{rd}$order upwind & 3 & Yes & No & 5 pts & linear/$\tau$\\
692 jmc 1.17 \hline
693     centered $4^{th}$order & 4 & Yes & No & 5 pts & linear \\
694     \hline \hline
695 jmc 1.21 $2^{nd}$order DST (Lax-Wendroff) & 20 &
696 jmc 1.22 No & Yes & 3 pts & linear/$\tau$, non-linear/v\\
697 jmc 1.21 \hline
698 jmc 1.19 $3^{rd}$order DST & 30 & No & Yes & 5 pts & linear/$\tau$, non-linear/v\\
699 jmc 1.17 \hline \hline
700     $2^{nd}$order Flux Limiters & 77 & No & Yes & 5 pts & non-linear \\
701     \hline
702     $3^{nd}$order DST Flux limiter & 33 & No & Yes & 5 pts & non-linear \\
703     \hline
704     \end{tabular}
705     \caption{Summary of the different advection schemes available in MITgcm.
706     ``A.B.'' stands for Adams-Bashforth and ``DST'' for direct space time.
707     The code corresponds to the number used to select the corresponding
708 jmc 1.19 advection scheme in the parameter file (e.g., {\bf tempAdvScheme}=3 in
709 jmc 1.17 file {\em data} selects the $3^{rd}$ order upwind advection scheme
710     for temperature).
711     }
712     \label{tab:advectionShemes_summary}
713     \end{table}
714    
715    
716 adcroft 1.4 Figs.~\ref{fig:advect-2d-lo-diag}, \ref{fig:advect-2d-mid-diag} and
717     \ref{fig:advect-2d-hi-diag} show solutions to a simple diagonal
718     advection problem using a selection of schemes for low, moderate and
719     high Courant numbers, respectively. The top row shows the linear
720     schemes, integrated with the Adams-Bashforth method. Theses schemes
721     are clearly unstable for the high Courant number and weakly unstable
722     for the moderate Courant number. The presence of false extrema is very
723     apparent for all Courant numbers. The middle row shows solutions
724     obtained with the unlimited but multi-dimensional schemes. These
725     solutions also exhibit false extrema though the pattern now shows
726     symmetry due to the multi-dimensional scheme. Also, the schemes are
727     stable at high Courant number where the linear schemes weren't. The
728     bottom row (left and middle) shows the limited schemes and most
729     obvious is the absence of false extrema. The accuracy and stability of
730     the unlimited non-linear schemes is retained at high Courant number
731 cnh 1.8 but at low Courant number the tendency is to loose amplitude in sharp
732 adcroft 1.4 peaks due to diffusion. The one dimensional tests shown in
733     Figs.~\ref{fig:advect-1d-lo} and \ref{fig:advect-1d-hi} showed this
734 cnh 1.8 phenomenon.
735 adcroft 1.4
736     Finally, the bottom left and right panels use the same advection
737 adcroft 1.9 scheme but the right does not use the multi-dimensional method. At low
738 adcroft 1.4 Courant number this appears to not matter but for moderate Courant
739 cnh 1.8 number severe distortion of the feature is apparent. Moreover, the
740 adcroft 1.4 stability of the multi-dimensional scheme is determined by the maximum
741     Courant number applied of each dimension while the stability of the
742     method of lines is determined by the sum. Hence, in the high Courant
743     number plot, the scheme is unstable.
744    
745     With many advection schemes implemented in the code two questions
746     arise: ``Which scheme is best?'' and ``Why don't you just offer the
747     best advection scheme?''. Unfortunately, no one advection scheme is
748     ``the best'' for all particular applications and for new applications
749     it is often a matter of trial to determine which is most
750     suitable. Here are some guidelines but these are not the rule;
751     \begin{itemize}
752     \item If you have a coarsely resolved model, using a
753     positive or upwind biased scheme will introduce significant diffusion
754     to the solution and using a centered higher order scheme will
755     introduce more noise. In this case, simplest may be best.
756     \item If you have a high resolution model, using a higher order
757     scheme will give a more accurate solution but scale-selective
758     diffusion might need to be employed. The flux limited methods
759     offer similar accuracy in this regime.
760 cnh 1.8 \item If your solution has shocks or propagating fronts then a
761 adcroft 1.4 flux limited scheme is almost essential.
762     \item If your time-step is limited by advection, the multi-dimensional
763 cnh 1.8 non-linear schemes have the most stability (up to Courant number 1).
764     \item If you need to know how much diffusion/dissipation has occurred you
765 adcroft 1.4 will have a lot of trouble figuring it out with a non-linear method.
766 adcroft 1.9 \item The presence of false extrema is non-physical and this alone is the
767 adcroft 1.4 strongest argument for using a positive scheme.
768     \end{itemize}

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