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1 adcroft 1.4 % $Header: /u/gcmpack/mitgcmdoc/part2/tracer.tex,v 1.3 2001/09/25 20:13:42 adcroft Exp $
2 adcroft 1.2 % $Name: $
3 adcroft 1.1
4     \section{Tracer equations}
5    
6 adcroft 1.2 The basic discretization used for the tracer equations is the second
7     order piece-wise constant finite volume form of the forced
8     advection-diussion equations. There are many alternatives to second
9     order method for advection and alternative parameterizations for the
10     sub-grid scale processes. The Gent-McWilliams eddy parameterization,
11     KPP mixing scheme and PV flux parameterization are all dealt with in
12     separate sections. The basic discretization of the advection-diffusion
13     part of the tracer equations and the various advection schemes will be
14     described here.
15    
16 adcroft 1.3 \subsection{Time-stepping of tracers: ABII}
17    
18     The default advection scheme is the centered second order method which
19     requires a second order or quasi-second order time-stepping scheme to
20     be stable. Historically this has been the quasi-second order
21     Adams-Bashforth method (ABII) and applied to all terms. For an
22     arbitrary tracer, $\tau$, the forced advection-diffusion equation
23     reads:
24     \begin{equation}
25     \partial_t \tau + G_{adv}^\tau = G_{diff}^\tau + G_{forc}^\tau
26     \end{equation}
27     where $G_{adv}^\tau$, $G_{diff}^\tau$ and $G_{forc}^\tau$ are the
28     tendencies due to advection, diffusion and forcing, respectively,
29     namely:
30     \begin{eqnarray}
31     G_{adv}^\tau & = & \partial_x u \tau + \partial_y v \tau + \partial_r w \tau
32     - \tau \nabla \cdot {\bf v} \\
33     G_{diff}^\tau & = & \nabla \cdot {\bf K} \nabla \tau
34     \end{eqnarray}
35     and the forcing can be some arbitrary function of state, time and
36     space.
37    
38     The term, $\tau \nabla \cdot {\bf v}$, is required to retain local
39     conservation in conjunction with the linear implicit free-surface. It
40     only affects the surface layer since the flow is non-divergent
41     everywhere else. This term is therefore referred to as the surface
42     correction term. Global conservation is not possible using the
43     flux-form (as here) and a linearized free-surface
44     (\cite{Griffies00,Campin02}).
45    
46     The continuity equation can be recovered by setting
47     $G_{diff}=G_{forc}=0$ and $\tau=1$.
48    
49     The driver routine that calls the routines to calculate tendancies are
50     {\em S/R CALC\_GT} and {\em S/R CALC\_GS} for temperature and salt
51     (moisture), respectively. These in turn call a generic advection
52     diffusion routine {\em S/R GAD\_CALC\_RHS} that is called with the
53     flow field and relevent tracer as arguments and returns the collective
54     tendancy due to advection and diffusion. Forcing is add subsequently
55     in {\em S/R CALC\_GT} or {\em S/R CALC\_GS} to the same tendancy
56     array.
57    
58     \fbox{ \begin{minipage}{4.75in}
59     {\em S/R GAD\_CALC\_RHS} ({\em pkg/generic\_advdiff/gad\_calc\_rhs.F})
60    
61     $\tau$: {\bf tracer} (argument)
62    
63     $G^{(n)}$: {\bf gTracer} (argument)
64    
65     $F_r$: {\bf fVerT} (argument)
66    
67     \end{minipage} }
68    
69     The space and time discretizations are treated seperately (method of
70 adcroft 1.4 lines). Tendancies are calculated at time levels $n$ and $n-1$ and
71     extrapolated to $n+1/2$ using the Adams-Bashforth method:
72 adcroft 1.3 \marginpar{$\epsilon$: {\bf AB\_eps}}
73     \begin{equation}
74 adcroft 1.4 G^{(n+1/2)} =
75 adcroft 1.3 (\frac{3}{2} + \epsilon) G^{(n)} - (\frac{1}{2} + \epsilon) G^{(n-1)}
76     \end{equation}
77     where $G^{(n)} = G_{adv}^\tau + G_{diff}^\tau + G_{src}^\tau$ at time
78 adcroft 1.4 step $n$. The tendancy at $n-1$ is not re-calculated but rather the
79     tendancy at $n$ is stored in a global array for later re-use.
80    
81     \fbox{ \begin{minipage}{4.75in}
82     {\em S/R ADAMS\_BASHFORTH2} ({\em model/src/adams\_bashforth2.F})
83    
84     $G^{(n+1/2)}$: {\bf gTracer} (argument on exit)
85    
86     $G^{(n)}$: {\bf gTracer} (argument on entry)
87    
88     $G^{(n-1)}$: {\bf gTrNm1} (argument)
89    
90     $\epsilon$: {\bf ABeps} (PARAMS.h)
91    
92     \end{minipage} }
93    
94     The tracers are stepped forward in time using the extrapolated tendancy:
95     \begin{equation}
96     \tau^{(n+1)} = \tau^{(n)} + \Delta t G^{(n+1/2)}
97     \end{equation}
98     \marginpar{$\Delta t$: {\bf deltaTtracer}}
99    
100     \fbox{ \begin{minipage}{4.75in}
101     {\em S/R TIMESTEP\_TRACER} ({\em model/src/timestep\_tracer.F})
102    
103     $\tau^{(n+1)}$: {\bf gTracer} (argument on exit)
104    
105     $\tau^{(n)}$: {\bf tracer} (argument on entry)
106    
107     $G^{(n+1/2)}$: {\bf gTracer} (argument)
108    
109     $\Delta t$: {\bf deltaTtracer} (PARAMS.h)
110    
111     \end{minipage} }
112 adcroft 1.3
113     Strictly speaking the ABII scheme should be applied only to the
114     advection terms. However, this scheme is only used in conjuction with
115     the standard second, third and fourth order advection
116     schemes. Selection of any other advection scheme disables
117     Adams-Bashforth for tracers so that explicit diffusion and forcing use
118     the forward method.
119    
120    
121    
122    
123 adcroft 1.4 \section{Linear advection schemes}
124 adcroft 1.3
125     \begin{figure}
126     \resizebox{5.5in}{!}{\includegraphics{part2/advect-1d-lo.eps}}
127     \caption{
128     Comparison of 1-D advection schemes. Courant number is 0.05 with 60
129     points and solutions are shown for T=1 (one complete period).
130     a) Shows the upwind biased schemes; first order upwind, DST3,
131     third order upwind and second order upwind.
132     b) Shows the centered schemes; Lax-Wendroff, DST4, centered second order,
133     centered fourth order and finite volume fourth order.
134     c) Shows the second order flux limiters: minmod, Superbee,
135     MC limiter and the van Leer limiter.
136     d) Shows the DST3 method with flux limiters due to Sweby with
137     $\mu=1$, $\mu=c/(1-c)$ and a fourth order DST method with Sweby limiter,
138     $\mu=c/(1-c)$.
139     \label{fig:advect-1d-lo}
140     }
141     \end{figure}
142    
143     \begin{figure}
144     \resizebox{5.5in}{!}{\includegraphics{part2/advect-1d-hi.eps}}
145     \caption{
146     Comparison of 1-D advection schemes. Courant number is 0.89 with 60
147     points and solutions are shown for T=1 (one complete period).
148     a) Shows the upwind biased schemes; first order upwind and DST3.
149     Third order upwind and second order upwind are unstable at this Courant number.
150     b) Shows the centered schemes; Lax-Wendroff, DST4. Centered second order,
151     centered fourth order and finite volume fourth order and unstable at this
152     Courant number.
153     c) Shows the second order flux limiters: minmod, Superbee,
154     MC limiter and the van Leer limiter.
155     d) Shows the DST3 method with flux limiters due to Sweby with
156     $\mu=1$, $\mu=c/(1-c)$ and a fourth order DST method with Sweby limiter,
157     $\mu=c/(1-c)$.
158     \label{fig:advect-1d-hi}
159     }
160     \end{figure}
161    
162     The advection schemes known as centered second order, centered fourth
163     order, first order upwind and upwind biased third order are known as
164     linear advection schemes because the coefficient for interpolation of
165     the advected tracer are linear and a function only of the flow, not
166     the tracer field it self. We discuss these first since they are most
167     commonly used in the field and most familiar.
168    
169 adcroft 1.2 \subsection{Centered second order advection-diffusion}
170    
171     The basic discretization, centered second order, is the default. It is
172     designed to be consistant with the continuity equation to facilitate
173 adcroft 1.3 conservation properties analogous to the continuum. However, centered
174     second order advection is notoriously noisey and must be used in
175     conjuction with some finite amount of diffusion to produce a sensible
176     solution.
177    
178     The advection operator is discretized:
179 adcroft 1.1 \begin{equation}
180 adcroft 1.3 {\cal A}_c \Delta r_f h_c G_{adv}^\tau =
181     \delta_i F_x + \delta_j F_y + \delta_k F_r
182 adcroft 1.1 \end{equation}
183 adcroft 1.2 where the area integrated fluxes are given by:
184     \begin{eqnarray}
185 adcroft 1.3 F_x & = & U \overline{ \tau }^i \\
186     F_y & = & V \overline{ \tau }^j \\
187     F_r & = & W \overline{ \tau }^k
188 adcroft 1.2 \end{eqnarray}
189 adcroft 1.1 The quantities $U$, $V$ and $W$ are volume fluxes defined:
190     \marginpar{$U$: {\bf uTrans} }
191     \marginpar{$V$: {\bf vTrans} }
192     \marginpar{$W$: {\bf rTrans} }
193     \begin{eqnarray}
194     U & = & \Delta y_g \Delta r_f h_w u \\
195     V & = & \Delta x_g \Delta r_f h_s v \\
196     W & = & {\cal A}_c w
197     \end{eqnarray}
198    
199 adcroft 1.3 For non-divergent flow, this discretization can be shown to conserve
200     the tracer both locally and globally and to globally conserve tracer
201     variance, $\tau^2$. The proof is given in \cite{Adcroft95,Adcroft97}.
202    
203     \fbox{ \begin{minipage}{4.75in}
204     {\em S/R GAD\_C2\_ADV\_X} ({\em gad\_c2\_adv\_x.F})
205    
206     $F_x$: {\bf uT} (argument)
207    
208     $U$: {\bf uTrans} (argument)
209    
210     $\tau$: {\bf tracer} (argument)
211    
212     {\em S/R GAD\_C2\_ADV\_Y} ({\em gad\_c2\_adv\_y.F})
213    
214     $F_y$: {\bf vT} (argument)
215    
216     $V$: {\bf vTrans} (argument)
217    
218     $\tau$: {\bf tracer} (argument)
219    
220     {\em S/R GAD\_C2\_ADV\_R} ({\em gad\_c2\_adv\_r.F})
221    
222     $F_r$: {\bf wT} (argument)
223    
224     $W$: {\bf rTrans} (argument)
225    
226     $\tau$: {\bf tracer} (argument)
227    
228     \end{minipage} }
229    
230    
231     \subsection{Third order upwind bias advection}
232    
233     Upwind biased third order advection offers a relatively good
234     compromise between accuracy and smoothness. It is not a ``positive''
235     scheme meaning false extrema are permitted but the amplitude of such
236     are significantly reduced over the centered second order method.
237    
238     The third order upwind fluxes are discretized:
239     \begin{eqnarray}
240     F_x & = & U \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^i
241     + \frac{1}{2} |U| \delta_i \frac{1}{6} \delta_{ii} \tau \\
242     F_y & = & V \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^j
243     + \frac{1}{2} |V| \delta_j \frac{1}{6} \delta_{jj} \tau \\
244     F_r & = & W \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^k
245     + \frac{1}{2} |W| \delta_k \frac{1}{6} \delta_{kk} \tau
246     \end{eqnarray}
247    
248     At boundaries, $\delta_{\hat{n}} \tau$ is set to zero allowing
249     $\delta_{nn}$ to be evaluated. We are currently examing the accuracy
250     of this boundary condition and the effect on the solution.
251    
252 adcroft 1.4 \fbox{ \begin{minipage}{4.75in}
253     {\em S/R GAD\_U3\_ADV\_X} ({\em gad\_u3\_adv\_x.F})
254    
255     $F_x$: {\bf uT} (argument)
256    
257     $U$: {\bf uTrans} (argument)
258    
259     $\tau$: {\bf tracer} (argument)
260    
261     {\em S/R GAD\_U3\_ADV\_Y} ({\em gad\_u3\_adv\_y.F})
262    
263     $F_y$: {\bf vT} (argument)
264    
265     $V$: {\bf vTrans} (argument)
266    
267     $\tau$: {\bf tracer} (argument)
268    
269     {\em S/R GAD\_U3\_ADV\_R} ({\em gad\_u3\_adv\_r.F})
270    
271     $F_r$: {\bf wT} (argument)
272    
273     $W$: {\bf rTrans} (argument)
274    
275     $\tau$: {\bf tracer} (argument)
276    
277     \end{minipage} }
278 adcroft 1.3
279     \subsection{Centered fourth order advection}
280    
281     Centered fourth order advection is formally the most accurate scheme
282     we have implemented and can be used to great effect in high resolution
283     simultation where dynamical scales are well resolved. However, the
284     scheme is noisey like the centered second order method and so must be
285     used with some finite amount of diffusion. Bi-harmonic is recommended
286     since it is more scale selective and less likely to diffuse away the
287     well resolved gradient the fourth order scheme worked so hard to
288     create.
289    
290     The centered fourth order fluxes are discretized:
291     \begin{eqnarray}
292     F_x & = & U \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^i \\
293     F_y & = & V \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^j \\
294     F_r & = & W \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^k
295     \end{eqnarray}
296    
297     As for the third order scheme, the best discretization near boundaries
298     is under investigation but currenlty $\delta_i \tau=0$ on a boundary.
299    
300 adcroft 1.4 \fbox{ \begin{minipage}{4.75in}
301     {\em S/R GAD\_C4\_ADV\_X} ({\em gad\_c4\_adv\_x.F})
302    
303     $F_x$: {\bf uT} (argument)
304    
305     $U$: {\bf uTrans} (argument)
306    
307     $\tau$: {\bf tracer} (argument)
308    
309     {\em S/R GAD\_C4\_ADV\_Y} ({\em gad\_c4\_adv\_y.F})
310    
311     $F_y$: {\bf vT} (argument)
312    
313     $V$: {\bf vTrans} (argument)
314    
315     $\tau$: {\bf tracer} (argument)
316    
317     {\em S/R GAD\_C4\_ADV\_R} ({\em gad\_c4\_adv\_r.F})
318    
319     $F_r$: {\bf wT} (argument)
320    
321     $W$: {\bf rTrans} (argument)
322    
323     $\tau$: {\bf tracer} (argument)
324    
325     \end{minipage} }
326    
327    
328 adcroft 1.3 \subsection{First order upwind advection}
329    
330     Although the upwind scheme is the underlying scheme for the robust or
331     non-linear methods given later, we haven't actually supplied this
332     method for general use. It would be very diffusive and it is unlikely
333     that it could ever produce more useful results than the positive
334     higher order schemes.
335    
336     Upwind bias is introduced into many schemes using the {\em abs}
337     function and is allows the first order upwind flux to be written:
338     \begin{eqnarray}
339     F_x & = & U \overline{ \tau }^i - \frac{1}{2} |U| \delta_i \tau \\
340     F_y & = & V \overline{ \tau }^j - \frac{1}{2} |V| \delta_j \tau \\
341     F_r & = & W \overline{ \tau }^k - \frac{1}{2} |W| \delta_k \tau
342     \end{eqnarray}
343    
344     If for some reason, the above method is required, then the second
345     order flux limiter scheme described later reduces to the above scheme
346     if the limiter is set to zero.
347    
348    
349     \section{Non-linear advection schemes}
350    
351     Non-linear advection schemes invoke non-linear interpolation and are
352     widely used in computational fluid dynamics (non-linear does not refer
353     to the non-linearity of the advection operator). The flux limited
354     advection schemes belong to the class of finite volume methods which
355     neatly ties into the spatial discretization of the model.
356    
357     When employing the flux limited schemes, first order upwind or
358     direct-space-time method the time-stepping is switched to forward in
359     time.
360    
361     \subsection{Second order flux limiters}
362    
363     The second order flux limiter method can be cast in several ways but
364     is generally expressed in terms of other flux approximations. For
365     example, in terms of a first order upwind flux and second order
366     Lax-Wendroff flux, the limited flux is given as:
367     \begin{equation}
368     F = F_1 + \psi(r) F_{LW}
369     \end{equation}
370     where $\psi(r)$ is the limiter function,
371     \begin{equation}
372     F_1 = u \overline{\tau}^i - \frac{1}{2} |u| \delta_i \tau
373     \end{equation}
374     is the upwind flux,
375     \begin{equation}
376     F_{LW} = F_1 + \frac{|u|}{2} (1-c) \delta_i \tau
377     \end{equation}
378     is the Lax-Wendroff flux and $c = \frac{u \Delta t}{\Delta x}$ is the
379     Courant (CFL) number.
380    
381     The limiter function, $\psi(r)$, takes the slope ratio
382     \begin{eqnarray}
383     r = \frac{ \tau_{i-1} - \tau_{i-2} }{ \tau_{i} - \tau_{i-1} } & \forall & u > 0
384     \\
385     r = \frac{ \tau_{i+1} - \tau_{i} }{ \tau_{i} - \tau_{i-1} } & \forall & u < 0
386     \end{eqnarray}
387     as it's argument. There are many choices of limiter function but we
388     only provide the Superbee limiter \cite{Roe85}:
389     \begin{equation}
390     \psi(r) = \max[0,\min[1,2r],\min[2,r]]
391     \end{equation}
392    
393 adcroft 1.4 \fbox{ \begin{minipage}{4.75in}
394     {\em S/R GAD\_FLUXLIMIT\_ADV\_X} ({\em gad\_fluxlimit\_adv\_x.F})
395    
396     $F_x$: {\bf uT} (argument)
397    
398     $U$: {\bf uTrans} (argument)
399    
400     $\tau$: {\bf tracer} (argument)
401    
402     {\em S/R GAD\_FLUXLIMIT\_ADV\_Y} ({\em gad\_fluxlimit\_adv\_y.F})
403    
404     $F_y$: {\bf vT} (argument)
405    
406     $V$: {\bf vTrans} (argument)
407    
408     $\tau$: {\bf tracer} (argument)
409    
410     {\em S/R GAD\_FLUXLIMIT\_ADV\_R} ({\em gad\_fluxlimit\_adv\_r.F})
411    
412     $F_r$: {\bf wT} (argument)
413    
414     $W$: {\bf rTrans} (argument)
415    
416     $\tau$: {\bf tracer} (argument)
417    
418     \end{minipage} }
419    
420 adcroft 1.3
421     \subsection{Third order direct space time}
422    
423     The direct-space-time method deals with space and time discretization
424     together (other methods that treat space and time seperately are known
425     collectively as the ``Method of Lines''). The Lax-Wendroff scheme
426     falls into this category; it adds sufficient diffusion to a second
427     order flux that the forward-in-time method is stable. The upwind
428     biased third order DST scheme is:
429     \begin{eqnarray}
430     F = u \left( \tau_{i-1}
431     + d_0 (\tau_{i}-\tau_{i-1}) + d_1 (\tau_{i-1}-\tau_{i-2}) \right)
432     & \forall & u > 0 \\
433     F = u \left( \tau_{i}
434     - d_0 (\tau_{i}-\tau_{i-1}) - d_1 (\tau_{i+1}-\tau_{i}) \right)
435     & \forall & u < 0
436     \end{eqnarray}
437     where
438     \begin{eqnarray}
439     d_1 & = & \frac{1}{6} ( 2 - |c| ) ( 1 - |c| ) \\
440     d_2 & = & \frac{1}{6} ( 1 - |c| ) ( 1 + |c| )
441     \end{eqnarray}
442     The coefficients $d_0$ and $d_1$ approach $1/3$ and $1/6$ repectively
443     as the Courant number, $c$, vanishes. In this limit, the conventional
444     third order upwind method is recovered. For finite Courant number, the
445     deviations from the linear method are analogous to the diffusion added
446     to centered second order advection in the Lax-Wendroff scheme.
447    
448     The DST3 method described above must be used in a forward-in-time
449     manner and is stable for $0 \le |c| \le 1$. Although the scheme
450     appears to be forward-in-time, it is in fact second order in time and
451     the accuracy increases with the Courant number! For low Courant
452     number, DST3 produces very similar results (indistinguishable in
453     Fig.~\ref{fig:advect-1d-lo}) to the linear third order method but for
454     large Courant number, where the linear upwind third order method is
455     unstable, the scheme is extremely accurate
456     (Fig.~\ref{fig:advect-1d-hi}) with only minor overshoots.
457    
458 adcroft 1.4 \fbox{ \begin{minipage}{4.75in}
459     {\em S/R GAD\_DST3\_ADV\_X} ({\em gad\_dst3\_adv\_x.F})
460    
461     $F_x$: {\bf uT} (argument)
462    
463     $U$: {\bf uTrans} (argument)
464    
465     $\tau$: {\bf tracer} (argument)
466    
467     {\em S/R GAD\_DST3\_ADV\_Y} ({\em gad\_dst3\_adv\_y.F})
468    
469     $F_y$: {\bf vT} (argument)
470    
471     $V$: {\bf vTrans} (argument)
472    
473     $\tau$: {\bf tracer} (argument)
474    
475     {\em S/R GAD\_DST3\_ADV\_R} ({\em gad\_dst3\_adv\_r.F})
476    
477     $F_r$: {\bf wT} (argument)
478    
479     $W$: {\bf rTrans} (argument)
480    
481     $\tau$: {\bf tracer} (argument)
482    
483     \end{minipage} }
484    
485    
486 adcroft 1.3 \subsection{Third order direct space time with flux limiting}
487    
488     The overshoots in the DST3 method can be controlled with a flux limiter.
489     The limited flux is written:
490     \begin{equation}
491     F =
492     \frac{1}{2}(u+|u|)\left( \tau_{i-1} + \psi(r^+)(\tau_{i} - \tau_{i-1} )\right)
493     +
494     \frac{1}{2}(u-|u|)\left( \tau_{i-1} + \psi(r^-)(\tau_{i} - \tau_{i-1} )\right)
495     \end{equation}
496     where
497     \begin{eqnarray}
498     r^+ & = & \frac{\tau_{i-1} - \tau_{i-2}}{\tau_{i} - \tau_{i-1}} \\
499     r^- & = & \frac{\tau_{i+1} - \tau_{i}}{\tau_{i} - \tau_{i-1}}
500     \end{eqnarray}
501     and the limiter is the Sweby limiter:
502     \begin{equation}
503     \psi(r) = \max[0, \min[\min(1,d_0+d_1r],\frac{1-c}{c}r ]]
504     \end{equation}
505 adcroft 1.1
506 adcroft 1.4 \fbox{ \begin{minipage}{4.75in}
507     {\em S/R GAD\_DST3FL\_ADV\_X} ({\em gad\_dst3\_adv\_x.F})
508    
509     $F_x$: {\bf uT} (argument)
510    
511     $U$: {\bf uTrans} (argument)
512    
513     $\tau$: {\bf tracer} (argument)
514    
515     {\em S/R GAD\_DST3FL\_ADV\_Y} ({\em gad\_dst3\_adv\_y.F})
516    
517     $F_y$: {\bf vT} (argument)
518    
519     $V$: {\bf vTrans} (argument)
520    
521     $\tau$: {\bf tracer} (argument)
522    
523     {\em S/R GAD\_DST3FL\_ADV\_R} ({\em gad\_dst3\_adv\_r.F})
524    
525     $F_r$: {\bf wT} (argument)
526    
527     $W$: {\bf rTrans} (argument)
528    
529     $\tau$: {\bf tracer} (argument)
530    
531     \end{minipage} }
532    
533    
534 adcroft 1.3 \subsection{Multi-dimensional advection}
535 adcroft 1.1
536 adcroft 1.4 \begin{figure}
537     \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-lo-diag.eps}}
538     \caption{
539     Comparison of advection schemes in two dimensions; diagonal advection
540     of a resolved Guassian feature. Courant number is 0.01 with
541     30$\times$30 points and solutions are shown for T=1/2. White lines
542     indicate zero crossing (ie. the presence of false minima). The left
543     column shows the second order schemes; top) centered second order with
544     Adams-Bashforth, middle) Lax-Wendroff and bottom) Superbee flux
545     limited. The middle column shows the third order schemes; top) upwind
546     biased third order with Adams-Bashforth, middle) third order direct
547     space-time method and bottom) the same with flux limiting. The top
548     right panel shows the centered fourth order scheme with
549     Adams-Bashforth and right middle panel shows a fourth order variant on
550     the DST method. Bottom right panel shows the Superbee flux limiter
551     (second order) applied independantly in each direction (method of
552     lines).
553     \label{fig:advect-2d-lo-diag}
554     }
555     \end{figure}
556    
557     \begin{figure}
558     \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-mid-diag.eps}}
559     \caption{
560     Comparison of advection schemes in two dimensions; diagonal advection
561     of a resolved Guassian feature. Courant number is 0.27 with
562     30$\times$30 points and solutions are shown for T=1/2. White lines
563     indicate zero crossing (ie. the presence of false minima). The left
564     column shows the second order schemes; top) centered second order with
565     Adams-Bashforth, middle) Lax-Wendroff and bottom) Superbee flux
566     limited. The middle column shows the third order schemes; top) upwind
567     biased third order with Adams-Bashforth, middle) third order direct
568     space-time method and bottom) the same with flux limiting. The top
569     right panel shows the centered fourth order scheme with
570     Adams-Bashforth and right middle panel shows a fourth order variant on
571     the DST method. Bottom right panel shows the Superbee flux limiter
572     (second order) applied independantly in each direction (method of
573     lines).
574     \label{fig:advect-2d-mid-diag}
575     }
576     \end{figure}
577    
578     \begin{figure}
579     \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-hi-diag.eps}}
580     \caption{
581     Comparison of advection schemes in two dimensions; diagonal advection
582     of a resolved Guassian feature. Courant number is 0.47 with
583     30$\times$30 points and solutions are shown for T=1/2. White lines
584     indicate zero crossings and initial maximum values (ie. the presence
585     of false extrema). The left column shows the second order schemes;
586     top) centered second order with Adams-Bashforth, middle) Lax-Wendroff
587     and bottom) Superbee flux limited. The middle column shows the third
588     order schemes; top) upwind biased third order with Adams-Bashforth,
589     middle) third order direct space-time method and bottom) the same with
590     flux limiting. The top right panel shows the centered fourth order
591     scheme with Adams-Bashforth and right middle panel shows a fourth
592     order variant on the DST method. Bottom right panel shows the Superbee
593     flux limiter (second order) applied independantly in each direction
594     (method of lines).
595     \label{fig:advect-2d-hi-diag}
596     }
597     \end{figure}
598    
599    
600    
601 adcroft 1.3 In many of the aforementioned advection schemes the behaviour in
602     multiple dimensions is not necessarily as good as the one dimensional
603     behaviour. For instance, a shape preserving monotonic scheme in one
604     dimension can have severe shape distortion in two dimensions if the
605     two components of horizontal fluxes are treated independently. There
606     is a large body of literature on the subject dealing with this problem
607     and among the fixes are operator and flux splitting methods, corner
608     flux methods and more. We have adopted a variant on the standard
609     splitting methods that allows the flux calculations to be implemented
610     as if in one dimension:
611     \begin{eqnarray}
612     \tau^{n+1/3} & = & \tau^{n}
613     - \Delta t \left( \frac{1}{\Delta x} \delta_i F^x(\tau^{n})
614     + \tau^{n} \frac{1}{\Delta x} \delta_i u \right) \\
615     \tau^{n+2/3} & = & \tau^{n}
616     - \Delta t \left( \frac{1}{\Delta y} \delta_j F^y(\tau^{n+1/3})
617     + \tau^{n} \frac{1}{\Delta y} \delta_i v \right) \\
618     \tau^{n+3/3} & = & \tau^{n}
619     - \Delta t \left( \frac{1}{\Delta r} \delta_k F^x(\tau^{n+2/3})
620     + \tau^{n} \frac{1}{\Delta r} \delta_i w \right)
621     \end{eqnarray}
622 adcroft 1.1
623 adcroft 1.3 In order to incorporate this method into the general model algorithm,
624     we compute the effective tendancy rather than update the tracer so
625     that other terms such as diffusion are using the $n$ time-level and
626     not the updated $n+3/3$ quantities:
627     \begin{equation}
628     G^{n+1/2}_{adv} = \frac{1}{\Delta t} ( \tau^{n+3/3} - \tau^{n} )
629     \end{equation}
630     So that the over all time-stepping looks likes:
631     \begin{equation}
632     \tau^{n+1} = \tau^{n} + \Delta t \left( G^{n+1/2}_{adv} + G_{diff}(\tau^{n}) + G^{n}_{forcing} \right)
633     \end{equation}
634 adcroft 1.4
635     \fbox{ \begin{minipage}{4.75in}
636     {\em S/R GAD\_ADVECTION} ({\em gad\_advection.F})
637    
638     $\tau$: {\bf Tracer} (argument)
639    
640     $G^{n+1/2}_{adv}$: {\bf Gtracer} (argument)
641    
642     $F_x, F_y, F_r$: {\bf af} (local)
643    
644     $U$: {\bf uTrans} (local)
645    
646     $V$: {\bf vTrans} (local)
647    
648     $W$: {\bf rTrans} (local)
649    
650     \end{minipage} }
651    
652    
653     \section{Comparison of advection schemes}
654    
655     Figs.~\ref{fig:advect-2d-lo-diag}, \ref{fig:advect-2d-mid-diag} and
656     \ref{fig:advect-2d-hi-diag} show solutions to a simple diagonal
657     advection problem using a selection of schemes for low, moderate and
658     high Courant numbers, respectively. The top row shows the linear
659     schemes, integrated with the Adams-Bashforth method. Theses schemes
660     are clearly unstable for the high Courant number and weakly unstable
661     for the moderate Courant number. The presence of false extrema is very
662     apparent for all Courant numbers. The middle row shows solutions
663     obtained with the unlimited but multi-dimensional schemes. These
664     solutions also exhibit false extrema though the pattern now shows
665     symmetry due to the multi-dimensional scheme. Also, the schemes are
666     stable at high Courant number where the linear schemes weren't. The
667     bottom row (left and middle) shows the limited schemes and most
668     obvious is the absence of false extrema. The accuracy and stability of
669     the unlimited non-linear schemes is retained at high Courant number
670     but at low Courant number the tendancy is to loose amplitude in sharp
671     peaks due to diffusion. The one dimensional tests shown in
672     Figs.~\ref{fig:advect-1d-lo} and \ref{fig:advect-1d-hi} showed this
673     phenomenum.
674    
675     Finally, the bottom left and right panels use the same advection
676     scheme but the right does not use the mutli-dimensional method. At low
677     Courant number this appears to not matter but for moderate Courant
678     number severe distortion of the feature is apparent. Moreoever, the
679     stability of the multi-dimensional scheme is determined by the maximum
680     Courant number applied of each dimension while the stability of the
681     method of lines is determined by the sum. Hence, in the high Courant
682     number plot, the scheme is unstable.
683    
684     With many advection schemes implemented in the code two questions
685     arise: ``Which scheme is best?'' and ``Why don't you just offer the
686     best advection scheme?''. Unfortunately, no one advection scheme is
687     ``the best'' for all particular applications and for new applications
688     it is often a matter of trial to determine which is most
689     suitable. Here are some guidelines but these are not the rule;
690     \begin{itemize}
691     \item If you have a coarsely resolved model, using a
692     positive or upwind biased scheme will introduce significant diffusion
693     to the solution and using a centered higher order scheme will
694     introduce more noise. In this case, simplest may be best.
695     \item If you have a high resolution model, using a higher order
696     scheme will give a more accurate solution but scale-selective
697     diffusion might need to be employed. The flux limited methods
698     offer similar accuracy in this regime.
699     \item If your solution has shocks or propagatin fronts then a
700     flux limited scheme is almost essential.
701     \item If your time-step is limited by advection, the multi-dimensional
702     non-linear schemes have the most stablility (upto Courant number 1).
703     \item If you need to know how much diffusion/dissipation has occured you
704     will have a lot of trouble figuring it out with a non-linear method.
705     \item The presence of false extrema is unphysical and this alone is the
706     strongest argument for using a positive scheme.
707     \end{itemize}

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