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1 % $Header: /u/gcmpack/manual/part2/tracer.tex,v 1.15 2004/03/23 16:47:04 afe Exp $
2 % $Name: $
3
4 \section{Tracer equations}
5 \label{sect:tracer_equations}
6
7 The basic discretization used for the tracer equations is the second
8 order piece-wise constant finite volume form of the forced
9 advection-diffusion equations. There are many alternatives to second
10 order method for advection and alternative parameterizations for the
11 sub-grid scale processes. The Gent-McWilliams eddy parameterization,
12 KPP mixing scheme and PV flux parameterization are all dealt with in
13 separate sections. The basic discretization of the advection-diffusion
14 part of the tracer equations and the various advection schemes will be
15 described here.
16
17 \subsection{Time-stepping of tracers: ABII}
18 \label{sect:tracer_equations_abII}
19
20 The default advection scheme is the centered second order method which
21 requires a second order or quasi-second order time-stepping scheme to
22 be stable. Historically this has been the quasi-second order
23 Adams-Bashforth method (ABII) and applied to all terms. For an
24 arbitrary tracer, $\tau$, the forced advection-diffusion equation
25 reads:
26 \begin{equation}
27 \partial_t \tau + G_{adv}^\tau = G_{diff}^\tau + G_{forc}^\tau
28 \end{equation}
29 where $G_{adv}^\tau$, $G_{diff}^\tau$ and $G_{forc}^\tau$ are the
30 tendencies due to advection, diffusion and forcing, respectively,
31 namely:
32 \begin{eqnarray}
33 G_{adv}^\tau & = & \partial_x u \tau + \partial_y v \tau + \partial_r w \tau
34 - \tau \nabla \cdot {\bf v} \\
35 G_{diff}^\tau & = & \nabla \cdot {\bf K} \nabla \tau
36 \end{eqnarray}
37 and the forcing can be some arbitrary function of state, time and
38 space.
39
40 The term, $\tau \nabla \cdot {\bf v}$, is required to retain local
41 conservation in conjunction with the linear implicit free-surface. It
42 only affects the surface layer since the flow is non-divergent
43 everywhere else. This term is therefore referred to as the surface
44 correction term. Global conservation is not possible using the
45 flux-form (as here) and a linearized free-surface
46 (\cite{griffies:00,campin:02}).
47
48 The continuity equation can be recovered by setting
49 $G_{diff}=G_{forc}=0$ and $\tau=1$.
50
51 The driver routine that calls the routines to calculate tendencies are
52 {\em S/R CALC\_GT} and {\em S/R CALC\_GS} for temperature and salt
53 (moisture), respectively. These in turn call a generic advection
54 diffusion routine {\em S/R GAD\_CALC\_RHS} that is called with the
55 flow field and relevant tracer as arguments and returns the collective
56 tendency due to advection and diffusion. Forcing is add subsequently
57 in {\em S/R CALC\_GT} or {\em S/R CALC\_GS} to the same tendency
58 array.
59
60 \fbox{ \begin{minipage}{4.75in}
61 {\em S/R GAD\_CALC\_RHS} ({\em pkg/generic\_advdiff/gad\_calc\_rhs.F})
62
63 $\tau$: {\bf tracer} (argument)
64
65 $G^{(n)}$: {\bf gTracer} (argument)
66
67 $F_r$: {\bf fVerT} (argument)
68
69 \end{minipage} }
70
71 The space and time discretization are treated separately (method of
72 lines). Tendencies are calculated at time levels $n$ and $n-1$ and
73 extrapolated to $n+1/2$ using the Adams-Bashforth method:
74 \marginpar{$\epsilon$: {\bf AB\_eps}}
75 \begin{equation}
76 G^{(n+1/2)} =
77 (\frac{3}{2} + \epsilon) G^{(n)} - (\frac{1}{2} + \epsilon) G^{(n-1)}
78 \end{equation}
79 where $G^{(n)} = G_{adv}^\tau + G_{diff}^\tau + G_{src}^\tau$ at time
80 step $n$. The tendency at $n-1$ is not re-calculated but rather the
81 tendency at $n$ is stored in a global array for later re-use.
82
83 \fbox{ \begin{minipage}{4.75in}
84 {\em S/R ADAMS\_BASHFORTH2} ({\em model/src/adams\_bashforth2.F})
85
86 $G^{(n+1/2)}$: {\bf gTracer} (argument on exit)
87
88 $G^{(n)}$: {\bf gTracer} (argument on entry)
89
90 $G^{(n-1)}$: {\bf gTrNm1} (argument)
91
92 $\epsilon$: {\bf ABeps} (PARAMS.h)
93
94 \end{minipage} }
95
96 The tracers are stepped forward in time using the extrapolated tendency:
97 \begin{equation}
98 \tau^{(n+1)} = \tau^{(n)} + \Delta t G^{(n+1/2)}
99 \end{equation}
100 \marginpar{$\Delta t$: {\bf deltaTtracer}}
101
102 \fbox{ \begin{minipage}{4.75in}
103 {\em S/R TIMESTEP\_TRACER} ({\em model/src/timestep\_tracer.F})
104
105 $\tau^{(n+1)}$: {\bf gTracer} (argument on exit)
106
107 $\tau^{(n)}$: {\bf tracer} (argument on entry)
108
109 $G^{(n+1/2)}$: {\bf gTracer} (argument)
110
111 $\Delta t$: {\bf deltaTtracer} (PARAMS.h)
112
113 \end{minipage} }
114
115 Strictly speaking the ABII scheme should be applied only to the
116 advection terms. However, this scheme is only used in conjunction with
117 the standard second, third and fourth order advection
118 schemes. Selection of any other advection scheme disables
119 Adams-Bashforth for tracers so that explicit diffusion and forcing use
120 the forward method.
121
122
123
124
125 \section{Linear advection schemes}
126 \label{sect:tracer-advection}
127 \begin{rawhtml}
128 <!-- CMIREDIR:linear_advection_schemes: -->
129 \end{rawhtml}
130
131 \begin{figure}
132 \resizebox{5.5in}{!}{\includegraphics{part2/advect-1d-lo.eps}}
133 \caption{
134 Comparison of 1-D advection schemes. Courant number is 0.05 with 60
135 points and solutions are shown for T=1 (one complete period).
136 a) Shows the upwind biased schemes; first order upwind, DST3,
137 third order upwind and second order upwind.
138 b) Shows the centered schemes; Lax-Wendroff, DST4, centered second order,
139 centered fourth order and finite volume fourth order.
140 c) Shows the second order flux limiters: minmod, Superbee,
141 MC limiter and the van Leer limiter.
142 d) Shows the DST3 method with flux limiters due to Sweby with
143 $\mu=1$, $\mu=c/(1-c)$ and a fourth order DST method with Sweby limiter,
144 $\mu=c/(1-c)$.
145 \label{fig:advect-1d-lo}
146 }
147 \end{figure}
148
149 \begin{figure}
150 \resizebox{5.5in}{!}{\includegraphics{part2/advect-1d-hi.eps}}
151 \caption{
152 Comparison of 1-D advection schemes. Courant number is 0.89 with 60
153 points and solutions are shown for T=1 (one complete period).
154 a) Shows the upwind biased schemes; first order upwind and DST3.
155 Third order upwind and second order upwind are unstable at this Courant number.
156 b) Shows the centered schemes; Lax-Wendroff, DST4. Centered second order,
157 centered fourth order and finite volume fourth order and unstable at this
158 Courant number.
159 c) Shows the second order flux limiters: minmod, Superbee,
160 MC limiter and the van Leer limiter.
161 d) Shows the DST3 method with flux limiters due to Sweby with
162 $\mu=1$, $\mu=c/(1-c)$ and a fourth order DST method with Sweby limiter,
163 $\mu=c/(1-c)$.
164 \label{fig:advect-1d-hi}
165 }
166 \end{figure}
167
168 The advection schemes known as centered second order, centered fourth
169 order, first order upwind and upwind biased third order are known as
170 linear advection schemes because the coefficient for interpolation of
171 the advected tracer are linear and a function only of the flow, not
172 the tracer field it self. We discuss these first since they are most
173 commonly used in the field and most familiar.
174
175 \subsection{Centered second order advection-diffusion}
176
177 The basic discretization, centered second order, is the default. It is
178 designed to be consistent with the continuity equation to facilitate
179 conservation properties analogous to the continuum. However, centered
180 second order advection is notoriously noisy and must be used in
181 conjunction with some finite amount of diffusion to produce a sensible
182 solution.
183
184 The advection operator is discretized:
185 \begin{equation}
186 {\cal A}_c \Delta r_f h_c G_{adv}^\tau =
187 \delta_i F_x + \delta_j F_y + \delta_k F_r
188 \end{equation}
189 where the area integrated fluxes are given by:
190 \begin{eqnarray}
191 F_x & = & U \overline{ \tau }^i \\
192 F_y & = & V \overline{ \tau }^j \\
193 F_r & = & W \overline{ \tau }^k
194 \end{eqnarray}
195 The quantities $U$, $V$ and $W$ are volume fluxes defined:
196 \marginpar{$U$: {\bf uTrans} }
197 \marginpar{$V$: {\bf vTrans} }
198 \marginpar{$W$: {\bf rTrans} }
199 \begin{eqnarray}
200 U & = & \Delta y_g \Delta r_f h_w u \\
201 V & = & \Delta x_g \Delta r_f h_s v \\
202 W & = & {\cal A}_c w
203 \end{eqnarray}
204
205 For non-divergent flow, this discretization can be shown to conserve
206 the tracer both locally and globally and to globally conserve tracer
207 variance, $\tau^2$. The proof is given in \cite{adcroft:95,adcroft:97}.
208
209 \fbox{ \begin{minipage}{4.75in}
210 {\em S/R GAD\_C2\_ADV\_X} ({\em gad\_c2\_adv\_x.F})
211
212 $F_x$: {\bf uT} (argument)
213
214 $U$: {\bf uTrans} (argument)
215
216 $\tau$: {\bf tracer} (argument)
217
218 {\em S/R GAD\_C2\_ADV\_Y} ({\em gad\_c2\_adv\_y.F})
219
220 $F_y$: {\bf vT} (argument)
221
222 $V$: {\bf vTrans} (argument)
223
224 $\tau$: {\bf tracer} (argument)
225
226 {\em S/R GAD\_C2\_ADV\_R} ({\em gad\_c2\_adv\_r.F})
227
228 $F_r$: {\bf wT} (argument)
229
230 $W$: {\bf rTrans} (argument)
231
232 $\tau$: {\bf tracer} (argument)
233
234 \end{minipage} }
235
236
237 \subsection{Third order upwind bias advection}
238
239 Upwind biased third order advection offers a relatively good
240 compromise between accuracy and smoothness. It is not a ``positive''
241 scheme meaning false extrema are permitted but the amplitude of such
242 are significantly reduced over the centered second order method.
243
244 The third order upwind fluxes are discretized:
245 \begin{eqnarray}
246 F_x & = & U \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^i
247 + \frac{1}{2} |U| \delta_i \frac{1}{6} \delta_{ii} \tau \\
248 F_y & = & V \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^j
249 + \frac{1}{2} |V| \delta_j \frac{1}{6} \delta_{jj} \tau \\
250 F_r & = & W \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^k
251 + \frac{1}{2} |W| \delta_k \frac{1}{6} \delta_{kk} \tau
252 \end{eqnarray}
253
254 At boundaries, $\delta_{\hat{n}} \tau$ is set to zero allowing
255 $\delta_{nn}$ to be evaluated. We are currently examine the accuracy
256 of this boundary condition and the effect on the solution.
257
258 \fbox{ \begin{minipage}{4.75in}
259 {\em S/R GAD\_U3\_ADV\_X} ({\em gad\_u3\_adv\_x.F})
260
261 $F_x$: {\bf uT} (argument)
262
263 $U$: {\bf uTrans} (argument)
264
265 $\tau$: {\bf tracer} (argument)
266
267 {\em S/R GAD\_U3\_ADV\_Y} ({\em gad\_u3\_adv\_y.F})
268
269 $F_y$: {\bf vT} (argument)
270
271 $V$: {\bf vTrans} (argument)
272
273 $\tau$: {\bf tracer} (argument)
274
275 {\em S/R GAD\_U3\_ADV\_R} ({\em gad\_u3\_adv\_r.F})
276
277 $F_r$: {\bf wT} (argument)
278
279 $W$: {\bf rTrans} (argument)
280
281 $\tau$: {\bf tracer} (argument)
282
283 \end{minipage} }
284
285 \subsection{Centered fourth order advection}
286
287 Centered fourth order advection is formally the most accurate scheme
288 we have implemented and can be used to great effect in high resolution
289 simulation where dynamical scales are well resolved. However, the
290 scheme is noisy like the centered second order method and so must be
291 used with some finite amount of diffusion. Bi-harmonic is recommended
292 since it is more scale selective and less likely to diffuse away the
293 well resolved gradient the fourth order scheme worked so hard to
294 create.
295
296 The centered fourth order fluxes are discretized:
297 \begin{eqnarray}
298 F_x & = & U \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^i \\
299 F_y & = & V \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^j \\
300 F_r & = & W \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^k
301 \end{eqnarray}
302
303 As for the third order scheme, the best discretization near boundaries
304 is under investigation but currently $\delta_i \tau=0$ on a boundary.
305
306 \fbox{ \begin{minipage}{4.75in}
307 {\em S/R GAD\_C4\_ADV\_X} ({\em gad\_c4\_adv\_x.F})
308
309 $F_x$: {\bf uT} (argument)
310
311 $U$: {\bf uTrans} (argument)
312
313 $\tau$: {\bf tracer} (argument)
314
315 {\em S/R GAD\_C4\_ADV\_Y} ({\em gad\_c4\_adv\_y.F})
316
317 $F_y$: {\bf vT} (argument)
318
319 $V$: {\bf vTrans} (argument)
320
321 $\tau$: {\bf tracer} (argument)
322
323 {\em S/R GAD\_C4\_ADV\_R} ({\em gad\_c4\_adv\_r.F})
324
325 $F_r$: {\bf wT} (argument)
326
327 $W$: {\bf rTrans} (argument)
328
329 $\tau$: {\bf tracer} (argument)
330
331 \end{minipage} }
332
333
334 \subsection{First order upwind advection}
335
336 Although the upwind scheme is the underlying scheme for the robust or
337 non-linear methods given later, we haven't actually supplied this
338 method for general use. It would be very diffusive and it is unlikely
339 that it could ever produce more useful results than the positive
340 higher order schemes.
341
342 Upwind bias is introduced into many schemes using the {\em abs}
343 function and is allows the first order upwind flux to be written:
344 \begin{eqnarray}
345 F_x & = & U \overline{ \tau }^i - \frac{1}{2} |U| \delta_i \tau \\
346 F_y & = & V \overline{ \tau }^j - \frac{1}{2} |V| \delta_j \tau \\
347 F_r & = & W \overline{ \tau }^k - \frac{1}{2} |W| \delta_k \tau
348 \end{eqnarray}
349
350 If for some reason, the above method is required, then the second
351 order flux limiter scheme described later reduces to the above scheme
352 if the limiter is set to zero.
353
354
355 \section{Non-linear advection schemes}
356 \begin{rawhtml}
357 <!-- CMIREDIR:non-linear_advection_schemes: -->
358 \end{rawhtml}
359
360 Non-linear advection schemes invoke non-linear interpolation and are
361 widely used in computational fluid dynamics (non-linear does not refer
362 to the non-linearity of the advection operator). The flux limited
363 advection schemes belong to the class of finite volume methods which
364 neatly ties into the spatial discretization of the model.
365
366 When employing the flux limited schemes, first order upwind or
367 direct-space-time method the time-stepping is switched to forward in
368 time.
369
370 \subsection{Second order flux limiters}
371
372 The second order flux limiter method can be cast in several ways but
373 is generally expressed in terms of other flux approximations. For
374 example, in terms of a first order upwind flux and second order
375 Lax-Wendroff flux, the limited flux is given as:
376 \begin{equation}
377 F = F_1 + \psi(r) F_{LW}
378 \end{equation}
379 where $\psi(r)$ is the limiter function,
380 \begin{equation}
381 F_1 = u \overline{\tau}^i - \frac{1}{2} |u| \delta_i \tau
382 \end{equation}
383 is the upwind flux,
384 \begin{equation}
385 F_{LW} = F_1 + \frac{|u|}{2} (1-c) \delta_i \tau
386 \end{equation}
387 is the Lax-Wendroff flux and $c = \frac{u \Delta t}{\Delta x}$ is the
388 Courant (CFL) number.
389
390 The limiter function, $\psi(r)$, takes the slope ratio
391 \begin{eqnarray}
392 r = \frac{ \tau_{i-1} - \tau_{i-2} }{ \tau_{i} - \tau_{i-1} } & \forall & u > 0
393 \\
394 r = \frac{ \tau_{i+1} - \tau_{i} }{ \tau_{i} - \tau_{i-1} } & \forall & u < 0
395 \end{eqnarray}
396 as it's argument. There are many choices of limiter function but we
397 only provide the Superbee limiter \cite{roe:85}:
398 \begin{equation}
399 \psi(r) = \max[0,\min[1,2r],\min[2,r]]
400 \end{equation}
401
402 \fbox{ \begin{minipage}{4.75in}
403 {\em S/R GAD\_FLUXLIMIT\_ADV\_X} ({\em gad\_fluxlimit\_adv\_x.F})
404
405 $F_x$: {\bf uT} (argument)
406
407 $U$: {\bf uTrans} (argument)
408
409 $\tau$: {\bf tracer} (argument)
410
411 {\em S/R GAD\_FLUXLIMIT\_ADV\_Y} ({\em gad\_fluxlimit\_adv\_y.F})
412
413 $F_y$: {\bf vT} (argument)
414
415 $V$: {\bf vTrans} (argument)
416
417 $\tau$: {\bf tracer} (argument)
418
419 {\em S/R GAD\_FLUXLIMIT\_ADV\_R} ({\em gad\_fluxlimit\_adv\_r.F})
420
421 $F_r$: {\bf wT} (argument)
422
423 $W$: {\bf rTrans} (argument)
424
425 $\tau$: {\bf tracer} (argument)
426
427 \end{minipage} }
428
429
430 \subsection{Third order direct space time}
431
432 The direct-space-time method deals with space and time discretization
433 together (other methods that treat space and time separately are known
434 collectively as the ``Method of Lines''). The Lax-Wendroff scheme
435 falls into this category; it adds sufficient diffusion to a second
436 order flux that the forward-in-time method is stable. The upwind
437 biased third order DST scheme is:
438 \begin{eqnarray}
439 F = u \left( \tau_{i-1}
440 + d_0 (\tau_{i}-\tau_{i-1}) + d_1 (\tau_{i-1}-\tau_{i-2}) \right)
441 & \forall & u > 0 \\
442 F = u \left( \tau_{i}
443 - d_0 (\tau_{i}-\tau_{i-1}) - d_1 (\tau_{i+1}-\tau_{i}) \right)
444 & \forall & u < 0
445 \end{eqnarray}
446 where
447 \begin{eqnarray}
448 d_1 & = & \frac{1}{6} ( 2 - |c| ) ( 1 - |c| ) \\
449 d_2 & = & \frac{1}{6} ( 1 - |c| ) ( 1 + |c| )
450 \end{eqnarray}
451 The coefficients $d_0$ and $d_1$ approach $1/3$ and $1/6$ respectively
452 as the Courant number, $c$, vanishes. In this limit, the conventional
453 third order upwind method is recovered. For finite Courant number, the
454 deviations from the linear method are analogous to the diffusion added
455 to centered second order advection in the Lax-Wendroff scheme.
456
457 The DST3 method described above must be used in a forward-in-time
458 manner and is stable for $0 \le |c| \le 1$. Although the scheme
459 appears to be forward-in-time, it is in fact third order in time and
460 the accuracy increases with the Courant number! For low Courant
461 number, DST3 produces very similar results (indistinguishable in
462 Fig.~\ref{fig:advect-1d-lo}) to the linear third order method but for
463 large Courant number, where the linear upwind third order method is
464 unstable, the scheme is extremely accurate
465 (Fig.~\ref{fig:advect-1d-hi}) with only minor overshoots.
466
467 \fbox{ \begin{minipage}{4.75in}
468 {\em S/R GAD\_DST3\_ADV\_X} ({\em gad\_dst3\_adv\_x.F})
469
470 $F_x$: {\bf uT} (argument)
471
472 $U$: {\bf uTrans} (argument)
473
474 $\tau$: {\bf tracer} (argument)
475
476 {\em S/R GAD\_DST3\_ADV\_Y} ({\em gad\_dst3\_adv\_y.F})
477
478 $F_y$: {\bf vT} (argument)
479
480 $V$: {\bf vTrans} (argument)
481
482 $\tau$: {\bf tracer} (argument)
483
484 {\em S/R GAD\_DST3\_ADV\_R} ({\em gad\_dst3\_adv\_r.F})
485
486 $F_r$: {\bf wT} (argument)
487
488 $W$: {\bf rTrans} (argument)
489
490 $\tau$: {\bf tracer} (argument)
491
492 \end{minipage} }
493
494
495 \subsection{Third order direct space time with flux limiting}
496
497 The overshoots in the DST3 method can be controlled with a flux limiter.
498 The limited flux is written:
499 \begin{equation}
500 F =
501 \frac{1}{2}(u+|u|)\left( \tau_{i-1} + \psi(r^+)(\tau_{i} - \tau_{i-1} )\right)
502 +
503 \frac{1}{2}(u-|u|)\left( \tau_{i-1} + \psi(r^-)(\tau_{i} - \tau_{i-1} )\right)
504 \end{equation}
505 where
506 \begin{eqnarray}
507 r^+ & = & \frac{\tau_{i-1} - \tau_{i-2}}{\tau_{i} - \tau_{i-1}} \\
508 r^- & = & \frac{\tau_{i+1} - \tau_{i}}{\tau_{i} - \tau_{i-1}}
509 \end{eqnarray}
510 and the limiter is the Sweby limiter:
511 \begin{equation}
512 \psi(r) = \max[0, \min[\min(1,d_0+d_1r],\frac{1-c}{c}r ]]
513 \end{equation}
514
515 \fbox{ \begin{minipage}{4.75in}
516 {\em S/R GAD\_DST3FL\_ADV\_X} ({\em gad\_dst3\_adv\_x.F})
517
518 $F_x$: {\bf uT} (argument)
519
520 $U$: {\bf uTrans} (argument)
521
522 $\tau$: {\bf tracer} (argument)
523
524 {\em S/R GAD\_DST3FL\_ADV\_Y} ({\em gad\_dst3\_adv\_y.F})
525
526 $F_y$: {\bf vT} (argument)
527
528 $V$: {\bf vTrans} (argument)
529
530 $\tau$: {\bf tracer} (argument)
531
532 {\em S/R GAD\_DST3FL\_ADV\_R} ({\em gad\_dst3\_adv\_r.F})
533
534 $F_r$: {\bf wT} (argument)
535
536 $W$: {\bf rTrans} (argument)
537
538 $\tau$: {\bf tracer} (argument)
539
540 \end{minipage} }
541
542
543 \subsection{Multi-dimensional advection}
544
545 \begin{figure}
546 \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-lo-diag.eps}}
547 \caption{
548 Comparison of advection schemes in two dimensions; diagonal advection
549 of a resolved Gaussian feature. Courant number is 0.01 with
550 30$\times$30 points and solutions are shown for T=1/2. White lines
551 indicate zero crossing (ie. the presence of false minima). The left
552 column shows the second order schemes; top) centered second order with
553 Adams-Bashforth, middle) Lax-Wendroff and bottom) Superbee flux
554 limited. The middle column shows the third order schemes; top) upwind
555 biased third order with Adams-Bashforth, middle) third order direct
556 space-time method and bottom) the same with flux limiting. The top
557 right panel shows the centered fourth order scheme with
558 Adams-Bashforth and right middle panel shows a fourth order variant on
559 the DST method. Bottom right panel shows the Superbee flux limiter
560 (second order) applied independently in each direction (method of
561 lines).
562 \label{fig:advect-2d-lo-diag}
563 }
564 \end{figure}
565
566 \begin{figure}
567 \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-mid-diag.eps}}
568 \caption{
569 Comparison of advection schemes in two dimensions; diagonal advection
570 of a resolved Gaussian feature. Courant number is 0.27 with
571 30$\times$30 points and solutions are shown for T=1/2. White lines
572 indicate zero crossing (ie. the presence of false minima). The left
573 column shows the second order schemes; top) centered second order with
574 Adams-Bashforth, middle) Lax-Wendroff and bottom) Superbee flux
575 limited. The middle column shows the third order schemes; top) upwind
576 biased third order with Adams-Bashforth, middle) third order direct
577 space-time method and bottom) the same with flux limiting. The top
578 right panel shows the centered fourth order scheme with
579 Adams-Bashforth and right middle panel shows a fourth order variant on
580 the DST method. Bottom right panel shows the Superbee flux limiter
581 (second order) applied independently in each direction (method of
582 lines).
583 \label{fig:advect-2d-mid-diag}
584 }
585 \end{figure}
586
587 \begin{figure}
588 \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-hi-diag.eps}}
589 \caption{
590 Comparison of advection schemes in two dimensions; diagonal advection
591 of a resolved Gaussian feature. Courant number is 0.47 with
592 30$\times$30 points and solutions are shown for T=1/2. White lines
593 indicate zero crossings and initial maximum values (ie. the presence
594 of false extrema). The left column shows the second order schemes;
595 top) centered second order with Adams-Bashforth, middle) Lax-Wendroff
596 and bottom) Superbee flux limited. The middle column shows the third
597 order schemes; top) upwind biased third order with Adams-Bashforth,
598 middle) third order direct space-time method and bottom) the same with
599 flux limiting. The top right panel shows the centered fourth order
600 scheme with Adams-Bashforth and right middle panel shows a fourth
601 order variant on the DST method. Bottom right panel shows the Superbee
602 flux limiter (second order) applied independently in each direction
603 (method of lines).
604 \label{fig:advect-2d-hi-diag}
605 }
606 \end{figure}
607
608
609
610 In many of the aforementioned advection schemes the behavior in
611 multiple dimensions is not necessarily as good as the one dimensional
612 behavior. For instance, a shape preserving monotonic scheme in one
613 dimension can have severe shape distortion in two dimensions if the
614 two components of horizontal fluxes are treated independently. There
615 is a large body of literature on the subject dealing with this problem
616 and among the fixes are operator and flux splitting methods, corner
617 flux methods and more. We have adopted a variant on the standard
618 splitting methods that allows the flux calculations to be implemented
619 as if in one dimension:
620 \begin{eqnarray}
621 \tau^{n+1/3} & = & \tau^{n}
622 - \Delta t \left( \frac{1}{\Delta x} \delta_i F^x(\tau^{n})
623 + \tau^{n} \frac{1}{\Delta x} \delta_i u \right) \\
624 \tau^{n+2/3} & = & \tau^{n}
625 - \Delta t \left( \frac{1}{\Delta y} \delta_j F^y(\tau^{n+1/3})
626 + \tau^{n} \frac{1}{\Delta y} \delta_i v \right) \\
627 \tau^{n+3/3} & = & \tau^{n}
628 - \Delta t \left( \frac{1}{\Delta r} \delta_k F^x(\tau^{n+2/3})
629 + \tau^{n} \frac{1}{\Delta r} \delta_i w \right)
630 \end{eqnarray}
631
632 In order to incorporate this method into the general model algorithm,
633 we compute the effective tendency rather than update the tracer so
634 that other terms such as diffusion are using the $n$ time-level and
635 not the updated $n+3/3$ quantities:
636 \begin{equation}
637 G^{n+1/2}_{adv} = \frac{1}{\Delta t} ( \tau^{n+3/3} - \tau^{n} )
638 \end{equation}
639 So that the over all time-stepping looks likes:
640 \begin{equation}
641 \tau^{n+1} = \tau^{n} + \Delta t \left( G^{n+1/2}_{adv} + G_{diff}(\tau^{n}) + G^{n}_{forcing} \right)
642 \end{equation}
643
644 \fbox{ \begin{minipage}{4.75in}
645 {\em S/R GAD\_ADVECTION} ({\em gad\_advection.F})
646
647 $\tau$: {\bf Tracer} (argument)
648
649 $G^{n+1/2}_{adv}$: {\bf Gtracer} (argument)
650
651 $F_x, F_y, F_r$: {\bf af} (local)
652
653 $U$: {\bf uTrans} (local)
654
655 $V$: {\bf vTrans} (local)
656
657 $W$: {\bf rTrans} (local)
658
659 \end{minipage} }
660
661
662 \section{Comparison of advection schemes}
663
664 Figs.~\ref{fig:advect-2d-lo-diag}, \ref{fig:advect-2d-mid-diag} and
665 \ref{fig:advect-2d-hi-diag} show solutions to a simple diagonal
666 advection problem using a selection of schemes for low, moderate and
667 high Courant numbers, respectively. The top row shows the linear
668 schemes, integrated with the Adams-Bashforth method. Theses schemes
669 are clearly unstable for the high Courant number and weakly unstable
670 for the moderate Courant number. The presence of false extrema is very
671 apparent for all Courant numbers. The middle row shows solutions
672 obtained with the unlimited but multi-dimensional schemes. These
673 solutions also exhibit false extrema though the pattern now shows
674 symmetry due to the multi-dimensional scheme. Also, the schemes are
675 stable at high Courant number where the linear schemes weren't. The
676 bottom row (left and middle) shows the limited schemes and most
677 obvious is the absence of false extrema. The accuracy and stability of
678 the unlimited non-linear schemes is retained at high Courant number
679 but at low Courant number the tendency is to loose amplitude in sharp
680 peaks due to diffusion. The one dimensional tests shown in
681 Figs.~\ref{fig:advect-1d-lo} and \ref{fig:advect-1d-hi} showed this
682 phenomenon.
683
684 Finally, the bottom left and right panels use the same advection
685 scheme but the right does not use the multi-dimensional method. At low
686 Courant number this appears to not matter but for moderate Courant
687 number severe distortion of the feature is apparent. Moreover, the
688 stability of the multi-dimensional scheme is determined by the maximum
689 Courant number applied of each dimension while the stability of the
690 method of lines is determined by the sum. Hence, in the high Courant
691 number plot, the scheme is unstable.
692
693 With many advection schemes implemented in the code two questions
694 arise: ``Which scheme is best?'' and ``Why don't you just offer the
695 best advection scheme?''. Unfortunately, no one advection scheme is
696 ``the best'' for all particular applications and for new applications
697 it is often a matter of trial to determine which is most
698 suitable. Here are some guidelines but these are not the rule;
699 \begin{itemize}
700 \item If you have a coarsely resolved model, using a
701 positive or upwind biased scheme will introduce significant diffusion
702 to the solution and using a centered higher order scheme will
703 introduce more noise. In this case, simplest may be best.
704 \item If you have a high resolution model, using a higher order
705 scheme will give a more accurate solution but scale-selective
706 diffusion might need to be employed. The flux limited methods
707 offer similar accuracy in this regime.
708 \item If your solution has shocks or propagating fronts then a
709 flux limited scheme is almost essential.
710 \item If your time-step is limited by advection, the multi-dimensional
711 non-linear schemes have the most stability (up to Courant number 1).
712 \item If you need to know how much diffusion/dissipation has occurred you
713 will have a lot of trouble figuring it out with a non-linear method.
714 \item The presence of false extrema is non-physical and this alone is the
715 strongest argument for using a positive scheme.
716 \end{itemize}

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