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revision 1.2 by adcroft, Thu Aug 9 20:45:27 2001 UTC revision 1.15 by afe, Tue Mar 23 16:47:04 2004 UTC
# Line 2  Line 2 
2  % $Name$  % $Name$
3    
4  \section{Tracer equations}  \section{Tracer equations}
5    \label{sect:tracer_equations}
6    
7  The basic discretization used for the tracer equations is the second  The basic discretization used for the tracer equations is the second
8  order piece-wise constant finite volume form of the forced  order piece-wise constant finite volume form of the forced
9  advection-diussion equations. There are many alternatives to second  advection-diffusion equations. There are many alternatives to second
10  order method for advection and alternative parameterizations for the  order method for advection and alternative parameterizations for the
11  sub-grid scale processes. The Gent-McWilliams eddy parameterization,  sub-grid scale processes. The Gent-McWilliams eddy parameterization,
12  KPP mixing scheme and PV flux parameterization are all dealt with in  KPP mixing scheme and PV flux parameterization are all dealt with in
# Line 13  separate sections. The basic discretizat Line 14  separate sections. The basic discretizat
14  part of the tracer equations and the various advection schemes will be  part of the tracer equations and the various advection schemes will be
15  described here.  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}  \subsection{Centered second order advection-diffusion}
176    
177  The basic discretization, centered second order, is the default. It is  The basic discretization, centered second order, is the default. It is
178  designed to be consistant with the continuity equation to facilitate  designed to be consistent with the continuity equation to facilitate
179  conservation properties analogous to the continuum:  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}  \begin{equation}
186  {\cal A}_c \Delta r_f h_c \partial_\theta  {\cal A}_c \Delta r_f h_c G_{adv}^\tau =
187  + \delta_i F_x  \delta_i F_x + \delta_j F_y + \delta_k F_r
 + \delta_j F_y  
 + \delta_k F_r  
 = {\cal A}_c \Delta r_f h_c {\cal S}_\theta  
 + \theta {\cal A}_c \delta_k (P-E)_{r=0}  
188  \end{equation}  \end{equation}
189  where the area integrated fluxes are given by:  where the area integrated fluxes are given by:
190  \begin{eqnarray}  \begin{eqnarray}
191  F_x & = & U \overline{ \theta }^i  F_x & = & U \overline{ \tau }^i \\
192  - \kappa_h \frac{\Delta y_g \Delta r_f h_w}{\Delta x_c} \delta_i \theta \\  F_y & = & V \overline{ \tau }^j \\
193  F_y & = & V \overline{ \theta }^j  F_r & = & W \overline{ \tau }^k
 - \kappa_h \frac{\Delta x_g \Delta r_f h_s}{\Delta y_c} \delta_j \theta \\  
 F_r & = & W \overline{ \theta }^k  
 - \kappa_v \frac{\Delta x_g \Delta y_g}{\Delta r_c} \delta_k \theta  
194  \end{eqnarray}  \end{eqnarray}
195  The quantities $U$, $V$ and $W$ are volume fluxes defined:  The quantities $U$, $V$ and $W$ are volume fluxes defined:
196  \marginpar{$U$: {\bf uTrans} }  \marginpar{$U$: {\bf uTrans} }
# Line 44  U & = & \Delta y_g \Delta r_f h_w u \\ Line 201  U & = & \Delta y_g \Delta r_f h_w u \\
201  V & = & \Delta x_g \Delta r_f h_s v \\  V & = & \Delta x_g \Delta r_f h_s v \\
202  W & = & {\cal A}_c w  W & = & {\cal A}_c w
203  \end{eqnarray}  \end{eqnarray}
 ${\cal S}$ represents the ``parameterized'' SGS processes and physics  
 and sources associated with the tracer. For instance, potential  
 temperature equation in the ocean has is forced by surface and  
 partially penetrating heat fluxes:  
 \begin{equation}  
 {\cal A}_c \Delta r_f h_c {\cal S}_\theta = \frac{1}{c_p \rho_o} \delta_k {\cal A}_c {\cal Q}  
 \end{equation}  
 while the salt equation has no real sources, ${\cal S}=0$, which  
 leaves just the $P-E$ term.  
   
 The continuity equation can be recovered by setting ${\cal Q}=0$, $\kappa_h = \kappa_v = 0$ and  
 $\theta=1$. The term $\theta (P-E)_{r=0}$ is required to retain local  
 conservation of $\theta$. Global conservation is not possible using  
 the flux-form (as here) and a linearized free-surface  
 (\cite{Griffies00,Campin02}).  
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    
357    Non-linear advection schemes invoke non-linear interpolation and are
358    widely used in computational fluid dynamics (non-linear does not refer
359    to the non-linearity of the advection operator). The flux limited
360    advection schemes belong to the class of finite volume methods which
361    neatly ties into the spatial discretization of the model.
362    
363    When employing the flux limited schemes, first order upwind or
364    direct-space-time method the time-stepping is switched to forward in
365    time.
366    
367    \subsection{Second order flux limiters}
368    
369    The second order flux limiter method can be cast in several ways but
370    is generally expressed in terms of other flux approximations. For
371    example, in terms of a first order upwind flux and second order
372    Lax-Wendroff flux, the limited flux is given as:
373    \begin{equation}
374    F = F_1 + \psi(r) F_{LW}
375    \end{equation}
376    where $\psi(r)$ is the limiter function,
377    \begin{equation}
378    F_1 = u \overline{\tau}^i - \frac{1}{2} |u| \delta_i \tau
379    \end{equation}
380    is the upwind flux,
381    \begin{equation}
382    F_{LW} = F_1 + \frac{|u|}{2} (1-c) \delta_i \tau
383    \end{equation}
384    is the Lax-Wendroff flux and $c = \frac{u \Delta t}{\Delta x}$ is the
385    Courant (CFL) number.
386    
387    The limiter function, $\psi(r)$, takes the slope ratio
388    \begin{eqnarray}
389    r = \frac{ \tau_{i-1} - \tau_{i-2} }{ \tau_{i} - \tau_{i-1} } & \forall & u > 0
390    \\
391    r = \frac{ \tau_{i+1} - \tau_{i} }{ \tau_{i} - \tau_{i-1} } & \forall & u < 0
392    \end{eqnarray}
393    as it's argument. There are many choices of limiter function but we
394    only provide the Superbee limiter \cite{roe:85}:
395    \begin{equation}
396    \psi(r) = \max[0,\min[1,2r],\min[2,r]]
397    \end{equation}
398    
399    \fbox{ \begin{minipage}{4.75in}
400    {\em S/R GAD\_FLUXLIMIT\_ADV\_X} ({\em gad\_fluxlimit\_adv\_x.F})
401    
402    $F_x$: {\bf uT} (argument)
403    
404    $U$: {\bf uTrans} (argument)
405    
406    $\tau$: {\bf tracer} (argument)
407    
408    {\em S/R GAD\_FLUXLIMIT\_ADV\_Y} ({\em gad\_fluxlimit\_adv\_y.F})
409    
410    $F_y$: {\bf vT} (argument)
411    
412    $V$: {\bf vTrans} (argument)
413    
414    $\tau$: {\bf tracer} (argument)
415    
416    {\em S/R GAD\_FLUXLIMIT\_ADV\_R} ({\em gad\_fluxlimit\_adv\_r.F})
417    
418    $F_r$: {\bf wT} (argument)
419    
420    $W$: {\bf rTrans} (argument)
421    
422    $\tau$: {\bf tracer} (argument)
423    
424    \end{minipage} }
425    
426    
427    \subsection{Third order direct space time}
428    
429    The direct-space-time method deals with space and time discretization
430    together (other methods that treat space and time separately are known
431    collectively as the ``Method of Lines''). The Lax-Wendroff scheme
432    falls into this category; it adds sufficient diffusion to a second
433    order flux that the forward-in-time method is stable. The upwind
434    biased third order DST scheme is:
435    \begin{eqnarray}
436    F = u \left( \tau_{i-1}
437            + d_0 (\tau_{i}-\tau_{i-1}) + d_1 (\tau_{i-1}-\tau_{i-2}) \right)
438    & \forall & u > 0 \\
439    F = u \left( \tau_{i}
440            - d_0 (\tau_{i}-\tau_{i-1}) - d_1 (\tau_{i+1}-\tau_{i}) \right)
441    & \forall & u < 0
442    \end{eqnarray}
443    where
444    \begin{eqnarray}
445    d_1 & = & \frac{1}{6} ( 2 - |c| ) ( 1 - |c| ) \\
446    d_2 & = & \frac{1}{6} ( 1 - |c| ) ( 1 + |c| )
447    \end{eqnarray}
448    The coefficients $d_0$ and $d_1$ approach $1/3$ and $1/6$ respectively
449    as the Courant number, $c$, vanishes. In this limit, the conventional
450    third order upwind method is recovered. For finite Courant number, the
451    deviations from the linear method are analogous to the diffusion added
452    to centered second order advection in the Lax-Wendroff scheme.
453    
454    The DST3 method described above must be used in a forward-in-time
455    manner and is stable for $0 \le |c| \le 1$. Although the scheme
456    appears to be forward-in-time, it is in fact third order in time and
457    the accuracy increases with the Courant number! For low Courant
458    number, DST3 produces very similar results (indistinguishable in
459    Fig.~\ref{fig:advect-1d-lo}) to the linear third order method but for
460    large Courant number, where the linear upwind third order method is
461    unstable, the scheme is extremely accurate
462    (Fig.~\ref{fig:advect-1d-hi}) with only minor overshoots.
463    
464    \fbox{ \begin{minipage}{4.75in}
465    {\em S/R GAD\_DST3\_ADV\_X} ({\em gad\_dst3\_adv\_x.F})
466    
467    $F_x$: {\bf uT} (argument)
468    
469    $U$: {\bf uTrans} (argument)
470    
471    $\tau$: {\bf tracer} (argument)
472    
473    {\em S/R GAD\_DST3\_ADV\_Y} ({\em gad\_dst3\_adv\_y.F})
474    
475    $F_y$: {\bf vT} (argument)
476    
477    $V$: {\bf vTrans} (argument)
478    
479    $\tau$: {\bf tracer} (argument)
480    
481    {\em S/R GAD\_DST3\_ADV\_R} ({\em gad\_dst3\_adv\_r.F})
482    
483    $F_r$: {\bf wT} (argument)
484    
485    $W$: {\bf rTrans} (argument)
486    
487    $\tau$: {\bf tracer} (argument)
488    
489    \end{minipage} }
490    
491    
492    \subsection{Third order direct space time with flux limiting}
493    
494    The overshoots in the DST3 method can be controlled with a flux limiter.
495    The limited flux is written:
496    \begin{equation}
497    F =
498    \frac{1}{2}(u+|u|)\left( \tau_{i-1} + \psi(r^+)(\tau_{i} - \tau_{i-1} )\right)
499    +
500    \frac{1}{2}(u-|u|)\left( \tau_{i-1} + \psi(r^-)(\tau_{i} - \tau_{i-1} )\right)
501    \end{equation}
502    where
503    \begin{eqnarray}
504    r^+ & = & \frac{\tau_{i-1} - \tau_{i-2}}{\tau_{i} - \tau_{i-1}} \\
505    r^- & = & \frac{\tau_{i+1} - \tau_{i}}{\tau_{i} - \tau_{i-1}}
506    \end{eqnarray}
507    and the limiter is the Sweby limiter:
508    \begin{equation}
509    \psi(r) = \max[0, \min[\min(1,d_0+d_1r],\frac{1-c}{c}r ]]
510    \end{equation}
511    
512    \fbox{ \begin{minipage}{4.75in}
513    {\em S/R GAD\_DST3FL\_ADV\_X} ({\em gad\_dst3\_adv\_x.F})
514    
515    $F_x$: {\bf uT} (argument)
516    
517    $U$: {\bf uTrans} (argument)
518    
519    $\tau$: {\bf tracer} (argument)
520    
521    {\em S/R GAD\_DST3FL\_ADV\_Y} ({\em gad\_dst3\_adv\_y.F})
522    
523    $F_y$: {\bf vT} (argument)
524    
525    $V$: {\bf vTrans} (argument)
526    
527    $\tau$: {\bf tracer} (argument)
528    
529    {\em S/R GAD\_DST3FL\_ADV\_R} ({\em gad\_dst3\_adv\_r.F})
530    
531    $F_r$: {\bf wT} (argument)
532    
533    $W$: {\bf rTrans} (argument)
534    
535    $\tau$: {\bf tracer} (argument)
536    
537    \end{minipage} }
538    
539    
540    \subsection{Multi-dimensional advection}
541    
542    \begin{figure}
543    \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-lo-diag.eps}}
544    \caption{
545    Comparison of advection schemes in two dimensions; diagonal advection
546    of a resolved Gaussian feature. Courant number is 0.01 with
547    30$\times$30 points and solutions are shown for T=1/2. White lines
548    indicate zero crossing (ie. the presence of false minima).  The left
549    column shows the second order schemes; top) centered second order with
550    Adams-Bashforth, middle) Lax-Wendroff and bottom) Superbee flux
551    limited. The middle column shows the third order schemes; top) upwind
552    biased third order with Adams-Bashforth, middle) third order direct
553    space-time method and bottom) the same with flux limiting. The top
554    right panel shows the centered fourth order scheme with
555    Adams-Bashforth and right middle panel shows a fourth order variant on
556    the DST method. Bottom right panel shows the Superbee flux limiter
557    (second order) applied independently in each direction (method of
558    lines).
559    \label{fig:advect-2d-lo-diag}
560    }
561    \end{figure}
562    
563    \begin{figure}
564    \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-mid-diag.eps}}
565    \caption{
566    Comparison of advection schemes in two dimensions; diagonal advection
567    of a resolved Gaussian feature. Courant number is 0.27 with
568    30$\times$30 points and solutions are shown for T=1/2. White lines
569    indicate zero crossing (ie. the presence of false minima).  The left
570    column shows the second order schemes; top) centered second order with
571    Adams-Bashforth, middle) Lax-Wendroff and bottom) Superbee flux
572    limited. The middle column shows the third order schemes; top) upwind
573    biased third order with Adams-Bashforth, middle) third order direct
574    space-time method and bottom) the same with flux limiting. The top
575    right panel shows the centered fourth order scheme with
576    Adams-Bashforth and right middle panel shows a fourth order variant on
577    the DST method. Bottom right panel shows the Superbee flux limiter
578    (second order) applied independently in each direction (method of
579    lines).
580    \label{fig:advect-2d-mid-diag}
581    }
582    \end{figure}
583    
584    \begin{figure}
585    \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-hi-diag.eps}}
586    \caption{
587    Comparison of advection schemes in two dimensions; diagonal advection
588    of a resolved Gaussian feature. Courant number is 0.47 with
589    30$\times$30 points and solutions are shown for T=1/2. White lines
590    indicate zero crossings and initial maximum values (ie. the presence
591    of false extrema).  The left column shows the second order schemes;
592    top) centered second order with Adams-Bashforth, middle) Lax-Wendroff
593    and bottom) Superbee flux limited. The middle column shows the third
594    order schemes; top) upwind biased third order with Adams-Bashforth,
595    middle) third order direct space-time method and bottom) the same with
596    flux limiting. The top right panel shows the centered fourth order
597    scheme with Adams-Bashforth and right middle panel shows a fourth
598    order variant on the DST method. Bottom right panel shows the Superbee
599    flux limiter (second order) applied independently in each direction
600    (method of lines).
601    \label{fig:advect-2d-hi-diag}
602    }
603    \end{figure}
604    
605    
606    
607    In many of the aforementioned advection schemes the behavior in
608    multiple dimensions is not necessarily as good as the one dimensional
609    behavior. For instance, a shape preserving monotonic scheme in one
610    dimension can have severe shape distortion in two dimensions if the
611    two components of horizontal fluxes are treated independently. There
612    is a large body of literature on the subject dealing with this problem
613    and among the fixes are operator and flux splitting methods, corner
614    flux methods and more. We have adopted a variant on the standard
615    splitting methods that allows the flux calculations to be implemented
616    as if in one dimension:
617    \begin{eqnarray}
618    \tau^{n+1/3} & = & \tau^{n}
619    - \Delta t \left( \frac{1}{\Delta x} \delta_i F^x(\tau^{n})
620               + \tau^{n} \frac{1}{\Delta x} \delta_i u \right) \\
621    \tau^{n+2/3} & = & \tau^{n}
622    - \Delta t \left( \frac{1}{\Delta y} \delta_j F^y(\tau^{n+1/3})
623               + \tau^{n} \frac{1}{\Delta y} \delta_i v \right) \\
624    \tau^{n+3/3} & = & \tau^{n}
625    - \Delta t \left( \frac{1}{\Delta r} \delta_k F^x(\tau^{n+2/3})
626               + \tau^{n} \frac{1}{\Delta r} \delta_i w \right)
627    \end{eqnarray}
628    
629    In order to incorporate this method into the general model algorithm,
630    we compute the effective tendency rather than update the tracer so
631    that other terms such as diffusion are using the $n$ time-level and
632    not the updated $n+3/3$ quantities:
633    \begin{equation}
634    G^{n+1/2}_{adv} = \frac{1}{\Delta t} ( \tau^{n+3/3} - \tau^{n} )
635    \end{equation}
636    So that the over all time-stepping looks likes:
637    \begin{equation}
638    \tau^{n+1} = \tau^{n} + \Delta t \left( G^{n+1/2}_{adv} + G_{diff}(\tau^{n}) + G^{n}_{forcing} \right)
639    \end{equation}
640    
641    \fbox{ \begin{minipage}{4.75in}
642    {\em S/R GAD\_ADVECTION} ({\em gad\_advection.F})
643    
644    $\tau$: {\bf Tracer} (argument)
645    
646    $G^{n+1/2}_{adv}$: {\bf Gtracer} (argument)
647    
648    $F_x, F_y, F_r$: {\bf af} (local)
649    
650    $U$: {\bf uTrans} (local)
651    
652    $V$: {\bf vTrans} (local)
653    
654    $W$: {\bf rTrans} (local)
655    
656    \end{minipage} }
657    
658    
659    \section{Comparison of advection schemes}
660    
661    Figs.~\ref{fig:advect-2d-lo-diag}, \ref{fig:advect-2d-mid-diag} and
662    \ref{fig:advect-2d-hi-diag} show solutions to a simple diagonal
663    advection problem using a selection of schemes for low, moderate and
664    high Courant numbers, respectively. The top row shows the linear
665    schemes, integrated with the Adams-Bashforth method. Theses schemes
666    are clearly unstable for the high Courant number and weakly unstable
667    for the moderate Courant number. The presence of false extrema is very
668    apparent for all Courant numbers. The middle row shows solutions
669    obtained with the unlimited but multi-dimensional schemes. These
670    solutions also exhibit false extrema though the pattern now shows
671    symmetry due to the multi-dimensional scheme. Also, the schemes are
672    stable at high Courant number where the linear schemes weren't. The
673    bottom row (left and middle) shows the limited schemes and most
674    obvious is the absence of false extrema. The accuracy and stability of
675    the unlimited non-linear schemes is retained at high Courant number
676    but at low Courant number the tendency is to loose amplitude in sharp
677    peaks due to diffusion. The one dimensional tests shown in
678    Figs.~\ref{fig:advect-1d-lo} and \ref{fig:advect-1d-hi} showed this
679    phenomenon.
680    
681    Finally, the bottom left and right panels use the same advection
682    scheme but the right does not use the multi-dimensional method. At low
683    Courant number this appears to not matter but for moderate Courant
684    number severe distortion of the feature is apparent. Moreover, the
685    stability of the multi-dimensional scheme is determined by the maximum
686    Courant number applied of each dimension while the stability of the
687    method of lines is determined by the sum. Hence, in the high Courant
688    number plot, the scheme is unstable.
689    
690    With many advection schemes implemented in the code two questions
691    arise: ``Which scheme is best?'' and ``Why don't you just offer the
692    best advection scheme?''. Unfortunately, no one advection scheme is
693    ``the best'' for all particular applications and for new applications
694    it is often a matter of trial to determine which is most
695    suitable. Here are some guidelines but these are not the rule;
696    \begin{itemize}
697    \item If you have a coarsely resolved model, using a
698    positive or upwind biased scheme will introduce significant diffusion
699    to the solution and using a centered higher order scheme will
700    introduce more noise. In this case, simplest may be best.
701    \item If you have a high resolution model, using a higher order
702    scheme will give a more accurate solution but scale-selective
703    diffusion might need to be employed. The flux limited methods
704    offer similar accuracy in this regime.
705    \item If your solution has shocks or propagating fronts then a
706    flux limited scheme is almost essential.
707    \item If your time-step is limited by advection, the multi-dimensional
708    non-linear schemes have the most stability (up to Courant number 1).
709    \item If you need to know how much diffusion/dissipation has occurred you
710    will have a lot of trouble figuring it out with a non-linear method.
711    \item The presence of false extrema is non-physical and this alone is the
712    strongest argument for using a positive scheme.
713    \end{itemize}

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