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revision 1.1 by adcroft, Thu Aug 9 19:48:39 2001 UTC revision 1.22 by jmc, Wed Jun 28 17:01:34 2006 UTC
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2  % $Name$  % $Name$
3    
4  \section{Tracer equations}  \section{Tracer equations}
5    \label{sect:tracer_equations}
6    \begin{rawhtml}
7    <!-- CMIREDIR:tracer_equations: -->
8    \end{rawhtml}
9    
10  The tracer equations are discretized consistantly with the continuity  The basic discretization used for the tracer equations is the second
11  equation to facilitate conservation properties analogous to the  order piece-wise constant finite volume form of the forced
12  continuum:  advection-diffusion equations. There are many alternatives to second
13  \begin{equation}  order method for advection and alternative parameterizations for the
14  {\cal A}_c \Delta r_f h_c \partial_\theta  sub-grid scale processes. The Gent-McWilliams eddy parameterization,
15  + \delta_i U \overline{ \theta }^i  KPP mixing scheme and PV flux parameterization are all dealt with in
16  + \delta_j V \overline{ \theta }^j  separate sections. The basic discretization of the advection-diffusion
17  + \delta_k W \overline{ \theta }^k  part of the tracer equations and the various advection schemes will be
18  = {\cal A}_c \Delta r_f h_c {\cal S}_\theta + \theta {\cal A}_c \delta_k (P-E)_{r=0}  described here.
19    
20    \subsection{Time-stepping of tracers: ABII}
21    \label{sect:tracer_equations_abII}
22    \begin{rawhtml}
23    <!-- CMIREDIR:tracer_equations_abII: -->
24    \end{rawhtml}
25    
26    The default advection scheme is the centered second order method which
27    requires a second order or quasi-second order time-stepping scheme to
28    be stable. Historically this has been the quasi-second order
29    Adams-Bashforth method (ABII) and applied to all terms. For an
30    arbitrary tracer, $\tau$, the forced advection-diffusion equation
31    reads:
32    \begin{equation}
33    \partial_t \tau + G_{adv}^\tau = G_{diff}^\tau + G_{forc}^\tau
34    \end{equation}
35    where $G_{adv}^\tau$, $G_{diff}^\tau$ and $G_{forc}^\tau$ are the
36    tendencies due to advection, diffusion and forcing, respectively,
37    namely:
38    \begin{eqnarray}
39    G_{adv}^\tau & = & \partial_x u \tau + \partial_y v \tau + \partial_r w \tau
40    - \tau \nabla \cdot {\bf v} \\
41    G_{diff}^\tau & = & \nabla \cdot {\bf K} \nabla \tau
42    \end{eqnarray}
43    and the forcing can be some arbitrary function of state, time and
44    space.
45    
46    The term, $\tau \nabla \cdot {\bf v}$, is required to retain local
47    conservation in conjunction with the linear implicit free-surface. It
48    only affects the surface layer since the flow is non-divergent
49    everywhere else. This term is therefore referred to as the surface
50    correction term. Global conservation is not possible using the
51    flux-form (as here) and a linearized free-surface
52    (\cite{griffies:00,campin:02}).
53    
54    The continuity equation can be recovered by setting
55    $G_{diff}=G_{forc}=0$ and $\tau=1$.
56    
57    The driver routine that calls the routines to calculate tendencies are
58    {\em S/R CALC\_GT} and {\em S/R CALC\_GS} for temperature and salt
59    (moisture), respectively. These in turn call a generic advection
60    diffusion routine {\em S/R GAD\_CALC\_RHS} that is called with the
61    flow field and relevant tracer as arguments and returns the collective
62    tendency due to advection and diffusion. Forcing is add subsequently
63    in {\em S/R CALC\_GT} or {\em S/R CALC\_GS} to the same tendency
64    array.
65    
66    \fbox{ \begin{minipage}{4.75in}
67    {\em S/R GAD\_CALC\_RHS} ({\em pkg/generic\_advdiff/gad\_calc\_rhs.F})
68    
69    $\tau$: {\bf tracer} (argument)
70    
71    $G^{(n)}$: {\bf gTracer} (argument)
72    
73    $F_r$: {\bf fVerT} (argument)
74    
75    \end{minipage} }
76    
77    The space and time discretization are treated separately (method of
78    lines). Tendencies are calculated at time levels $n$ and $n-1$ and
79    extrapolated to $n+1/2$ using the Adams-Bashforth method:
80    \marginpar{$\epsilon$: {\bf AB\_eps}}
81    \begin{equation}
82    G^{(n+1/2)} =
83    (\frac{3}{2} + \epsilon) G^{(n)} - (\frac{1}{2} + \epsilon) G^{(n-1)}
84    \end{equation}
85    where $G^{(n)} = G_{adv}^\tau + G_{diff}^\tau + G_{src}^\tau$ at time
86    step $n$. The tendency at $n-1$ is not re-calculated but rather the
87    tendency at $n$ is stored in a global array for later re-use.
88    
89    \fbox{ \begin{minipage}{4.75in}
90    {\em S/R ADAMS\_BASHFORTH2} ({\em model/src/adams\_bashforth2.F})
91    
92    $G^{(n+1/2)}$: {\bf gTracer} (argument on exit)
93    
94    $G^{(n)}$: {\bf gTracer} (argument on entry)
95    
96    $G^{(n-1)}$: {\bf gTrNm1} (argument)
97    
98    $\epsilon$: {\bf ABeps} (PARAMS.h)
99    
100    \end{minipage} }
101    
102    The tracers are stepped forward in time using the extrapolated tendency:
103    \begin{equation}
104    \tau^{(n+1)} = \tau^{(n)} + \Delta t G^{(n+1/2)}
105    \end{equation}
106    \marginpar{$\Delta t$: {\bf deltaTtracer}}
107    
108    \fbox{ \begin{minipage}{4.75in}
109    {\em S/R TIMESTEP\_TRACER} ({\em model/src/timestep\_tracer.F})
110    
111    $\tau^{(n+1)}$: {\bf gTracer} (argument on exit)
112    
113    $\tau^{(n)}$: {\bf tracer} (argument on entry)
114    
115    $G^{(n+1/2)}$: {\bf gTracer} (argument)
116    
117    $\Delta t$: {\bf deltaTtracer} (PARAMS.h)
118    
119    \end{minipage} }
120    
121    Strictly speaking the ABII scheme should be applied only to the
122    advection terms. However, this scheme is only used in conjunction with
123    the standard second, third and fourth order advection
124    schemes. Selection of any other advection scheme disables
125    Adams-Bashforth for tracers so that explicit diffusion and forcing use
126    the forward method.
127    
128    
129    
130    
131    \section{Linear advection schemes}
132    \label{sect:tracer-advection}
133    \begin{rawhtml}
134    <!-- CMIREDIR:linear_advection_schemes: -->
135    \end{rawhtml}
136    
137    \begin{figure}
138    \resizebox{5.5in}{!}{\includegraphics{part2/advect-1d-lo.eps}}
139    \caption{
140    Comparison of 1-D advection schemes. Courant number is 0.05 with 60
141    points and solutions are shown for T=1 (one complete period).
142    a) Shows the upwind biased schemes; first order upwind, DST3,
143    third order upwind and second order upwind.
144    b) Shows the centered schemes; Lax-Wendroff, DST4, centered second order,
145    centered fourth order and finite volume fourth order.
146    c) Shows the second order flux limiters: minmod, Superbee,
147    MC limiter and the van Leer limiter.
148    d) Shows the DST3 method with flux limiters due to Sweby with
149    $\mu=1$, $\mu=c/(1-c)$ and a fourth order DST method with Sweby limiter,
150    $\mu=c/(1-c)$.
151    \label{fig:advect-1d-lo}
152    }
153    \end{figure}
154    
155    \begin{figure}
156    \resizebox{5.5in}{!}{\includegraphics{part2/advect-1d-hi.eps}}
157    \caption{
158    Comparison of 1-D advection schemes. Courant number is 0.89 with 60
159    points and solutions are shown for T=1 (one complete period).
160    a) Shows the upwind biased schemes; first order upwind and DST3.
161    Third order upwind and second order upwind are unstable at this Courant number.
162    b) Shows the centered schemes; Lax-Wendroff, DST4. Centered second order,
163    centered fourth order and finite volume fourth order and unstable at this
164    Courant number.
165    c) Shows the second order flux limiters: minmod, Superbee,
166    MC limiter and the van Leer limiter.
167    d) Shows the DST3 method with flux limiters due to Sweby with
168    $\mu=1$, $\mu=c/(1-c)$ and a fourth order DST method with Sweby limiter,
169    $\mu=c/(1-c)$.
170    \label{fig:advect-1d-hi}
171    }
172    \end{figure}
173    
174    The advection schemes known as centered second order, centered fourth
175    order, first order upwind and upwind biased third order are known as
176    linear advection schemes because the coefficient for interpolation of
177    the advected tracer are linear and a function only of the flow, not
178    the tracer field it self. We discuss these first since they are most
179    commonly used in the field and most familiar.
180    
181    \subsection{Centered second order advection-diffusion}
182    
183    The basic discretization, centered second order, is the default. It is
184    designed to be consistent with the continuity equation to facilitate
185    conservation properties analogous to the continuum. However, centered
186    second order advection is notoriously noisy and must be used in
187    conjunction with some finite amount of diffusion to produce a sensible
188    solution.
189    
190    The advection operator is discretized:
191    \begin{equation}
192    {\cal A}_c \Delta r_f h_c G_{adv}^\tau =
193    \delta_i F_x + \delta_j F_y + \delta_k F_r
194  \end{equation}  \end{equation}
195    where the area integrated fluxes are given by:
196    \begin{eqnarray}
197    F_x & = & U \overline{ \tau }^i \\
198    F_y & = & V \overline{ \tau }^j \\
199    F_r & = & W \overline{ \tau }^k
200    \end{eqnarray}
201  The quantities $U$, $V$ and $W$ are volume fluxes defined:  The quantities $U$, $V$ and $W$ are volume fluxes defined:
202  \marginpar{$U$: {\bf uTrans} }  \marginpar{$U$: {\bf uTrans} }
203  \marginpar{$V$: {\bf vTrans} }  \marginpar{$V$: {\bf vTrans} }
# Line 22  U & = & \Delta y_g \Delta r_f h_w u \\ Line 207  U & = & \Delta y_g \Delta r_f h_w u \\
207  V & = & \Delta x_g \Delta r_f h_s v \\  V & = & \Delta x_g \Delta r_f h_s v \\
208  W & = & {\cal A}_c w  W & = & {\cal A}_c w
209  \end{eqnarray}  \end{eqnarray}
210  ${\cal S}$ represents the ``parameterized'' SGS processes and  
211  physics associated with the tracer. For instance, potential  For non-divergent flow, this discretization can be shown to conserve
212  temperature equation in the ocean has is forced by surface and  the tracer both locally and globally and to globally conserve tracer
213  partially penetrating heat fluxes:  variance, $\tau^2$. The proof is given in \cite{adcroft:95,adcroft:97}.
214  \begin{equation}  
215  {\cal A}_c \Delta r_f h_c {\cal S}_\theta = \frac{1}{c_p \rho_o} \delta_k {\cal A}_c {\cal Q}  \fbox{ \begin{minipage}{4.75in}
216  \end{equation}  {\em S/R GAD\_C2\_ADV\_X} ({\em gad\_c2\_adv\_x.F})
217  while the salt equation has no real sources, ${\cal S}=0$, which  
218  leaves just the $P-E$ term.  $F_x$: {\bf uT} (argument)
219    
220  The continuity equation can be recovered by setting ${\cal Q}=0$ and  $U$: {\bf uTrans} (argument)
221  $\theta=1$. The term $\theta (P-E)_{r=0}$ is required to retain local  
222  conservation of $\theta$. Global conservation is not possible using  $\tau$: {\bf tracer} (argument)
223  the flux-form (as here) and a linearized free-surface  
224  (\cite{Griffies00,Campin02}).  {\em S/R GAD\_C2\_ADV\_Y} ({\em gad\_c2\_adv\_y.F})
225    
226    $F_y$: {\bf vT} (argument)
227    
228    $V$: {\bf vTrans} (argument)
229    
230    $\tau$: {\bf tracer} (argument)
231    
232    {\em S/R GAD\_C2\_ADV\_R} ({\em gad\_c2\_adv\_r.F})
233    
234    $F_r$: {\bf wT} (argument)
235    
236    $W$: {\bf rTrans} (argument)
237    
238    $\tau$: {\bf tracer} (argument)
239    
240    \end{minipage} }
241    
242    
243    \subsection{Third order upwind bias advection}
244    
245    Upwind biased third order advection offers a relatively good
246    compromise between accuracy and smoothness. It is not a ``positive''
247    scheme meaning false extrema are permitted but the amplitude of such
248    are significantly reduced over the centered second order method.
249    
250    The third order upwind fluxes are discretized:
251    \begin{eqnarray}
252    F_x & = & U \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^i
253             + \frac{1}{2} |U| \delta_i \frac{1}{6} \delta_{ii} \tau \\
254    F_y & = & V \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^j
255             + \frac{1}{2} |V| \delta_j \frac{1}{6} \delta_{jj} \tau \\
256    F_r & = & W \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^k
257             + \frac{1}{2} |W| \delta_k \frac{1}{6} \delta_{kk} \tau
258    \end{eqnarray}
259    
260    At boundaries, $\delta_{\hat{n}} \tau$ is set to zero allowing
261    $\delta_{nn}$ to be evaluated. We are currently examine the accuracy
262    of this boundary condition and the effect on the solution.
263    
264    \fbox{ \begin{minipage}{4.75in}
265    {\em S/R GAD\_U3\_ADV\_X} ({\em gad\_u3\_adv\_x.F})
266    
267    $F_x$: {\bf uT} (argument)
268    
269    $U$: {\bf uTrans} (argument)
270    
271    $\tau$: {\bf tracer} (argument)
272    
273    {\em S/R GAD\_U3\_ADV\_Y} ({\em gad\_u3\_adv\_y.F})
274    
275    $F_y$: {\bf vT} (argument)
276    
277    $V$: {\bf vTrans} (argument)
278    
279    $\tau$: {\bf tracer} (argument)
280    
281    {\em S/R GAD\_U3\_ADV\_R} ({\em gad\_u3\_adv\_r.F})
282    
283    $F_r$: {\bf wT} (argument)
284    
285    $W$: {\bf rTrans} (argument)
286    
287    $\tau$: {\bf tracer} (argument)
288    
289    \end{minipage} }
290    
291    \subsection{Centered fourth order advection}
292    
293    Centered fourth order advection is formally the most accurate scheme
294    we have implemented and can be used to great effect in high resolution
295    simulation where dynamical scales are well resolved. However, the
296    scheme is noisy like the centered second order method and so must be
297    used with some finite amount of diffusion. Bi-harmonic is recommended
298    since it is more scale selective and less likely to diffuse away the
299    well resolved gradient the fourth order scheme worked so hard to
300    create.
301    
302    The centered fourth order fluxes are discretized:
303    \begin{eqnarray}
304    F_x & = & U \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^i \\
305    F_y & = & V \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^j \\
306    F_r & = & W \overline{\tau - \frac{1}{6} \delta_{ii} \tau}^k
307    \end{eqnarray}
308    
309    As for the third order scheme, the best discretization near boundaries
310    is under investigation but currently $\delta_i \tau=0$ on a boundary.
311    
312    \fbox{ \begin{minipage}{4.75in}
313    {\em S/R GAD\_C4\_ADV\_X} ({\em gad\_c4\_adv\_x.F})
314    
315    $F_x$: {\bf uT} (argument)
316    
317    $U$: {\bf uTrans} (argument)
318    
319    $\tau$: {\bf tracer} (argument)
320    
321    {\em S/R GAD\_C4\_ADV\_Y} ({\em gad\_c4\_adv\_y.F})
322    
323    $F_y$: {\bf vT} (argument)
324    
325    $V$: {\bf vTrans} (argument)
326    
327    $\tau$: {\bf tracer} (argument)
328    
329    {\em S/R GAD\_C4\_ADV\_R} ({\em gad\_c4\_adv\_r.F})
330    
331    $F_r$: {\bf wT} (argument)
332    
333    $W$: {\bf rTrans} (argument)
334    
335    $\tau$: {\bf tracer} (argument)
336    
337    \end{minipage} }
338    
339    
340    \subsection{First order upwind advection}
341    
342    Although the upwind scheme is the underlying scheme for the robust or
343    non-linear methods given later, we haven't actually supplied this
344    method for general use. It would be very diffusive and it is unlikely
345    that it could ever produce more useful results than the positive
346    higher order schemes.
347    
348    Upwind bias is introduced into many schemes using the {\em abs}
349    function and is allows the first order upwind flux to be written:
350    \begin{eqnarray}
351    F_x & = & U \overline{ \tau }^i - \frac{1}{2} |U| \delta_i \tau \\
352    F_y & = & V \overline{ \tau }^j - \frac{1}{2} |V| \delta_j \tau \\
353    F_r & = & W \overline{ \tau }^k - \frac{1}{2} |W| \delta_k \tau
354    \end{eqnarray}
355    
356    If for some reason, the above method is required, then the second
357    order flux limiter scheme described later reduces to the above scheme
358    if the limiter is set to zero.
359    
360    
361    \section{Non-linear advection schemes}
362    \begin{rawhtml}
363    <!-- CMIREDIR:non-linear_advection_schemes: -->
364    \end{rawhtml}
365    
366    Non-linear advection schemes invoke non-linear interpolation and are
367    widely used in computational fluid dynamics (non-linear does not refer
368    to the non-linearity of the advection operator). The flux limited
369    advection schemes belong to the class of finite volume methods which
370    neatly ties into the spatial discretization of the model.
371    
372    When employing the flux limited schemes, first order upwind or
373    direct-space-time method the time-stepping is switched to forward in
374    time.
375    
376    \subsection{Second order flux limiters}
377    
378    The second order flux limiter method can be cast in several ways but
379    is generally expressed in terms of other flux approximations. For
380    example, in terms of a first order upwind flux and second order
381    Lax-Wendroff flux, the limited flux is given as:
382    \begin{equation}
383    F = F_1 + \psi(r) F_{LW}
384    \end{equation}
385    where $\psi(r)$ is the limiter function,
386    \begin{equation}
387    F_1 = u \overline{\tau}^i - \frac{1}{2} |u| \delta_i \tau
388    \end{equation}
389    is the upwind flux,
390    \begin{equation}
391    F_{LW} = F_1 + \frac{|u|}{2} (1-c) \delta_i \tau
392    \end{equation}
393    is the Lax-Wendroff flux and $c = \frac{u \Delta t}{\Delta x}$ is the
394    Courant (CFL) number.
395    
396    The limiter function, $\psi(r)$, takes the slope ratio
397    \begin{eqnarray}
398    r = \frac{ \tau_{i-1} - \tau_{i-2} }{ \tau_{i} - \tau_{i-1} } & \forall & u > 0
399    \\
400    r = \frac{ \tau_{i+1} - \tau_{i} }{ \tau_{i} - \tau_{i-1} } & \forall & u < 0
401    \end{eqnarray}
402    as it's argument. There are many choices of limiter function but we
403    only provide the Superbee limiter \cite{roe:85}:
404    \begin{equation}
405    \psi(r) = \max[0,\min[1,2r],\min[2,r]]
406    \end{equation}
407    
408    \fbox{ \begin{minipage}{4.75in}
409    {\em S/R GAD\_FLUXLIMIT\_ADV\_X} ({\em gad\_fluxlimit\_adv\_x.F})
410    
411    $F_x$: {\bf uT} (argument)
412    
413    $U$: {\bf uTrans} (argument)
414    
415    $\tau$: {\bf tracer} (argument)
416    
417    {\em S/R GAD\_FLUXLIMIT\_ADV\_Y} ({\em gad\_fluxlimit\_adv\_y.F})
418    
419    $F_y$: {\bf vT} (argument)
420    
421    $V$: {\bf vTrans} (argument)
422    
423    $\tau$: {\bf tracer} (argument)
424    
425    {\em S/R GAD\_FLUXLIMIT\_ADV\_R} ({\em gad\_fluxlimit\_adv\_r.F})
426    
427    $F_r$: {\bf wT} (argument)
428    
429    $W$: {\bf rTrans} (argument)
430    
431    $\tau$: {\bf tracer} (argument)
432    
433    \end{minipage} }
434    
435    
436    \subsection{Third order direct space time}
437    
438    The direct-space-time method deals with space and time discretization
439    together (other methods that treat space and time separately are known
440    collectively as the ``Method of Lines''). The Lax-Wendroff scheme
441    falls into this category; it adds sufficient diffusion to a second
442    order flux that the forward-in-time method is stable. The upwind
443    biased third order DST scheme is:
444    \begin{eqnarray}
445    F = u \left( \tau_{i-1}
446            + d_0 (\tau_{i}-\tau_{i-1}) + d_1 (\tau_{i-1}-\tau_{i-2}) \right)
447    & \forall & u > 0 \\
448    F = u \left( \tau_{i}
449            - d_0 (\tau_{i}-\tau_{i-1}) - d_1 (\tau_{i+1}-\tau_{i}) \right)
450    & \forall & u < 0
451    \end{eqnarray}
452    where
453    \begin{eqnarray}
454    d_1 & = & \frac{1}{6} ( 2 - |c| ) ( 1 - |c| ) \\
455    d_2 & = & \frac{1}{6} ( 1 - |c| ) ( 1 + |c| )
456    \end{eqnarray}
457    The coefficients $d_0$ and $d_1$ approach $1/3$ and $1/6$ respectively
458    as the Courant number, $c$, vanishes. In this limit, the conventional
459    third order upwind method is recovered. For finite Courant number, the
460    deviations from the linear method are analogous to the diffusion added
461    to centered second order advection in the Lax-Wendroff scheme.
462    
463    The DST3 method described above must be used in a forward-in-time
464    manner and is stable for $0 \le |c| \le 1$. Although the scheme
465    appears to be forward-in-time, it is in fact third order in time and
466    the accuracy increases with the Courant number! For low Courant
467    number, DST3 produces very similar results (indistinguishable in
468    Fig.~\ref{fig:advect-1d-lo}) to the linear third order method but for
469    large Courant number, where the linear upwind third order method is
470    unstable, the scheme is extremely accurate
471    (Fig.~\ref{fig:advect-1d-hi}) with only minor overshoots.
472    
473    \fbox{ \begin{minipage}{4.75in}
474    {\em S/R GAD\_DST3\_ADV\_X} ({\em gad\_dst3\_adv\_x.F})
475    
476    $F_x$: {\bf uT} (argument)
477    
478    $U$: {\bf uTrans} (argument)
479    
480    $\tau$: {\bf tracer} (argument)
481    
482    {\em S/R GAD\_DST3\_ADV\_Y} ({\em gad\_dst3\_adv\_y.F})
483    
484    $F_y$: {\bf vT} (argument)
485    
486    $V$: {\bf vTrans} (argument)
487    
488    $\tau$: {\bf tracer} (argument)
489    
490    {\em S/R GAD\_DST3\_ADV\_R} ({\em gad\_dst3\_adv\_r.F})
491    
492    $F_r$: {\bf wT} (argument)
493    
494    $W$: {\bf rTrans} (argument)
495    
496    $\tau$: {\bf tracer} (argument)
497    
498    \end{minipage} }
499    
500    
501    \subsection{Third order direct space time with flux limiting}
502    
503    The overshoots in the DST3 method can be controlled with a flux limiter.
504    The limited flux is written:
505    \begin{equation}
506    F =
507    \frac{1}{2}(u+|u|)\left( \tau_{i-1} + \psi(r^+)(\tau_{i} - \tau_{i-1} )\right)
508    +
509    \frac{1}{2}(u-|u|)\left( \tau_{i-1} + \psi(r^-)(\tau_{i} - \tau_{i-1} )\right)
510    \end{equation}
511    where
512    \begin{eqnarray}
513    r^+ & = & \frac{\tau_{i-1} - \tau_{i-2}}{\tau_{i} - \tau_{i-1}} \\
514    r^- & = & \frac{\tau_{i+1} - \tau_{i}}{\tau_{i} - \tau_{i-1}}
515    \end{eqnarray}
516    and the limiter is the Sweby limiter:
517    \begin{equation}
518    \psi(r) = \max[0, \min[\min(1,d_0+d_1r],\frac{1-c}{c}r ]]
519    \end{equation}
520    
521    \fbox{ \begin{minipage}{4.75in}
522    {\em S/R GAD\_DST3FL\_ADV\_X} ({\em gad\_dst3\_adv\_x.F})
523    
524    $F_x$: {\bf uT} (argument)
525    
526    $U$: {\bf uTrans} (argument)
527    
528    $\tau$: {\bf tracer} (argument)
529    
530    {\em S/R GAD\_DST3FL\_ADV\_Y} ({\em gad\_dst3\_adv\_y.F})
531    
532    $F_y$: {\bf vT} (argument)
533    
534    $V$: {\bf vTrans} (argument)
535    
536    $\tau$: {\bf tracer} (argument)
537    
538    {\em S/R GAD\_DST3FL\_ADV\_R} ({\em gad\_dst3\_adv\_r.F})
539    
540    $F_r$: {\bf wT} (argument)
541    
542    $W$: {\bf rTrans} (argument)
543    
544    $\tau$: {\bf tracer} (argument)
545    
546    \end{minipage} }
547    
548    
549    \subsection{Multi-dimensional advection}
550    
551    \begin{figure}
552    \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-lo-diag.eps}}
553    \caption{
554    Comparison of advection schemes in two dimensions; diagonal advection
555    of a resolved Gaussian feature. Courant number is 0.01 with
556    30$\times$30 points and solutions are shown for T=1/2. White lines
557    indicate zero crossing (ie. the presence of false minima).  The left
558    column shows the second order schemes; top) centered second order with
559    Adams-Bashforth, middle) Lax-Wendroff and bottom) Superbee flux
560    limited. The middle column shows the third order schemes; top) upwind
561    biased third order with Adams-Bashforth, middle) third order direct
562    space-time method and bottom) the same with flux limiting. The top
563    right panel shows the centered fourth order scheme with
564    Adams-Bashforth and right middle panel shows a fourth order variant on
565    the DST method. Bottom right panel shows the Superbee flux limiter
566    (second order) applied independently in each direction (method of
567    lines).
568    \label{fig:advect-2d-lo-diag}
569    }
570    \end{figure}
571    
572    \begin{figure}
573    \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-mid-diag.eps}}
574    \caption{
575    Comparison of advection schemes in two dimensions; diagonal advection
576    of a resolved Gaussian feature. Courant number is 0.27 with
577    30$\times$30 points and solutions are shown for T=1/2. White lines
578    indicate zero crossing (ie. the presence of false minima).  The left
579    column shows the second order schemes; top) centered second order with
580    Adams-Bashforth, middle) Lax-Wendroff and bottom) Superbee flux
581    limited. The middle column shows the third order schemes; top) upwind
582    biased third order with Adams-Bashforth, middle) third order direct
583    space-time method and bottom) the same with flux limiting. The top
584    right panel shows the centered fourth order scheme with
585    Adams-Bashforth and right middle panel shows a fourth order variant on
586    the DST method. Bottom right panel shows the Superbee flux limiter
587    (second order) applied independently in each direction (method of
588    lines).
589    \label{fig:advect-2d-mid-diag}
590    }
591    \end{figure}
592    
593    \begin{figure}
594    \resizebox{5.5in}{!}{\includegraphics{part2/advect-2d-hi-diag.eps}}
595    \caption{
596    Comparison of advection schemes in two dimensions; diagonal advection
597    of a resolved Gaussian feature. Courant number is 0.47 with
598    30$\times$30 points and solutions are shown for T=1/2. White lines
599    indicate zero crossings and initial maximum values (ie. the presence
600    of false extrema).  The left column shows the second order schemes;
601    top) centered second order with Adams-Bashforth, middle) Lax-Wendroff
602    and bottom) Superbee flux limited. The middle column shows the third
603    order schemes; top) upwind biased third order with Adams-Bashforth,
604    middle) third order direct space-time method and bottom) the same with
605    flux limiting. The top right panel shows the centered fourth order
606    scheme with Adams-Bashforth and right middle panel shows a fourth
607    order variant on the DST method. Bottom right panel shows the Superbee
608    flux limiter (second order) applied independently in each direction
609    (method of lines).
610    \label{fig:advect-2d-hi-diag}
611    }
612    \end{figure}
613    
614    
615    
616    In many of the aforementioned advection schemes the behavior in
617    multiple dimensions is not necessarily as good as the one dimensional
618    behavior. For instance, a shape preserving monotonic scheme in one
619    dimension can have severe shape distortion in two dimensions if the
620    two components of horizontal fluxes are treated independently. There
621    is a large body of literature on the subject dealing with this problem
622    and among the fixes are operator and flux splitting methods, corner
623    flux methods and more. We have adopted a variant on the standard
624    splitting methods that allows the flux calculations to be implemented
625    as if in one dimension:
626    \begin{eqnarray}
627    \tau^{n+1/3} & = & \tau^{n}
628    - \Delta t \left( \frac{1}{\Delta x} \delta_i F^x(\tau^{n})
629               + \tau^{n} \frac{1}{\Delta x} \delta_i u \right) \\
630    \tau^{n+2/3} & = & \tau^{n+1/3}
631    - \Delta t \left( \frac{1}{\Delta y} \delta_j F^y(\tau^{n+1/3})
632               + \tau^{n} \frac{1}{\Delta y} \delta_i v \right) \\
633    \tau^{n+3/3} & = & \tau^{n+2/3}
634    - \Delta t \left( \frac{1}{\Delta r} \delta_k F^x(\tau^{n+2/3})
635               + \tau^{n} \frac{1}{\Delta r} \delta_i w \right)
636    \end{eqnarray}
637    
638    In order to incorporate this method into the general model algorithm,
639    we compute the effective tendency rather than update the tracer so
640    that other terms such as diffusion are using the $n$ time-level and
641    not the updated $n+3/3$ quantities:
642    \begin{equation}
643    G^{n+1/2}_{adv} = \frac{1}{\Delta t} ( \tau^{n+3/3} - \tau^{n} )
644    \end{equation}
645    So that the over all time-stepping looks likes:
646    \begin{equation}
647    \tau^{n+1} = \tau^{n} + \Delta t \left( G^{n+1/2}_{adv} + G_{diff}(\tau^{n}) + G^{n}_{forcing} \right)
648    \end{equation}
649    
650    \fbox{ \begin{minipage}{4.75in}
651    {\em S/R GAD\_ADVECTION} ({\em gad\_advection.F})
652    
653    $\tau$: {\bf Tracer} (argument)
654    
655    $G^{n+1/2}_{adv}$: {\bf Gtracer} (argument)
656    
657    $F_x, F_y, F_r$: {\bf af} (local)
658    
659    $U$: {\bf uTrans} (local)
660    
661    $V$: {\bf vTrans} (local)
662    
663    $W$: {\bf rTrans} (local)
664    
665    \end{minipage} }
666    
667    
668    \section{Comparison of advection schemes}
669    \label{sect:tracer_advection_schemes}
670    \begin{rawhtml}
671    <!-- CMIREDIR:comparison_of_advection_schemes: -->
672    \end{rawhtml}
673    
674    \begin{table}[htb]
675    \centering
676     \begin{tabular}[htb]{|l|c|c|c|c|l|}
677       \hline
678       Advection Scheme & code & use  & use Multi- & Stencil & comments \\
679                        &      & A.B. & dimension & (1 dim) & \\
680       \hline \hline
681       $1^{rst}$order upwind  & 1 &  No & Yes & 3 pts & linear/$\tau$, non-linear/v\\
682       \hline
683       centered $2^{nd}$order & 2 &  Yes & No & 3 pts & linear \\
684       \hline
685       $3^{rd}$order upwind   & 3 &  Yes & No & 5 pts & linear/$\tau$\\
686       \hline
687       centered $4^{th}$order & 4 &  Yes & No & 5 pts & linear \\
688       \hline \hline
689       $2^{nd}$order DST (Lax-Wendroff)  & 20 &
690                             No & Yes & 3 pts & linear/$\tau$, non-linear/v\\
691       \hline
692       $3^{rd}$order DST & 30 &  No & Yes & 5 pts & linear/$\tau$, non-linear/v\\
693       \hline \hline
694       $2^{nd}$order Flux Limiters & 77 &  No & Yes & 5 pts & non-linear \\
695       \hline
696       $3^{nd}$order DST Flux limiter & 33 &  No & Yes & 5 pts & non-linear \\
697       \hline
698     \end{tabular}
699     \caption{Summary of the different advection schemes available in MITgcm.
700              ``A.B.'' stands for Adams-Bashforth and ``DST'' for direct space time.
701              The code corresponds to the number used to select the corresponding
702              advection scheme in the parameter file (e.g., {\bf tempAdvScheme}=3 in
703              file {\em data} selects the $3^{rd}$ order upwind advection scheme
704              for temperature).
705       }
706     \label{tab:advectionShemes_summary}
707    \end{table}
708    
709    
710    Figs.~\ref{fig:advect-2d-lo-diag}, \ref{fig:advect-2d-mid-diag} and
711    \ref{fig:advect-2d-hi-diag} show solutions to a simple diagonal
712    advection problem using a selection of schemes for low, moderate and
713    high Courant numbers, respectively. The top row shows the linear
714    schemes, integrated with the Adams-Bashforth method. Theses schemes
715    are clearly unstable for the high Courant number and weakly unstable
716    for the moderate Courant number. The presence of false extrema is very
717    apparent for all Courant numbers. The middle row shows solutions
718    obtained with the unlimited but multi-dimensional schemes. These
719    solutions also exhibit false extrema though the pattern now shows
720    symmetry due to the multi-dimensional scheme. Also, the schemes are
721    stable at high Courant number where the linear schemes weren't. The
722    bottom row (left and middle) shows the limited schemes and most
723    obvious is the absence of false extrema. The accuracy and stability of
724    the unlimited non-linear schemes is retained at high Courant number
725    but at low Courant number the tendency is to loose amplitude in sharp
726    peaks due to diffusion. The one dimensional tests shown in
727    Figs.~\ref{fig:advect-1d-lo} and \ref{fig:advect-1d-hi} showed this
728    phenomenon.
729    
730    Finally, the bottom left and right panels use the same advection
731    scheme but the right does not use the multi-dimensional method. At low
732    Courant number this appears to not matter but for moderate Courant
733    number severe distortion of the feature is apparent. Moreover, the
734    stability of the multi-dimensional scheme is determined by the maximum
735    Courant number applied of each dimension while the stability of the
736    method of lines is determined by the sum. Hence, in the high Courant
737    number plot, the scheme is unstable.
738    
739    With many advection schemes implemented in the code two questions
740    arise: ``Which scheme is best?'' and ``Why don't you just offer the
741    best advection scheme?''. Unfortunately, no one advection scheme is
742    ``the best'' for all particular applications and for new applications
743    it is often a matter of trial to determine which is most
744    suitable. Here are some guidelines but these are not the rule;
745    \begin{itemize}
746    \item If you have a coarsely resolved model, using a
747    positive or upwind biased scheme will introduce significant diffusion
748    to the solution and using a centered higher order scheme will
749    introduce more noise. In this case, simplest may be best.
750    \item If you have a high resolution model, using a higher order
751    scheme will give a more accurate solution but scale-selective
752    diffusion might need to be employed. The flux limited methods
753    offer similar accuracy in this regime.
754    \item If your solution has shocks or propagating fronts then a
755    flux limited scheme is almost essential.
756    \item If your time-step is limited by advection, the multi-dimensional
757    non-linear schemes have the most stability (up to Courant number 1).
758    \item If you need to know how much diffusion/dissipation has occurred you
759    will have a lot of trouble figuring it out with a non-linear method.
760    \item The presence of false extrema is non-physical and this alone is the
761    strongest argument for using a positive scheme.
762    \end{itemize}

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