Computers & Fluids 34 (2005) 593615

www.elsevier.com/locate/compuid

Implicit spacetime residual distribution method

for unsteady laminar viscous ow
Ji
r Dobe
s a,b, Mario Ricchiuto a,*
, Herman Deconinck b

a
von Karman Institute for Fluid Dynamics, Sint-Genesius-Rode, Belgium
b
Department of Technical Mathematics, Czech Technical University, Prague, Czech Republic
Received 4 April 2003; accepted 9 September 2003
Available online 18 May 2004

Abstract
The class of multidimensional upwind residual distribution (RD) schemes has been developed in the past
decades as an attractive alternative to the nite volume (FV) and nite element (FE) approaches. Although
they have shown superior performances in the simulation of steady two-dimensional and three-dimensional
inviscid and viscous ows, their extension to the simulation of unsteady ow elds is still a topic of intense
research [ICCFD2, International Conference on Computational Fluid Dynamics 2, Sydney, Australia, 1519
July 2002; M. Mezine, R. Abgrall, Upwind multidimensional residual schemes for steady and unsteady ows].
Recently the spacetime RD approach has been developed by several researchers [Int. J. Numer. Methods

Fluids 40 (2002) 573; J. Comput. Phys. 188 (2003) 16; A.G. Csk, Upwind residual distribution schemes for
general hyperbolic conservation laws and application to ideal magnetohydrodynamics, PhD thesis, Katho-
lieke Universiteit Leuven, 2002; J. Comput. Phys. 188 (2003) 16; R. Abgrall; M. Mezine, Construction of
second order accurate monotone and stable residual distribution schemes for unsteady ow problems] which
allows to perform second order accurate unsteady inviscid computations. In this paper we follow the work

done in [Int. J. Numer. Methods Fluids 40 (2002) 573; A.G. Csk, Upwind residual distribution schemes for
general hyperbolic conservation laws and application to ideal magnetohydrodynamics, PhD thesis, Katho-
lieke Universiteit Leuven, 2002]. In this approach the spacetime domain is discretized and solved as a
(d 1)-dimensional problem, where d is the number of space dimensions. In [Int. J. Numer. Methods Fluids

40 (2002) 573; A.G. Csk, Upwind residual distribution schemes for general hyperbolic conservation laws and
application to ideal magnetohydrodynamics, PhD thesis, Katholieke Universiteit Leuven, 2002] it is shown
that thanks to the multidimensional upwinding of the RD method, the solution of the unsteady problem can
be decoupled into sub-problems on spacetime slabs composed of simplicial elements, allowing to obtain a
true time marching procedure. Moreover, the method is implicit and unconditionally stable for arbitrary large
time-steps if positive RD schemes are employed.

*
Corresponding author.
E-mail address: ricchiut@vki.ac.be (M. Ricchiuto).

0045-7930/$ - see front matter
2004 Elsevier Ltd. All rights reserved.
doi:10.1016/j.compuid.2003.09.007
594 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615

We present further development of the spacetime approach of [Int. J. Numer. Methods Fluids 40

(2002) 573; A.G. Csk, Upwind residual distribution schemes for general hyperbolic conservation laws and
application to ideal magnetohydrodynamics, PhD thesis, Katholieke Universiteit Leuven, 2002] by extending
it to laminar viscous ow computations. A PetrovGalerkin treatment of the viscous terms [Project Report
2002-06, von Karman Institute for Fluid Dynamics, Belgium, 2002; J. Dobe
s, Implicit spacetime method for
laminar viscous ow], consistent with the spacetime formulation has been investigated, implemented and
tested. Second order accuracy in both space and time was observed on unstructured triangulation of the
spatial domain.
The solution is obtained at each time-step by solving an implicit non-linear system of equations. Here,

following [Int. J. Numer. Methods Fluids 40 (2002) 573; A.G. Csk, Upwind residual distribution schemes for
general hyperbolic conservation laws and application to ideal magnetohydrodynamics, PhD thesis, Kath-
olieke Universiteit Leuven, 2002], we formulate the solution of this system as a steady state problem in a
pseudo-time variable. We discuss the eciency of an explicit Euler forward pseudo-time integrator compared
to the implicit Euler. When applied to viscous computation, the implicit method has shown speed-ups of more
than a factor 50 in terms of computational time.

2004 Elsevier Ltd. All rights reserved.

1. Introduction

The design of a numerical method allowing to resolve in an accurate and monotone manner
complex ow eld features is an intense research topic in the CFD community. One would like
such a method to work on unstructured meshes, to simplify the mesh generation process, and to
have a narrow stencil for easy parallelization. One class of methods satisfying these demands is the
class of residual distribution methods (RDS) [6].
These schemes can be interpreted both as nite volume (FV) and nite element methods
(FEM). This is an advantage, since it allows to use techniques developed in both frameworks for
the analysis of the properties of the method. For example, in the FV framework it is easy to
illustrate the multidimensional upwind (MU) property and show the positivity of the schemes.
The FEM formulation of the method, instead, allows to easily analyze the accuracy issue. Also
from the FEM formulation we deduce the appearance of the consistent mass matrix in the un-
steady case.
The existence of a mass matrix introduces additional complexity to the method. First of all it
requires at each time-step the solution of an implicit system of equations, even if an explicit time
discretization is used. Moreover, although it is possible to invert this mass matrix, it is generally
non-positive and so is the resulting scheme. The cure for the positivity problem could be to lump
the mass matrix by approximating it with a diagonal matrix (lumped matrix). This approach lacks
of consistency the space discretization, hence the method loses its spacial accuracy. Using higher
order time discretizations, like for example RungeKutta schemes, does not improve the situation
[7,8].
A way of retaining the accuracy of the method, hence keeping the mass matrix, could be to
blend the consistent scheme with a monotone scheme in some way. For example in [7,8] the ux
corrected transport (FTC) was proposed as a limiting technique. This approach is based on
combining a low order positive scheme with lumped mass matrix with the higher order scheme
with consistent mass matrix such that resulting scheme does not oscillate. It works reasonably well
 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615 595

Nomenclature

A Jacobian of convective term

B distribution matrix
D d 1 number of spacetime dimensions
F; G, R; S convective and viscous uxes
ki upwind parameter
K upwind matrix
mij component of mass matrix
ni vector normal to the face opposite to node i scaled by its surface
S
ni vector containing space components of ni
Q Dt1  Dt0 =Dt0 mesh stretch ratio
R nodal residual
Si surface of median dual cell surrounding node i
ST surface of the element T
t time
T simplex element (triangle or tetrahedron)
ut; x : R  Rd ! R solution
Ut; x : R  Rd ! Rn solution of NavierStokes equations
bi scheme dependent distribution parameter
dij Kronecker delta
/T , UT residual of the element T
ks advection vector
kst 1; ks T spacetime advection vector
l; m dynamic and kinematic viscosity
s pseudo-time
Xi is set of elements sharing node i
PT characteristic function of element T : PT x 1 if x 2 T , else PT x 0
rs spatial Hamiltons nabla operator
rst spacetime Hamiltons nabla operator

for scalar problems, but it lacks robustness for systems and it is very unsatisfactory from the
theoretical point of view.
As the solution of the above listed problems, the spacetime approach was proposed [3,5,9,10].
This method is well known in FEM framework (e.g. [11]). In this approach time is treated as an
another spatial dimension and a consistent discretization is written in D d 1 dimension, d
being number of spatial dimensions and time being the additional one. Clearly, some kind of
decoupling in time has to be introduced, otherwise the discrete problem would involve all degrees
of freedom of all time levels at once, what is clearly unacceptable from the computational point of
view. In the classical spacetime FEM approach this is achieved by assuming that the numerical
unknown is discontinuous in time.
596 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615

A dierent approach to decouple the solution in time has been introduced in [4,9,12]. This
approach works on spacetime meshes composed of linear P1 spacetime elements. The time
coordinate is treated in the same way as the spatial ones and decoupling is achieved naturally
thanks to multidimensional upwinding. The levels of the spacetime mesh are decoupled under
certain constraints for the time-step, (past-shield condition), of the same form of the well known
CFL condition.
The constraint introduced by the past-shield condition can be removed by solving for two time
levels at once: while the rst level satises the past-shield condition, and allows the decoupling in
time, the time-step between rst and second levels can be chosen arbitrarily large. Positivity of the
spatial discretization used on the spacetime mesh translates into unconditional stability of the
time marching scheme. In this way one obtains a positive, second order accurate, unconditionally
stable method [4,9,12].
Our contribution is to extend the work of [4,9,12] to the viscous case [1]. We have developed a
consistent spacetime PetrovGalerkin discretization for viscous problems. For problems with
constant viscosity, the discretization of the second order derivatives turns out to be a standard
Galerkin one. We examine the time decoupling issue for the viscous terms and we show that in
this method there is always some coupling between successive spacetime slabs through the
geometry of the spacetime mesh, namely through the ratio of the two successive time-steps. Since
we know the time-steps (for linear problems a priori, while for non-linear problems one has to
compute them iteratively) we can still split the solution of the unsteady viscous problem in sub-
problems involving the values of the unknown in two new time levels retaining the time marching
nature of the method.
We present convergence studies for scalar equations showing the expected second order of
accuracy. Then we extend the method to the system of laminar NavierStokes equations.
The solution is obtained at each time-step by solving an implicit non-linear system of
equations. Here, following [2,4], we formulate the solution of this system as a steady state
problem in a pseudo-time variable. We discuss the eciency of an explicit Euler forward
pseudo-time integrator compared to the implicit Euler. When applied to laminar viscous
computation, the implicit method has shown speed-ups of more than a factor 50 in terms of
CPU time.
The paper is organized as follows: we rst introduce the spacetime RDS approach for scalar
advectiondiusion problem formulating it as a PetrovGalerkin FE method. Next we show
results for scalar linear and non-linear advection diusion. Finally, we describe the extension of
our approach to the system of laminar NavierStokes equation and we show some results. In the
last section, we discuss the eciency of the pseudo-time integration process.

2. Scalar problem

Consider the following unsteady non-linear scalar advectiondiusion equation in d space

dimensions, on the domain X  0; T

o
ut ks u  rs u rs  lrs u; rs 1
oxi
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s et al. / Computers & Fluids 34 (2005) 593615 597

with initial conditions u0; x u0 x. We rewrite last equation in the spacetime formulation
us ut ks u  rs u rs  lrs u 2
n n1
and look for steady state (in s) solution on X  t ; t . Note that Eq. (2) can be formally written
as Eq. (1)
us kst u  rst u rst  0; lrs u; 3
introducing the spacetime Hamiltons nabla operator

T
T
o o o o
rst ; rs ; ;...; 4
ot ot ox1 oxd
and the spacetime advection vector
kst u 1; ks u T : 5
Note the zero on the RHS of Eq. (3) corresponding to zero diusion in time.
Eq. (3) is to be numerically solved by multidimensional upwind RDS scheme on a spacetime
mesh consisting of simplex elements (triangle in 1D plus time, tetrahedra in 2D plus time). It is
known that RDS schemes can be written as a PetrovGalerkin FEM method on P1 linear ele-
ments [6]. Here the discretization of the advectivediusive problem is achieved through this
formulation. In particular, we multiply (3) by the PetrovGalerkin test function dened as
X X T 1

xPG
i x i aT P T
x i bi  PT 6
T 2Xi T 2Xi
d 1
and integrate over the spacetime domain X  tn ; tn1 . In the last expressions, xi represents the
spacetime linear Galerkin shape function, vT represents the characteristic function of the space
time element T and bTi is the spacetime RD distribution coecient. For details on the particular
form of bTi , we refer to [2,4,6]. In Appendix A we report the denition of the particular schemes
used throughout the paper.
After some manipulations one obtains the discrete nodal equation
X dui X T T X X nSj  nSi
mPG;T
ij  bi /  l uj ; 7
j2T
ds T 2Xi T 2Xi j2T
D2 S T

where nSi is the vector containing the spatial components of ni and ni is the vector normal to the
face opposite to node i scaled by its surface. Number of spacetime dimensions is denoted by
D d 1. The quantity /T is the residual of the element dened as
Z
T
/ kst u  rst u dXst : 8
T

This integral can be expressed using the DeconinckRoeStruijs linearization [13]

X X
/T kj uj kj 
uuj 9
j2T j2T

retaining the conservativity of the method. In Eq. (9) the upwind parameter kj is dened by
1
kj kst  nj : 10
D
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The rst term in Eq. (7), arises from the discretization of the pseudo-time derivative. In the
integration there is a product of the linear shape function xi with the test function xPG
i , that gives
the so-called mass matrix. Because we are interested in steady state solutions in pseudo-time, we
can lump the mass matrix obtaining
ST
mijPG;T dij : 11
D1
The rst term on RHS of Eq. (7) arises from the discretization of the convective terms. The
distribution coecient bTi denes the scheme and plays a crucial role for the time decoupling. For
non-linearity preserving schemes bTi is not bounded and one has to dene directly the portion of
the residual sent to node i
/i bi /T : 12
See Appendix A for the denition of the schemes used in this paper. The last term, arising from
the discretization of the viscous term will be examined later.

2.1. Time decoupling

In this section we will briey explain how the decoupling in time is achieved. For more details
the reader can refer to [2,4]. A crucial role is played in this respect by the multidimensional up-
winding (MU) property of RDS schemes. A numerical scheme is said to be multidimensional
upwind, if
1
bi 0 if the upwind parameter ki k  ni < 0: 13
D
All the schemes used in this work have this property.
In general the values of the solution u in all the nodes of the spacetime mesh are coupled if the
method is not properly designed. This would be clearly unacceptable. We want to design our
method such that the solution in the past (t tn ) does not depend on the solution in the future
nodes (t tn1 ). Thanks to the multidimensional upwinding of the schemes, one can isolate the
spacetime slab X  tn ; tn1 and solve for this time period only. After reaching steady state in
pseudo-time on this time slab, one can go to the next time slab, hence march in time.
To achieve this past shielding one has to work on specially constructed spacetime meshes like
the one in Fig. 1. On these meshes we can require the local residuals for all the nodes at time level
n to be zero. This leads to the constraint
kiT < 0 for each node i at time level n in all elements T in the first past time layer:
14
This can be expressed in a form very similar to a CFL condition. For example for a 1D linear
scalar advection equation with advection speed k, on the spacetime mesh depicted in Fig. 1 this
condition becomes
Dx
Dt0 6 : 15
2jkj
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s et al. / Computers & Fluids 34 (2005) 593615 599

n+3/2
future
layer t 2
n+1

intermediate
layer
t1
t
n+1/2
past layer t 0
n x

Fig. 1. Spacetime mesh for 1D case.

To overcome this time-step restriction we solve two layers of elements at once. For the second
layer we impose no restriction on the time-step Dt1  Dt0 , so that nally Dt1 can be arbitrarily
large still retaining the decoupling between tn1 and tn .
The construction of spacetime meshes for the 2D case is broadly discussed in [2,4,9,12].

2.2. Diusion terms of the equation

In the scheme (7) there is no apparent dependence in the viscous contribution for nodes at time
level n from nodes at dierent time levels. The quick conclusion could be that for the diusion part
the scheme is simply decoupled.
In fact, there is a coupling. By a more careful observation one notes that the viscous contri-
bution is scaled by the time-step of the surrounding element layers. This is hidden in the fact that
the normals ni are scaled by the surface of the corresponding face. The spatial components of
normal nSi , in particular, are proportional to the time-step of the element.
In order to illustrate this, consider the very special case in which the spacetime mesh depicted
in Fig. 1 is constructed such that both layers satisfy the past-shield condition. The stencil of the
scheme for this case is depicted in Fig. 2. We then apply the N scheme (positive, rst order, see
Appendix A for the denition of the scheme) to the 1D linear advectiondiusion equation. When
the algebra is properly worked out, for steady state in pseudo-time, the following nite-dierence
scheme is obtained
 
uni  12 un1 n1
i1 ui1 k  n1  Dt1 Dt2 1  n 
ui1  un1
i1 l 2
ui2  2uni uni2 : 16
Dt1 2D~x 2Dt1 2D~x

One recognizes that this is nothing else than the LaxFriederichs scheme for the convective terms
(due to the use of the N scheme and to the past-shield condition for both layers) and a central
scheme for the diusive terms. We can clearly see the time-step scaling in the diusion terms.
The solution procedure is then the following (see Fig. 1): we solve two layers together, past
layer and intermediate layer. This involves three levels of nodes: n, n 1=2 and n 1. The
solution at the level n there is already known. At level n 1=2 we know the time-step of the
surrounding levels. For level n 1 we know the time-step Dt1  Dt0 corresponding the interme-
diate layer and we can compute iteratively Dt2 imposing the past-shield condition on the future
layer. For linear problems Dt2 is constant and equal to Dt0 , while for non-linear problems we have
600 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615

i-2 i-1 i i+1 i+2

n+1

t2

7 1 4 n

t1

2 3 n-1

~
x

Fig. 2. Mesh to show equivalence spacetime N scheme + diusion terms to nite-dierence method.

to compute it iteratively. We rst compute the inviscid nodal residual using the convective scheme
in the elements in the past and intermediate layers. Then we compute the viscous nodal residual
using the Galerkin method for all the elements in the intermediate layer. The viscous residual is
then scaled by 1 Dt0 =Dt1  Dt0 and sent to the nodes at level n 1=2. Then the same is done
for nodes at level n 1, except that the viscous residual is now scaled by 1 Dt2 =Dt1  Dt0 . Then
we update the solution. This procedure is repeated until the L2 norm of the nodal residual drops
below a specied threshold (e.g. 1010 ). Then we march in time: the future level becomes the past
level (n n 1) and whole procedure is repeated.

2.3. Numerical results

The numerical method was rst tested on 1D scalar equations: the constant coecient
advectiondiusion equation and the viscous Burgers equation. As the rst test case, the advec-
tiondiusion of a step was chosen. The equation
ut aux luxx 17
has been solved on the domain Xst 5; 5  0; 1 , with initial conditions u0 x 1 for x < 0 and
u0 x 0 for x > 0. In the computations we took a 1 and l 0:1. This problem admits the
analytical solution
 
1 x  at
ut; x erfc p : 18
2 4lt
In Figs. 35 the error uexact  unumeric x is plotted for various values of the parameter Q Dt1 
Dt0 =Dt0 and for all the schemes used in this paper. Mesh size is Dx 0:02. As expected, the LDA
and B scheme show a much smaller error than the N scheme, see Appendix A for the denition of
 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615 601

0.04

0.03 Q=1
Q=5
Q = 10
0.02 Q = 15

0.01
err

0.01

0.02

0.03

0.04
0.5 0.0 0.5 1.0 1.5 2.0 2.5
x

Fig. 3. 1D advectiondiusion equation, N scheme, uexact  unumeric .

0.04

0.03

0.02

0.01
err

0.01 Q=1
Q=5
Q = 10
0.02 Q = 15

0.03

0.04
0.5 0.0 0.5 1.0 1.5 2.0 2.5
x

Fig. 4. 1D advectiondiusion equation, LDA scheme, uexact  unumeric .

the schemes. To compute the order of accuracy of the discretization, a convergence study has been
performed. In this case we took the larger domain Xst 10; 10  0; 1 and we set as initial
conditions the exact solution at t 10. The error has been computed as
602 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615

0.04

0.03
Q=1
Q=5
0.02 Q = 10
Q = 15

0.01
err

0.01

0.02

0.03

0.04
0.5 0.0 0.5 1.0 1.5 2.0 2.5
x

Fig. 5. 1D advectiondiusion equation, B scheme, uexact  unumeric .

1.5

2.5

3
log10(err)

3.5

4.5

Q =1
5
Q =5
Q = 10
5.5

6
2.0 1.5 1.0
log10(h)

Fig. 6. 1D advectiondiusion equation, N scheme, convergence study.

s
Z Z P
2 uxi ; tj  uexact xi ; tj 2
 ku  uexact kL2 unum  uexact dx dt  : 19
#nodes
 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615 603

The resulting grid convergence studies are plotted in Figs. 68 as a function of Q for the N, LDA
and B scheme respectively. The computed orders of accuracy are summarized in Table 1.
We can see that the LDA scheme gives the expected second order of accuracy. Also the non-
linear B scheme gives almost second order of accuracy.

1.5

2.5

3
log10(err)

3.5

4.5

Q=1
5
Q=5
Q = 10
5.5

6
2.0 1.5 1.0
log10(h)

Fig. 7. 1D advectiondiusion equation, LDA scheme, convergence study.

1.5

2.5

3
log10(err)

3.5

4.5

Q=1
5
Q=5
Q = 10
5.5

6
2.0 1.5 1.0
log10(h)

Fig. 8. 1D advectiondiusion equation, B scheme, convergence study.

604 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615

Table 1
Computed orders of accuracy for 1D advectiondiusion equation
Q N LDA B
1 1.06 1.36 1.10
2.5 1.14 1.61 1.36
5 1.12 2.22 1.52
7.5 1.22 2.24 1.71
10 1.29 2.28 1.80
12.5 1.19 2.14 1.69
15 1.25 2.17 1.73

Table 2
Computed orders of accuracy for 1D viscous Burgers equation
Q N LDA B
1 0.96 1.80 1.18
2.5 0.97 1.63 1.30
5 0.93 2.15 1.33
7.5 0.92 1.89 1.29
10 0.92 1.73 1.26
12.5 0.88 1.59 1.18
15 0.87 1.51 1.14

A similar test was performed on the 1D viscous Burgers equation. The initial solution chosen is
that of a steepening prole. The computed orders of accuracy are presented in Table 2. The lower
order of accuracy observed for the B scheme is caused by the steep gradient forming in the
solution.

3. Laminar NavierStokes equations

We consider the conservative formulation of compressible NavierStokes equations

oU
rF; G rR; S: 20
ot

The system is closed by constitutive relations (Newtons and Fourier law) and perfect gas
equation of state. One can rewrite this system in spacetime formulation and add a pseudo-time
dependence
oU
rst U; F; G rst 0; R; S: 21
os
Spacetime schemes for system of equations are straightforward application of multidimensional
upwind matrix schemes in spacetime formulation [2,4]. The distribution coecients are matrices,
see Appendix A for their denition. The computation of the element residual is based on the
 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615 605

quasi-linear form. The DeconinckRoeStruijs linearization [13] is used to ensure conservativity

of the scheme. This leads to the following denition of residual:
X
U KTj Uj ; 22
j2T

where the upwind matrices are dened by

1 XD
KTj Ai nji ; 23
D i1
where A1 I and hAi ii>1 are Jacobians of the convective uxes. The derivatives of the viscous
terms are computed using the nite element formulas
 T  T
1 X nxj 1 X nj
y
o o
j ; j 24
ox ST j2T D oy ST j2T D

and the viscous uxes are evaluated again in the linearized state.
The relation for the nodal update in pseudo-time becomes
!
Dt Dt XX X 0; nS
Un1
i Uni  Ri Un  Bi Kj Uj i
 0; R; S : 25
Si Si T 2Xi j2T T 2Xi
D

In a comparison with Eq. (7) term nSj =DST is already included in viscous ux vector R; S.
Like in the scalar case, the viscous contribution for each node is computed only once and then
properly scaled with the time-steps of the surrounding layers.
The spacetime mesh is constructed in the same manner as for the scalar case. It means that for
any element T in the past layer (see Fig. 1) the contribution to each node at level n is zero, i.e. the
matrix upwind parameter KTi has only negative eigenvalues
KTi ; 12KTi  jKTi j 0: 26
This leads again to a past-shield condition. Due to the non-linearity of the equations this time-step
restriction is not know a priori, but it can be estimated and checked during the computation.
Finally, the second layer of elements is added to overcome the restriction on the time-step.

3.1. Numerical results

3.1.1. Flow near a suddenly moving wall: rst Stokes problem

The rst test case we present is the so-called rst Stokes problem [14]. Consider an innite plate
immersed in a uid at rest. At t 0 the plate is instantaneously set into motion with a velocity u1
in its plane. The exact solution of the problem is
 
y
u u1 erf p ; v 0; 27
2 mt
where m is the kinematic viscosity of the uid (assumed to be constant). The problem has been
solved on a unit square discretized by 40 40 mesh with a diamond pattern (see zoom in Fig. 9).
The spacetime mesh stretch ratio Q Dt1  Dt0 =Dt0 was set to 12. In Fig. 10 the solutions
606 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615

Fig. 9. Diamond and isotropic mesh pattern.

1
u

0.5

Exact solution
N scheme
LDA scheme
B scheme

0
0.0 0.5 1.0
y

Fig. 10. First Stokes problem.

obtained with the N, LDA and B scheme are shown. One can see a very good agreement with the
analytical solution.

3.1.2. The ow near an oscillating at plate: second Stokes problem

This case involves solution of ow near a at plate oscillating in the direction of its plane [14]
with angular velocity x and reference velocity U0 . The exact solution has the form
px  r
y 2m x
uy; t U0 e sin xt  y : 28
2m
The problem was solved numerically on a square domain with a edge of length 4, containing
80 80 points with a diamond pattern, see Fig. 9. The computational parameters are density
 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615 607

0.5

0
u

0.5 t = 0 Pi
t = 1/2 Pi
t = 1 1/2 Pi
t = 2 Pi

1
0.0 1.0 2.0
y

Fig. 11. Second Stokes problem. The solid line is the analytical solution.

q 1, pressure p 100, adiabatic coecient c 1:4, dynamic viscosity l 0:1, angular velocity
x 1, reference wall velocity U0 1. The LDA scheme has been used, with a pseudo-time
CFL 0:9, Q Dt1  Dt0 =Dt0 12. The far eld boundary conditions were approximated by
constant values prescribed on the boundary. Results for dierent times are plotted in Fig. 11. The
agreement between numerical and analytical solutions is very good.

3.1.3. Low speed laminar ow past cylinder

Laminar ow past a cylinder is one of the rst intensively studied ow elds in history. For the
test of the method a regime was chosen characterized by a Reynolds number Re 281, creating a
von Karm an vortex street, but still within the laminar limit. The Mach number was chosen
Ma 0:2.
As outer boundary condition a far eld condition was used. The computational grid contains
7360 points and 14,372 elements, 48 nodes are placed around the cylinder. The distance from the
cylinder to the edge of the computational domain in the upstream and side direction is 8 dia-
meters. The downstream edge of the domain is at a distance of 50 diameters. The LDA scheme
was used. The computation was started from uniform ow. The results are shown in Fig. 12. At
the top the entropy isolines are shown and at the bottom we present the computational mesh.
Although the mesh is not very ne, the ow pattern is well resolved.
We compute the lift coecient according to the expression
L
CL 1 ; 29
q u2 c
2 1 1
where in 2D the lift is given by
I
L p dx: 30
608 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615

Fig. 12. Flow past the cylinder Re 281. The top gure shows entropy isolines and bottom is computational mesh.
LDA scheme.

The evolution of the lift coecient versus the non-dimensional time

t
~t 31
c=u1
is plotted in Fig. 13. The periodic part of the lift was transformed to the frequency domain (see
Fig. 14) and one can observe only one peak, which corresponds to a fully periodic behavior. The
Strouhal number S corresponding to the peak is S 0:21. It is in a perfect agreement with the
experimental data given in e.g. [14].

15

Lift

5
CL

_5

_15
0 20 40 60 80 100
~
t

Fig. 13. Low speed laminar ow past cylinder. Evolution of the lift in terms of time.
 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615 609

5
Lift

_1
0.0 0.2 0.4 0.6 0.8 1.0
Frequency

Fig. 14. Low speed laminar ow past cylinder. Lift frequency.

3.1.4. Transonic vortex pairing in a mixing layer

The last test case involves a transonic vortex pairing in a mixing layer [15]. The problem
consists of a shear layer dened by two free streams with velocity proles u tanh2y=2, v 0.
To these velocity proles we superimpose the velocity perturbations
X
2
v0 ak cos2pkx=Lx /k expy 2 =b 32
k1

with parameters a1 0:01, a2 0:05, /1 /2 p=2, b 10. The u0 perturbation is computed

from condition ru0 ; v0 0. The problem has been solved inside a rectangular area Lx  Ly with
Lx 30 and Ly 100. The top and bottom boundaries are treated as inviscid walls, and periodic
boundary conditions are set on the left and right boundaries. The kinematic viscosity in the free
streams is set to m1 103 , corresponding to a Reynolds number Re 1000. Sutherlands law for
viscosity has been used in the computations. The speed of sound (and hence the density) in the
initial solution is determined from the assumption of constant stagnation enthalpy
c1 2
a2 a21 u1  u 33
2
and Ma1 0:8. Constant initial static pressure p 1 is assumed across the whole ow eld. The
grid used consists of an isotropic triangulation (see Fig. 9) stretched in the y-direction using the
mapping
Ly sinhby g
y ; 34
2 sinhby
610 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615

Fig. 15. Isolines of normalized temperature. Figures for t 40, 80, 120, 160.

where g 2 1; 1 and by 3:4. The mesh contains 201 201 nodes. The computation has been
run with the B scheme.
The solutions at times t 40; 80; 120; 160 are shown in Fig. 15, where we plot 30 levels of
isolines of the temperature. Comparing with the fourth order results of [15], our method shows all
features of ow eld. We judge the results very satisfactory considering that our method is at most
second order accurate.

4. Pseudo-time integration

The steady state solution is achieved by marching in pseudo-time. Because we are not interested
in the pseudo-time transient, we can use the fastest and the most robust method. Although explicit
pseudo-time integration works well, for sti problems the pseudo-time-step restriction is too se-
vere and the computation becomes too long. We implemented also implicit time-stepping with the
backward Euler method in pseudo-time.
The explicit local time-step integration can be written as
Dsi n
Un1
i Uni  R; 35
Si i
where Dsi is computed as
Dsi CFL  Dsi0
with Dsi0 the maximum pseudo-time-step allowed by the positivity of the N scheme in the line-
arized case. The simplest implicit method, linear Euler backward method, is obtained by evalu-
 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615 611

ating the residual at the next (pseudo-)time level. The residual in the time level n 1 is extrap-
olated using the rst order approximation
 
n1 n CFL  Dsi0 n oR n1 n
Ui Ui  Ri U  U : 36
Si oU
This leads to large system of equations with sparse matrix for the unknown DU Un1  Un . The
method is unconditionally stable in the linear case.
The Jacobian matrix oR=oU is analytically computed by a Picard approximation, i.e. the dis-
tribution coecient (matrix) and the Jacobians are assumed to be independent on the solution
vector.
The resulting system is then solved by GMRES method with ILU(0) preconditioning. The
PETSc algebraic library has been used in all the computations [16].
The method was tested also on scalar problems, but we do not present results here, because the
biggest concern is related to the NavierStokes equations. The rst test case we consider, simple
enough to be able to compute it also with the explicit procedure, was similar to the rst Stokes
problem, but in a channel. The uid is in the rest in the channel and suddenly the walls start to
move. In Fig. 16 the decay of residual in terms of iterations during one pseudo-time-step is
plotted. We can immediately see, how fast is the implicit time integration compared to the explicit
one. This is also due to spacetime nature of the problem, in which the new solution we look for is
relatively close to the initial condition in pseudo-time. More important is the convergence of the
method in terms of CPU time (Fig. 17). The method was working for CFL numbers up to 1010 ,
but setting CFL higher then approximately 105 did not change the speed signicantly.

5
explicit CFL = 0.9
CFL = 1e2
7 CFL = 1e4
CFL = 1e6
log10(res)

11

13

15
0 100 200 300
Iterations

Fig. 16. Convergence of method for one physical time-step for 2D NavierStokes equations in terms of iterations. LDA
scheme.
612 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615

7
log10(res)

11
explicit CFL = 0.9
CFL = 1e2
13 CFL = 1e4
CFL = 1e6

15
0 10 20 30
Time (sec)

Fig. 17. Convergence of method for one physical time-step for 2D NavierStokes equations in terms of CPU time.
LDA scheme.

explicit CFL = 0.9

1
explicit CFL = 0.45
implicit CFL = 0.9 * 2^n
implicit CFL = 5000, N Jacobian
2
log10(res)

6
0 20 40 60 80 100
Iterations

Fig. 18. Convergence of method for one physical time-step for Double Mach Reection [17] in terms of iterations. B
scheme.
 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615 613

explicit CFL = 0.9

explicit CFL = 0.45
1 implicit CFL = 0.9 * 2^n
implicit CFL = 5000, N

2
log10(res)

6
0 200 400 600 800
Time [sec]

Fig. 19. Convergence of method for one physical time-step for Double Mach Reection [17] in terms of CPU time. B
scheme.

As a second test case we considered the Double Mach Reection of Woodward and Colella [17]
(results not shown). The problem involves the inviscid computation of a Mach 10 shock reecting
on a wedge. From this type of computation one could expect problems due to the strong dis-
continuities present in the solution and to the approximations made in the derivation of system
matrix. Since the implicit method blows-up using high CFL number from the beginning, two
solutions were proposed: either to implement a strategies to increase the CFL number, or to use a
non-consistent Jacobian matrix, namely for the non-linear B scheme we use the Jacobian of the
rst order N scheme. The implicit method converges faster in terms of pseudo-time iterations, but
not in terms of CPU time. The comparison of eciency in terms of iterations and CPU time is
given in Figs. 18 and 19.

5. Conclusions

The spacetime residual distribution schemes over linear simplicial elements has been extended
to the solution of viscous problems. We derived a consistent treatment of the convective and
dissipative terms through a PetrovGalerkin interpretation of the RDM. The presented approach
as been tested on scalar equations, where second order of accuracy for the LDA scheme and
almost second order of accuracy for the B scheme have been measured. The method has been
applied to the solution of the laminar NavierStokes equations. Promising results have been
obtained.
614 J. Dobe
s et al. / Computers & Fluids 34 (2005) 593615

A performance comparison between implicit and explicit pseudo-time integration has been
presented. For viscous computations implicit pseudo-time integration over-performs the explicit
one of an order of 50 in terms of CPU time. Worse performances have of the implicit integrator
have been observed for inviscid problems containing strong discontinuities.

Acknowledgements

 ad Csk for providing the great and carefully written

The authors are greatly thankful to Arp
Nemesis spacetime code. Arp  ad Csk is ones more acknowledged for a lot of valuable dis-
cussions which helped in a basic way to produce this work.
Aristotelis Athanasiadis is also acknowledged for generating all meshes used in the course of
this work.

Appendix A. A multidimensional upwind residual distribution schemes for convective terms

We present here only matrix versions of the schemes, their scalar counterparts are obtained
easily concerning matrix size 1 1.
LDA scheme: Its distribution matrix is given by
!1
X
LDA
Bi Ki Kj : A:1
j2T

N scheme: The matrix N scheme is given by

!1
X X

UNi Ki Ui  Uin ; Uin Kj K
j Uj : A:2
j2T j2T

B scheme: The matrix B scheme is obtained by blending the N scheme and the LDA scheme. It
is dened by
j/l j
UBi I  WULDA WUN
i ; Wlm dlm P  ; A:3
i  N
k2T /k;l 

where W is a diagonal matrix and /l is lth component of the residual and /N

k;l is lth component of
the residual sent to node k using N scheme.

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