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A mass-matrix formulation of unsteady fluctuation
splitting schemes consistent with Roes parameter
vector
Aldo Bonfiglioli
a
& Renato Paciorri
b
a
Scuola di Ingegneria , Universit della Basilicata , Viale dellAteneo Lucano 10, Potenza ,
Italy
b
Dipartimento di Meccanica e Aeronautica , Universit di Roma , La Sapienza, Via
Eudossiana, Roma , Italy
Published online: 12 Jul 2013.
To cite this article: Aldo Bonfiglioli & Renato Paciorri (2013) A mass-matrix formulation of unsteady fluctuation splitting
schemes consistent with Roes parameter vector, International Journal of Computational Fluid Dynamics, 27:4-5, 210-227,
DOI: 10.1080/10618562.2013.813491
To link to this article: http://dx.doi.org/10.1080/10618562.2013.813491
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International Journal of Computational Fluid Dynamics, 2013
Vol. 27, Nos. 45, 210227, http://dx.doi.org/10.1080/10618562.2013.813491
A mass-matrix formulation of unsteady uctuation splitting schemes consistent with Roes
parameter vector
Aldo Bonglioli
a,
and Renato Paciorri
b
a
Scuola di Ingegneria, Universit ` a della Basilicata, Viale dellAteneo Lucano 10, Potenza, Italy;
b
Dipartimento di Meccanica e
Aeronautica, Universit ` a di Roma, La Sapienza, Via Eudossiana, Roma, Italy
(Received 20 December 2012; nal version received 5 June 2013)
A mass-matrix formulation of the uctuation splitting schemes for solving compressible, unsteady ows is proposed. This
formulation is consistent with the conservative linearisation based on parameter vector and allows to extend to unsteady ows
the invariance under similarity transformations property that had been shown to hold for the steady version of the schemes.
Second-order time accuracy is achieved using a PetrovGalerkin nite element interpretation of the uctuation splitting
schemes. The approach may however be readily applicable to all other time-accurate uctuation splitting formulations that
have been so far proposed in the literature. Applications of the proposed methodology to two- and three-dimensional, inviscid
and viscous compressible ows are reported and discussed in the paper.
Keywords: uctuation splitting; residual distribution; compressible ows; unsteady ows; mass matrix; low Mach number;
linearisation; parameter vector
1. Introduction
Almost the entirety of the CFD codes used for solving the
compressible Euler and NavierStokes equations rely upon
a locally one-dimensional (1D) Riemann problem in the
direction normal to the control volume (CV) boundary as
the key ingredient for modelling wave propagation phe-
nomena, even in multi-dimensional ows. For this kind of
solver, the order of accuracy of the spatial discretisation is
determined by the order of the polynomial which is used to
reconstruct the set of dependent variables on either side of
the interface separating adjacent CVs. Linear reconstruc-
tion, which is the de facto standard in most state-of-the-art
research and commercial codes, leads to second order of
accuracy in space. Higher spatial accuracy can be achieved
by employing a higher (than linear) functional representa-
tion of the dependent variables within the CVs. Different
approaches have emerged over the last years; these include:
k-exact Finite Volume (FV), Spectral Volume (SV) and Dis-
continuous Galerkin (DG) Finite Element (FE) methods, to
name just a few. The paper by Wang (2007) provides a com-
prehensive review of high-order methods on unstructured
grids.
Following a different route, uctuation splitting (FS)
schemes abandon the locally 1D model based on the solu-
tion of the Riemann problem and take a multi-dimensional
approach to wave propagation. Introduced in the late 1980s
by Roe (1987), FS schemes employ a vertex-centred stor-
age of the unknown and piece-wise linear representation of

Corresponding author. Email: aldo.bonglioli@unibas.it


the dependent variables, which vary continuously through
the cell interfaces. FS schemes that are second-order ac-
curate both in space and time are nowadays sufciently
well understood; a specic aspect of second-order-accurate
unsteady FS schemes forms the subject of the present paper.
Higher (than second) order accurate FS schemes have also
been proposed in the literature, see e.g. Abgrall and Roe
(2003b), Hubbard and Laird (2005), Ricchiuto et al. (2008)
and Rossiello et al. (2010), and are currently being ac-
tively developed, but they will not be covered in the present
contribution.
One distinctive feature of second-order-accurate FS
schemes, when compared to their FV counterpart having
the same spatial order of accuracy, is the compactness of the
stencil, which is limited to the set of nearest (or distance-
1) neighbours. In FV schemes, on the contrary, even the
use of the simple linear reconstruction leads to a com-
putational stencil that encloses the distance-2 neighbours.
Despite the use of a more compact stencil, second-order-
accurate FS schemes are reported, see e.g. Bastin and Rog e
(1999), Wood and Kleb (1999) and Guzik and Groth (2008),
to achieve lower discretisation error levels than FV ones.
Moreover, the compactness of the stencil has obvious bene-
cial consequences in terms of implementation of boundary
conditions, parallelisation efciency and increased matrix
sparsity when implicit time integration is used.
Another distinctive feature of FS scheme is that, at least
for a perfect gas, a multi-dimensional version (Deconinck,
C
2013 Taylor & Francis
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International Journal of Computational Fluid Dynamics 211
Roe, and Struijs 1993) of the conservative linearisation
based on Roes parameter vector (Roe 1981) allows to em-
ploy the quasi-linear formof the Euler equations to calculate
the inviscid ux balance, rather than numerical quadrature.
Working with the quasi-linear form of the equations pro-
vides a natural way to dene the generalised upwinding
directions.
The development of FS schemes for unsteady simula-
tions has been and still is an active research topic. Until
now, unsteady FS schemes have been developed following
two different routes: (i) using mass matrices developed by
analogy with FE discretisations or (ii) using a spacetime
formulation whereby the governing equations are discre-
tised on a spacetime grid.
The rst unsteady FS schemes were derived by M arz
and Degrez (1996) by re-casting the FS discretisation in the
framework of PetrovGalerkin (PG) FE schemes. This ap-
proach leads to the assembly of a mass matrix which couples
the time derivative of the solution vector at neighbouring
grid points. Amore general framework for deriving second-
order time-accurate discretisations, also based on a mass-
matrix formulation, was laid out by De Palma et al. (2005)
and further developed by Ricchiuto and Abgrall (2010).
All the aforementioned approaches use implicit time in-
tegration so that they require the solution of a non-linear
system of algebraic equations in order to advance from one
physical time level to the next.
Also in the spacetime formulations of Csk and
Deconinck (2002) and Abgrall and Mezine (2003a), the
time integration requires the solution of a non-linear sys-
tem of algebraic equations.
More recently, explicit FS schemes that retain second-
order accuracy in time have also been proposed, see
Rossiello et al. (2009) and Ricchiuto and Abgrall (2010);
these are obtained by carefully lumping the full mass ma-
trices into diagonal ones.
To the best of the authors knowledge, in all the afore-
mentioned approaches the various mass matrices have been
derived without properly accounting for the link between
the conservative variables and Roes parameter vector which
is used as the set of dependent variables. In Caraeni and
Fuchs (2005), for instance, the parameter vector is used as
the set of dependent variables to compute the inviscid ux
balance, but the conservative variables are used as depen-
dent variables to evaluate the unsteady termin the governing
equations. Although this inconsistency does not seem to
adversely affect the order of accuracy of the approach, we
prefer to consistently work with parameter vector while
deriving the discretised form of all terms in the equations,
since it allows us to carry over to unsteady calculations one
of the nice properties possessed by the steady FS discretisa-
tions: invariance under similarity transformations. An ap-
proach that is close to ours, even though in the context of
a spacetime formulation, is the one proposed by Abgrall
and Mezine (2003a).
In this paper, we show how to derive mass matrices that
are consistent with the conservative linearisation based on
the parameter vector. Even though the derivation is given
here for a particular class of mass matrices, it should be
readily applicable to any of the different mass-matrix for-
mulations that have been so far proposed in the literature.
The paper is organised as follows. The governing equa-
tions are presented in Section 2. The fundamentals of the
FS technique are presented in Section 3 and the consistent
mass-matrix formulation is described in Section 3.2. Un-
steady inviscid and viscous ow cases are used in Section 5
to show that the scheme is second-order accurate in time.
Finally, a relatively complex 3D laminar ow case is pre-
sented in Section 5.4 to showthat the technique can be used
in realistic simulations.
2. Governing equations
Given a control volume C
i
, xed in space and bounded by
the control surface C
i
with inward
1
normal n, the integral
form of the governing conservation laws of mass, linear
momentum and energy (the Navier-Stokes (NS) equations)
has the form:
_
C
i
U
t
dV =
_
C
i
F n dS
_
C
i
G n dS, (1)
where F and G represent the inviscid and viscous uxes.
The vector of conservative variables is U =
_
, e
0
, u
_
t
.
The standard notation for the kinematic and thermodynamic
variables is adopted: the symbol u denotes the owvelocity,
the density, p the static pressure, T the temperature, and
e
0
and h
0
the specic total internal energy and enthalpy, re-
spectively. All variables have been made non-dimensional
by choosing a reference length scale L and a set of thermo-
dynamic and kinematic variables: T
ref
,
ref
and u
ref
.
Non-dimensionalising the governing Equation (1) using
the reference variables listed above leads to the following
expressions for the inviscid and viscous uxes:
F =
_
_
u
uh
0
uu +p I
dd
_
_
, G =
1
Re
_
_
0
u T + q
T
_
_
. (2)
In Equation (2) I
d d
is the unit matrix of order d, where d
is equal to 2 for 2D ows and 3 for 3D ows; moreover, we
will hereafter use the symbol m=d + 2 to denote the num-
ber of components of the vector of conservative variables
and ux vectors. The Reynolds number which appears in
Equation (2) is computed using the reference variables and
the molecular viscosity computed at the reference temper-
ature: Re =
ref
|u
ref
|L/(T
ref
).
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212 A. Bonglioli and R. Paciorri
The stress tensor T is given by Newtons constitutive
law for Newtonian uids:
T =
_
u +(u)
T

2
3
( u) I
dd
_
(3)
and the heat ux q obeys Fouriers law for the conductive
heat ux:
q =
_

Pr
_
h. (4)
The dimensionless molecular viscosity
(T ) = T
3/2
1 +S/T
ref
T +S/T
ref
S = 110K (5)
which appears in both Equations (3) and (4) is the non-
dimensional form of Sutherlands law. Equation (4) follows
fromFouriers lawand Pr denotes the Prandtl number, which
has been set to 0.72 in all analyses presented in this paper.
The compressible NS equations are closed using the
dimensionless equation of state for an ideal gas:
p = R

T, (6)
where the dimensionless specic gas constant R

depends
on the chosen set of reference variables.
3. Fluctuation splitting discretisation
Despite the fact that the FS approach has been around for
more than two decades, see e.g. Deconinck et al. (1993),
van der Weide et al. (1999) and Abgrall (2006), it has not
gained widespread popularity among CFD practitioners, so
that a concise description of its key ingredients is deemed
necessary.
Let R
d
denote the computational domain which
is tessellated into triangles in the 2D space (see Fig-
ure 1(a)) and tetrahedra in 3D space. In addition to this
primary tessellation into simplicial elements T
e
, a dual tes-
sellation is made up of the so-called median dual cells C
i
(cells bounded by green lines in Figure 1(b)); in two space
dimensions these are polygonal cells that are obtained by
joining the centres of gravity of all triangles that share a
given grid point with the midpoints of all the edges that
connect that grid point with its nearest neighbours.
The dependent variables are stored at the vertices of the
computational mesh and are assumed to vary linearly and
continuously in space. Using standard FE notation, this can
be stated as:
Z(x, t ) =

i
Z
i
(t ) N
i
(x) , (7)
where Z
i
denotes the nodal value of Roes parameter vector
Z =
_

h
0
,

u
_
t
(8)
at point i, and N
i
is the FE linear shape function which
takes the value of 1 at grid point i and 0 within its distance-
1 neighbours. The summation in Equation (7) ranges over
all grid points in the mesh. The reason for choosing the
parameter vector as the set of dependent variables is further
addressed in Section 3.1.
Since the unknowns are stored at the vertices of the
mesh, the conservation law (1) has to be discretised over
the median dual control volumes C
i
built around each grid
point. Using an FV-type approach, the discretisation of the
viscous term of Equation (1) is obtained by integration of
the corresponding ux Gover the boundary C
i
of the me-
dian dual CV. However, a different approach is used for dis-
cretising the unsteady and convective terms in Equation (1)
which are written as weighted averages of the correspond-
ing integrals evaluated over all the triangles/tetrahedra that
meet at mesh point i.
In the following sections, we shall describe the discreti-
sation of the convective and unsteady terms of the governing
Equation (1). The discretisation of the viscous terms will
not be given here, but the reader is referred to Bonglioli
(2000) for details.
3.1. Convective term
With FS schemes, rather than calculating the inviscid uxes
by numerical quadrature along the boundary C
i
of the me-
dian dual cell, as would be done with conventional FV
schemes, the net inviscid ux (also known as cell resid-
ual or uctuation)
e,inv
is computed over each triangu-
lar/tetrahedral element T
e
:

e,inv
=
_
T
e
F n dS. (9)
As shown in Deconinck, Roe, and Struijs (1993), using
the piece-wise linear representation (7) for Roes parameter
vector, the inviscid ux balance can be computed using the
quasi-linear form of the Euler equation, rather than using
numerical quadrature along the boundary T
e
of cell T
e
.
Indeed, since both the conservative variables U and the
Cartesian components F
i
of the inviscid ux vector F are
quadratic functions of the components of the vector Z, the
cell uctuation can be computed without approximations as
follows:

e,inv
=
_
T
e
F n dS =
_
T
e
_
F
i
x
i
_
dV
=
_
T
e
_
F
i
Z
__
Z
x
i
_
dV
= |T
e
|
_
F
i
Z
_
Z=Z
_
Z
x
i
_
, (10)
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International Journal of Computational Fluid Dynamics 213
Figure 1. Primary and dual tessellations and uctuation splitting concept. (a) The ux balance of cell T is scattered among its vertices.
(b) Grid point i gathers the signals scattered from the surrounding cells.
where |T
e
| is the area/volume of cell e. In Equation (10),
we have made use of the fact that Z is cell-wise constant
since Z varies piece-wise linearly in space and the mean
value of F
i
/Z over a cell equals its analytical expression
evaluated in the arithmetic average of Z over that cell:
Z =
1
d +1
_
_

je
Z
j
_
_
, (11)
since F
i
/Z is also linear in the components of Z.
Once the cell uctuation has been computed using
Equation (10), it is scattered among the vertices of the cell
by sending signals
e,inv
i
which must full the following
conservation constraint:

je

e,inv
j
=

je
B
e
j

e,inv
=
e,inv
. (12)
Different criteria can be devised to split the cell uctua-
tion into signals, giving rise to a variety of discretisation
schemes. Each scheme is characterised by a different choice
of the distribution matrix B
e
j
, associated with the jth vertex
of cell e. Except where otherwise stated, all calculations pre-
sented in Section 5 make use of the LowDiffusion A(LDA)
scheme; see e.g. Abgrall (2001) or Bonglioli (2000).
3.1.1. Invariance under similarity transformations
In order to guarantee that the discrete solution conserves
mass, momentum and energy, the signals sent by cell e to
its vertices have to sum up to the inviscid ux balance, as
stated in Equation (12). However, it is possible to discre-
tise a non-conservative version of the governing PDEs and
then recover the ux balance via a change of variables. It
has been observed by van der Weide and Deconinck (1996)
that the discrete equations are independent of the set of vari-
ables used to rewrite the Euler system in non-conservation
form. This property, which relies upon the Roe-type lin-
earisation and is referred to as invariance under similarity
transformations, is a nice design principle that relieves FS
schemes from one of the uncertainties encountered when
using FV discretisations, i.e. the choice of the most appro-
priate set of variables to be interpolated at a CV boundary
to compute the interface ux.
To be more precise, consider the quasi-linear formof the
Euler system rewritten using a set of variables

U, different
from the conservative ones,


U
t
+

A
j


U
x
j
= 0, (13)
where:

A
j
=
_


U
U
_
_
F
j
U
__
U


U
_ _
U


U
_
=
_


U
U
_
1
.
(14)
The cell uctuation associated with Equation (13)

e,inv
=
_

A
j
_
Z=Z
_


U
Z
_
Z=Z
_
Z
x
j
_
|T
e
| (15)
is not the inviscid ux balance. However, it is not difcult
to show that the latter can be recovered via the following
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214 A. Bonglioli and R. Paciorri
transformation:

e,inv
=
_
U


U
_
Z=Z

e,inv
, (16)
and the same expression holds for the individual signals
sent to the cell vertices. Similarly, the distribution matrices
can be transformed between the two sets of variables as
follows:
B
e
i
=
_
U


U
_
Z=Z

B
e
i
_


U
U
_
Z=Z
. (17)
Since it is possible to show that the discrete solution does
not depend upon the particular set of primitive variables
being used, their choice is motivated by reasons of com-
putational efciency. For instance, the set of the so-called
Euler-symmetrising variables (Turkel 1973) makes the

A
j
matrices symmetric and block diagonal. The block diago-
nal structure allows us to uncouple (at the linearised state)
the entropy transport equation from the remaining hyper-
bolic system of order m 1. Since the calculation of the
distribution matrices requires, within each cell, the solu-
tion of d + 1 small dense linear systems of order equal
to m, the decoupling of a scalar transport equation low-
ers the order by 1, thus making the discretisation cheaper.
When dealing with multi-species ows, the saving is even
larger, since all the transport equations for the species can
be decoupled (Degrez and van der Weide 1999), thus al-
lowing a considerable gain in terms of computational cost.
Further savings in terms of oating point operations can
be achieved by taking advantage of the symmetry of the

A
j
matrices. Clearly, these advantages are partly offset by
the need to back transform into conserved variables using
Equations (16) and (17).
The possibility of retaining the invariance under sim-
ilarity transformation also in the case of unsteady ows
prompted us to develop the mass-matrix formulation based
on parameter vector that is described in the following
section.
3.2. Unsteady term
The cell uctuation associated with the unsteady term is
given by:

e,t
=
_
T
e
U
t
dV =
_
T
e
_
U
Z
Z
t
_
dV. (18)
Note that in Equation (18) we have made use of the chain
rule to make the dependent variable Z appear. This is an
aspect that has apparently been overlooked in the literature
and represents the main contribution of the present paper.
Indeed, since the conservative variables U are quadratic
functions of the parameter vector Z, the transformation ma-
trix U/Z is linear in Z and can thus be expanded using
the linear shape functions N
j
, just as in Equation (7). A
similar expansion applies to the time derivative Z/t. Re-
placing both expansions in the r.h.s. of Equation (18) and
performing the required integration, we obtain:

e,t
=

ie

je
__
T
e
N
e
i
N
e
j
dV
__
U
Z
_
Z=Z
i
_
Z
j
t
_
(19a)
=

je
|T
e
|
(d +2)
_
1
(d +1)
_
U
Z
_
Z=Z
j
+
_
U
Z
_
Z=Z
_ _
Z
j
t
_
(19b)
=

je
C
e
j
_
Z
j
t
_
. (19c)
Further details concerning the derivation of the C
e
j
matrix can be found in Appendix A.
Similarly to what has been done with the convective
term, the unsteady uctuation,
e, t
, has to be split into
signals which are then sent to the d + 1 vertices of cell e.
A general strategy to accomplish this task is discussed in
De Palma et al. (2005). Here we follow the approach that
had been used in M arz and Degrez (1996), which consists
of formulating the FS schemes as a particular class of PG
FE methods. In PG FE methods, the weighting function is
different from the shape function: in streamline upwind PG
(SUPG) schemes, for instance, an upstream bias is given to
the weighting function which results in a similar effect to
that of upwinding in the context of FV methods.
Letting
i
denote the PG weighting function, it can
be shown, see e.g. Abgrall and Mezine (2003a) or Decon-
inck, Ricchiuto, and Sermeus (2003), that for an FS scheme
characterised by distribution matrices B
e
i
, the PGweighting
function within element e is:

e
i
=
_
N
e
i

1
d +1
_
I
mm
B
e
i
. (20)
The signal sent from element e to its vertex i amounts
to compute the contribution of element e to the weighted
residual equation for grid point i, i.e.

e,t
i
=
_
T
e
_

e
i
U
t
_
dV =
_
T
e
_

e
i
U
Z
Z
t
_
dV
=

je
M
e
ij
_
Z
j
t
_
, (21)
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International Journal of Computational Fluid Dynamics 215
where:
M
e
ij
=
ij
_
C
e
i
+C
e
j
_
+
ij
|T
e
|
_
U
Z
_
Z=Z
+
_
B
e
i

1
d +1
I
mm
_
C
e
j
. (22)
Details concerning the matrix M
e
ij
dened in Equation (22)
are also given in Appendix A. It is readily veried that
summing up all signals within cell e, one recovers the
cell uctuation associated with the unsteady term of the
equations:

e,t
=

ie

e,t
i
=

je
_

ie
M
e
ij
_
_
Z
j
t
_
j
(23a)
=

je
C
e
j
_
Z
j
t
_
. (23b)
Equation (23b) follows from(23a) since it is not difcult
to verify that if we row sum the mass matrices, we obtain:

ie
M
e
ij
= C
e
j
. (24)
The time derivative of the parameter vector in Equation (21)
is approximated at time level n + 1 using the following
backward nite difference (FD) formula:
Z
j
t

n+1
=
(2 +
t
) Z
n+1
j
2 (1 +
t
) Z
n
j
+
t
Z
n1
j
2t
+(1
t
) O (t ) +O
_
t
2
_
. (25)
Choosing
t
= 1 in (25) gives a three-time-level, FD for-
mula which is second-order accurate in time; at the rst time
step, when only the initial condition is known, Equation (25)
is used with
t
=0 thus providing a two-time-level, though
only rst-order accurate, scheme.
Making the time derivative of the parameter vector ap-
pear in the unsteady term of the governing equations pro-
vides a clean way, though possibly not the only one, to
extend to unsteady ows the invariance property that ap-
plies to the discretisation of the inviscid uxes, as described
in Section 3.1.1. Suppose that a set of variables different
from the conservative ones has been used to discretise the
convective terms of the Euler system. For instance, when
dealing with low Mach number ows, which require ap-
propriate preconditioning techniques to preserve the accu-
racy of the spatial discretisation in the zero Mach number
limit, we prefer to work with Merkles primitive variables
(Venkateswaran and Merkle 1999), rather than the conser-
vative ones, since the former choice simplies the alge-
bra. All that is needed in order to guarantee that the mass
matrix (22) is independent of the set of variables used to
discretise the quasi-linear form of the Euler system is to
transform the distribution matrices from primitive to con-
servative variables via Equation (17) before they are used
in the assembly of the mass matrix (22).
4. Solution of the discretised equations
The governing conservation Equation (1), once discretised
over the control volume C
i
, provides the nodal residual R
i
:
R
i
_
U
n1
, U
n
, U
n+1
_
=
_
C
i
_
U
t
_
dV

_
C
i
(F G) n dS (26a)
=

ie
_

e,t
i

e,inv
i

e,vis
i
_
= 0. (26b)
As indicated in Equation (26) and also sketched in
Figure 1, the nodal residual is obtained by collecting all
signals scattered to grid point i from the neighbouring ele-
ments. The inviscid and viscous contributions to the nodal
residual in (26) are both evaluated at the unknown time level
n + 1 and Equation (21), along with the FD formula (25),
is used for the contribution of the unsteady residual. Using

t
= 1 in Equation (25), we recover the three-time-level
backward differentiation scheme, which is expected to be
second-order accurate in both space and time. The mass
matrix (22), which depends upon the solution, is evaluated
at time level n + 1, since other choices would signi-
cantly increase either the storage or the CPU cost. The
numerical experiments presented in Section 5 conrm that
the scheme is indeed second-order accurate in both space
and time.
Writing Equation (26) within all grid points of the mesh,
one obtains the following large, sparse systemof non-linear
algebraic equations:
R
_
U
n+1
, U
n
, U
n1
_
= 0 (27)
to be solved at time level n + 1 to obtain the unknown vec-
tor of conservative variables U
n+1
. Once U
n+1
is obtained,
it is transformed into parameter vector at every grid point i
of the mesh using the exact relation (Masatsuka 2009):
Z
i
= 2
_
Z
U
_
U=U
i
U
i
.
The numerical solution of Equation (27) is obtained
by means of an implicit approach based on the use of a
ctitious time derivative: the dual time-stepping strategy
of Jameson (1991). This approach amounts to solving the
following evolutionary problem:
dU
d
V = R
_
U
n+1
, U
n
, U
n1
_
(28)
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216 A. Bonglioli and R. Paciorri
in pseudo-time until steady state is reached. Since ac-
curacy in pseudo-time is irrelevant, the mass matrix has
been lumped into the diagonal matrix V whose entries are
the areas/volumes of the median dual cells and a rst-order
accurate, two-time-level FD formula:
dU
d
=
U

+O () U = U
n+1,k+1
U
n+1,k
(29)
is used to approximate the pseudo-time derivative in the
l.h.s. of Equation (28). The inner iteration counter k has
been introduced in Equation (29) to label the pseudo-time
levels. Once Equation (29) is replaced in Equation (28), an
implicit scheme is obtained if the residual R is evaluated
at the unknown pseudo-time level k + 1. Performing a
Taylor-series expansion of R about pseudo-time level k one
obtains the following sparse system of linear equations:
_
1

k
V J
_
U
n+1,k
_
_
U = R
_
U
n+1,k
, U
n
, U
n1
_
,
J =
R
U
(30)
to be solved at each inner iteration until the required con-
vergence of R is obtained. Note that a variable pseudo time
step
k
is used in Equation (30), so that in the limit of
innite
k
Equation (30) recovers Newtons root-nding
algorithm, which is known to yield quadratic convergence
when the initial guess U
n +1, 0
= U
n
is sufciently close to
the sought solution U
n +1
. The availability of a good initial
guess is likely to occur when dealing with unsteady ow
problems, because the solution of the ow eld at a given
physical time starts from the converged solution at the pre-
ceding time, and this latter constitutes a very convenient
initial state. Indeed, as is shown in Section 5.4, only a very
limited number of inner iterations are needed in order to
drive to steady state the solution of Equation (28). Further
details regarding the NewtonKrylov algorithm are given
in Section 5.4.
Concerning boundary conditions: no-slip and isother-
mal wall boundary conditions are enforced strongly by
modifying the relevant entries in the momentum, resp. en-
ergy, equations in the matrix on the l.h.s. of Equation (30);
subsonic inow/outow and free-stream boundary condi-
tions are enforced weakly by means of a ghost cell approach
similar to that described in Paill` ere (1995).
5. Numerical results
Second-order time accuracy of the consistent mass-matrix
formulation presented in Section 3.2 will now be demon-
strated in two space dimensions for both inviscid and lam-
inar viscous ows. In Section 5.4, the methodology is ap-
plied to the simulation of a relatively complex 3D ow
eld.
5.1. Inviscid vortex in a supersonic stream
We consider an unsteady solution of the Euler equations
obtained by the superposition of a uniform stream of mag-
nitude |u

| and a velocity eld u. Using a polar coordinate


system moving at the constant speed of the undisturbed
stream, the perturbation velocity eld, u, which is a partic-
ular solution of the steady Euler equations in the moving ref-
erence frame, consists of a clockwise vortex characterised
by a purely tangential velocity component:
u

/|u

| = e
(1
2
)
(31a)
u
r
= 0. (31b)
In Equation (31), = r/r
c
is the non-dimensional ra-
dial distance from the pole of the moving reference frame
and , and r
c
are free parameters that control the shape
and magnitude (relative to the free stream) of the pertur-
bation. Other kinematic features of this particular solution
of the Euler equations are a divergence-free velocity eld,
which implies that density is constant along the circular
(in the moving reference frame) streamlines and a non-zero
vorticity eld:

z
r
c
|u

|
= 2 e
(1
2
)
_
1
2
_
. (32)
Since the free-streamowis isentropic, the thermodynamic
variables are easily obtained from the linear momentum
equation; in particular, the perturbation temperature eld is
given in dimensionless form by:

T
T

() =
T
T

1 = ( 1)

2
M
2

4
e
2(1
2
)
.
Moreover, Croccos formof the steady momentumequation
implies that there must be a gradient of the perturbation total
enthalpy in the radial direction, so that total enthalpy also
changes across the streamlines:

h
0
/|u

|
2
=

2
2
e
2(1
2
)
_

1
2
_
.
In order to be able to draw a quantitative comparison
with different mass-matrix formulations of the unsteady FS
schemes, we have chosen the same parameter setting also
used in De Palma et al. (2005). For the following choice
of constants in (31): = 0.3/

, = 0.204 and r
c
/L =
0.05, the radius of the vortex is about 0.625L, with L be-
ing the reference length scale. The computational domain
is the rectangle = [0.5 L, 1.5 L] [0.5 L, 0.5 L];
the vortex is initially at the origin of the Cartesian refer-
ence frame and the uniform, background owis supersonic:
M

= 1.1.
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International Journal of Computational Fluid Dynamics 217
Figure 2. Unsteady vortex in a supersonic stream: detail of the two kinds of triangulations; solid line: grid level 1; dashed line: grid
level 2. (a) Regular triangulation. (b) Delaunay triangulation.
Numerical simulations have been performed using two
different kinds of triangulations and, for each of the two, a
sequence of ve nested grid levels. Figure 2 shows a detail
of the coarsest two grid levels for both types of triangula-
tions. The rst set of grids (which exactly matches the one
used in De Palma et al. 2005 and is hereafter referred to as
the regular triangulation) has been generated by cutting
with the right running diagonal a structured Cartesian grid
made of square cells; see Figure 2(a). The coarsest grid
level features 41 equally spaced grid points in the stream-
wise direction and 21 crosswise. The second set of grids has
been obtained using a Delaunay grid generator developed
by Shewchuk (1996). First, a coarse triangulation, shown in
Figure 2(b), has been generated which features roughly the
same number of grid points and cells as the coarsest regu-
lar mesh. Then, all ner grid levels have been obtained by
recursive subdivision of each triangle of the parent coarser
mesh into 4 sub-triangles. This procedure ensures that the
grid points of the coarsest triangulation also belong to all
ner grid levels.
On the two coarsest grids (level 1 in Table 1), the non-
dimensional time step has been set equal to t |u

|/L =
0.0125

and the calculation has been advanced in time


for 16 time steps. Moving to the next ner grid level, the
time-step length has been halved, so that on the nest grid
level (5 in Table 1), time integration requires 256 steps to
reach the same nal time of the coarse grid solution.
Table 1 shows the L
1
norm of the discretisation error

h
(i.e. the difference between the solution Z
h
to the discre-
tised equations and the exact solution Z
0
to the continuum
PDEs) for all components of the parameter vector Z. Table 1
also reports a global measure of the observed order of con-
vergence p: for each pair of solutions computed on two
grids of mesh spacing h and 2h, this is computed as:
p =
log (L
1
(
2h
) /L
1
(
h
))
log (2)
.
Table 1 reveals that for a given grid level, the discretisation
errors obtained on the two types of triangulation are com-
parable; concerning the measured order of convergence, it
is close to design order for both types of triangulations and
slightly larger on the regular grid.
Figure 3, where the L
1
norm of the discretisation error
for density is plotted in loglog scale against the spatial
grid size, allows us to quantitatively compare the proposed
mass-matrix formulation with the MM-PG and MM-CU
formulations tested in De Palma et al. (2005): the corre-
sponding curves shown in Figure 3 have been taken from
Figure 36 of De Palma et al. (2005). MM-PG is a PG mass-
matrix formulation similar to ours, except for the fact that
it does not account for linear variation of the parameter
vector in the construction of the mass matrix; the MM-PG
formulation is built upon the LDA distribution scheme.
MM-CU is a mass-matrix formulation, different from the
PG one, that has been proposed in De Palma et al. (2005)
where it is called consistent upwind; it is built upon the
FS version (Paill` ere 1995) of the upwind control volume
(UCV) scheme of Giles, Anderson, and Roberts (1990),
rather than the LDA. Our results, also shown in Figure 3,
have both been obtained using our PG formulation, based
on parameter vector, coupled with the two different
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218 A. Bonglioli and R. Paciorri
Table 1. Unsteady vortex in a supersonic stream: L
1
norms of the discretisation error.


h
0

u

v
Grid level t L
1
p L
1
p L
1
p L
1
p
(a) Regular triangulation.
1 0.0147902 0.4485E03 0.2889E02 0.2077E02 0.2349E02
2 0.0073951 0.1260E03 1.83 0.7924E03 1.87 0.5387E03 1.95 0.5874E03 2.00
3 0.0036975 0.3171E04 1.99 0.1949E03 2.02 0.1303E03 2.05 0.1314E03 2.16
4 0.0018488 0.7794E05 2.02 0.4755E04 2.04 0.3176E04 2.04 0.3042E04 2.11
5 0.0009244 0.1929E05 2.01 0.1171E04 2.02 0.7829E05 2.02 0.7315E05 2.06
(b) Delaunay triangulation
1 0.0147902 0.4060E03 0.2051E02 0.1345E02 0.1654E02
2 0.0073951 0.1229E03 1.72 0.6012E03 1.77 0.3566E03 1.91 0.3857E03 2.10
3 0.0036975 0.3381E04 1.86 0.1581E03 1.93 0.8873E04 2.01 0.8690E04 2.15
4 0.0018488 0.9285E05 1.86 0.4142E04 1.93 0.2243E04 1.98 0.2047E04 2.09
5 0.0009244 0.2492E05 1.90 0.1082E04 1.94 0.5746E05 1.96 0.5021E05 2.03
distribution schemes. When used with the LDA scheme,
the two different PG formulations deliver nearly identical
results: compare the open and lled circles in Figure 3.
When comparing the present PG with the MM-CU mass
matrix of De Palma et al. (2005), both built upon the same
UCVscheme for the spatial discretisation, the MM-CUfor-
mulation is seen to incur a slightly lower discretisation error
than the PG one.
Although not done here, also the MM-CU formulation
proposed in De Palma et al. (2005) can be rewritten to
properly account for linear variation of the parameter vector,
as we have done for the PG formulation.
5.2. Inviscid vortex in a subsonic stream
Following the suggestion of one of the reviewers, we
have investigated the global conservation properties of the
Figure 3. Unsteady vortex in a supersonic stream: density discretisation error plotted against the spatial mesh spacing h.
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International Journal of Computational Fluid Dynamics 219
mass-matrix formulation we propose, i.e. whether mass,
energy and momentum are conserved, not only in space,
but also in time.
The use of the Roe-type linearisation (10) makes the
scheme conservative in space, in the sense that summing
up the ux balance of all the NE elements in the mesh
at a given time level, the interior uxes cancel out and
one recovers, to machine accuracy, the net ux through the
boundary of the computational domain :
NE

e=1

e,inv
=
_

F n dS. (33)
Choosing a ow conguration such that the net ux
through the boundary is identically zero at all times, the
integration of Equation (1) over an arbitrary time interval
[t
n
, t
n + 1
] gives the following condition to be satised at
the continuous level:
_

U
n+1
dV =
_

U
n
dV. (34)
We are interested to establish whether condition (34) also
holds at the discrete level, i.e. whether the scheme is also
conservative in time.
In order to be consistent with the use of parameter vector
as the set of dependent variables, the discretised counter-
part of either of the two terms in Equation (34) should be
computed as follows:
<U> || =
_

U dV (35a)
=
1
2
NE

e=1
_
T
e
_
U
Z
_
ZdV
=
1
2
NE

e=1

je

ke

e
jk
_
U
Z
_
Z=Z
j
Z
k
, (35b)
where the coefcients
e
jk
that appear in (35b) are given
in Appendix A. In deriving Equation (35), we have used
the fact that the following relation holds (see Masatsuka
2009):
U =
1
2
_
U
Z
_
Z, (36)
where both matrix U/Z and vector Z are linear functions
of the independent variable x.
In Appendix B, we have derived the temporal conser-
vation error of the proposed time-integration scheme under
some simplifying assumptions. In this paragraph, the con-
servation properties of the time-integration scheme have
been numerically investigated by measuring the temporal
evolution of the mean conserved quantities, computed ac-
cording to Equation (35).
The chosen test case consists of an isentropic vortical
structure, similar to that already considered in Section 5.1,
except that the background ow is subsonic. The perturba-
tion velocity eld, u, consists of a counterclockwise vortex
characterised by a purely tangential velocity component:
u

/a
T
=

2
e
(1
2
)/2
(37a)
u
r
= 0, (37b)
where a
T
=

is the isothermal speed of sound.


The perturbation temperature eld follows from the linear
momentum equation:

T
T

() =
T
T

1 =
( 1)
2
_

2
_
2
e
(1
2
)
,
(37c)
and pressure and density are obtained from temperature us-
ing the isentropic relation. The strength of the vortex is
determined by the dimensionless constant which is
set equal to 5, as in Lerat, Falissard, and Sid` es (2007).
Equations (37) dene an exact solution of the steady
Euler equations. A uniform, horizontal stream of veloc-
ity magnitude equal to |u

|/a
T
= 0.5 is superimposed
to the vortical structure dened by Equation (37), giv-
ing a free stream Mach number equal to 0.5/

. We
solve the Euler equations in a time-accurate manner over
the square computational domain = [5 L, 5 L]
[5 L, 5 L] using periodic boundary conditions in both
the x and y coordinate directions. The use of periodic
boundary conditions ensure that the inviscid ux inte-
gral along the boundary of the computational domain is
zero, to machine accuracy, at all times. Therefore, the
mean value of all four conservative variables should not
change in time. The calculation is advanced in time un-
til Ta
T
/L = 20 which corresponds to one crossing of the
domain.
We have constructed a set of Delaunay triangulations,
similar to those shown in Figure 2(b). The coarsest mesh
features a mesh spacing h/L = 5/16, where h is the length
of the edges into which the boundary has been split; on
the coarsest mesh the dimensionless time step has been set
equal to t a
T
/L =0.5 and progressively halved on the ner
meshes.
Table 2 shows, for the four pairs of space and time mesh
spacings, the loss experienced by each of the conserved
quantities between the nal and initial time. The follow-
ing notation has been used <u
i
>=<u
i
>
T
<u
i
>
0
,
where u
i
is one of the conservative variables and the av-
erages have been computed according to Equation (35).
Table 2 shows that the scheme does not globally preserve
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220 A. Bonglioli and R. Paciorri
Table 2. Unsteady vortex in a subsonic stream: behaviour of the conservation error with decreasing mesh size.
h/L t <> p <E> p <u> p <v> p
0.3125 0.5 0.2476E03 0.2170E02 0.1373E03 0.2596E04
0.15625 0.25 0.6493E04 1.93 0.5427E03 2.00 0.3311E04 2.05 0.1847E05 3.81
0.078125 0.125 0.1293E04 2.33 0.1093E03 2.31 0.6440E05 2.36 0.9429E07 4.29
0.0390625 0.0625 0.2665E05 2.28 0.2274E04 2.26 0.1331E05 2.27 0.3988E10 11.21
in time mass, energy and momentum to machine accuracy
as it does in space. Nevertheless, the conservation error de-
creases with the mesh spacing (at a constant CFL number)
at a rate which is slightly above 2. Super convergence in the
y-momentum error is due to the fact that the y-momentum
integral is zero at the initial time.
For smooth ow cases, such as the ones considered
in this paper, the temporal conservation error may not be
particularly detrimental; it is also not obvious that the other
mass-matrix formulations proposed to date are conservative
in time. In the presence of discontinuities, conservation
in time might prove essential and, therefore, a spacetime
formulation could be better suited.
5.3. Laminar ow past a 2D circular cylinder
In order to demonstrate second-order time accuracy for vis-
cous ow problems, we consider the 2D laminar ow past a
circular cylinder. The free stream Mach number M

= 0.2
and Reynolds number Re
D
= 1200 based on the cylinders
diameter, D, match those used by Jothiprasad, Mavriplis,
and Caughey (2003). No-slip, adiabatic wall boundary con-
ditions are specied along the cylinders surface and the free
stream temperature has been set to T

= 287 K.
The computational mesh, which is derived froma struc-
tured quadrilateral one, is made of 18,624 grid points and
36,864 triangular cells; 192 equally spaced segments are
used to discretise the perimeter of the circle. The height
of the rst cell off the wall is set equal to /D = 10
3
and
the far-eld boundary is a circle with a diameter equal to
40D, concentric with the cylinder. Figure 4 shows a detail
of the grid in the neighbourhood of the cylinder.
The test problem is initially solved until a periodic
shedding cycle develops: different sets of calculations have
been performed up to a nal non-dimensional time equal
to T |u

|/D = 100 (which corresponds to about 20 shed-


ding cycles) using the mesh described above and increas-
ingly smaller time-step sizes. The temporal evolution of
the aerodynamic coefcients over the last ve shedding cy-
cles is shown in Figure 5(a) for different time-step lengths:
it can be seen that differences between the three nest
time-step sizes are hardly discernible. Using a time-step
length t |u

|/D =0.025, the computed Strouhal number


is 0.2344, which can be compared with the value 0.2469
computed by Jothiprasad, Mavriplis, and Caughey (2003)
using the same time-step length. The 5% relative difference
might be due to the different grids being used: indeed, even
though our grid and the one used in Jothiprasad, Mavriplis,
and Caughey (2003) share the same number of grid points
and height of the rst near-wall cell, the two grids are not
identical. In particular, Figure 2 of Jothiprasad, Mavriplis,
and Caughey (2003) reveals that the grid used in their cal-
culation has grid points clustered in the wake region, rather
than a uniform tangential mesh spacing. On the same tri-
angular mesh we have used, the NSC2KE code developed
by Mohammadi (1994) gives a Strohual number of 0.2319,
which only differs by 1% from our result.
In order to gain a quantitative measure of the temporal
order of accuracy, we have closely followed the approach
described by Jothiprasad, Mavriplis, and Caughey (2003),
to which the reader is referred for further details. We take
an arbitrary snapshot of the calculation performed with the
smallest time-step length as initial solution and then per-
form a number of calculations on the same grid described
above, but using different time-step lengths. All calcula-
tions are advanced over a xed time interval T |u

|/D = 5,
approximately equal to 1.25 shedding cycles. Integral mea-
sures such as the lift and drag coefcients computed at this
nal time using the various time-step lengths can be used
Figure 4. 2D laminar unsteady cylinder ow: details of the tri-
angular mesh in the vicinity of the circular cylinder.
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Figure 5. 2D laminar unsteady cylinder ow: time accuracy study. (a) Time evolution of the aerodynamic coefcients. (b) Temporal grid
convergence study.
to establish the temporal order of accuracy. Indeed, using
a Taylor series expansion in time and neglecting terms of
order higher than the design order p =2 of the scheme, one
can show that:
G
t
G
t /2
= C (t )
p
, (38)
where C is a constant and G indicates either the lift or drag
coefcient. The l.h.s. of Equation (38) is plotted in loglog
scale against the time-step length in Figure 5(b) where it is
compared with the straight line of slope p = 2.
Figure 5(b) shows that the measured order of time ac-
curacy matches the design order when the time-step length
is sufciently small so that higher order terms become neg-
ligibly small.
It is worth mentioning that the coupling between a
Galerkin discretisation of the viscous terms and an up-
wind FS discretisation of the convective terms is known,
see Nishikawa and Roe (2009) and Ricchiuto et al. (2008),
to incur into accuracy degradation when the cell Reynolds
number is lower than a threshold value close to 2 and that
second-order convergence can only be recovered if the up-
wind bias in the distribution matrices is replaced by a cen-
tred discretisation in the diffusion-dominated regime. This
low-Re treatment is not currently implemented in our code.
This is not a major concern in the context of the present work
for two reasons. First, in the present viscous test case we are
measuring the order of convergence in time, using a xed
mesh. Second, even for the relatively low Reynolds num-
ber ow that is examined in Section 5.4, we have veried
that the cell Reynolds number is above the aforementioned
threshold value within most of the ow eld.
5.4. 3D laminar ow past a conned
square cylinder
In this section, we analyse the 3D unsteady, compressible,
low Reynolds and low Mach number ow past a square
cylinder which is symmetrically placed between two innite
straight walls. This ow conguration has been studied in
Camarri et al. (2005) and Buffoni et al. (2006) and the
computational grid has been made available through the
iCFD database (Toschi 2010).
Figure 6 shows a sketch of the 3Dgeometry: the various
geometric parameters are reported in Table 3, along with
the characteristics of the mesh being used.
Concerning boundary conditions, a fully developed
Poiseuille ow is imposed at the inlet of the domain, as
also sketched in Figure 6. This is achieved by prescrib-
ing the ow direction and the appropriate total temperature
and total pressure proles at the inlet boundary. These two
proles are computed by assuming uniform static pres-
sure and the analytical static temperature distribution that
is given in Schlichting (1979, Equation (12.44)) for a fully
developed, incompressible Poiseuille ow. Due to the low
Mach number ow under study, the incompressible ap-
proximation turns out to be reasonably accurate to provide
an appropriate inow condition. At the outow boundary,
static pressure is imposed and adjusted until the maximum
(centre line) Mach number of the inlet prole equals
M
in
= 0.1. Isothermal boundary conditions are prescribed
at all solid boundaries by setting T
w
= 300 K and periodic
boundary conditions are used in the transverse ow direc-
tion. The Reynolds number, based on the length scale D
and the maximum stream-wise velocity component U
in
at
the inlet, has been set equal to Re
D
= 200.
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222 A. Bonglioli and R. Paciorri
Figure 6. 3D channel ow past a square obstacle: sketch of the computational domain.
In order to avoid the loss of accuracy that is incurred by
compressible ow codes at low Mach number, the FS dis-
cretisation has been applied to a preconditioned version of
the governing equations which relies on the preconditioning
matrix proposed by Venkateswaran and Merkle (1999).
As initial condition for the present calculation we have
used an arbitrary snapshot of a 2D simulation conducted
on a triangular grid which coincides with that of the lat-
eral planes of the 3D GR4 mesh. This 2D ow eld has
been interpolated onto the 3D grid and the transverse ve-
locity component has initially been set to zero. The calcu-
lation has then been advanced in time for approximately
6000 physical time steps, using a physical time-step length
tU
in
/Dranging between 0.35 and 1.5, until a fully 3Dow
is established.
Even though a detailed analysis of this relatively com-
plex oweld is well beyond the limits of the current study,
we will try to highlight some of its key features.
Monitoring the growth of the transverse velocity com-
ponent at selected locations downstream of the obstacle
reveals that it takes more than 200 non-dimensional time
units (t U
in
/D) before the owdevelops into a fully 3Dstate.
This is reported in Figure 7(a), which shows the time evo-
lution of the transverse velocity component, normalised by
the maximum inlet horizontal velocity component, within
the point of coordinates: (x/D, y/D, z/D) =(0.75, 0.5, 1.5).
The time evolution of the lift and drag coefcients (the
black, resp. red curves of Figure 7(b)) is initially charac-
terised by a strictly periodic behaviour, which is typical of
a 2D shedding. Later, when the ow becomes truly 3D, the
aerodynamic coefcients show a less regular and periodic
behaviour.
Figure 8 shows how the ow eld changes its struc-
ture during time integration: pairs of stream-wise (
x
) and
cross-ow (
z
) vorticity iso-surfaces are displayed at two
different time instants. More specically, Figure 8(a) has
been obtained from a snapshot of the solution taken dur-
ing the early time-integration phase when the ow is 2D:
the only visible structures are the cross-ow vorticity iso-
surfaces that reveal the presence of the von-Karm` an vortex
street. At a later time, this simple, 2D ow structure is
replaced by a more complex, 3D one: Figure 8(b) clearly
reveals the presence of stream-wise vortices that are rem-
iniscent of the mode-A cross-ow instabilities that have
been observed by Sheard, Fitzgerald, and Ryan (2009) in
the simulation of the unbounded owpast a square cylinder.
Finally, we rely on the present 3D test case to highlight
the excellent convergence properties of the NewtonKrylov
algorithm, described in Section 4, which is used to solve
the pseudo-evolutionary problem dened by Equation (28).
All data presented hereafter refer to a calculation run on
128 cores.
Figure 9 shows (in linearlog scale) the L
2
normof the m
components of the residual vector R, Equation (27), versus
the inner iterations counter k. Each peak in the residual
history corresponds to the beginning of a newphysical time
(only 10 physical time steps have been shown, to improve
readability), whereas the symbols correspond to an inner
Table 3. 3D channel ow past a square cylinder (Re = 200): characteristics of the mesh.
Total # Total # Edges along Near-wall
Mesh tetrahedra mesh points the square spacing l/D L/D H/D t/D
GR4 37,539,840 6,505,397 250 1.5 10
2
12 32 8 6
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International Journal of Computational Fluid Dynamics 223
Figure 7. 3D channel ow past a square cylinder (Re = 200): time evolution of the transverse velocity component and aerodynamic
coefcients. (a) Transverse velocity component. (b) Aerodynamic coefcients.
iteration. It may be seen that only six inner iterations are
required in order to drive the residual R to machine zero
at each physical time step; the quadratic convergence of
Newtons algorithm is also recognisable.
The pseudo-time-step length
k
in (30) is selected ac-
cording to the switched evolution relaxation (SER) strategy
proposed by Mulder and van Leer (1985) as:

k
= C
k
C
k
= min
_
C
max
, C
0
||R(U
n+1,0
)||
2
||R(U
n+1,k
)||
2
_
,
(39)
where is the pseudo time step computed using the sta-
bility criterion of the explicit time-integration scheme. C
0
and C
max
are user dened constants that control the initial
and maximum pseudo time steps used in the actual calcula-
tion. We have used C
0
= 35, whereas C
max
has been given
a very large value, so that Newtons algorithm is recovered
during the last inner iterations of each physical time step.
We use the iterative linear solvers available in the PETSc
library (Balay et al. 2012) to solve the linear system (30) at
each inner iteration (or Newton step). The use of an iterative
linear solver introduces a third, nested level of iterations,
which we call linear and label using the counter l.
Figure 8. 3D channel ow past a square cylinder (Re =200): iso-surfaces of the transverse
z
and stream-wise
x
vorticity components:
iso-surfaces are shown for
z
D/U
in
= 0.118 and
x
D/U
in
= 0.024. (a) 2D shedding mode. (b) 3D shedding mode.
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224 A. Bonglioli and R. Paciorri
Figure 9. 3D channel ow past a square cylinder (Re = 200): convergence history of the dual time-stepping strategy.
The parallel linear solver is PETScs default, i.e.
GMRES (Saad and Schultz 1986) restarted every 30 lin-
ear iterations. The parallel preconditioner is the additive
Schwarz method (ASM) with one level of overlapping and,
within each block, an incomplete lowerupper (ILU(1)) fac-
torisation with 1 level of ll. Using 1 level of ll, the ILU
preconditioner requires twice the memory needed to store
the Jacobian matrix. Thanks to the compactness of the FS
schemes, the average number of non-zero entries (each en-
try being a small dense block of order m) per row of the
Jacobian matrix is not too large, as it equals 7 in 2D and 14
in 3D.
The iterative linear solver is terminated when the fol-
lowing convergence criterion (which is PETScs default) is
met:
||R
_
U
n+1,k
_
AU
l
||
2
< 10
5
||R
_
U
n+1,k
_
||
2
,
(40)
where A in (40) is a short-hand notation for the matrix in
square parenthesis in (30). Statistics concerning the iter-
Table 4. 3D channel ow past a square cylinder (Re = 200):
linear system statistics.
k L CPU ratio C
k
1 30 11.7% 0.35 10
2
2 39 14.4% 0.11 10
3
3 48 17.1% 0.87 10
3
4 50 17.9% 0.40 10
5
5 55 19.5% 0.75 10
8
6 71 24.8% 0.27 10
13
ative linear solver are presented in Table 4, which shows
data averaged over 300 physical time steps once the owhas
entered a fully 3D state. For each of the six inner iterations
that are needed to step from one physical time level to the
next, Table 4 shows (i) the number L of linear iterations
that are needed to meet the convergence criterion (40), (ii)
the ratio between the CPU time spent solving the linear
system over the total CPU time spent for that inner iteration
and (iii) the value of the C
k
constant in the SER formula
(39). Table 4 reveals that the number of linear iterations
needed by GMRES to converge increases as the steady so-
lution of (28) is approached. There are two possible causes
of this phenomenon. Since the convergence criterion (40)
is proportional to the magnitude of the non-linear resid-
ual R(U
n +1, k
), it tightens as soon as the steady solution of
(28) is approached. Also, using very large steps
k
, the
pseudo-time term in Equation (30) vanishes and the diago-
nal dominance of the linear system being solved decreases,
making the construction of a numerically stable ILU fac-
torisation more problematic. The relative cost of solving the
linear system increases with the number of linear iterations
to convergence and ranges between 12% and 25% of the
total CPU time; the remainder, which is constant, is spent
in the construction of the residual vector and (mostly) of
the Jacobian matrix.
6. Conclusions
This article describes a mass-matrix formulation of the un-
steady FS schemes which is consistent with the conser-
vative linearisation based on the parameter vector. Even
though the mass matrices have been derived using a partic-
ular formulation of the unsteady FS schemes, which relies
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International Journal of Computational Fluid Dynamics 225
on the analogy with PG FE discretisations, the approach
outlined in this study should be readily applicable to all
other unsteady FS formulations that have been proposed to
date. Second-order time accuracy has been demonstrated
for both inviscid and laminar viscous ows; moreover, the
technique has been applied to the simulation of a rather
complex 3D conguration.
Acknowledgements
Computational resources on the matrix cluster have been
made available by CASPUR (Consorzio Interuniversitario per
le Applicazioni di Supercalcolo per Universit` a e Ricerca,
http:www.caspur.it) under grants Standard HPC 2010 and Stan-
dard HPC 2011.
Note
1. The use of inward normals is a convention in use since the
early developments of this class of schemes.
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Appendix A. PetrovGalerkin mass matrices for
compressible ows
In this section, we provide further details about the derivation of
the consistent mass matrix previously described in Section 3.2. We
replace the expansion (7) for both U/Z and Z/t in the weighted
residual formulation (21). In doing so, element e contributes to
the nodal equation of grid point i with the following term:

e,t
i
=
_
Te

e
i
U
Z
Z
t
dV
=

je
_

ke
__
Te
__
N
e
i

1
d +1
_
I
mm
+B
e
i
_
N
e
k
N
e
j
dV
_

_
U
Z
_
Z=Z
k
_
Z
j
t
(A.1a)
=

je
M
e
ij
Z
j
t
. (A.1b)
Observe that in Equation (A.1a) the shape functions depend upon
the spatial variable x and thus need to be integrated over the
triangular area (tetrahedral volume), while the distribution matrix
B
e
i
is constant. The j and k indices in Equation (A.1a) span all
vertices of cell e. Performing the required integration, we obtain:
M
e
ij
=

ke
__
T
e
_
N
e
i
N
e
k
N
e
j

N
e
k
N
e
j
d +1
_
dV
_ _
U
Z
_
Z=Z
k
+B
e
i

ke
__
T
e
N
e
k
N
e
j
dV
_ _
U
Z
_
Z=Z
k
=

ke
_

e
ijk
I
mm
+
e
jk
B
e
i
_
_
U
Z
_
Z=Z
k
(A.2a)
=

ke
M
e
ijk
, (A.2b)
where
M
e
ijk
=
e
ijk
_
U
Z
_
k
+
e
jk
B
e
i
_
U
Z
_
k
and
e
ijk
=
e
ijk

1
d +1

e
jk
.
The scalars
e
jk
and
e
ijk
are integrals over the cell of products of
the shape function:

e
jk
=
_
Te
N
e
j
N
e
k
dV = |T
e
|
_

_
1
(d +1) (d +2)
j = k
2
(d +1) (d +2)
j = k
,

e
ijk
=
_
Te
N
e
i
N
e
j
N
e
k
dV = |T
e
|
_

_
1
10
1
(d 1)
i = j = k
1
30
1
(d 1)
two indices are equal
1
60
1
(d 1)
i = j = k
.
It is computationally more convenient to compute matrix M
e
ij
as
follows:
D
o
w
n
l
o
a
d
e
d

b
y

[
I
I
T

I
n
d
i
a
n

I
n
s
t
i
t
u
t
e

o
f

T
e
c
h
n
o
l
o
g
y

-

M
u
m
b
a
i
]

a
t

1
0
:
0
6

2
2

O
c
t
o
b
e
r

2
0
1
3

International Journal of Computational Fluid Dynamics 227
M
e
ij
=

ke

e
ijk
_
U
Z
_
Z=Z
k
+B
e
i

ke
_

e
jk
_
U
Z
_
Z=Z
k
_
(A.3a)
=

ke

e
ijk
_
U
Z
_
Z=Z
k
+B
e
i
C
e
j
(A.3b)
=

ke

e
ijk
_
U
Z
_
Z=Z
k
+
_
B
e
i

1
d +1
I
mm
_
C
e
j
,
(A.3c)
where we have set:
C
e
j
=

ke

e
jk
_
U
Z
_
Z=Z
k
(A.4a)
=
|T
e
|
(d +1) (d +2)
_
_
U
Z
_
Z=Z
j
+(d +1)
_
U
Z
_
Z=Z
_
.
(A.4b)
Note that:

je
C
e
j
=
|T
e
|
(d +1) (d +2)
_
(d +1)
_
U
Z
_
Z=Z
+(d +1)
2
_
U
Z
_
Z=Z
_
= |T
e
|
_
U
Z
_
Z=Z
.
The rst term in Equation (A.3c) can also be expressed as a
function of the C
e
j
matrices in Equation (A.4b); indeed, it turns
out that:

ke

e
ijk
_
U
Z
_
Z=Z
k
=
ij
_
C
e
i
+C
e
j
_
+
ij
|T
e
|
_
U
Z
_
Z=Z
,
(A.5)
where:

ij
=
1 +
ij
d +3

ij
=
1 +
ij
10 d
.
Finally, replacing Equation (A.5) into (A.3c) we recover the M
e
ij
matrix of Equation (22).
Appendix B. 1D analysis of time conservation
In this section, we establish the temporal conservation error that
is incurred by the proposed mass-matrix formulation. To simplify
the algebra, the derivation has been made in one space dimension
and using the rst-order accurate, two-time-level scheme obtained
from the FD formula (25) by setting
t
= 0.
Consider a 1D computational domain [x
0
, x
N
] of length L
which is uniformly partitioned into N segments of size h = L/N.
N + 1 grid points are located along the spatial x-axis in x
j
with
j = 0, . . ., N; the element (segment) bounded by grid points x
j 1
and x
j
will be denoted as j
1
2
. Periodic boundary conditions
are specied at the endpoints x
0
and x
N
. Integrating Equation
(1) over the entire computational, i.e. summing up the temporal
and inviscid uctuations of all the N elements in the mesh, one
obtains:
N

j=1
_

j
1
2
,t

j
1
2
,inv
_
=
N

j=1
P
n+
j
Z
n+1
j
Z
n
j
t
+F
N
F
0
= 0.
(B.1)
To be general, in writing Equation (B.1), we have denoted by P
n+
j
a weighted average of the matrix evaluated at the two time levels
n and n + 1:
P
n+
j
= P
n+1
j
+(1 ) P
n
j
. (B.2)
The choice = 1 in (B.2) corresponds to the actual implementa-
tion in the code.
Matrix P
j
which appears in Equation (B.1) is obtained by
collecting the contributions in grid point j of the C
e
j
matrices, given
in Equation (A.4), associated with the two surrounding elements:
P
j
= C
j
1
2
j
+C
j+
1
2
j
(B.3a)
=
h
6
_
_
U
Z
_
Z=Z
j1
+4
_
U
Z
_
Z=Z
j
+
_
U
Z
_
Z=Z
j+1
_
.
(B.3b)
Note that matrix P
j
is linear in the components of Z since matrix
U/Z is also linear in Z.
Due to the use of periodic boundary conditions in space, Z
0
=
Z
N
implies that F
N
= F
0
so that Equation (B.1) translates into the
following constraint that is satised by the numerical scheme:
N

j=1
P
n+
j
Z
n+1
j
=
N

j=1
P
n+
j
Z
n
j
. (B.4)
It is not difcult to verify that the global constraint (B.4) can be
rewritten as
N

j=1
P
n+1
j
Z
n+1
j
=
N

j=1
P
n
j
Z
n
j
+
N

j=1
P
j
_
Z
n+1
j

_
Z
n+1
j
Z
n
j
__
,
(B.5)
where P
j
= P
n+1
j
P
n
j
. Since matrix P
j
is linear in Z and
Z
n+1
j
Z
n
j
is of order t, we expect P
j
to be of order ht.
In one space dimension, the mean value of U, computed
according to Equation (35), is
<U> L =
1
2
N

j=1
P
j
Z
j
(B.6)
which allows to rewrite Equation (B.5) as follows:
<U
n+1
> <U
n
>=
1
2L
N

j=1
P
j
_
Z
n+1
j

_
Z
n+1
j
Z
n
j
__
.
(B.7)
The r.h.s. of Equation (B.7) is the time conservation error that is
incurred by our mass-matrix formulation over a single time step.
Its leading order term can be estimated to be
<U
n+1
> <U
n
> O (ht ) . (B.8)
D
o
w
n
l
o
a
d
e
d

b
y

[
I
I
T

I
n
d
i
a
n

I
n
s
t
i
t
u
t
e

o
f

T
e
c
h
n
o
l
o
g
y

-

M
u
m
b
a
i
]

a
t

1
0
:
0
6

2
2

O
c
t
o
b
e
r

2
0
1
3