UPWIND TREATMENT OF SOURCE TERMS IN THE NUMERICAL SIMULATION OF REACTIVE FLOWS

Filippo M. Denaro Dip. di Ingegneria Aerospaziale Seconda Universita di Napoli, Italy Francesco S. Marra Dipartimento di Energetica, Termo uidodinamica Applicata e Condizionamenti Ambientali Universita \Federico II", Napoli Gaetano Continillo Istituto di Ricerche sulla Combustione - CNR, Napoli
January 15, 1998

1 Introduction.
A critical point in the simulation of reactive ows is the treatment of the source terms, often dealt with by means of time-split special ODE solvers. In this work, it is shown that a proper coupling of all terms can be obtained by applying an upwind reconstruction to the source terms. In simulating reactive ows the production terms can be responsible of the creation of new extrema in the transported variables that, nevertheless, are expected to be always bounded in a characteristic range of values. Fast reactions, as it is often the case with combustion, create gradients that can be so strong to result hardly resolvable on a mesh of reasonable size: a careful treatment of the advective terms in the partial density equations is, therefore, required for such problems. Moreover, the ow presents a broad spectrum of time and length scales 1

depending on the local value of certain dimensionless numbers (Reynolds, Damkohler, etc.) 1], heavily a ecting stability limits for the computations. Obviously it would be desirable to accurately solve reactive ow equations while avoiding numerical oscillations of the solution that can lead to unphysical values of some variables, and keeping space and time steps as large as possible. Unfortunately, linear schemes having the property of not generating new extrema (monotone schemes) can be at most rst-order accurate (Godunov's theorem) 2]. This is perhaps the main reason why rst-order upwind schemes have been a work-horse in many applications for a long time. However, for reacting ows, the arti cial numerical viscosity of rst-order schemes added to the uid molecular viscosity acts to over-smooth sharp gradients and this is source of heavy errors: the presence of such numerical viscosity may even result in unphysical high reaction rates 3]. For these reasons one must resort to higher order schemes that, if linear, generate numerical oscillations. In general, to get around Godunov's theorem, one must use non linear high-order schemes even for linear problems. The integral formulation (conservative form) of the transport equations allows to describe the local average behavior of the transported variables in a Control Volume based on the evaluation of uxes across its boundaries and on a volume integral of the production term. This makes the average dependent variable smoother and, by introducing space and time reconstruction principia for all of the contributes in the equations, it is possible to build more robust schemes. In such a way, the primary numerical task consists of accurately evaluating the numerical ux functions that contribute to the average transported variable 4, 5, 6]. In this work, the numerical ux functions are obtained by means of a multidimensional high-order upwind scheme 7]. This highorder formulation must be associated with some sort of limiter to prevent numerical oscillations of the solution. A correct evaluation of the numerical uxes may be not su cient to obtain physically consistent solutions of the reactive ows equations, as noted by Colella et al. 8]. Le Veque and Yee 9] suggested that a time integral approach should be used for the production terms as well. In this work, a new treatment for the production term is proposed and results are presented to illustrate its bene ts. The approach suggested for the production term is formally consistent with the treatment of advective and di usive uxes, thus ensuring the achievement of the desired formal accuracy for the whole numerical method.

2 Time{integrated reconstruction approach for advection{di usion{reaction equations.

Let '(x t) be the solution of the problem given by the following advection-di usionreaction equation

@' = (f + f ) + P x D t 0 adv diff @t along with the proper initial and boundary conditions, where fadv =
r 2

(1)
;

v'(x

t), fdiff =

'(x t), v the (known) velocity eld, the di usion coe cient, and P (x t) a generic production term, generally constituted by a non linear function of '. Under the hypotesis that ' C 1, by means of a time Taylor expansion we obtain
r 2

t3 t2 (2) 'n+1 'n = t@t 'n + 2! @t2 'n + 3! @t3 'n + : : : + O( tk+1) where the time derivatives can be evaluated by successive derivations of Eq. (1). For constant velocity eld and transport coe cient, it is easy to verify that each time derivative can be recursively obtained as
;

@tl ' = Ladv @tl;1 ' + Ldiff @tl;1 ' + @tl;1 P l = 1 : : : k where Ladv ' = fadv de nes the advective operator, Ldiff ' = fdiff de nes the di usion operator. Hence, the expressions for the time derivatives appearing in Eq. (2) develop as 1
r r

@tl ' = (Ladv + Ldiff )(l)' +

l X

j =1

(Ladv + Ldiff )(j;1) @tl;j P

(3)

In order to recast the balance equation (1) in integral form as:

n+1 ; n p p

= 1 fp + 1 sp ( p) ( p)
Z Z

(4)

with

fp = sp =

Z tn+1

tn Z tn+1 tn

dt dt

B
p

n (fadv + fdiff ) dB

P (x t) d D:

we de ne the locally{averaged variable at time tn in any subdomain (cell)

n

1 Z '(x t ) d : (5) n ( ) By considering a space Taylor expansion truncated at the m-th order, Eq. (5) can be formally rewritten as =

I R(m) '
;

note that for constant velocity and di usion coe cient Ladv Ldiff ' = Ldiff Ladv '

where
Z nd X 0 0 (6) = ; 1 1 j ! ( ) (x) s=1(xs ; xs) @xs xs dx j =1 being nd the number of the space dimensions. Hence, an approximate expression for the balance equation, by integration over space of Eq. (2), with the time Taylor expansion truncated at the k-th order and the space Taylor expansion truncated at the m-th order, can be written as

R(m)

m X

"

#(j )

I R(m) 'n+1 'n = ! 2 3 k 1 Z n + t @ 2 'n + t @ 3 'n + : : : + t @ k 'n d t@t ' (7) ( ) 2! t 3! t k! t In the RHS of Eq. (7), the volume integral of each derivative is required. By adopting Eq. (3), and by applying the Gauss theorem, each integral can be expressed as
; ;

@tl ' d

B l XZ

(;v +
n

)(Ladv + Ldiff )(l;1) ' dB +

r

@tl;1 P d
(8)

j =2 B

(;v +

)(Ladv + Ldiff )(j;2) @tl;j P dB

Note that Eq. (7), by looking at Eq. (8), contains three groups of terms in the RHS, identi ed by the three integrals: a di usion{advection term as would result from a pure di usion{advection equation, a production term, and a coupling term between di usion{advection and production. The coupling term has the structure of a ux and does not appear in the usual formulations. This justi es the extention of the upwind treatment to a production contribution. Now, let p = D with p \ q = 8p q p 6= q, be a partition of D. Furthermore, let f'pg be the set of values of ' sampled over a conveniently chosen set of points associated with the given partition f pg of D. This will constitute the state vector of the approximating discrete problem. To calculate the set f'pg, we write Eq. (7) for each and all of the subdomains p :

'n+1 'n = (1 ) f~p + (1 ) sp + (1 ) ap ~ ~ p p p p p

;

(9)

where

f~p =

k X l=1

tl l!

(Z

(;v +

)(I ; R(m) );1(Ladv + Ldiff )(l;1) 'n dB 4

(10)

sp = ~ ap = ~

k X l=1 k X l=2

tl Z (I R(m) );1 @ l;1 P n d (11) t l! p 8 9 l tl <X Z n ( v + )(I R(m) );1(L + L )(j;2) @ l;j P ndB = adv diff t l! :j=2 B p (12)
; ; r ;

Here, the reconstruction operator I ; R(m) has been formally inverted and brought under the integrals of the RHS. In the discretized form, the following straightforward approximate inversion is adopted:

I R(m)
;

;1

I + R(m)

3 One{dimensional case
In the intents of the present paper and for sake of simplicity, the approach is developped for 1D case. ??? Figure del Mesh. Firstly we observe that the achieving of a formal order of accuracy in both time and space can be obtained by xing k = and m = ; 1, owing to the weak formulation. The numerical scheme is obtained by xing the spatial derivation rules on the set of the discrete data for the derivatives that appear in the surface and domain integrals. To this aim a polynomial reconstruction is xed with an upwind criterion the degree of which is xed according to the truncation order of the Taylor space expansion, namely g = m.

3.1 A second order scheme

2 X
l=1 2 X l=1

For m = 1 the expressions of the terms (10-12) , being I + R(1) = I , particularize as follows

f~p sp ~

t2 n ( u + @ )P n xp+h=2 o ap ~ (15) x xp ;h=2 2 Owing to the adopted polynomial degree g = 1, Eqs. (13-15) simplify in such a way that derivatives greater than order m are no longer represented. Obviously this is only one of the wide possible choices to obtain a local continuous representation of the state vector. Then, by neglecting all contributions containing derivatives of order greater than m, the following expressions are obtained:
j ; j

tl ( u + @ )( u@ + @ )(l;1) 'n xp+h=2 x x xx xp ;h=2 l! ( ) tl Z xp+h=2 @ l;1 P n dx l! xp;h=2 t

; ;

(13) (14)

f~p = sp = ~ ap = ~

xp +h=2 u t 'n u 2 t 'n + t 'n]xp+h=2 x x xp;h=2 xp ;h=2 Z xp +h=2 t P n + 2t Ptn dx xp ;h=2 u t2 P n]xp+h=2 + t2 P n]xp+h=2 xp ;h=2 2 2 x xp;h=2
;

When a third order accuracy is required, for an equally{spaced mesh, one has

3.2 A third order scheme

;

I R(2) = I R(3) = 1 + 2 @xx where 2 = h2 =24 with h the chosen mesh size. Then the corresponding matrix operator, which acts on the whole set of the state vector, is certainly invertible. It appears that, for m = 2, the only meaningful contributions to the approximate inversion are limited to the rst order term2. The expressions of the terms (10-12) particularize as follows
;

f~p sp ~ ap ~

3 X
l=1 3 X l=1 3 X l=2

tl ( u + @ )(1 2 @ )( u@ + @ )(l;1) 'n xp+h=2 (16) x xx x xx xp ;h=2 l! ( ) tl Z xp+h=2(1 2@ )@ l;1 P n dx (17) xx t l! xp;h=2 8 9 l tl <X ( u + @ )(1 2 @ )( u@ + @ )(j;2)@ l;j P n xp+h=2 = (18) x xx x xx t xp;h=2 l! :j=2
; ; ; ; ; ; ;

which, analogously to the case m = 1, develop as

f~p = sp = ~

u t t

"

'n ;

(1 ; 2 @xx) P n + 2t Ptn + xp ;h=2 # 2" t ;uP n + u2 t P n + u 2P n xp+h=2 + t3 h;uP n + u 2(P n) ixp+h=2 ap = 2 ~ xx t t xx xp ;h=2 3 x 6 xp ;h=2 xp +h=2 2 n + t Pxn ; 2u t Pxx + t (Ptn)x 2 3 3 xp ;h=2
to consider higher order accuracy, it is necessary to include at least the next 4-th order term in the recontruction operator, in the case of centered control point.
2

Z xp +h=2

u t 'n + u2 t2 2 x 6

'n xx

#xp +h=2

xp ;h=2 2 ! t P n dx 6 tt

t 'n u t'n ]xp+h=2 x xx xp ;h=2

;

4 A numerical scheme for the convection{reaction case

In the following the above formulation is developped for a simple convection{reaction equation. In this case, successive time partial derivatives of the source terms are deduced from the balance equation as it follows:

Pt = P''t = uPx + PP' = uPx + S Ptt = u2Pxx 2uSx + Q where S = PP' and Q = PS'. Then, the three contributions are: for m = 1:
; ; ;

f~p = sp = ~ ap = ~
for m = 2:
"
; ;

xp +h=2 u t 'n u 2 t 'n x xp ;h=2 Z xp +h=2 t P n u 2 t Pxn + 2t S dx xp ;h=2 u t2 P n]xp+h=2 xp ;h=2 2

; ;

xp +h=2 2 2 2 'n ~p = u t 'n u t 'n + u t f xx 2 x 6 xp ;h=2 Z xp +h=2 2 ! sp = t ~ P n + 2t S + 6t Q dx xp ;h=2 " ! u t P n + u2 t2 2 P n + u 2 t P n + t x 2 6 2 xx 2 t2 #xp +h=2 u t2 S n 2 t S n + u 2 t2 S n Qn x xx 3 2 3 6 x xp;h=2 xp +h=2 u t3 h 2 i n n x +h=2 S n 2 Sxx xp;h=2 ap = u 2 t P n 2u3 t Pxn 2Pxx ~ p 6 xp ;h=2 According to the adopted interpolation, the functions are de ned as: for m = 1:
; ; ; ; ; ; ; ; ; ; ;

'(x) = c1 + c2 x P (x) = p1 + p2 x S (x) = s1 + s2 x

7

being, for u > 0, the coe cients computed as

c1 = I'(xp) c2 = I hE;h '(xp) and similarly for the other coe cients. Then, the numerical scheme result de ned by the expressions
;

for m = 2:

u t c1 + c2 xp;1=2 u 2 t sp(xp) = h t p1 p2 u 2 t + 2t s1 ~ 2 ap(xp h=2) = u 2 t p1 + p2xp;1=2 ~ f~p(xp h=2) =

; ; ; ; ; ;

'(x) = c1 + c2 x + c3 x2 P (x) = p1 + p2 x + p3 x2 S (x) = s1 + s2 x + s3 x2 Q(x) = q1 + q2 x + q3 x2 being, for u > 0, the coe cients computed as c1 = I'(xp) ;h c2 = 3I 4E2h + E;2h '(xp) ;h c3 = I 2E2h2+ E;2h '(xp) and similarly for the other coe cients. Then, the numerical scheme result de ned by the expressions (ricordarsi di modi care sp)
; ;

f~p(xp h=2) =
;

u t c1 + c2 xp;1=2 u 2 t " !#) u2 t2 2 2 +c3 xp;1=2 u txp;1=2 + 2 6 " ! !# h2 + t s + s h2 + t2 q + q h2 ~ Sp(xp) = h t p1 + p3 3 2 1 3 3 6 1 33 sp(xp h=2) = h t u 2 t p1 + p2 xp;1=2 + p3x2;1=2 ~ p
; ; ; ; ; ;

ap(xp ~

2 2 2 p 2p x 2 + u 6t 2 3 p;1=2 + u t p3 u t2 s + s x t 2 s + 2s x + s3x2;1=2 3 p;1=2 p 3 1 2 p;1=2 2 2 # 2 2 t2 2 q + 2q x + 2u t s3 2 3 p;1=2 3 6 2 h=2) = u 2 t p1 + p2 xp;1=2 2u3 t + p3 x2;1=2 4u3 t xp;1=2 2 p i u t3 hs + s x 2 2 1 2 p;1=2 + s3 xp;1=2 2 6
; ; ; ; ; ; ; ; ; ; ;

A von Neumann linear stability analisys is performed for both schemes. The form assumed for the production term is simply P = ; '. The numerical schemes are nondimensionalised with respect to the following parameters: c = u t=h, the usual Courant number, and = t, a nondimensional production coe cient. With this assumptions the schemes simplify in the following explicit expressions: form m = 1

4.1 Linear stability analisys

'n+1 i

= 1+

2 ;c +c

!
;

'n + i

c + c2 2 2

3c ; 4

'n;1 + i

c 2

c + c2 'n 4 2 i+1
!

form m = 2

'n+1 i

1; + + +

2 2 3 3 c2 + c2 + 2 6 + c + c2 712 ! c 2 + c c2 c + c2 c3 'n 18 6 3 3 2! 6 i+1 5 c 2 + c2 c3 3 c + c 'n i;1 6 2 2 2 ! 7 c 2 + c c2 c + c3 'n 36 3 6 6 6 i;2

; ; ; ; ; ; ; ; ;

c c2 'n i 2
;

1D advection{reaction test case

In order to verify the validity of the proposed approach, the very simple test{case proposed by LeVeque and Yee 9, 13] is considered. This consists of a balance equation with a linear advection term with transport velocity u = 1 and the following production term: 9

tau

tau
1 0 0 1 2 3 0 0 1 2 3

Courant

Courant

Figure 1: Stability region of the present scheme vs. rst order upwind scheme with central source term (dotted line) and upwinded source term (dashed line).

P = '(1 ')(' 1=2)

; ;

The computational domain is subdivided into 50 cells of unitary length. The initial data are assigned as ' = 1 for x < 0:3 ' = 0 elsewhere. This case corresponds to the propagation of a reaction wave with unitary speed. The reported results are relative to = 1 10 100 at Courant 0:75 and = 1000 at Courant 0:25. The last case represents a strongly sti one. For all cases the solution after 20 time steps is reported. The results behave at least as those reported in the cited literature. This is a very good result because this computations are completely explicit while the reference result was obtained with a predictor{correction procedure. This proves the validity of our approach that, designed for general dimension number, allows a single{step procedure without the necessity of any system inversion also for 2{ and 3{ dimensional cases. Of course stability limits demand a time step restriction. However, also for the most sti case, the allowed time step is not too severe and larger than other explicit schemes previously proposed 13]. A linear stability analysis shows the large stability gain obtained with the proposed scheme. In Fig. 4.1 both the stability region for our scheme and the explicit one from 13] are reported.

10

1.5

1.5

1.0

1.0

0.5

0.5

0.0

0.0

0.5 0.0

0.2

0.4

0.6

0.8

1.0

0.5 0.0

0.2

0.4

0.6

0.8

1.0

a)
1.5 1.5

b)

1.0

1.0

0.5

0.5

0.0

0.0

0.5 0.0

0.2

0.4

0.6

0.8

1.0

0.5 0.0

0.2

0.4

0.6

0.8

1.0

c) d) Figure 2: Numerical solution with the second order scheme (+++) vs. analytical solution for: a) = 1 b) = 10 c) = 100 d) = 1000.

11

1.5

1.5

1.0

1.0

0.5

0.5

0.0

0.0

0.5 0.0

0.2

0.4

0.6

0.8

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0.5 0.0

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0.8

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a)
1.5 1.5

b)

1.0

1.0

0.5

0.5

0.0

0.0

0.5 0.0

0.2

0.4

0.6

0.8

1.0

0.5 0.0

0.2

0.4

0.6

0.8

1.0

c) d) Figure 3: Numerical solution with the third order scheme (+++) vs. analytical solution for: a) = 1 b) = 10 c) = 100 d) = 1000.

12

Conclusions
A new class of numerical schemes for unsteady advection{di usion{reaction equations was introduced and preliminary results are very encouraging. In fact the scheme, proved on a test problem constituted of an essentially discontinuos representation of the reaction front, performs comparably to front tracking methods. Furthermore, the development of the scheme is based on few and very simple ideas requiring, in the generalization to arbitrary space dimension or order of accuracy, only algebraic e ort, today a ordable by means of available automatic symbolic tools. Further investigation is needed to caracterize the performance of the scheme completed with non linear ux limiters required in the advection discretization. The schemes must be also tested for equations including non-linear advection terms. The presence of di usion terms is expected to produce a more robust behaviour because of the smoothing e ect introduced.

References
1] N. Peters, Length Scales in Laminar and Turbulent Flames, in Numerical Approaches to Combustion Modeling, Ed.s E. S. Oran and J. P. Boris, Vol. 135, Progress in Astronautics and Aeronautics, 1991. 2] S. K. Godunov, A Di erence Scheme for Numerical Solution of Discontinuous Solution of Hydrodynamic Equations, Math. Sbornik, 47, 271-306, 1959, translated US Joint Publ. Res. Service, JPRS 7226 (1969). 3] P. Givi, Model Free Simulation of Reactive Flows, Prog. Energy Comb. Sci., 5, 1-107 (1989). 4] G. de Felice, F. M. Denaro, C. Meola, F. Sarghini, Model Free Numerical Simulation of High Reynolds Compressible Flows on Adaptive Unstructured Grid, presented at the Conference on Numerical Methods for Fluid Dynamics, Oxford 3-6 April (1995). 5] G. de Felice, F. M. Denaro, C. Meola, F. Sarghini, On Approximate Weak Solutions of High Reynolds Number Compressible 2D Flows Based on Mesh-Dependent Filters, AIMETA, Napoli, Oct. (1995). 6] F.M. Denaro, Toward A New Model-Free Simulation of High Reynolds Flows: Local Average Direct Numerical Simulation, Int. J. Num. Methods in Fluids, 23, ??? (1996). 7] G. de Felice, F.M. Denaro, C. Meola, Multidimensional Single Step Vector Upwinded Schemes for Highly Convective Transport Problems, Numerical Heat Transfer, Part B, 23, n.4 (1993). 13

8] P. Colella, A. Majda, V. Roytburd, Theoretical and Numerical Structure for Reacting Shock Waves, SIAM J. Sci. Stat. Comp., 7, 4 (1986). 9] R. J. Le Veque, H. C.Yee, A Study of Numerical Methods for Hyperbolic Conservation Laws with Sti Source Terms, J. Comp. Phys., 86, 187-210 (1990). 10] J. P. Boris, D. L. Book, Flux-Corrected Transport, I. SHASTA, a Fluid Transport Algorithm that Works, J. Comp. Phys., 11, 38-69 (1973). 11] J. P. Boris, E. S. Oran, The Numerical Simulation of Compressible Reactive Flows, AIAA Paper No. 82-1323 (1987). 12] J. P. Boris, F. F. Grinstein, E. S. Oran, R. L. Kolbe, New Insights into Large Eddy Simulation, Fluid Dynamics Research, 10, 199-228 (1992). 13] A. Bermudez, E. Vazquez, Upwind Methods for Hyperbolic Conservation Laws with Source Terms, Computers Fluids, 23, 1049-1071 (1994).

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