Table of Contents

Series Preface
Preface
1 Introduction
1.1 Partial Differential Equations---Some Basics
1.1.1 First-Order Hyperbolic Equations
1.1.2 Linear Second-Order Equations in Two Independent Variables
1.2 Wave Equations in Geophysical Fluid Dynamics
1.2.1 Hyperbolic Equations
1.2.2 Filtered Equations
1.3 Strategies for Numerical Approximation
1.3.1 Approximating Calculus with Algebra
1.3.2 Marching Schemes
Problems
2 Basic Finite-Difference Methods
2.1 Accuracy and Consistency
2.2 Stability and Convergence
2.2.1 The Energy Method
2.2.2 Von Neumann's Method
2.2.3 The Courant--Fredrichs--Lewy Condition
2.3 Time-Differencing
2.3.1 The Oscillation Equation: Phase-Speed and Amplitude Error
2.3.2 Single-Stage Two-Level Schemes
2.3.3 Multistage Methods
2.3.4 Three-Level Schemes
2.3.5 Controlling the Leapfrog Computational Mode
2.3.6 Higher-Order Schemes
2.4 Space-Differencing
2.4.1 Differential--Difference Equations and Wave Dispersion
2.4.2 Dissipation, Dispersion, and the Modified Equation
2.4.3 Artificial Dissipation
2.4.4 Compact Differencing
2.5 Combined Time- and Space-Differencing
2.5.1 The Discrete-Dispersion Relation
2.5.2 The Modified Equation
2.5.3 The Lax--Wendroff Method
2.6 Summary Discussion of Elementary Methods
Problems
3 Beyond the One-Way Wave Equation
3.1 Systems of Equations
3.1.1 Stability
3.1.2 Staggered Meshes
3.2 Three or More Independent Variables
3.2.1 Scalar Advection in Two Dimensions
3.2.2 Systems of Equations in Several Dimensions
3.3 Splitting into Fractional Steps
3.3.1 Split Explicit Schemes
3.3.2 Split Implicit Schemes
3.3.3 Stability of Split Schemes
3.4 Diffusion, Sources, and Sinks
3.4.1 Pure Diffusion
3.4.2 Advection and Diffusion
3.4.3 Advection with Sources and Sinks
3.5 Linear Equations with Variable Coefficients
3.5.1 Aliasing Error
3.5.2 Conservation and Stability
3.6 Nonlinear Instability
3.6.1 Burgers's Equation
3.6.2 The Barotropic Vorticity Equation
Problems
4 Series-Expansion Methods
4.1 Strategies for Minimizing the Residual
4.2 The Spectral Method
4.2.1 Comparison with Finite-Difference Methods
4.2.2 Improving Efficiency Using the Transform Method
4.2.3 Conservation and the Galerkin Approximation
4.3 The Pseudospectral Method
4.4 Spherical Harmonics
4.4.1 Truncating the Expansion
4.4.2 Elimination of the Pole Problem
4.4.3 Gaussian Quadrature and the Transform Method
4.4.4 Nonlinear Shallow-Water Equations
4.5 The Finite-Element Method
4.5.1 Galerkin Approximation with Chapeau Functions
4.5.2 Petrov--Galerkin and Taylor--Galerkin Methods
4.5.3 Quadratic Expansion Functions
4.5.4 Hermite-Cubic Expansion Functions
4.5.5 Two-Dimensional Expansion Functions
Problems
5 Finite Volume Methods
5.1 Conservation Laws and Weak Solutions
5.1.1 The Riemann Problem
5.1.2 Entropy-Consistent Solutions
5.2 Finite-Volume Methods and Convergence
5.2.1 Monotone Schemes
5.2.2 TVD Methods
5.3 Discontinuities in Geophysical Fluid Dynamics
5.4 Flux-Corrected Transport
5.4.1 Flux Correction: The Original Proposal
5.4.2 The Zalesak Corrector
5.4.3 Iterative Flux Correction
5.5 Flux-Limiter Methods
5.5.1 Ensuring That the Scheme Is TVD
5.5.2 Possible Flux Limiters
5.5.3 Flow Velocities of Arbitrary Sign
5.6 Approximation with Local Polynomials
5.6.1 Godunov's Method
5.6.2 Piecewise-Linear Functions
5.7 Two Spatial Dimensions
5.7.1 FCT in Two Dimensions
5.7.2 Flux-Limiter Methods for Uniform 2-D Flow
5.7.3 Nonuniform Nondivergent Flow
5.7.4 A Numerical Example
5.7.5 When Is a Flux Limiter Necessary?
5.8 Schemes for Positive Definite Advection
5.8.1 An FCT Approach
5.8.2 Antidiffusion via Upstream Differencing
5.9 Curvilinear Coordinates
Problems
6 Semi-Lagrangian Methods
6.1 The Scalar Advection Equation
6.1.1 Constant Velocity
6.1.2 Variable Velocity
6.2 Forcing in the Lagrangian Frame
6.3 Systems of Equations
6.3.1 Comparison with the Method of Characteristics
6.3.2 Semi-implicit Semi-Lagrangian Schemes
6.4 Alternative Trajectories
6.4.1 A Noninterpolating Leapfrog Scheme
6.4.2 Interpolation via Parametrized Advection
6.5 Eulerian or Semi-Lagrangian?
Problems
7 Physically Insignificant Fast Waves
7.1 The Projection Method
7.1.1 Forward-in-Time Implementation
7.1.2 Leapfrog Implementation
7.1.3 Solving the Poisson Equation for Pressure
7.2 The Semi-implicit Method
7.2.1 Large Time Steps and Poor Accuracy
7.2.2 A Prototype Problem
7.2.3 Semi-implicit Solution of the Shallow-Water Equations
7.2.4 Semi-implicit Solution of the Euler Equations
7.2.5 Numerical Implementation
7.3 Fractional-Step Methods
7.3.1 Complete Operator Splitting
7.3.2 Partially Split Operators
7.4 Summary of Schemes for Nonhydrostatic Models
7.5 The Hydrostatic Approximation
7.6 Primitive Equation Models
7.6.1 Pressure and Sigma Coordinates
7.6.2 Spectral Representation of the Horizontal Structure
7.6.3 Vertical Differencing
7.6.4 Energy Conservation
7.6.5 Semi-implicit Time-Differencing
Problems
8 Nonreflecting Boundary Conditions
8.1 One-Dimensional Flow
8.1.1 Well-Posed Initial--Boundary Value Problems.
8.1.2 The Radiation Condition
8.1.3 Time-Dependent Boundary Data
8.1.4 Reflections at an Artificial Boundary--- The Continuous Case
8.1.5 Reflections at an Artificial Boundary--- The Discretized Case
8.1.6 Stability in the Presence of Boundaries
8.2 Two-Dimensional Shallow-Water Flow
8.2.1 One-Way Wave Equations
8.2.2 Numerical Implementation
8.3 Two-Dimensional Stratified Flow
8.3.1 Lateral Boundary Conditions
8.3.2 Upper Boundary Conditions
8.3.3 Numerical Implementation of the Radiation Upper Boundary Condition
8.4 Wave-Absorbing Layers
8.5 Summary
Problems
Appendix - Numerical Miscellany
A.1 Finite-Difference Operator Notation
A.2 Tridiagonal Solvers
A.2.1 Code for a Tridiagonal Solver
A.2.2 Code for a Periodic Tridiagonal Solver
Bibliography
Index


Back to Numerical Methods for Wave Equations in Geophysical Fluid Dynamics

Dale Durran
1998-12-03