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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD

Lecture 11

The Lecture deals with:

The upwind scheme
Transportive Property
Upwind Differencing and Artificial Viscosity

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD

Lecture 11:

The Upwind Scheme

Once again, we shall start with the inviscid Burger's
discretization, we can think about the following formulations

equation. (9.12) Regarding

(11.1)

(11.2)
If Von Neumann's stability analysis is applied to these schemes, we find that both are
unconditionally unstable.
A well known remedy for the difficulties encountered in such formulations is the upwind
scheme which is described by Gentry, Martin and Daly (1966) and Runchal and Wolfshtein
(1969).
Eq. (11.1) can be made stable by substituting the forward space difference by a backward
space difference scheme, provided that the carrier velocity u is positive. If u is negative, a
forward difference scheme must be used to assure stability. For full Burger's equation.
(9.11), the formulation of the diffusion term remains unchanged and only the convective
term (in conservative form) is calculated in the following way (Figure 11.1):
viscous term, for

(11.3)

viscous term, for

(11.4)

Figure 11.1: The Upwind Scheme

It is also well known that upwind method of discretization is very much necessary in
convection (advection) dominated flows in order to obtain numerically stable results.
As such, upwind bias retains transportative property of flow equation. Let us have a closer
look at the transportative property and related upwind bias.

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD

Lecture 11:

Transportive Property
A finite-difference formulation of a flow equation possesses the transportive property if the
effect of a perturbation is convected (advected) only in the diprection of the velocity.
Consider the model Burger's equation in conservation form
(11.5)
Let us examine a method which is central in space. Using FTCS we get
(11.6)
Consider a perturbation

in

A perturbation will spread in all directions due to diffusion. We are taking an inviscid
model equation and we want the perturbation to be carried along only in the direction of
the velocity. So, for

(perturbation at mth space location), all other

Therefore, at a point (m+1) downstream of the perturbation

which is acceptable. However, at the point of perturbation ( i=m)

which is not very reasonable. But at the upstream station ( i = m-1 ) we observe

which indicated that the transportive property is violated.

On the contrary, let us see what happens when an upwind scheme is used.
We know that for u>0
(11.7)
Then for

at the downstream location (m+1)

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which follows the rational for the transport property.

At point m of the disturbance

which means that the perturbation is being transported out of the affected region.
Finally, at ( m-1) station, we observe that

This signifies that no perturbation effect is carried upstream. In other words, the upwind
method maintains unidirectional flow of information.
In conclusion, it can be said that while space centred difference are more accurate than
upwind differences, as indicated by the Taylor series expansion, the whole system is not
more accurate if the criteria for accuracy includes the tranportive property as well.

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD

Lecture 11:

Upwind Differencing and Artificial Viscosity

Consider the model Burger's equation. (9.11) and focus the attention on the inertia terms

As seen, the simple upwind scheme gives

for u > 0

for u < 0
From Taylor series expansion, we can write

(11.8)

(11.9)

Substituting Eqns. (11.8) and (11.9) into (11.3) gives (dropping the subscript i and
superscript n)

[Diffusive terms]

or

which may be rewritten as

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higher order terms

(11.10)

where
C (Courant number)

In deriving Eq. (11.10),

was taken as

However, the nonphysical coefficient

leads to diffusion like term which is dependent on
is known as the numerical or artificial viscosity.
the discretization procedure. This
Let us look at the expression somewhat more critically..
, for u > 0

(11.11)

On one hand we have considered that u > 0 and on the other CFL condition demands that
C < 1 (so that the algorithm can work).
As a consequence,
work).

is always a positive non-zero quantity ( so that the algorithm can

If, instead of analyzing the transient equation, we put

in Eq. (11.3) and

expand it in Taylor series, we obtain

(11.12)

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD

Lecture 11:
Let us now consider a two-dimensional convective-diffusive equation with viscous diffusion
.
in both directions (Eq. (8.13) but with
For

upwind differencing gives

(11.13)

The Taylor series procedure as was done for Eq. (11.10) will produce
(11.14)
where

with

As such for

and

CFL condition is

This indicate that for a stable calculation, artificial viscosity will necessarily be present.
However, for a steady-state analysis, we get
(11.15)
We have observed that some amount of upwind effect is indeed necessary to maintain
transportive property of flow equations while the computations based on upwind
differencing often suffer from false diffusion (inaccuracy!). One of the plausible
improvements is the usage of higher-order upwind method of differencing.
In the next lecture we'll discuss this aspect of improving accuracy.
Congratulations, you have finished Lecture 11. To view the next lecture select it from the
left hand side menu of the page or click the next button.

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