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Numerical Experiments on

Application of Richardson
Ismail Celik
Department ot Mectianical and Extrapolation With Nonuniform
Aerospace Engineering,
West Virginia University,
Morgantown, WV Grids
Some unresolved problems related to Richardson extrapolation (RE) are elucidated
Ozgur Karatekin via examples, and possible remedies are suggested. The method is applied to the case
Aeronauticai Engineering Department, of turbulent flow past a backward facing step using nonuniform grid distributions. It
Middle East Tectinicai University, is demonstrated that RE can be used to obtain grid independent solutions using the
Anl<ara, Turl(iye same grid refinement factors in both coordinate directions. The use of generalized
wall functions together with the standard k-e model seems to work well even if the
grid refinement extends into the viscous sublayer. In addition, the grid convergence
index and other standard uncertainty measures are compared, and a new uncertainty
measure is suggested which seems to be a better indicator for the grid convergence

Introduction is to seek answers to the above mentioned questions, focusing

in particular to application of RE with nonuniform grids.
In their earlier studies Celik and Zhang (1993, 1995) have
applied Richardson extrapolation to some simple turbulent flow
calculations and reported successful results. Demuren and Wil- Theory
son (1994) reported successful applications of the same method Assuming that the dependent variable F is a continuous and
to laminar, separated flows. Celik and Zhang (1995) used uni- differentiable function of a representative grid size, h, it can be
form grid distributions with wall functions to bridge the viscous shown that (Richardson, 1910), for an arbitrary grid size, h,
sublayer. The first point in the calculation domain was carefully the error E^, is given by
located such that it remained mostly within the log-law region.
Several questions remained unanswered in these earlier studies. El, = F FH = Cih + Cjh^ + C^h^ + (1)
Some of the relevant questions are:
Keeping only the leading term in the asymptotic range (i.e.,
(/) Can we apply the Richardson extrapolation for cases with
when h is small) and replacing f exact by Fext, the following three
oscillatory convergence? (;'/) Can this method be applied with
equations can be written
nonuniform grids? What would be a representative grid size
parameter? {Hi) What would the error be if the first grid point F - Fi = C(aihy (2a)
remained in the sub-layer? (jv) How well would the method
work when arbitrary grid refinement factors are used? (u) How F - F2 = daih)" (lb)
can one ensure that the grids used are actually in the asymptotic
range? Asymptotic range is used in the sense that the grid size F- F,== Cia^h)" (2c)
is such that the higher order terms in the Taylor expansion are to determine the three unknowns, namely, the coefficient C, the
dominated by the leading order term. apparent order of the method, n, and the extrapolated value F
In this study, answers are sought to some of the above ques- = Fext to zero grid size. Here ai, a^, and a^ are the grid refine-
tions with regard to application of Richardson extrapolation ment or coarsening factors defined as, a,- = hi Ih.^u the ratio of
to turbulent flow calculations. A well-documented commercial the grid size, ft, to the size of a reference grid size, hi. Without
code, namely, PHOENICS (Ludwig et al., 1989) is used to loss of generality, one of the factors a; can be taken as unity
perform the numerical experiments. This code uses a hybrid of hence making that grid the reference grid; in this paper we take
the first order upwind scheme, and the second order central a\ = \. Solving the above equations for the three unknowns
differencing scheme, hence the theoretical order of the method yields
should be between 1 and 2. The turbulent flow example is the
flow over a backward facing step which is extensively studied n = |ln [(F2 - F,)l(F, - F,)]/ln (a^) - f(n)\ (3)
in the literature (see e.g., Speziale and Thangam, 1992; Than-
gam and Speziale, 1992; Karniadakis et al., 1989; and Avva et f(n) = In [(^3/^2)" - 1 )/(5 - l)])/ln (fla) db)
al., 1988) for which grid independent solutions are also avail-
able. The experiments performed by Kim, et al. (1980) are F, = (a"2F, - F2)/(a"2- 1) (3c)
used as a guide for the numerical computations. A detailed The absolute value in Eq. (3a) is necessary in order to ensure
comparison with experimental results is avoided to keep the extrapolation towards decreasing h. Otherwise, the solution
scope of the paper focused on Richardson extrapolation. The allows negative values of n and the extrapolated value, Fe is
standard k-e turbulence model is used for closure. The objective on the increasing h side. For oscillatory convergence where the
error decreases with an alternating sign, the argument (F2 -
F3)/(Fi F2) is less than zero. For these situations Eq. (2b)
Contributed by the Fluids Engineering Division for publication in the JOURNAL can be written with a minus sign on the r.h.s. without loss of
OF FLUIDS ENGINEERING. Manuscript received by the Fluids Engineering Division
February 6, 1996; revised manuscript received January 7, 1997. Associate Techni- generality assuming that C is constant. Then Eqs. (3(a)-(b)
cal Editor: P. IVI. Socliol. are modified as

584 / Vol. 119, SEPTEMBER 1997 Transactions of the ASME

Copyright 1997 by ASME
Table 1 Key parameters and the cases investigated using the standard k-e model
Case* (NX X NY) Y2 X 10' x,/H a, = Y2(i)/Y2i6) a, = NY(6)/NY(i)

1 25 X 20 1.1750 4.765 10.271 6.0

2 35 X 28 0.7590 5.260 6.635 4.286
3 50 X 40 0.4774 5.636 4.173 3.0
4 75 X 60 0.2818 5.863 2.463 2.0
5 100 X 80 0.1939 5.972 1.695 1.5
6 150 X 120 0.1144 6.063 1.0 1.0

n = |ln [(F, - F2)l{Fy - F^)V\n (a^) - / ( ) ! (4a) respectively. It should be emphasized that the grids in the x-
and >-directions are distributed in such a way that a grid re-
/ ( n ) = In [{a^la^Y + l ) / ( a 3 + l)])/ln (a^) {Ab) finement factor defined by

If (33/02 * 2, Eqs. ( 3 a ) - ( 3 c ) need to be solved iteratively. a, = NF/N(i) (5)

As it shall be shown later in the text, even if the solutions
converge to grid independent profiles, sometimes (usually at remained same in both directions: here NF is the number of
some discrete points of a field data) the calculated apparent grid points for the finest grid, and N(i) is the number of grids
order is quite unrealistic and this leads to unrealistic extrapo- for case (/). This seems to be, at least for the present application,
lated values. To avoid this n must be bounded within its theoreti- a consistent grid refinement parameter for nonuniform grids. In
cal limits, e.g., within 1 and 2 for the hybrid scheme used in general, one has to be cautious in distributing the additional
the present numerical simulations. number of grids. Preferably, the local grid stretching coefficients
should remain the same, i.e. the grids should have the property
of geometric similarity.
Computational Details
Inlet Condition. A uniform velocity distribution in the
Turbulence Model. The standard k-t model is used; here axial direction ({/-velocity) is prescribed as f/ = f/i = 13.0
m/s. The V component in the transverse direction is set equal
k is the turbulent kinetic energy and e is the dissipation rate of
to zero. The turbulent kinetic energy, k, and the dissipation rate,
k. The model constants with the standard notation are: K =
e profiles, are also uniform at the inlet which are calculated
0.435, E = 9.0 (wall roughness parameter), Q = 0.09 ( =
according to
Q C ; ; C,, = 0.1643, C ; = 0.5478), C^ = 1.44, C-,, = 1.92, a^
= 1.0, a, = 1.314. /fei = OmSUfJA; Ein = 0.1643jtil,'V(0.09//)
Grid Distribution. The calculation domain {-AH & x ^ Wall Boundaries. The generalized wall function approach
16 / / ; 0 s ); s AH) is divided into two regions, namely the (Rosten and Worrell, 1988; Launder and Spalding, 1974) is
step region, AH <x<0, H<y< 3H, and the channel used where the logarithmic law of the wall for the velocity
region, 0 < x < 16H, Q < y < H. Here H is the step height, component parallel to the wall is written in terms of the turbu-
X is the axial direction, and y is the transverse direction perpen- lent kinetic energy, k, representing the wall velocity scale via
dicular to the channel walls. In the step region the grid is distrib- the relation k = f/*^/,/C^, U* being the wall friction velocity;
uted uniformly in the x-direction. In the y-direction a nonuni- k is deduced from the regular transport equation, in which the
form, power law grid distribution is used with a power of 1.4 production term for the near wall cells is calculated by an ana-
expanding from both walls toward the center symmetrically. In lytic integration based on the wall-shear stress. The dissipation
the channel region the grid in both directions is nonuniform. In rate for these cells is fixed at an average value obtained by
the x-direction a continuously expanding grid with a power of analytical integration. If j ^ = lj*ylv < 11.5 then U, k and t
1.1 is used. In the y-direction the grid is distributed symmetri- are extrapolated to their wall values based on viscous sublayer
cally with a power of 1.3. The power-law grid distribution is constraints.
given by rjj = [{j - jf[m)/{ji^n - JRVJV"'"" inside a normalized
region extending from 0 to 1. The number of grids is distributed Iteration Convergence. False time relaxation method is
such that there are NX/5, NY/2 grid in the step region, and used in calculating the steady state solutions iteratively. For
4(NY/5) and NY/2 cells in the channel region, NX and NY this, the time step is adjusted to provide the appropriate relax-
being the total number of grids in the x- and the y-directions, ation while marching toward a steady-state solution. The itera-
tion convergence criteria used is that there was less than 0.1
percent change in 1000 iterations in the value of dimensionless
reattachment length, xJH. The integral sum of the residuals
for the {/-momentum equation were all less than 3.56Z1-04,
those for the coarse grid solutions being much less. The residu-

Table 2 Results of Richardson extrapolation: using a,

Cases used (XnlHL Oil 2, 3

3,2, 1 0.97 6.55 1.0, 1.429, 2.0

4, 3, 2 1.67 6.10 1.0, 1.5, 2.143
5, 4, 3 1.11 6.26 1.0, 1.333, 2.0
2 3 4 s 6,5,4 1.53 6.17 1.0, 1.5,2.0
(i) = N()m(i) 5, 3, 1 1.37 6.18 1.0, 2.0, 4.0
6,4,2 1.37 6.19 1.0, 2.0, 4.286
Fig. 1 Variation of reattacliment length with grid refinement factor

Journal of Fluids Engineering SEPTEMBER 1997, Vol. 1 1 9 / 5 8 5

value of Xn/H approaches a grid independent value of 6.2. A
grid independent value of 6.25 was reported by Avva et al.
(1988) and Thangam and Speziale (1992) for the standard k-
e model. When the inlet profiles are prescribed according to
experiments (results not shown here) the asymptotic value of
Xg/H improves somewhat and a value of 6.25 does seem to be
a grid independent solution obtained in this study by extrapola-
tion. In Table 2 the results of Richardson extrapolation using the
dimensionless reattachment length as the dependent variable, F,
is shown for a combination of grids. In all cases except one,
the extrapolated value is close to 6.2. As it is seen in Fig. 1 the
reattachment length appears to reach a grid independent values
of 6.2. Table 2 also shows that the calculated apparent order
Fig. 2 Variation of error witii grid refinement factor " n " of the numerical methods is between 1. and 2. with an
average value of 1.3. This conclusion is further confirmed by
Fig. 2 where the error defined by Eq. (1) is plotted against the
als for the continuity equation were approximately an order grid refinement factor in a log-log scale. In this figure the slope
of magnitude less than those for the {/-momentum equation. of the straight line passing through the shown points represents
Residuals for the other variables were not monitored. an average order for the numerical scheme utilized, which is
found to be about 1.3 in close agreement with Table 2. All this
Influence of the Domain Size. Thangam and Speziale
indicates that the reattachment length can be determined to an
(1992) reported that in their calculations the channel length
order greater than or equal to one which is consistent with the
downstream of the step would have to be at least 30// in order
overall apparent order of the computations in spite of the fact
to reduce domain dependency errors below acceptable values.
that a first order error may be introduced by using the velocity
In the present calculations the outlet was located at 16// down
at the first grid node in calculating XR .
stream of the step; calculations with 30// did not show any
significant variation in the results. More specifically, the change The results of Richardson extrapolation using the ratios of
in the reattachment length was less than 1.0 percent. The inlet cell sizes near the wall as grid refinement factors showed that
boundary was located at 4//upstream of the step. Calculations the extrapolated values did not change, even though the values
with 5H did show some influence but this difference was of n were considerably smaller compared to those seen in Table
sufficiently small and it should not render the conclusions made 2. Here we use the grid refinement factors calculated from the
below. overall number of grid nodes (Eq. (5)) as suggested by Roache
(1994), rather than calculating them from the actual local cell
Interpolation. Application of Richardson extrapolation us- sizes which are cumbersome to calculate when nonuniform
ing various grids requires interpolation of fine grid result to grids are used. Since the extrapolated values of the variables
coarse grid nodes. This interpolation process should be done are of primary importance, the use of grid refinement factors
with care such that the interpolation errors do not pollute the defined by Eq. (5), which do not change for similar grid distri-
accuracy of the over all calculation procedure. This was accom- butions (e.g., grids generated with the same power functions as
plished by using a third order Newton's divided difference poly- in the present case) should not affect' the generality of the
nomial for interpolation in a pseudo one-dimensional manner, procedure.
first in the x-direction to obtain profiles at desired A:-locations, The extrapolated Cp profiles using various grid combinations
and subsequently in the y-direction. are shown in Fig. 3. The pressure coefficient converges to an
Description of the Cases Studied. The flow problem is approximately grid independent profile beyond 100 X 80 grid
analogous to the case which was studied experimentally by Kim (Case 5). The variation band among the extrapolated values is
et al. (1980) which is the well known case of turbulent flow within -0.03 to 4-0.03. The relative error is not a realistic
past a backward facing step. For the present simulations the indicator in this case because the magnitude of Cp values are
Reynolds number based on the step height is 1.5 X EOS, the close to zero over a large domain. It is noteworthy to see that
kinematic viscosity is 3.302'-06 m^/s, the density is 1.0 kg/ the extrapolated Cp values using the coarser grids (Cases 4, 3,
m ^ the step height, H, is 0.0381 m and the channel width is and 2) are in close agreement with those obtained from the
3//. Six different (but similar) grid distributions with almost finer grids, e.g.. Cases 6, 4, and 2. Even when cases 3, 2, and
arbitrary grid refinement factors were used to investigate the 1 (the coarsest grids) are used, the extrapolated Cp profile is
feasibility of Richardson extrapolation when applied with non- in close agreement with the grid independent one, except maybe
uniform grid distributions. The key parameters for the cases a few points near minimum pressure. The scatter near x = 0 is
investigated are Usted in Table 1.

1 1 1
Results and Discussion rts Q aBO ocm 0 no
The reattachment length, x^, was calculated by finding the
location of zero axial velocity at the first grid node inside the /
calculation domain. A third order Newton's divided difference V
polynomial was used for interpolation purposes. It should be e
noted that using the values of axial velocity at the first grid 8- 0.1 - V
node introduces a local first-order error in XR (Roache, 1996;
o Caw S,3,1
see also later discussion). However, extrapolating the axial ve- a O M 3,3,1 -
B & Caw 4,3,2
locity to the axis and looking for a zero value is not practical Case 6,4,2
because the velocity must be zero everywhere at the wall to
satisfy the no slip condition. Looking for zero derivative of the o
velocity will also introduce unwanted errors in the calculation
of XR. The results for various grid distributions are listed in 10 12 14 16

Table 1 and XR/H is plotted against the grid refinement factor,

a,-, in Fig. 1. It is seen that as the grid is refined the asymptotic Fig. 3 Extrapolated Cp on step side wall

586 / Vol. 119, SEPTEMBER 1997 Transactions of the ASME

Table 3 Richardson extrapolation applied to velocity profile at XRIH = 8.0
J y{m) (Case 2) (Case 4) (Case 6) (Extra.) n

1 7.58e-4 2.6117 2.6421 2.2292 2.2511 4.1563

2 2.62e-3 3.5591 2.8328 2.4820 2.0555 0.8658
3 5.03e-3 3.6609 3.0081 2.7705 2.5980 1.2496
4 7.76e-3 3.8383 3.2701 3.1108 3.0326 1.6029
5 0.0108 4.1014 3.6229 3.5225 3.4888 1.9931
6 0.0139 4.4592 4.0729 4.0193 4.0082 2.5479
7 0.0173 4.9196 4.6254 4.6102 4.6091 3.8671
8 0.0208 5.4751 5.2682 5.2846 5.2831 3.3542
9 0.0242 6.0909 5.9624 6.0042 5.9933 1.5085
10 0.0273 6.7312 6.6714 6.7339 6.7034 0.0664
11 0.0303 7.3702 7.3698 7.4492 7.4491 8.8496
12 0.0331 7.9781 8.0283 8.1213 8.2037 1.0891
13 0.0355 8.5185 8.6100 8.7136 9.1124 0.3333
14 0.0373 8.9277 9.0514 9.1629 22.574 0.0119
15 0.0393 9.3676 9.5073 9.6220 10.752 0.1396
16 0.0426 10.0310 10.1520 10.2610 18.571 0.0187
17 0.0472 10.4960 10.6190 10,7010 10.943 0.4218
18 0.0526 10.6050 10.7250 10.7880 10.885 0.7316
19 0.0587 10.6270 10.7480 10.8110 10.901 0.7648
20 0.0653 10.6410 10.7670 10.8320 10.922 0.7836
21 0.0725 10.6530 10.7870 10.8550 10.946 0.8018
22 0.0799 10.6620 10.8060 10.8790 10.973 0.8189
23 0.0871 10.6570 10.8170 10.8950 10.991 0.8545
24 0.0937 10.6120 10.7960 10.8780 10.963 0.9718
25 0.0998 10.4340 10.6530 10.7190 10.755 1.4990
26 0.1052 9.8277 9.9863 9.8995 9.9309 0.8185
27 0.1098 8.4811 8.4440 8.1854 8.1526 3.1498
28 0.1131 6.4440 6.6461 6.1345 6.2718 1.4469

partly due to interpolation errors. Similar comments apply to 14. Such irregularities are bound to happen, especially for axial
the pressure distribution along the wall opposite to the step (not velocity profiles as illustrated by Celik and Zhang (1993) in
shown here). more detail. It may be tempting to conclude that the numerical
Richardson extrapolation was applied to calculate extrapo- solution is still not in the asymptotic range. However, this does
lated velocity profiles, for various cases. An example is shown not seem to be the case, because all indications are that as grid
in Table 3 where the profiles at xlH = 8.00 for Cases 6, 4, and is refined from Case 1 to Case 6 the velocity profiles seem to
2 are given along with the extrapolated profile and the calculated converge to a grid independent profile as it is seen in Fig. 4, in
apparent order. In this Table the convergence at points 1, 10, addition to the clear indication of grid convergence seen in
and 26 are examples for oscillatory convergence. It is seen that the variation of the reattachment length (see Fig. 1) which is
at some points the calculated apparent order, such as 3.87, calculated using axial velocity profiles. The same conclusion
0.012, and 3.15 at grid nodes 7, 14, and 27, respectively, are may not be valid for the turbulent quantities, i.e., k and e, since
unrealistic (note that this is one of the worst cases). These lead these are more sensitive the changes in the grid. To avoid such
to unrealistic extrapolated values, e.g., 22.57 m/s at grid node unrealistic behavior, here it is proposed that the calculated val-

Ui H

Case 1 ^
Cake 2 o Cases: 6,4,2
1 D
Cases: 5,3,1
Cases: 4,3,2
Case 4
, CaB 5
- Cases 0

- o rO

-0.2 0.0 0.2 0.4 0.6 0.6 1.0 SiA .0.2 0,0 0.2 0.4 0.6 0.6 1.0 1.2

Fig. 4 Convergence of velocity profiles at xlH = 2.67 Fig. 5 Comparison of extrapolated velocity profiles at xlH = 2.67

Journal of Fluids Engineering SEPTEMBER 1997, Vol. 1 1 9 / 5 8 7

estimates the error as it was originally intended to be so (see
0 Roache, 1994, for a discussion). Although overestimation is a
o Cae>: 6,4,2
B a CaBes: 5,3,1 desirable feature so that the uncertainty measure is a conserva-
a A Caws: 4,3,2
tive estimate, the degree of overestimation should not be too
B much to cause excessive suspicion, and hence unnecessary grid
o refinement, particularly for studies involving more than three
o grids. To this end we suggest here a new uncertainty measure
e using the extrapolated value of the quantity in question with
the minimum values of n (i.e., n = 1, linear extrapolation),
defined by

(Fext ~ F^)/Fa (9a)

A q
0.00 0.01 0.02 0.03 0.04 COS where Fex, is calculated using Eq. ( 3 c ) . Fe and F,^f may differ
krtJ.' in that the first is the solution extrapolated to zero grid using any
two grids (Eq. (3c)), and Fref is the "truly" grid independent
Fig. 6 Comparison of extrapolated k-prof iies at x/H = 2.67 solution. It can be shown (see Appendix A) that GCI/ and e^a
can be expressed in terms of each other for n = 1 as
ues of n be bounded such that it is always between 1 and 2 eex. = [(r- l)/(r-F,/F/)]GCI//3 (9b)
which are the minimum and maximum theoretical values for
the present numerical scheme. This practice is only valid for It is shown in Fig. 7 that this new measure very closely approxi-
mixed-order methods such as the presently used hybrid scheme. mates the actual relative error, and it is slightly conservative.
When this procedure is applied, Richardson extrapolation seem It is suggested that Eqs. (6) or (9) be used as an approximate
to work well (see Fig. 5). Grid independent profiles (except measure of the grid convergence error in studies focusing on
may be for k and e) at x/H = 2.67 could be obtained from numerical aspects of computational fluid dynamics. Either of
grids as coarse as 75 X 60. In practice, this should lead to these error measures can also be used to determine whether the
significant computational savings. Typically 200 X 100 grid is computations are in the asymptotic range.
necessary for grid independent solution for all dependent vari- It should be noted that special precaution is required in inter-
ables (Thangam and Speziale, 1992; Thangam and Hur, 1991). polation and extrapolation, because small changes in the depen-
The extrapolated kinetic energy profiles at x/H = 2.67 are dent variable leads to significant changes in the calculated ap-
shown in Fig. 6. Again a reasonably good agreement is obtained parent order " . "
among all extrapolated profiles. The error margins for the fc-
profiles are larger compared to the [/-profiles, indicating the Conclusions
more sensitive behavior of the kinetic energy calculations as
Remedies were found to some problems relevant to the appli-
mentioned above. The error margins among the extrapolated
cation of Richardson extrapolation (RE) using nonuniform
profiles is within -0.005 to +0.005, the maximum errors being
grids to turbulent separated flows. These were illustrated by
in the near wall region as it is expected. Similar results were
applying the method to the case of turbulent flow past a back-
observed for the profiles at other locations.
ward facing step. The feasibility of the grid convergence index
(GCI) suggested by Roache (1994) was also investigated. The
Grid Convergence Index. Figure 7 shows various uncer- following conclusions can be made based on the results of the
tainty (or error) measures for the computed reattachment length, present study:
as a function of the grid refinement factor. The usual error The apparent order of the numerical scheme must always be
measure is the approximate relative error defined for any two taken as the positive roots of the asymptotic equations. Other-
grids by wise the extrapolation is towards the wrong direction, i.e., to-
ward coarser grid. In case of oscillatory convergence, the trunca-
e. = (F, - Ff)/F, (6)

where Ff is the solution computed with the fine grid, and F^ is

the solution computed with the coarse grid. The true relative
error, e,, is computed using the grid independent solution, F,cf,
70 e.
-A- GCI,(n=1)
60 -V- GCI,(n=2)
e, = (Fref - Fft)/F,e (7)
o e. ("=')
Another uncertainty measure (an error band) is the grid con-
vergence index, GCI, suggested by Roache (1994), for fine 40
grid solution
uj 30
GCl,= 3(F,-Ff)/[(r"~ DFA (8a)
where r is the grid refinement factor between the coarse grid
and the fine grid (r > 1). It can be shown that (see Appendix 10
GCI/= 'ieJir" - 1); r, = fl,+i/a; iib)
_1_ _1_ _1_
2 3 4 5
It is seen from Fig. 7 that the approximate relative error
measure (Eq. (6)) underestimates the true relative error, e,. Grid refinement factor
Whereas, the GCI (Eq. (8)) calculated using both the minimum pig. 7 Variation of various uncertainty estimates with grid refinement
(n = 1), and maximum (n = 2) values of , significantly over factor

588 / Vol. 119, SEPTEMBER 1997 Transactions of the ASME

tion error is allowed to change sign keeping the coefficient still Ludwig, J, C , Qin, H. Q., and Spalding, D. B., 1989, The PHOENICS Refer-
ence Manual, CHAM TR/200, CHAM Limited, Bakery House, 40 High Str.,
constant. This gives a new set of equations to be solved, but it Wimbledon Village, London SW195AU, England.
works. In spite of all these iixes, the method may still give Richardson, L. F., 1910, "The Approximate Arithmetic Solution by Finite Dif-
unrealistic exponents and, hence, unreasonable extrapolated val- ferences of Physical Problems Involving Differential Equations, with Application
ues (at some discrete points) especially in cases where the to Stresses in a Masonry Dam," Transactions of the Royal Society of London,
change in the dependent variable is very small. This can be Series A., Vol. 210, pp. 307-357.
Roache, P. J., 1994, "Perspective: A Method for Uniform Reporting of Grid
avoided by limiting the apparent order used in the extrapolations Refinement Studies," ASME JOURNAL OP FLUIDS ENGINEERING, Vol. 116, pp.
to its theoretical range, but then the generality of the method is 405-413.
reduced by assuming rather than calculating the value of n. Roache, P. J., 1996, Private Communication
When the method is applied to the case of flow over a back- Rosten, H. I. and Worrell, J. K., 1988, "Generalized Wall Functions for Turbu-
lent Flow," Cham Ltd., Bakery House, High Street, Wimbledon, London SW19
ward facing step, with all of the above precautions, it gave 5AU, England.
excellent results in case of reattachment length, good results for Speziale C. G. and Thangam, S., 1992,' 'Analysis of an RNG Based Turbulence
the axial component of the velocity, but only fair results for the Model for Separated Flows," InternationalJournal of Engineering Science, Vol,
turbulent kinetic energy. However, the user must be very care- 30, No. 10, pp. 1379-1388.
Thangam, S, and Speziale, C. G., 1992, "Turbulent Flow Past a Backward
ful, since there may be many pitfalls in application of RE to Facing Step: A Critical Evaluation of Two-Equation Models," AIAA Journal,
other flow problems. Vol, 30, No. 5, pp. 1314-1320.
Significant computational "savings" (i.e., reduction in num- Thangam, S. and Hur, N., 1991, "A Highly Resolved Numerical Study of
Turbulent Separated Flow Past a Backward-Facing Step," International Journal
ber of grid points) can be achieved by extrapolating the grid of Engineering Science, Vol. 29, No. 5, pp. 607-615.
dependent solutions to ' 'zero'' grid size. A reduction by a factor
of 2""^ in each coordinate direction is possible which can lead
to as much as 180 percent savings in 3D computations. APPENDIX A
In particular, this study showed that RE works with nonuni-
The Relations Among Various Notations Used in This
form grids with the same grid refinement factors used in both
coordinate directions. The grid refinement does not have to be Paper
made by grid halving as noted by Roache (1994). The grid This Appendix explains the relationship between various er-
refinement factor defined by Eq. (5) seems to be a good repre- ror measures and indices used in the main text of the paper.
sentative grid size parameter for nonuniform but similar grid The factor a, used in this paper and listed in Table a. 1 (see
distributions. also Table I) is called the grid index and defined with respect
The GCI suggested by Roache (1994) overestimated the un- to a reference grid size, hy^u as follows:
certainty excessively as it was originally designed to do so with
the idea that GCI is an error band not an error estimator. The a,- = /j,/ft (a.l)
relative error which is calculated using the extrapolated values where hi is the grid size of the " f ' t h grid. By this definition
(with n = 1) of the dependent variable in question seems to be if a, > 1.0 (i.e., h,a = finest grid size) the subsequent grids
a much realistic measure of the grid convergence error. This are coarser by a factor of a,; for a, < 1.0 (i.e. /!! = coarsest
suggests that a factor of one rather than three should be used grid size) the subsequent grids are finer by a factor of a,. The
in GCI in rigorous grid convergence studies. grid refinement ratio, r, used by Roach (1994) is defined as

r = hclh,H (a.2)
where the subscripts c and /denote coarse grid and fine grid,
The authors wish to thank all reviewers of this paper for their respectively. These two indices are not necessarily the same.
comments. In particular they extend their sincere appreciation Only in the case where /z^ef is taken to be the smaller of the two
of the open comments and criticism by Patrick J. Roache as a subsequent grid sizes, a and r will be the same. The grid factor
result of which the present version has become much better in a is a more general index in that it can represent both grid
quality compared to the first version. coarsening and grid refinement, and it is not necessary to know
the actual grid size to compute it. That is if only the total
number of grids are reported for each grid, this parameter can
be calculated (see Eq. (5)).
Avva, R, K., Kline, S, J., and Ferziger, i. H., 1988 "Computation of the Turbu-
lent Flow Over a Backward-Facing Step Using the Zonal Modeling Approach,"
In the present paper /i^f is taken to be the finest grid size,
Stanford University, TR TF-33, Stanford CA. Also AIAA Paper 88-0611, Jan. hence a, > \ and it is related to r by
Celik, I. and Zhang, W-M., 1993 "Application of Richardson Extrapolation to
Some Simple Turbulent Flow Calculations," Proceedings of the Symposium on r; = {ai+xlaj); i = 1, 2, 3, (a.3)
Quantification of Uncertainty in Computational Fluid Dynamics, I. Celik et al.,
eds., ASME Fluids Engineering Division Spring Meeting, Washington D.C., June For example, for i = 2, a^ hj/hi, ^2 = h2/hi, ri = a^luj =
20-24, p. 29. h^lhj = 1.333 (see Table a.l)
Celik, 1. and Zhang, W-M. 1995 "Calculation of Numerical Uncertainty Using
Richardson Extrapolation: Application to Some Simple Turbulent Flows Calcula- The Relation Between e^n and GCI/. The relative error,
tions," ASME JOURNAL OF FLUIDS ENOJNEERING, Vol, 117, No. 3, pp. 439-445.
Celik, I. and Karatekin, O., 1995 "Numerical Experiments on Application of gext, based on an extrapolated solution, is defined by Eq. (9),
Richardson Extrapolation to a Turbulent Flow with Separation," Proc, of the which is
forum on "Quantification of Uncertainty in Computational Fluid Dynamics,"
ASME/JSME Fluids Engineering Conference, Hilton Head, SC, Aug. 13-18.
Demuren, A. O. and Wilson, R. V., 1994 "Estimating Uncertainty in Computa-
tions of Two-Dimensional Separated Flows," ASME JOURNAL OF FLUIDS ENGI- Table a.l Summary of data used for Fig. 7
NEERING, Vol. 116, No. 2, pp, 216-220.
Karniadakis, G., Yakhot A., Rakip, S., Orzag, S. A., and Yakhot, V., 1989 GCI, GCI,
"Spectral Element-RNG Simulations of Turbulent Flows in Complex Geome- a. xM / 1^1, ( = 1) (n = 2) exl r
tries," Proceedings of 7th Symposium on Turhident Shear Flows, Paper 7.2,
Stanford University Press. 1.000 6.063 2.990 1.500 9.00 3.60 2.91 1.5000
Kiiti, J., Kline S.J., and Johnston J. P., 1980 "Investigation of Reattaching 1.500 5.972 4.450 1.830 16.40 7.40 5.19 1.3330
Turbulent Shear Layer: Flow Over a Backward-Facing Step," ASME JOURNAL 2.000 5.863 6.190 3.870 23.20 9.30 7.19 1.5000
OF FLUIDS ENGINEERING, Vol. 102, p. 302. 3.000 5.636 9.800 6.670 46.70 19.20 13.47 1.4287
Launder, B. E. and Spalding, D. B., 1974, "The Numerical Computation of 4.286 5.260 15.800 9.410 70.60 29.40 19.05 1.4000
Turbulent Flow," Computational Methods in Applied Mechanics and Engi- 6.000 4.765 23.760
neering, Vol. 3, pp. 269-289

Journal of Fluids Engineering SEPTEMBER 1997, Vol. 1 1 9 / 5 8 9

eex. = (Fex, - F)/Fe.. (a.4) e, = [ l / ( r - F,/F;-)][(F^ - F,)/F/] (a.6)
When this is compared with the GCI/ proposed by Roache
where F^ represents a solution at a given size h, and Fe is the (1994, Eqs. (7) and (10) of the original reference) it is seen
solution obtained by Richardson extrapolation (i.e., Eq. (3.c)) that for M = 1
using = 1 and two grids including the grid with size /z. Let ' p ii7\^nri n. t n\
;? =/tI be the smaller grid size, and/J2 the coarser, and let/if e^ - VKr i)i(r t,ll'f)\(J^^lfli (&.i)
= hi, then it follows that Ui = \, r = a-i, and from Eq. (3.c), It should be noted that GCI/will be three times Cext only when
with n = 1, we obtain F^ = Ff, indicating fully converged (grid independent) solu-
tions. For example, for i = 5, r = 1.4, Ff = 5.26, F,. = 4.765,
f^^i = (rFf F^)l{r - 1) (a.5) '^^i* ^ext = 0.81 GCI//3 = 19.05. Similarly, for the approximate
relative error e defined by Eq. (6), it can be shown that (for
Substituting Equation (a.5) in to (a.4) with Fh = F/and simpli- " - 1)
fying yields e^ = (f - l)GCI//3 (a.8)

590 / Vol. 119, SEPTEMBER 1997 Transactions of the ASME