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== Typical Values ==
== Typical Values ==
If the consistent mass-matrix solver is chosen (see [[IM]] parameter) then a semi-implicit method is possible and encouraged. In this case the most common choice for the weighting factors are: <br />
If the consistent mass-matrix solver is chosen (see [[IM]] parameter) then a semi-implicit method is possible and encouraged. In this case the most common choice for the weighting factors are: <br />
A00 = C00 = 0.35; B00 = 0.30.
<math>\mathrm{A00} = \mathrm{C00} = 0.35, \quad \mathrm{B00} = 0.30</math>


If the lumped mass-matrix solver is chosen then only an explicit method is possible (the weighting A00 must be zero as no matrix solve is conducted), and the weighting factors that are typically chosen become simply:<br />
If the lumped mass-matrix solver is chosen then only an explicit method is possible (the weighting A00 must be zero as no matrix solve is conducted), and the weighting factors that are typically chosen become simply:<br />
A00 = C00 = 0; B00 = 1.
<math>\mathrm{A00} = \mathrm{C00} = 0, \quad \mathrm{B00} = 1</math>


== Theory ==
== Theory ==
Theory is dominated by analysis of the Wave Continuity Equation (WCE), a special case of the Generalized Wave Continuity Equation (GWCE) where the [[TAU0]] parameter is equal to the linear friction coefficient. Analysis began with Lynch and Gray, Foreman, etc, and ended with Kinnemark who was responsible, ultimately, for introducing the GWCE. In all analyses, a second-order centered technique was sought which reduces the choice of A00, B00, C00 to:
=== Wave Continuity Equation ===
Theory is dominated by analysis of the Wave Continuity Equation (WCE), a special case of the Generalized Wave Continuity Equation (GWCE) where the [[TAU0]] parameter is equal to the linear friction coefficient. In what has been determined to be a third-order accurate method centered in time<ref name=Foreman>M.G.G. Foreman, An Analysis of the “Wave Equation” Model for Finite Element Tidal Computations, J. Comput. Phys. 52 (1983) 290–312.</ref>, which was first introduced by Lynch and Gray (1979)<ref name=Lynch>D.R. Lynch, W.G. Gray, A Wave Equation Model for Finite Element Tidal Computations, Computers & Fluids. 7 (1979) 207–228.</ref>, the choice of A00, B00, C00 is reduced to depend on a single parameter, <math>\theta</math>:


A00 = C00 = 0.5*THETA;  B00 = 1-THETA.
<math>\mathrm{A00} = \mathrm{C00} = 0.5\theta, \quad \mathrm{B00} = 1-\theta</math>


In other words, k+1 and k-1 weightings are always chosen to be equal.
In other words, k+1 and k-1 weightings are chosen to be equal. It would however not appear that any restriction other than the requirement that A00, B00, C00 must sum to 1 is necessary to obtain second-order accuracy<ref name=Foreman></ref>.
Essentially all studies, whether in 1-D (Lynch and Gray etc) or ultimately 2-D with Coriolis and other terms (Kinnemark), found that unconditional stability can achieved with the prescription of THETA >= 0.5. Likely in response to these findings, the typical choice for ADCIRC has become THETA = 0.70, i.e., A00 = C00 = 0.35, B00 = 0.30, as noted above.
Unconditional stability is achieved with the prescription of <math>\theta \geq 0.5</math><ref name=Foreman></ref><ref name=Lynch></ref>. Likely because of this fact, the typical choice for ADCIRC has become <math>\theta = 0.7</math>, i.e., <math>\mathrm{A00} = \mathrm{C00} = 0.35, \mathrm{B00} = 0.30</math> as noted above. Different values of <math>\theta</math> may be motivated by the following expression for optimal dispersive accuracy for the consistent mass-matrix solver<ref name=Foreman></ref>:


A purely explicit method (THETA = 0) was found to be stable under the following conditions:
<math>\theta = \frac{1}{6}\left(1 + \frac{1}{Cr^2}\right)</math>
* CFL < 1 : lumped mass-matrix solved in 1-D
* CFL < 2/3: consistent non-lumped mass-matrix solved in 1-D
* CFL < sqrt(2)/2: lumped mass-matrix solved in 2-D.


As one can see, stability (and dispersive characteristics) is superior for the lumped mass-matrix solver versus the consistent non-lumped mass-matrix solver, hence the lumped solver should always be chosen when employing an explicit method (see [[IM]] parameter for setting the solver type).
where <math>Cr = \sqrt{gh}\Delta t/\Delta x</math> is the Courant number based on the linear gravity wave speed.


== Critique ==
A purely explicit method (<math>\theta = 0</math>) for the WCE is found to be stable under the following conditions<ref name=Kinnmark>I.P.E. Kinnmark, W.G. Gray, Stability and accuracy of spatial approximations for wave equation tidal models, J. Comput. Phys. 60 (1985) 447–466. doi:10.1016/0021-9991(85)90030-0.</ref><ref name=Kinnmark2>Kinnmark, I.P.E., Gray, W.G., 1984. A Two-Dimensional Analysis of the Wave Equation Model for Finite Element Tidal Computations. Int. J. Numer. Methods Eng. 20, 369–383.</ref>:
Since theory is based on the WCE instead of the GWCE, and is always linearized (a requirement of the [[von Neumann stability analysis]]), unconditional stability may not be possible for the semi-implicit method when simulating real-world problems, especially those with fine-grid sizes and where nonlinearities are non-trivial. In such cases where it is not possible to achieve time steps more than twice that possible with an explicit method it becomes preferable to employ the explicit method since it is computationally twice as fast per time step solve.  
* <math>Cr < 1</math> : lumped mass-matrix solved in 1-D
* <math>Cr < \sqrt{3}/3</math>: consistent mass-matrix solved in 1-D
* <math>Cr < \sqrt{2}/2</math>: lumped mass-matrix solved in 2-D
* <math>Cr < \sqrt{6}/6</math>: consistent mass-matrix solved in 2-D
 
These conditions are for linear finite-elements (ADCIRC uses these) with even node spacings and constant bathymetry. Other conditions for quadratic finite-elements, uneven node spacings, and non-constant bathymetry are shown in Kinnmark and Gray (1985)<ref name=Kinnmark></ref>.
 
In the explicit method case, stability (and optimal dispersive accuracy<ref name=Foreman></ref>) is superior for the lumped mass-matrix solver versus the consistent mass-matrix solver, hence the lumped solver should always be chosen when employing an explicit method (see [[IM]] parameter for setting the solver type).
 
=== Generalized Wave Continuity Equation ===
For the theory based on the WCE, stability is shown to be independent of the choice of [[TAU0]] (<math>\tau_0</math>). However, experience tell us that in the GWCE a larger value of <math>\tau_0</math> tends to be more unstable than a smaller value. This makes sense since the behavior of the equations will become more and more similar to the Primitive Continuity Equation with greater <math>\tau_0</math>, which is responsible for 2Δx instabilities - the motive for using the GWCE in the finite-element method.
 
Kinnmark's 1986 monograph<ref name=Kinnmark3>Kinnmark, I., 1986. The Shallow Water Wave Equations: Formulation, Analysis and Application, Lecture Notes in Engineering. Springer Berlin Heidelberg, Berlin, Heidelberg. doi:10.1007/978-3-642-82646-7.</ref> does offer some analysis that backs up this empirical experience. For the consistent mass-matrix solver employing the centered <math>\theta</math> scheme it can be shown that unconditional stability is only possible if <math>\theta \geq 0.5</math> and,
 
<math>\tau_0 \leq \tau</math>
 
where <math>\tau</math> is the linear friction coefficient. In the deep ocean when employing a quadratic drag law this could be a very restrictive requirement on <math>\tau_0</math> (e.g., <math>\tau = C_d|u|/H \sim 10^{-7}</math> assuming <math>C_d \sim 0.001</math>, <math>|u| \sim 0.1</math> m/s, <math>H \sim 1000</math> m). In addition, it is in opposition to our desire to choose the recommended value, <math>\tau_0 \sim 1-10\tau_{max}</math>, for good mass conservation and dispersive properties<ref name=Kolar>Kolar, R.L., Westerink, J.J., Cantekin, M.E., Blain, C.A., 1994. Aspects of Nonlinear Simulations using Shallow-water Models based on the Wave Continuity Equation. Comput. Fluids 23, 523–538.</ref>.
An alternative way to view the criteria is to look for a Courant number which eliminates the restriction on the choice of <math>\tau_0</math>. It can be shown that this is the case in 1-D when,
 
* <math>Cr < 2\sqrt{3}/3</math>, when <math>\theta \geq 0.5</math> (consistent mass-matrix)
* <math>Cr < \sqrt{3}/3</math>, when <math>\theta = 0</math> (consistent mass-matrix)
* <math>Cr < 2</math>, when <math>\theta \geq 0.5</math> (lumped mass-matrix)
* <math>Cr < 1</math>, when <math>\theta = 0</math> (lumped mass-matrix)
 
Assuming the same relationship between 1-D and 2-D as in the WCE, the conditions for 2-D can be recovered by multiplying by <math>\sqrt{2}/2</math>. This means that the stability requirement for the semi-implicit scheme (<math>\theta \geq 0.5</math>) is two-fold less restrictive than the explicit scheme (<math>\theta = 0</math>), in which the latter has identical stability requirements as the WCE. Again, the only way to circumvent this stability requirement for the semi-implicit scheme in the GWCE is to choose a sufficiently small <math>\tau_0 \leq \tau</math>.
 
=== Critique ===
One aspect missing from the theory above are different weighting schemes which are possibly non-centered, i.e., <math>\mathrm{A00} \neq \mathrm{C00}</math>. Pringle et al.<ref>Pringle et al., Global Ocean-to-Coastal Storm Tide Modeling in ADCIRC v55: Unstructured Mesh Design, in preparation (2020)</ref> shows that stability of the GWCE is improved if,
 
<math>\mathrm{A00} = \mathrm{B00} = 0.5\theta, \quad \mathrm{C00} = 1-\theta</math>
 
which is unconditionally stable under the following conditions for the consistent mass-matrix solver,
 
<math>2/3 \leq \theta \leq 1, \quad \tau_0\Delta t \leq (16/3)(3\theta/2-1)</math>
 
thus removing the restrictive condition in the centered-scheme (<math>\tau_0 \leq \Delta t</math>), instead requiring only that <math>\tau_0</math> is small enough for the given time step <math>\Delta t</math>.
 
Moreover, the equations analyzed are always linearized (a requirement of the [https://en.wikipedia.org/wiki/Von_Neumann_stability_analysis von Neumann stability analysis]), thus stability may be more restricting in real-world problems, especially those with fine grid sizes and where nonlinearities are non-trivial. In such cases where it is not possible to achieve time steps more than twice that possible with an explicit method it becomes preferable to employ the explicit lumped mass-matrix solver since it is computationally twice as fast per time step solve<ref>S. Tanaka, S. Bunya, J.J. Westerink, C. Dawson, R.A. Luettich, Scalability of an Unstructured Grid Continuous Galerkin Based Hurricane Storm Surge Model, J. Sci. Comput. 46 (2011) 329–358. doi:10.1007/s10915-010-9402-1</ref>.


== References ==
== References ==
<references />
<references />
[[Category:Numerics]]

Latest revision as of 12:48, 17 May 2020

A00, B00, C00 are the weighting factors (at time levels k+1, k, k-1, respectively) for the free surface and boundary fluxes in the GWCE, and must sum to 1. Most critically, the weighting factors are used in the discretization of the linear gravity wave (pressure gradient) term and are responsible for determining the inherent implicity (impacting solution stability), in addition to order of accuracy and dispersive characteristics of the numerical method.

Typical Values

If the consistent mass-matrix solver is chosen (see IM parameter) then a semi-implicit method is possible and encouraged. In this case the most common choice for the weighting factors are:

If the lumped mass-matrix solver is chosen then only an explicit method is possible (the weighting A00 must be zero as no matrix solve is conducted), and the weighting factors that are typically chosen become simply:

Theory

Wave Continuity Equation

Theory is dominated by analysis of the Wave Continuity Equation (WCE), a special case of the Generalized Wave Continuity Equation (GWCE) where the TAU0 parameter is equal to the linear friction coefficient. In what has been determined to be a third-order accurate method centered in time[1], which was first introduced by Lynch and Gray (1979)[2], the choice of A00, B00, C00 is reduced to depend on a single parameter, :

In other words, k+1 and k-1 weightings are chosen to be equal. It would however not appear that any restriction other than the requirement that A00, B00, C00 must sum to 1 is necessary to obtain second-order accuracy[1]. Unconditional stability is achieved with the prescription of [1][2]. Likely because of this fact, the typical choice for ADCIRC has become , i.e., as noted above. Different values of may be motivated by the following expression for optimal dispersive accuracy for the consistent mass-matrix solver[1]:

where is the Courant number based on the linear gravity wave speed.

A purely explicit method () for the WCE is found to be stable under the following conditions[3][4]:

  •  : lumped mass-matrix solved in 1-D
  • : consistent mass-matrix solved in 1-D
  • : lumped mass-matrix solved in 2-D
  • : consistent mass-matrix solved in 2-D

These conditions are for linear finite-elements (ADCIRC uses these) with even node spacings and constant bathymetry. Other conditions for quadratic finite-elements, uneven node spacings, and non-constant bathymetry are shown in Kinnmark and Gray (1985)[3].

In the explicit method case, stability (and optimal dispersive accuracy[1]) is superior for the lumped mass-matrix solver versus the consistent mass-matrix solver, hence the lumped solver should always be chosen when employing an explicit method (see IM parameter for setting the solver type).

Generalized Wave Continuity Equation

For the theory based on the WCE, stability is shown to be independent of the choice of TAU0 (). However, experience tell us that in the GWCE a larger value of tends to be more unstable than a smaller value. This makes sense since the behavior of the equations will become more and more similar to the Primitive Continuity Equation with greater , which is responsible for 2Δx instabilities - the motive for using the GWCE in the finite-element method.

Kinnmark's 1986 monograph[5] does offer some analysis that backs up this empirical experience. For the consistent mass-matrix solver employing the centered scheme it can be shown that unconditional stability is only possible if and,

where is the linear friction coefficient. In the deep ocean when employing a quadratic drag law this could be a very restrictive requirement on (e.g., assuming , m/s, m). In addition, it is in opposition to our desire to choose the recommended value, , for good mass conservation and dispersive properties[6]. An alternative way to view the criteria is to look for a Courant number which eliminates the restriction on the choice of . It can be shown that this is the case in 1-D when,

  • , when (consistent mass-matrix)
  • , when (consistent mass-matrix)
  • , when (lumped mass-matrix)
  • , when (lumped mass-matrix)

Assuming the same relationship between 1-D and 2-D as in the WCE, the conditions for 2-D can be recovered by multiplying by . This means that the stability requirement for the semi-implicit scheme () is two-fold less restrictive than the explicit scheme (), in which the latter has identical stability requirements as the WCE. Again, the only way to circumvent this stability requirement for the semi-implicit scheme in the GWCE is to choose a sufficiently small .

Critique

One aspect missing from the theory above are different weighting schemes which are possibly non-centered, i.e., . Pringle et al.[7] shows that stability of the GWCE is improved if,

which is unconditionally stable under the following conditions for the consistent mass-matrix solver,

thus removing the restrictive condition in the centered-scheme (), instead requiring only that is small enough for the given time step .

Moreover, the equations analyzed are always linearized (a requirement of the von Neumann stability analysis), thus stability may be more restricting in real-world problems, especially those with fine grid sizes and where nonlinearities are non-trivial. In such cases where it is not possible to achieve time steps more than twice that possible with an explicit method it becomes preferable to employ the explicit lumped mass-matrix solver since it is computationally twice as fast per time step solve[8].

References

  1. 1.0 1.1 1.2 1.3 1.4 M.G.G. Foreman, An Analysis of the “Wave Equation” Model for Finite Element Tidal Computations, J. Comput. Phys. 52 (1983) 290–312.
  2. 2.0 2.1 D.R. Lynch, W.G. Gray, A Wave Equation Model for Finite Element Tidal Computations, Computers & Fluids. 7 (1979) 207–228.
  3. 3.0 3.1 I.P.E. Kinnmark, W.G. Gray, Stability and accuracy of spatial approximations for wave equation tidal models, J. Comput. Phys. 60 (1985) 447–466. doi:10.1016/0021-9991(85)90030-0.
  4. Kinnmark, I.P.E., Gray, W.G., 1984. A Two-Dimensional Analysis of the Wave Equation Model for Finite Element Tidal Computations. Int. J. Numer. Methods Eng. 20, 369–383.
  5. Kinnmark, I., 1986. The Shallow Water Wave Equations: Formulation, Analysis and Application, Lecture Notes in Engineering. Springer Berlin Heidelberg, Berlin, Heidelberg. doi:10.1007/978-3-642-82646-7.
  6. Kolar, R.L., Westerink, J.J., Cantekin, M.E., Blain, C.A., 1994. Aspects of Nonlinear Simulations using Shallow-water Models based on the Wave Continuity Equation. Comput. Fluids 23, 523–538.
  7. Pringle et al., Global Ocean-to-Coastal Storm Tide Modeling in ADCIRC v55: Unstructured Mesh Design, in preparation (2020)
  8. S. Tanaka, S. Bunya, J.J. Westerink, C. Dawson, R.A. Luettich, Scalability of an Unstructured Grid Continuous Galerkin Based Hurricane Storm Surge Model, J. Sci. Comput. 46 (2011) 329–358. doi:10.1007/s10915-010-9402-1