JOURNAL OF COMPUTAl’lONAL PHYSICS
103, l&42 ( 1992)
Compact Finite Difference Schemes with Spectral-like Resolution
SANJIVA
K.
LELE*
Center for Turbulence Research, NASA-Ames Research Center, MS 202A-1, Moffett Field, California 94035
Received February 24, 1990; revised August 2 1, 199 1
Finite difference schemes providing an improved representation of a
range of scales (spectral-like resolution) in the evaluation of first,
second, and higher order derivatives are presented and compared with
well-known schemes. The schemes may be used on non-uniform
meshes and a variety of boundary conditions may be imposed. Schemes
are also presented for derivatives at mid-cell locations, for accurate
interpolation and for spectral-like filtering. Applications to fluid
mechanics problems are discussed. 0 1992 Academic Press. Inc.
1. INTRODUCTION
Many physical phenomena possess a range of space and
time scales, turbulent fluid flows being a common example.
Direct numerical simulations of these processes require all
the relevant scales to be properly represented in the numeri-
cal model. These requirements have led to the development
of spectral methods [l-2]. Some examples of the direct
simulation of turbulent flows by spectral methods may be
found in [3-51. The use of spectral methods is, however,
limited to flows in simple domains and simple boundary
conditions. These difficulties may be overcome by em-
ploying alternative numerical representations. For example,
finite difference schemes or spectral (finite) element schemes
may be used. Direct simulations of turbulent flows using
these alternative schemes is relatively new. Rai and Moin
[6, and references therein for earlier work] present simula-
tions of a turbulent channel flow using a high-order,
upwind-biased finite difference scheme. Work of Patera,
Karniadakis, and their co-workers [ 7-93 illustrates the use
of spectral element methods.
This paper presents finite difference schemes for use on
problems with a range of spatial scales. Compared to the
traditional finite difference approximations the schemes
presented here provide a better representation of the shorter
length scales. This feature brings them closer to the spectral
methods, while the freedom in choosing the mesh geometry
* Present atTliation: Department of Mechanical Engineering and
Department of Aeronautics and Astronautics, Stanford University.
and the boundary conditions is maintained. The emphasis
in this paper is on the resolution characteristics of the
difference approximations rather than their formal accuracy
(i.e., truncation error). By resolution characteristics we
mean the accuracy with which the difference approximation
represents the exact result over the full range of length scales
that can be realized on a given mesh. This notion of resolu-
tion is quantified by means of a Fourier analysis of the dif-
ferencing scheme. It is analogous to, but more general than,
the notion of
intervals per wavelength
used by Swartz and
Wendroff [l&13] and by Kreiss and Oliger [ 141 to com-
pare the
resolving power
of different schemes. The notion of
intervals per wavelength also uses Fourier analysis to quan-
tify phase errors. For very small phase errors the number of
intervals per wavelength needed by a differencing scheme is
sensitive only to the behavior of the longest waves repre-
sented on a mesh. This is precisely the same information as
obtained from the leading order truncation error (formal
accuracy) of the scheme. It should be stressed that the quan-
titative importance of correctly resolving a particular range
of length scales is dependent on the physical problem being
solved as well as on the nature of results being sought from
the numerical calculation.
The organization of the paper is as follows. Section 2
presents the basic schemes for approximating the first and
second derivatives. Schemes for higher derivatives are
described in Appendix A. Compact schemes on cell-
centered mesh are discussed in Appendix B and the
applications to interpolation and filtering are discussed in
Appendix C. Section 3 presents analysis of the schemes,
showing the associated dispersive errors and the anisotropy
of the schemes in multi-dimensions. Comparisons with
conventional finite difference schemes are made throughout
these sections. This analysis leads to a definition of the
resolving efficiency of the differencing schemes. Comments
are also made on the aliasing errors encountered with
nonlinear problems. Section 4 presents a treatment of
boundaries in the derivative approximations. Assessment of
the local boundary errors is presented. Its effect on the
overall scheme is analyzed by means of numerical tests. An
eigenvalue analysis of the complete scheme and the time-
0021~9991/92 35.00
Copyright 0 1992 by Academic Press, Inc.
All rights of reproduction in any form reserved.
16