Solution of Advection-Dominated Transport by Eulerian-Lagrangian Methods Using Backwards Method of Characteristics

Abstract

We provide a systematic analysis of the consistency, stability, convergence and accuracy of the numerical solution of the transport equation by a general Eulerian-Lagrangian Method (ELM). The method involves three basic steps: the backwards tracking of characteristic lines following the flow, the interpolation of concentrations at the feet of these lines, and the solution of dispersion taking such concentrations as initial conditions. The first two steps constitute the Backwards Method of Characteristics (BMC); the third step involves a time-discretization along the characteristic lines, and a spatial discretization of the dispersion operator, both based on conventional techniques (e.g.. Euler or Crank¬Nicholson for time; finite-elements or finite-differences for space).

The choice of the spatial interpolator is shown to impact the consistency, stability and convergence, as well as the accuracy of the BMC. Most interpolators ensure consistency, but only a few ensure stability, hence convergence; stability criteria are derived from a newly developed generalized Fourier analysis, which can account for non-linearities introduced by quadratic grids. The comparison of formally derived propagation and truncation errors, complemented by numerical experimentation, provides a reference for the choice of the interpolator, given a specific transport problem characterized by prevailing concentration gradients.

The BMC potentiates the use of large time-steps, well above Courant number of order one. In the limiting case of pure advection, optimal accuracy would be obtained for a At close to the total time of interest; the presence of dispersion constrains, however, the size of At, especially in the case of non-uniform flows. The comparison of the truncation errors for the three basic steps of ELM provides a reference to select At. as a function of Ax, of the spatial interpolators and time-discretization schemes, and of the gradients of flow and concentrations.