INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, VOL.

20, 101-1 19 (1984)

A TAYLOR-GALERKIN METHOD FOR

CONVECTIVE TRANSPORT PROBLEMS
JEAN DONEA
Applied Mechanics Division, Joint Research Centre of the Commission of the European Communities,
Ispra Establishment, Italy

SUMMARY
A method is described to derive finite element schemes for the scalar convection equation in one or
more space dimensions. To produce accurate temporal differencing, the method employs forward-time
Taylor series expansions including time derivatives of second- and third-order which are evaluated from
the governing partial differential equation. This yields a generalized time-discretized equation which is
‘successivelydiscretized in space by means of the standard Bubnov-Galerkin finite element method. The
technique is illustrated first in one space dimension. With linear elements and Euler, leap-frog and
Crank-Nicolson time stepping, several interesting relations with standard Galerkin and recently
developed Petrov-Galerkin methods emerge and the new Taylor-Galerkin schemes are found to exhibit
particularly high phase-accuracy with minimal numerical damping. The method is successively extended
to deal with variable coefficient problems and multi-dimensional situations.

INTRODUCTION
As is well known, conventional Bubnov-Galerkin discretization methods lead to central
difference approximations of differential operators. It is therefore not surprising that, like
standard finite difference methods, Galerkin finite element solutions to convective transport
problems are often corrupted by spurious node-to-node oscillations or ‘wiggles’. To preclude
such oscillations, various procedures have been employed over the years in finite difference
methods, the most popular being the use of ‘upwind’ differencing on the convective term.’
The idea behind upwind differencing has recently been extended to finite element methods
(see, for example, References 2 and 3), where modified weighting functions are employed to
achieve the desired effect. When the modified weighting function is applied to all terms in
the equation, the formulation is referred to as consistent Petrov-Galerkin weighted residual
meth~d.~
Among the various techniques utilized to construct Petrov-Galerkin formulations, two
appear particularly adapted to deal with convective transport problems. In the approach
followed by Morton and Parrot? for first-order hyperbolic equations in one space dimension,
special test functions are developed so that signals are propagated without distortion for the
special case when characteristics pass through mesh points or nodes at each time level. A
linear combination of these special test functions with piecewise linear shape functions is
employed to produce the desired Betrov-Galerkin method. With Euler, leap-frog and Crank-
Nicolson time stepping, this formulation was shown to lead to schemes of particularly high
phase-accuracy and improved stability properties compared with conventional Galerkin
methods. It should nevertheless be noted that the extension of the method to deal with higher
order elements and multi-dimensional situations still remains an open problem. Moreover,

0029-598 1/84/010101-19$01.90 Received 19 March 1982

@ 1984 by John Wiley & Sons, Ltd. Revised 28 October 1982
102 J. DONEA

the method contains a free parameter in the linear combination of the test functions with the
shape functions and its value must be determined to give the optimal schemes for intermediate
time steps.
In a different approach, Brooks and Hughes6-' exploit the interpretation of upwind differen-
ces as central differences plus artificial diffusion to construct upwind finite elements via the
Galerkin method with added artificial diffusion. This upwind method can be implemented as
a modification of the weighting function for the convective term, and application of the
modified weighting function to all terms of the equation defines a consistent Petrov-Galerkin
formulation. The technique applies readily to higher order finite elements and multi-
dimensional situations. In the latter case, the artificial diffusion operator is constructed in a
tensorial form so as to act only in the flow direction (streamline upwinding). The free parameter
in this Petrov-Galerkin method is the amount of artificial diffusion. This should be selected
so as to maximize the accuracy, and such optimal choice presumably depends on the algorithm
employed for marching in time.
The present paper describes an alternative method for improving the stability properties of
finite element schemes for convective transport problems. Guided by the findings of Morton
and Parrott,' who showed that to each particular time-stepping method corresponds a different
optimal form of the Petrov-Galerkin weighting functions, we have directed our attention
directly to the point where the trouble with hyperbolic problems appears to be, i.e. to the
difference approximation of the time derivative term. Since each individual time-stepping
method has its own form of leading temporal truncation error, and hence its own tendency
to cause stability problems, a specific cure had to be devised for each time-integration method.
Fortunately, there exists a general framework within which all time integrators may be analysed
and improved and this is provided by forward-time Taylor series expansions. We have thus
developed improved versions of some typical time-stepping methods on the basis of Taylor
series expansions including seccnd- and third-order terms in the time step. Then, to preserve
the simplicity and ease of implementation of the usual time-stepping methods, we evaluate
the second- and third-order time derivatives from the original convection equation in a manner
similar to that employed in Hirt's heuristic stability analysis.' This process yields a generalized
governing equation which is discretized in time only, the spatial variable being left continuous.
Such equation is successively discretized in space using the conventional Bubnov-Galerkin
finite element method.
As a matter of fact, procedures of the type described above have already been used in a
finite difference context. Second-order accurate difference schemes based on a Taylor
expansion in the time step were devised in the early 1960s by Lax and Wendroff"-" and
Leith.I3 More recently, the same concept was used by Dukowicz and Ramshaw14 in their
tensor viscosity method for differencing the convective terms in multi-dimensional numerical
fluid dynamics. What appears to be new, however, is the application of this idea in a finite
element context and the inclusion of the third-order term of the Taylor series expansi.on which
is made possible by the presence of a consistent mass matrix in the finite element equations.
The proposed method, which we call Taylor-Galerkin method, applies readily to finite
elements of arbitrary order and to multi-dimensional situations. For simplicity, it is illustrated
first in conjunction with piecewise linear elements in one space dimension. Generalized Euler,
leap-frog and Crank-Nicolson time-stepping methods are developed in the second, third and
fourth sections, respectively, for the scalar convection equation. The new schemes are compared
to standard Galerkin and recently developed Petrov-Galerkin methods and are shown to have
improved stability properties and a particularly high phase-accuracy with minimal numerical
damping. These properties are confirmed by numerical experiments. The application of the
 CONVECTIVE TRANSPORT PROBLEMS 103

Taylor-Galerkin method to convection problems with variable coefficient is illustrated in the

fifth section. Its extension to deal with multi-dimensional situations is discussed in the sixth
section.

METHOD BASED ON FORWARD (OR EULER) TIME STEPPING

Taylor-Galerkin formulation
As a simple example for illustrating the proposed Taylor-Galerkin method, we consider
the scalar convection equation in one dimension:
ut = au,, (1)
where a is a positive constant. Let us first leave the spatial variable x continuous and discretize
only the time to obtain the usual forward-time, or Euler, scheme:

Here, At is the time increment and superscript n is the time level, so that t = n At. As is well
known equation (2) produces an unconditionally unstable scheme if a centred-space approxima-
tion is employed to discretize the right-hand side. This instability arises because u, is evaluated
at an earlier time than the term ut. However, if both terms are evaluated at the same time
level (at least to second order in At) a stable scheme results. Now, the easiest way to evaluate
both terms in equation (2) at the same time level is to express the difference approximation
to ut at the time level n. This can be accomplished by means of a forward-time Taylor series
expansion, including second and third time derivatives, which gives

Now, successive differentiations of equation ( 1 ) indicate that

utt = a 2 u,, and Urtt = a2(Ur),, (4)
so that, combining equations (3) and (4),the semi-discrete equation (2) may be replaced by
the following equation:
Unil
_ _a _2 At2 (ut)zx= auz + 7
a2At
u XX.
At 6
At this point, it should be clear that, in spite of the appearance of equation ( 5 ) , the term
involving uxx is not to be thought of as an additional artificial diffusion term, but rather as
part of the difference approximation to u;. We emphasize that the third-order derivative term
in Taylor series expansion (3) has purposely been expressed in equation (4)in a mixed
spatial-temporal form. In fact, the presence in the governing equation of third-order spatial
derivatives would prevent us from employing Co finite elements for spatial discretization,
whereas the adopted mixed form simply leads to modify the usual consistent mass matrix.
This is achieved by replacing u: in equation ( 5 ) by ( u n + l - u n ) / A t so
, that the semi-discrete
equation ( 5 ) transforms into the following generalized Euler time-stepping method:
( ~ - -a- 2g At2
---~,,)(~ n+l
A L u n ) = a u ; + a- 2 A tU X X .
104 J. DONEA

To obtain a fully discrete equation we apply the Galerkin formulation to equation (6) with
local approximations of the form

Denoting by (u,v ) the L2 inner product uv dx over the domain of the problem, the Galerkin
equations take the form

((1 -T&~)(U"+'
a' At2
-U")-a
a 2 At2
di)= 0
AtU: -------IY:~,
2 for all i.

Equations (8) are clearly valid for arbitrary basis functions di and form the basis for developing
Euler-Taylor-Galerkin (ETG) finite element schemes for the scalar convection problem in
equation (1).

Application to linear basis functions

In the case of piecewise linear basis functions on a uniform mesh size h, equation (8) may
be written in terms of the nodal parameters U ; as
[1+i( Uyc1- U; ) = CAOU; + iC2S2U;,
1- C2)S2]( (9)
where C = a A t l h is theCourantnumber,AoUl=~(U,+l-U,-l),and S2Ul= U 1 - , - 2 q + Ul+l.
To analyse the properties of the ETC scheme (9) we substitute a Fourier mode eikxinto it
and setting p = kh find an amplification in one time step of
~ ( p ) l= + [ l - ~ ( l - ~ ~ ) s i n ~ i p l -sinp-2C2sin2%p]
'[i~ (10)
which, in the asymptotic limit p + 0, reduces to
- 1
A ( p ) 1 +iCp -2C p
2 2-1
6iC3p3
+0(p4)
to be compared with e'" for the differential equation. It follows that the ETG scheme (9) is
third-order accurate. The stability condition reads C S 1 and since \A ( p ) \ = 1 for C = 1 the
scheme possesses the so-called unit C.F.L. property, i.e. signals are propagated without
distortion when the characteristics pass through the nodes.
At this point, it should be noted that the ETG scheme (9) is identical to the Petrov-Galerkin
scheme EPG I1 of Morton and P a r r ~ t t .It~ appears, however, that the present Taylor-
Galerkin method is more straightforward and more easily generalized than their Petrov-
Galerkin approach. It is also interesting to observe that the right-hand side of equation (9) is
the same as that in Lax-Wendroff and Leith's finite difference schemes. It is the presence of
a consistent mass matrix in the Galerkin finite element method which has made it possible to
significantly improve the accuracy with respect to the above finite difference schemes.
Remark. One could argue that the presence of a consistent mass matrix in an explicit
time-stepping scheme represents a serious disadvantage from the point of view of the computa-
tional efficiency of the method. While we agree that the use of a diagonal mass matrix is
virtually mandatory to make explicit schemes viable, we have also shown" that it is perfectly
possible to exploit the beneficial effect of the consistent mass matrix in a lumped-explicit
context. This may be achieved by using a two-pass explicit procedure which for the ETG
scheme (9) would read
1 2 2
(UY" - U;)'l'= CAOU; +?C S U;
(11)
(V,"" - u;)'2'=
(U;+l - U ; ) ' l ' - i ( l -C2)$(U;+' - u;)'1)*
 CONVECTIVE TRANSPORT PROBLEMS 105

This two-pass explicit scheme gives the following amplification in one time-step:

A ( p ) = [ I -C2(1-COS p) -&"(I - c2)(3

-4 COS p +cOS 2p)]
+iics i n p [ 4 - ~ * - ( 1 - ~ ~cosp]
)
- 1+iCp-$C2p2-$iC3p3+H.0.T., asp+O. (12)

Therefore, the two-step scheme (11) based on a diagonal mass representation retains the
third-order accuracy of the consistent scheme (9). The stability requirement is again C G 1
and the unit C.F.L. property is also maintained.

Dissipation and dispersion errors

It is particularly important in assessing finite element methods to evaluate the accuracy
outside the asymptotic limit. So in Table I we give the phase error A and amplification factor

Table I. Phase errors A in units of wavelength, and amplification factors G after one oscillation for
Euler time stepping

Euler-Taylor-Galerkin Euler-Taylor-Galerkin
(consistent mass (two-pass, diagonal
Lax-Wendro ff matrix) mass matrix)
c P A G A G A G

0.2 rr/4 -0.0951 0-936 -0.0018 0.974 -0.0106 0-970

TI2 -0.3462 0.676 -0.0359 0.755 -0.1348 0.714
3~/4 -0.6803 0.462 -0.2538 0.273 -0.49 12 0.342
0.5 ~ / 4 -0.0719 0.878 0.0 0.951 -0.0052 0.945
TI2 -0.2513 0.436 0.0 0.624 -0.0606 0,555
3~14 -0.5309 0,139 0.0 0.133 -0.2265 0.106
0.9 ~ / 4 -0.0163 0.948 0.0009 0.982 0.0005 0.981
TI2 -0.0361 0.716 0.0122 0.887 0.0093 0.874
3~/4 -0.0039 0.551 0.0506 0-812 0.0456 0.781

G for Fourier modes corresponding to p =~ , / and

/4~ 2 3 ~ / 4and for Courant numbers
C = 0 . 2 , 0.5 and 0.9. In each case, A and G are calculated after one complete oscillation so
that in terms of A given by equations (10) or (12) we have

G = ]A 1"; A = n (arg A - Cp)/27r, where n = 2 ~ / C p . (13)

In Table I, both the consistent ETG scheme (9) and its two-step purely explicit version (11)
are compared with the Lax-Wendroff scheme (the latter scheme corresponds to scheme (9)
with a diagonal mass matrix). There is clearly a valuable improvement compared with Lax-
Wendroff, especially in phase speeds. Both Taylor-Galerkin schemes exhibit a particularly
high phase-accuracy over the whole stable range of C. The two-step algorithm with its diagonal
mass representation appears to be quite attractive, for it yields much better results than
Lax-Wendroff with only a small additional cost for the second-step calculation. The improved
properties of the new ETG schemes are confirmed by numerical experiments convecting a
Gaussian profile, results of which are given in Figure 1.
106 J. DONEA

Figure 1. Solutions of u, = au, by (a) ETG scheme ( 9 ) , (b) ETG two-step fully explicit scheme ( l l ) ,(c) Lax-Wendroff
(-,exact; -a-, C=0.45;---, C=0.90)

METHOD BASED ON LEAP-FROG TIME STEPPING

Taylor-Galerkin formulation
We consider again the scalar convection equation (l),but now replace the time derivative
with the standard leap-frog discretization. This gives
U*+l -un-l
= auz.
2 At
As is well known, the use of centred difference to discretize the right-hand side of equation
(14) produces a method which is second-order accurate in space and time. Foy the case
a = constant and provided C s 1 the leap-frog method is marginally stable, i.e. Ih I = 1 for all
p, and has thus zero damping error. The good properties of the leap-frog method result from
the fact that the left-hand side of equation (14) is a second-order accurate approximation to
u:. Using a standard Galerkin discretization method on a uniform mesh, the method becomes
 CONVECTIVE TRANSPORT PROBLEMS 107

fourth-order accurate in space, but remains indeed second-order accurate in the time step.
To obtain an improved order of accuracy in At we shall apply a Taylor-Galerkin method
based on the following forward and backward time expansions:
At2 At3
U n + ~ = U n + ~ t U ; + - ~ ~ + - ~ u ; , , + ~ ( ~ t 4 )
2 6

from which we deduce an improved approximation to the temporal derivative at time I= n At

in the form

Introduction of this improved approximation into the left-hand side of equation (14),followed
by substitution of the third time-derivative with the mixed form in equation (4), gives the
following semi-discrete equation:

which represents a generalized leap-frog discretization of the convection equation. The associ-
ated Galerkin equations are

((1 a 2 At2
U"-')-2a AtU:, di
- 6 dXx)(Un+'-

and form the basis for developing leap-frog-Taylor-Galerkin (LFTG) finite element schemes
for the scalar convection equation (1).

Application to linear basis functions

Under the assumption of linear basis functions on a uniform mesh, the following LFTG
scheme is obtained in terms of the nodal parameters U,":

[1+~(1-C2)~'](U,"''
-U:-')=2CAoU: for allj. (19)
This scheme is identical to that devised by Morton and Parrott' using a Petrov-Galerkin
approach. It is fourth-order accurate and the stability condition reads C s 1.
Remark. As with Euler time stepping, the inconvenience of having a consistent mass matrix
within an explicit context may be circumvented by using a two-step lumped-explicit procedure
which for LETG scheme (19) reads
(U;+' - UY-' )(l) = 2CAoU,"
(U;" -U;-1)'2'=(u;+l - U;-l)(')-6(1-C')s2(u:+l - uJ
n-1 )(1) .
(20)

Application of this two-step process gives the scheme

108 J. DONEA

which has an amplification factor for the true mode i n t h e form

A ( p ) = ib + (1 - b2)’/’
where
c‘
b ( p ) = 3 sin p[(4 - C2)- (1- C2)cosp].

It follows that the two-step fully explicit LFTG scheme (21) conserves the fourth-order accuracy
of the consistent scheme in equation (19). Moreover, the stability requirement remains C 1.

Table 11. Phase errors A in units of wavelength after one oscillation of each mode, for leap-frog time
stepping

Galerkin Taylor-Galerkin
(two-pass, (two-pass, Finite
Galerkin Taylor-Galerkin diagonal) diagonal) differences
C P A A A A A

0.2 n-/4 0.0019 -0.0025 -0.0078 -0.0113 -0.0966

n-12 -0.0301 -0.0497 -0.1408 -0.1496 -0.3590
3n-14 -0.2905 -0.3274 -0.5252 -0.5322 -0.6988
0.5 n-14 0.0252 -0.0033 0.0149 -0.0089 -0.0798
n-12 0.0798 -0.0709 -0.0709 -0.1404 -0.3333
3n-14 -0.1834 -0.4358 -0.5008 -0.5512 -0.6933
0.9 n-/4 -0.0019 -0.0023 -0.0241
n-12 -0.0875 -0,0971 -0.2079
3n-14 -0.6253 -0.6309 -0,6747

Dispersion errors
The phase errors of the consistent LFTG scheme (19) and its two-step lumped-explicit
version (21) are compared in Table TI with those of the consistent and two-step diagonal
Galerkin methods and with the standard leap-frog finite difference scheme. By the Taylor-
Galerkin method the stability as well as the accuracy of Galerkin has been extended up to
C = 1 (consistent Galerkin is stable’ only for C ~ 0 . 5 7 7and the two-step Galerkin” for
C s 0.729). The improved phase-accuracy of the two-step explicit Taylor-Galerkin method
 CONVECTIVE TRANSPORT PROBLEMS 109

Figure 2. Solutions of u, = au, by (a) LFTG scheme (19), (b) leap-frog Galerkin, (c) LFTG two-step fully explicit
scheme (20), (d) leap-frog finite differences (-, exact; -.--, C =0.45;---, C=0.90)

with respect to the standard finite difference method is particularly evident. The performances
of the various leap-frog methods are illustrated in Figure 2 for the convection of a Gaussian
profile. Although all methods give oscillatory wakes in the solutions, the improved phase-
accuracy of Taylor-Galerkin with respect to Galerkin and the finite difference scheme is
evident from Figure 2.
110 J. DONEA

METHOD BASED ON CRANK-NICOLSON TIME STEPPING

Taylor-Galerkin formulation
When applied to equation (l),the standard Clrank-Nicolson discretization gives

If a central difference approximation is employed to discretize the spatial term, the method
is unconditionally stable ((A I = 1 identically) and second-order accurate in space and time.
With a conventional Galerkin finite element discretization on a uniform mesh, the method
becomes fourth-order accurate in space, but remains indeed second-order accurate in the time
step. To obtain an improved order of accuracy in At we shall apply a Taylor-Galerkin method
based on the following Taylor series expansions:

Subtracting the second development from the first one, we write

Un+l-Un 1 At At2
At
= z(u: + u :+I) + $u.a - u:+') +-(u
12
:t + u ;:I) (26)

or, replacing the time derivatives by spatial derivatives by means of equations (1)and (4),

2 At a2At2
Un+l-Un

At
= za (uZ + u :+l) +a4 (u :
,- u n+l
xx ) + ~ a x x ( U : + U : + ~ ) .

We now pose

so that equation (27) takes the form

n+l
a 2At2 a 2 At
= $a ( u :+ u 1+' + 7 (uEx - u :
'
which represents a generalized Crank-Nicolson time discretization of the convection equation.
To obtain a fully discrete equation we apply the Galerkin formulation to equation (29) and write

a2 At2
--(u:~
4
- C J : Z ~ ) , ~ ~ ) = O foralli.

Equation (30) is the Crank-Nicolson-Taylor-Galerkin (CNTG) model of the scalar convection

equation (1).
 CONVECTIVE TRANSPORT PROBLEMS 111

Application to linear basis functions

Under the assumption of piecewise linear basis functions on a uniform mesh, the following
scheme is obtained from equation (30) in terms of the nodal parameters U ; :
C C’
[ 1 + $(1- C’) S’](V,”’ - U?) --Ao(Uy
2
+ U;+’ ) --S2((V;
4
- U;+’ ) = 0 for all j . (31)

This CNTG scheme has an amplification factor of the form

a + i b - (a’-bb)+2iab
A(p)=-- (32)
a -ib a2+b2
where
2+c2
a = 1- ( 7
sin2 $ p)
; b = iC sin p .

It follows that I A ( p ) l = 1 identically for all C and the CNTG scheme (31) is therefore
unconditionally stable and non-dissipative. In addition, in the asymptotic limit p + O the
amplification factor (32)reduces to
(33)
to be compared with eiCPfor the differential equation. Thus, as was the aim of the construction,
the CNTG scheme (31) is fourth-order accurate.

Phase errors
Phase errors for CNTG are given in Table I11 and compared with those of Crank-Nicolson-
Galerkin and the third-order Crank-Nicolson-Petrov-Galerkin scheme of Morton and
Parrott.s The Galerkin values show a deterioration of accuracy as the Courant number
increases, in contrast to the Petrov-Galerkin and Taylor-Galerkin methods which show a
superior accuracy that improves as the Courant number increases. One also notes the dissipative
character of the Petrov-Galerkin scheme. The accuracy of the various Crank-Nicolson schemes
is illustrated in Figure 3 for the convection of a Gaussian profile. The solutions were calculated
for C = 0.45 and 0.9 and are remarkably free from oscillations with both Taylor-Galerkin
and Petrov-Galerkin, the latter method being slightly dissipative.

Table 111. Phase errors A in units of wavelength, and damping factors G after one oscillation of each
mode for Crank-Nicolson time stepping

C-N Galerkin C-N Petrov-Galerkin’ C-N Taylor-Galerkin

C P A G A G A G

-0.0043 1.0 -0.0021 0.995 -0.0022 1.0

-0.0521 1.0 -0.0424 0.944 -0.0427 1.0
-0.3097 1.0 -0.2898 0.765 -0.2914 1.0
-0.0173 1.0 -0.0009 0.973 -0-0015 1.0
-0.0942 1.0 -0.0165 0.756 -0.0283 1.0
-0.3458 1.0 -0.1078 0.291 -0.2077 1.0
-0.0408 1.0 0.0006 0.983 -0.0003 1.0
-0.1600 1.0 0.0100 0.888 -0.0063 1.0
-0.4001 1.0 0.0462 0.802 -0.0488 1.0
112 J. DONEA

Figure 3. Solutions of u, = au, by (a) CNTG scheme (31), (b) Crank-Nicolson-Petrov-Galerkin,' (c) Crank-Nicolson-
Galerkin (-, exact; -*-, C = 0.45; ---, C = 0.90)

APPLICATION TO VARIABLE COEFFICIENT PROBLEMS

As a first step towards extending the Taylor-Galerkin method to practical problems we shall
consider the variable coefficient equation

and apply the generalized Euler time-stepping method. Following the procedure described in
the second section, we use a €orward-time Taylor series expansion to write
-Un
Un+l

At
= u: +-At2 u:, +-At2
6
u;,. (35)

By time differentiation of equation (34) we have

2
Urt =-a,(au,)=a,(a a,(au))=a,(a u,)+a,(aa,u) (36)
 CONVECTIVE TRANSPORT PROBLEMS 113

and
2
- 3, (aa,u 1,
utft= a, ( a 8, (u,>>- 8, (a2axux)
where a, = aa/ax and u, = du/ax, so that equation (35) may be rewritten as

[ (
1-a, a 2_
_ tt2 un+l -
At
Un
= -a,(a"u") +a,(a^2u:) (37)

where we have posed

a2At - TAta x ) .
z 2= -(I
2
Equation (37) represents the generalized Euler time-stepping method for the variable
coefficient equation (34).Generalized leap-frog and Crank-Nicolson methods could be derived
along a similar line.
Application of the Galerkin process to equation (37) yields Euler-Taylor-Galerkin (ETG)
finite element schemes for the variable coefficient problem in equation (34) in the form
( [ l - ~ , ( a~ 2aAt2
,)](U""-U")+At d,(a"U")-At a x ( 6 2 U : ) , 4 i ) = 0 foralli. (39)

The ETG scheme derived from equation (39) under the assumption of piecewise linear
basis functions, as well as the corresponding leap-frog and Crank-Nicolson methods, have
been tested on the following problem devised and used by Morton and Parrott?
U
ut+ax(-)1+2x =o x E[O, TI,
with the initial-boundary data
u(0, t)=O, u ( x , O ) = ( l + 2 x ) s i n 9 x 7 x ~ [ O , ~ / 3=] ,O , X E [ T / ~TI.
, (41)
The exact solution is
u (x,t ) = (1 + 2x)sin 9{[x2+ x - t +4]
1 1 / 2 - 3)
1
for 0sx2+ x - t d [ ~ / 3 ( 1 +
~ / 3 ) ] (42)
and zero elsewhere. Solutions using the ETG scheme, its two-step fully explicit version and
Lax-Wendroff are displayed in Figure 4 and compared with the exact solution. One notes
that a substantial reduction in phase error and dissipation is obtained by the ETG schemes.
In Figure 5 we have reported solutions obtained with a leap-frog-Taylor-Galerkin method,
with standard Galerkin and with finite differences. Finally, Figure 6 shows results for a
Crank-Nicolson-Taylor-Galerkin method and for conventional Galerkin.

EXTENSION TO MULTI-DIMENSIONAL PROBLEMS

The schemes which have been devised in the preceding sections for a one-dimensional
convection problem have demonstrated the value of the Taylor-Galerkin method as compared
with the purely Galerkin approach. However, to be of practical interest the Taylor-Galerkin
method should be applicable to multi-dimensional problems as well. To show that this is
114 J. DONEA

Figure 4. Solutions of equations (40) and (41) by (a) ETG, (b) ETG two-step fully explicit, (c) Lax-Wendroff. The
quantity plotted is u/(1+2x) after 80 time steps (60 elements, At/Ax =0.45,two-point Gaussian quadrature rule)

effectively the case, we shall consider the problem of convecting a scalar quantity in a
three-dimensional incompressible flow field and develop the associated Euler-Taylor-Galerkin
method. The governing equation for the problem is
Uf +v * (vu) = 0 (43)
with V v = 0.
 CONVECTIVE TRANSPORT PROBLEMS 115

Figure 5. Solutions of equations (40) and (41) by (a) LFTG, (b) leap-frog Galerkin, ( c ) leap-frog finite difference

To develop a generalized Euler time-stepping method for equation (43) we employ a

forward-time Taylor series expansion and exploit the solenoidal character of the velocity field
to write
Un+l - n
(44)
At
116 J. DONEA

Figure 6. Solutions of equations (40) and (41) by (a) CNTG, (b) Crank-Nicolson-Galerkin

By differentiation of equation (43) we have

so that upon substitution of u, with equation (43) and utt with equation (45), the semi-discrete
equation (44) may be rewritten in the following form:

u
n+l
- u n = -[v-% - V)v - V U " +-vAt . (v - V)VU" +-v
At2
* V(v VU,). (46)
At 2 2 6

Although rather involved, equation (46) has an interesting structure. The first term in the
right-hand side is a generalized convective term which accounts for the spatial variations of
the velocity field. The second term, in spite of its appearance, is clearly not to be thought of
as an additional multi-dimensional artificial diffusion term, but rather as part of the difference
approximation to u Fa Interestingly enough, this term possesses the tensorial structure which
was arrived at by Brooks and Hughes6-' in their streamline upwind Petrov-Galerkin formula-
tion. The last term in equation (46) originates from the third time derivative term in Taylor
series expansion and after substitution of ut with (un+'- u " ) / A t , it may be transferred to the
left-hand side of the equation to produce the following generalized Euler time-stepping
 CONVECTIVE TRANSPORT PROBLEMS 117

method:
)(U"+;;U')
=-
[v--(vAt * V)v
]- VU"
At
+-v * (v * V)VU". (47)
2 2
To obtain a fully discrete equation we apply the Galerkin formulation to equation (47) and
the resulting equations represent the Euler-Taylor-Galerkin (ETG) method for the multi-
dimensional convective transport problem in equation (43).
The standard problem of the advection of a concentration cone in a two-dimensional, pure
rotation flow field was solved to test the multi-dimensional ETG method. The problem
statement is shown in Figure 7. The governing equations resulting from the application of the
Galerkin process to equation (47) are in the form
MI& = FI (48)

v, = - y
vy= x

u=o
__ t, u=o
_.

Figure 7. Rotating cone-problem statement

where, denoting by 4 the element shape functions

System (48)was solved using a two-step fully explicit algorithm of the type described in the
second section. A mesh of 30 x 30 bilinear elements was employed and the Courant number
at the peak of the cone was approximately 0.45, corresponding to a full 360" rotation of the
118 J. DONEA

Figure 8. Rotating cone-elevations of u after one rotation (100 time steps): (a) exact; (b) ETG scheme in equations
(48)-(50) soIved by a two-step fully explicit method

cone in 100 time steps. The exact solution consists of a rigid rotation of the cone about the
centre of the mesh. Numerical results for a full rotation are shown in Figure 8. The absence
of significant spurious leading and trailing waves indicates good phase accuracy. In addition,
the final height of the cone was found 97 per cent of its original value, indicating a minimal
dissipation error.
 CONVECTIVE TRANSPORT PROBLEMS 119

CONCLUSIONS
The Taylor-Galerkin method described in the present paper was ’shown to be capable of
producing numerical schemes of high accuracy for the solution of convective transport problems
in one or more space dimensions. The success of the method is clearly due to markedly
improved approximations to the time derivative term afforded by the use of Taylor series
expansions including the second and third time derivatives. The method is quite easy to
implement and, in contrast to the Petrov-Galerkin weighted residual formulation, it does not
require the use of special weighting functions nor the determination of free parameters to
maximize the accuracy.
Much still remains to be done, however, to extend the method to deal with convective
transport problems in time-dependent flow fields and to devise optimal Taylor-Galerkin
schemes for mixeU convective-diff usive situations. Work is already in progress along these
lines and will be described in a forthcoming paper.

ACKNOWLEDGEMENTS

The author expresses his appreciation to Drs. K. Morgan and L. Quartapelle for very helpful
discussions during the preparation of the present paper. The assistance of S. Giuliani, who
was in charge of the numerical applications, is also gratefully acknowledged.

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