Computational Fluid Dynamics JOURNAL vol.xx no.x February 2004 (pp.

)
COMPRESSIBLE FLOW SUPG STABILIZATION
PARAMETERS COMPUTED FROM ELEMENT-EDGE
MATRICES
L. Catabriga

A.L.G.A. Coutinho

T.E. Tezduyar

Abstract
For the streamline-upwind/Petrov-Galerkin (SUPG) formulation of inviscid compressible ows,
we present stabilization parameters calculated based on the element-edge matrices and degree-of-
freedom submatrices of those element-edge matrices. In performance tests involving supersonic
ows and shocks, we compare these stabilization parameters with the ones dened based on the
element matrices. In both approaches the formulation includes a shock-capturing parameter. We
investigate the dierence between updating the stabilization and shock-capturing parameters at
the end of every time step and at the end of every nonlinear iteration within a time step. The
formulation also involves an algorithmic feature that is based on freezing the shock-capturing
parameter at its current value when a convergence stagnation is detected.
Key Words: Euler equations, compressible ow, nite elements, edge-based data
structures, stabilization parameter
1 INTRODUCTION
In nite element computation of compressible ows,
the streamline-upwind/Petrov-Galerkin (SUPG) for-
mulation [19, 20, 11] is now one of the most estab-
lished and preferred stabilized formulations. Stabi-
lized formulations such as the SUPG formulation of
compressible ows, SUPG formulation of incompress-
ible ows [8, 1], and the pressure-stabilizing/Petrov-
Galerkin (PSPG) [14] formulation have some well-
pronounced advantages. They prevent numerical in-
stabilities in solving problems with high Reynolds or
Mach numbers and shocks or thin boundary layers,
as well as when using equal-order interpolation func-
tions for velocity and pressure. The SUPG and PSPG
Received on.
Department of Computer Science - Federal University of
Esprito Santo
Department of Civil Engineering - COPPE - Federal Uni-
versity of Rio de Janeiro
Mechanical Engineering, Rice University
c Copyright: Computational Fluid Dynamics JOUR-
NAL 2002
formulations are among the stabilized methods that
achieve these objectives without introducing excessive
numerical dissipation.
The SUPG formulation for incompressible ows was
rst introduced in an ASME paper [8], with further
studies and examples in [1]. The SUPG formulation
for compressible ows was rst introduced, in the con-
text of conservation variables, in a NASA technical re-
port [19]. A concise version of the technical report was
published as an AIAA paper [20], and a more thor-
ough version with additional examples as a journal
paper [11]. After that, several SUPG-like methods for
compressible ows were developed. TaylorGalerkin
method [7], for example, is very similar, and under cer-
tain conditions is identical, to one of the SUPG meth-
ods introduced in [19, 20, 11]. Another example of the
subsequent SUPG-like methods for compressible ows
in conservation variables is the streamline-diusion
method described in [12]. Later, following [19, 20, 11],
the SUPG formulation for compressible ows was re-
cast in entropy variables and supplemented with a
shock-capturing term [10]. It was shown in [13] that
2 L. CATABRIGA, A.L.G.A. COUTINHO, T.E. TEZDUYAR
the SUPG formulation introduced in [19, 20, 11], when
supplemented with a similar shock-capturing term, is
very comparable in accuracy to the one that was re-
cast in entropy variables. The PSPG formulation for
the NavierStokes equations of incompressible ows,
introduced in [14], assures numerical stability while
allowing us to use equal-order interpolation functions
for velocity and pressure. An earlier version of this
stabilized formulation for Stokes ow was introduced
in [9].
A stabilization parameter that is mostly known as
is embedded in the SUPG and PSPG formula-
tions. It involves a measure of the local length scale
(also known as element length) and other parame-
ters such as the element Reynolds and Courant num-
bers. Various element lengths and s were proposed
starting with those in [8, 1] and [19, 20, 11], followed
by the one introduced in [22], and those proposed in
the subsequently reported SUPG and PSPG methods.
Here we will call the SUPG formulation introduced
in [19, 20, 11] for compressible ows (SUPG)
82
,
and the set of s introduced in conjunction with that
formulation
82
. The stabilized formulation intro-
duced in [22] for advectiondiusionreaction equa-
tions included a shock-capturing term and a def-
inition that takes into account the interaction be-
tween the shock-capturing and SUPG terms. That
denition precludes compounding (i.e. augmen-
tation of the SUPG eect by the shock-capturing ef-
fect when the advection and shock directions coin-
cide). The used in [13] with (SUPG)
82
is a slightly
modied version of
82
. A shock-capturing parameter,
which we will call here
91
, was embedded in the
shock-capturing term used in [13]. Subsequent mi-
nor modications of
82
took into account the interac-
tion between the shock-capturing and the (SUPG)
82
terms in a fashion similar to how it was done in [22]
for advectiondiusionreaction equations. All these
slightly modied versions of
82
have always been used
with the same
91
, and we will categorize them here
all under the label
82-MOD
.
New ways of computing the s based on the ele-
ment matrices and vectors were introduced in [21] in
the context of the advectiondiusion equation and
the NavierStokes equations of incompressible ows.
These new denitions are expressed in terms of the
ratios of the norms of the matrices or vectors. They
automatically take into account the local length scales,
advection eld and the element Reynolds number.
Based on these denitions, a can be calculated for
each element or for each degree-of-freedom of each el-
ement, or, as it was proposed in [16, 17], for each
integration point of each element. It was proposed
in [21, 15, 18] that the stabilization parameters to
be used in advancing the solution from time level
n to n + 1 (including the parameter embedded in
a stabilization terms that resembles a discontinuity-
capturing term) should be evaluated at time level n
(i.e. based on the ow eld already computed for time
level n), so that we are spared from another level of
nonlinearity.
In [4], the denitions based on the element matri-
ces were used in conjunction with the (SUPG)
82
for-
mulation supplemented with the shock-capturing term
involving
91
. In conjunction with the same formula-
tion, in [5], we investigated the performances of the
denitions based on the element matrices, where a
is calculated for each degree-of-freedom of each el-
ement. These concepts are extended in this paper to
the edge-based implementation that was introduced
in [2]. We reported this eort rst in a conference pa-
per [6]. Our studies include comparisons between the
s calculated for each element and for each degree-
of-freedom of each element. We also investigate the
performance dierences between calculating the stabi-
lization and shock-capturing parameters at time level
n and at (every nonlinear iteration of) time level n+1.
The performance comparisons are based on test com-
putations involving supersonic ows and shocks. In
all test computations the shock-capturing parameter
is frozen when a convergence stagnation is detected.
2 EULER EQUATIONS
The system of conservation laws governing inviscid,
compressible ows are the Euler equations. In two
SUPG PARAMETERS COMPUTED FROM LOCAL MATRICES 3
dimensions these equations can be written in terms of
the conservation variables, U = (, u, v, e), as
U
t
+
F
x
x
+
F
y
y
= 0 on [0, T]. (1)
Here is the uid density, u = (u, v) is the velocity
vector, e is the total energy per unit mass, F
x
and
F
y
are the Euler uxes, is a domain in IR
2
, and T
is a positive real number. We denote the spatial and
temporal coordinates respectively by x = (x, y)
and t [0, T], where the superimposed bar indicates
set closure, and is the boundary of domain . We
consider ideal gases. Alternatively, Equation (1) can
be written as
U
t
+A
x
U
x
+A
y
U
y
= 0 on [0, T], (2)
where A
x
=
Fx
U
and A
y
=
Fy
U
. We assume that
we have an appropriate set of boundary and initial
conditions associated with Equation (2).
3 STABILIZED FORMULATION AND
STABILIZATION PARAMETERS
Considering a standard discretization of into -
nite elements, the (SUPG)
82
formulation for the Eu-
ler equations in conservation variables introduced in
[19, 20, 11], supplemented with a shock-capturing
term [13], is written as
_

W
h
.
_
U
h
t
+A
h
x
U
h
x
+A
h
y
U
h
y
_
d +
n
el

e=1
_

_
W
h
x
A
h
x
+
W
h
y
A
h
y
_
.
_
U
h
t
+A
h
x
U
h
x
+A
h
y
U
h
y
_
d +
n
el

e=1
_

91
_
W
h
x
.
U
h
x
+
W
h
y
.
U
h
y
_
d = 0. (3)
Here W
h
and U
h
are the nite-dimensional test and
trial functions that are dened on standard nite el-
ement spaces. In Equation (3), the rst integral cor-
responds to the Galerkin formulation, the rst series
of element-level integrals are the SUPG stabilization
terms, and the second series of element-level integrals
are the shock-capturing terms added to the variational
formulation to prevent spurious oscillations around
shocks. The shock-capturing parameter,
91
, is eval-
uated here using the approach proposed in [13]. We
dene the following element-level matrices:
m :
_

e
W
h
.
U
h
t
d (4)

k :
_

e
_
W
h
x
.A
h
x
A
h
x
U
h
x
+
W
h
x
.A
h
x
A
h
y
U
h
y
+
W
h
y
.A
h
y
A
h
x
U
h
x
+
W
h
y
.A
h
y
A
h
y
U
h
y
_
d
(5)
c :
_

e
_
W
h
x
.A
h
x
U
h
t
+
W
h
y
.A
h
y
U
h
t
_
d (6)
c :
_

e
_
W
h
.A
h
x
U
h
x
+W
h
.A
h
y
U
h
y
_
d (7)
The conventional nite element data structure as-
sociates to each triangle e its connectivity, that is, the
mesh nodes I, J and K (see Fig. 1). In the edge-
s
I
J
K
L
f
e
Fig.1: Elements adjacent to edge s formed by nodes I
and J.
based data structure, each edge s is associated to the
adjacent elements e and f, thus to the nodes I, J, K
and L. Moreover, each element matrix can be disas-
sembled into its contributions to three edges, s, s + 1
and s + 2, with connectivities IJ, JK and KI, that
4 L. CATABRIGA, A.L.G.A. COUTINHO, T.E. TEZDUYAR
is,
_

_



_

_
. .
element e
=
_

_
0
0
0 0 0
_

_
. .
edge s
+
_

_
0 0 0
0
0
_

_
. .
edge s + 1
+
_

_
0
0 0 0
0
_

_
. .
edge s + 2
, (8)
where and are 4 4 submatrices, and 0 repre-
sents a 4 4 null matrix. Thus, all the contributions
pertaining to edge s will be present in the adjacent el-
ements e and f. The resulting edge matrix is the sum
of the corresponding sub-element matrices containing
all the contributions to nodes I and J, that is,
_


_
. .
edge s
=
_

_
. .
element e
+
_

_
. .
element f
, (9)
where and also represent 4 4 blocks. Consider-
ing a conventional elementwise description of a given
nite element mesh, the topological informations are
manipulated, generating a new edge-based mesh de-
scription. Instead of the element-level matrices de-
ned in Equations (4)-(7), we will use the edge-based
matrices dened as
m =
(A
e
+ A
f
)
12
_
I I
I I
_
(10)

k =
_
scpg
1
scpg
1
scpg
2
scpg
2
_
(11)
c =
_
sm
1
sm
2
sm
1
sm
2
_
(12)
c =
_
scg
1
scg
1
scg
2
scg
2
_
, (13)
where A
e
and A
f
are the areas of elements e and f,
and I is the identity matrix of order 4. The submatri-
ces are dened as,
scpg
1
= A
h
x
(s1A
h
x
+ s2A
h
y
) +A
h
y
(s3A
h
x
+ s4A
h
y
) (14)
scpg
2
= A
h
x
(s1A
h
x
+ s3A
h
y
) +A
h
y
(s2A
h
x
+ s4A
h
y
) (15)
sm1 =
1
6

(yKI + yIL)A
h
x
+ (xIK + xLI)A
h
y
)

(16)
sm2 =
1
6

(yJK + yLJ)A
h
x
+ (xKJ + xJL)A
h
y

(17)
scg
1
= sm1 (18)
scg
2
= sm2, (19)
where
s
1
=
1
4A
e
y
JK
y
KJ
+
1
4A
f
y
LJ
y
IL
(20)
s
2
=
1
4A
e
y
JK
x
IL
+
1
4A
f
y
LJ
x
LI
(21)
s
3
=
1
4A
e
x
KJ
y
KI
+
1
4A
f
x
JL
y
IL
(22)
s
4
=
1
4A
e
x
KJ
x
IK
+
1
4A
f
x
JL
x
LI
. (23)
In the equations above, x
ij
= x
i
x
j
, y
ij
= y
i
y
j
,
i, j = I, J, K, L.
We dene the SUPG parameters from the edge ma-
trices, as given in [21]:

g
=
_
1

r
S1
+
1

r
S2
_
1/r
, (24)
where

S1
=
c

S2
=
t
2
c
c
. (25)
Here t is the time step, b = max
1jnee
{|b
1j
| +
|b
2j
| + . . . + |b
nee,j
|}, n
ee
is the number of edge equa-
tions (number of edge nodes times the number of
degrees-of-freedom per node), and r is an integer pa-
rameter.
We can calculate a separate for each edge matrix
degree of freedom. The resulting stabilization param-
eter matrix is written as

dof
=
_

e
_

_
, (26)
where the subindexes (, u, v, e) are the primitive vari-
ables. Each
i
can be calculated by using the expres-
sion

i
=
_
1

r
S1i
+
1

r
S2i
_
1/r
, (27)
SUPG PARAMETERS COMPUTED FROM LOCAL MATRICES 5
where

S1i
=
c
i

k
i

S2i
=
t
2
c
i

c
i

. (28)
Here c
i
,

k
i
and c
i
are the submatrices of the edge ma-
trices for each degree-of-freedom i = , u, v, e. Theses
submatrices are dened by edge matrix coecients.
Let a general degree-of-freedom be denoted by i. The
corresponding edge submatrix b
i
can be expressed as
b
i
=
_
b
p1,1
b
p1,2
. . . b
p1,8
b
p2,1
b
p2,2
. . . b
p2,8
_
, (29)
where
if i = then (p1, p2) (1, 5)
if i = u then (p1, p2) (2, 6)
if i = v then (p1, p2) (3, 7)
if i = e then (p1, p2) (4, 8)
. (30)
The norms of these submatrices, used in Equation
(28), are computed by b
i
= max
1jnee
{|b
p1,j
| +
|b
p2,j
|}.
The solution is advanced in time by the implicit
predictor-multicorrector algorithm given in [11]. The
resulting linear systems of equations are solved by
a nodal-block diagonal element-by-element precon-
ditioned GMRES method. Although local time-
stepping can be used as shown in [3], all solutions
in this work are obtained using a xed time-step size
with CFL = 1.
4 NUMERICAL RESULTS
In this section we describe the test computations car-
ried out for two steady-state problems using the ele-
ment and edge data structures. The tolerance of the
preconditioned GMRES algorithm is 0.1, the dimen-
sion of the Krylov subspace is 5, and the number of
multicorrections is 3. All computations are initialized
with the inow values. The shock-capturing param-
eter is frozen when a convergence stagnation is de-
tected. The symbol
g
represents s calculated based
on element-level and edge-level matrices. The symbol

dof
represents s calculated based on the degree-of-
freedom sub-matrices of the element-level and edge-
level matrices.
4.1 Oblique Shock
The rst problem is a Mach 2 uniform ow over a
wedge, at an angle of 10

with respect to a horizontal

emanating from the leading edge of the

x
y
M = 2.0
M = 1.64052
Fig.2: Oblique shock problem description.
The computational domain is a square with 0 x
1 and 0 y 1. Prescribing the following inow data
on the left and top boundaries results in a solution
with the following outow data:
Inow
_

_
M = 2.0
= 1.0
u = cos10
0
v = sin10
0
p = 0.17857
Outow
_

_
M = 1.64052
= 1.45843
u = 0.88731
v = 0.0
p = 0.30475
(31)
Here M is the Mach number and p is the pressure.
Four Dirichlet boundary conditions are imposed at
the left and top boundaries, the slip condition with
v = 0 is set at the bottom boundary, and no boundary
condition is imposed at the outow (right) boundary.
A 2020 mesh with 800 linear triangles and 441 nodes
is employed.
Figures (3)-(6) and Tables (1) and (2) show the per-
formances of the element and edge versions of
g
and

dof
.
6 L. CATABRIGA, A.L.G.A. COUTINHO, T.E. TEZDUYAR
0.8
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
0 0.2 0.4 0.6 0.8 1
edge
element
exact
(a) Density prole at x = 0.9.
1e-11
1e-10
1e-09
1e-08
1e-07
1e-06
1e-05
0.0001
0.001
0.01
0.1
0 100 200 300 400 500 600 700 800 900
edge
element
(b) Evolution of density residual.
Fig.3: Oblique shock solutions and residuals ob-
tained with the element and edge versions of
g
and
the iteration update.
Table 1: Oblique shock computational costs (in
number of time steps, GMRES iterations and CPU
seconds) for the element and edge versions of
g
.
Iteration update
Data structure N
GMRES
N
steps
time(sec)
Edge 4,162 797 84
Element 4,287 846 149
Time-step update
Data structure N
GMRES
N
steps
time(sec)
Edge 4,845 833 85
Element 4,246 838 145
0.8
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
0 0.2 0.4 0.6 0.8 1
edge
element
exact
(a) Density prole at x = 0.9.
1e-11
1e-10
1e-09
1e-08
1e-07
1e-06
1e-05
0.0001
0.001
0.01
0 100 200 300 400 500 600 700 800 900
edge
element
(b) Evolution of density residual.
Fig.4: Oblique shock solutions and residuals ob-
tained with the element and edge versions of
g
and
the time-step update.
Table 2: Oblique shock computational costs (in
number of time steps, GMRES iterations and CPU
seconds) for the element and edge versions of
dof
.
Iteration update
Data structure N
GMRES
N
steps
time(sec)
Edge 4,088 787 88
Element 4,902 833 97
Time-step update
Data structure N
GMRES
N
steps
time(sec)
Edge 4,965 822 87
Element 4,857 819 93
SUPG PARAMETERS COMPUTED FROM LOCAL MATRICES 7
0.8
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
0 0.2 0.4 0.6 0.8 1
edge
element
exact
(a) Density prole at x = 0.9.
1e-11
1e-10
1e-09
1e-08
1e-07
1e-06
1e-05
0.0001
0.001
0.01
0 100 200 300 400 500 600 700 800 900
edge
element
(b) Evolution of density residual.
Fig.5: Oblique shock solutions and residuals ob-
tained with the element and edge versions of
dof
and
the iteration update.
4.2 Reected Shock
This problem consists of three regions (R1, R2 and
R3) separated by an oblique shock and its reection
from a wall, as shown in Fig. (7). Prescribing the
following Mach 2.9 inow data in the rst region on
the left (R1), and requiring the incident shock to be at
an angle of 29

, leads to the following exact solution

_
M =2.9
=1.0
u =2.9
v =0.0
p =0.714286
0.8
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
0 0.2 0.4 0.6 0.8 1
edge
element
exact
(a) Density prole at x = 0.9.
1e-11
1e-10
1e-09
1e-08
1e-07
1e-06
1e-05
0.0001
0.001
0.01
0 100 200 300 400 500 600 700 800 900
edge
element
(b) Evolution of density residual.
Fig.6: Oblique shock solutions and residuals ob-
tained with the element and edge versions of
dof
and
the time-step update.
R2
_

_
M = 2.3781
= 1.7
u = 2.61934
v =0.50632
p = 1.52819
R3
_

_
M =1.94235
=2.68728
u =2.40140
v =0.0
p =2.93407
. (32)
The computational domain is a rectangle with 0
x 4.1 and 0 y 1. We prescribe the density,
velocities and pressure at the left and top boundaries,
8 L. CATABRIGA, A.L.G.A. COUTINHO, T.E. TEZDUYAR

x
y
y=0.25
1
2
3
M=2.9
M=2.3781
M=1.94235
29

23.28
Fig.7: Reected shock problem description.
the slip condition with v = 0 is imposed at the bottom
boundary, and no boundary condition is imposed at
the outow (right) boundary. We use an unstructured
mesh with 1,837 nodes and 3,429 elements.
(a) With
g
and iteration update.
(b) With
g
and time-step update.
(c) With
dof
and iteration update.
(d) With
dof
and time-step update.
Fig.8: Reected shock density contours obtained
with the edge versions of
g
and
dof
.
Figures (8)-(11) and Tables (3) and (4) show the
performances of the element and edge versions of
g
and
dof
.
5 CONCLUDING REMARKS
We highlighted, for the SUPG formulation of invis-
cid compressible ows, stabilization parameters de-
ned based the element-edge matrices and the degree-
(a) With
g
and iteration update.
(b) With
g
and time-step update.
(c) With
dof
and iteration update.
(d) With
dof
and time-step update.
Fig.9: Reected shock density contours obtained
with the element versions of
g
and
dof
.
Table 3: Reected shock computational costs (in
number of time steps, GMRES iterations and CPU
seconds) for the element and edge versions of
g
.
Iteration update
Data structure N
GMRES
N
steps
time(sec)
Edge 10,237 787 500
Element 9,127 844 948
Time-step update
Data structure N
GMRES
N
steps
time(sec)
Edge 11,161 846 544
Element 9,913 893 984
of-freedom submatrices of those element-edge matri-
ces. These denitions are expressed in terms of the
ratios of the norms of the matrices, and take auto-
matically into account the ow eld, the local length
scales, and the time step size. We carried out a num-
ber of test computations involving supersonic ows
and shocks. By inspecting the solution quality and
SUPG PARAMETERS COMPUTED FROM LOCAL MATRICES 9
1e-11
1e-10
1e-09
1e-08
1e-07
1e-06
1e-05
0.0001
0.001
0.01
0.1
0 100 200 300 400 500 600 700 800 900
Edge
Element
(a) With iteration update.
1e-11
1e-10
1e-09
1e-08
1e-07
1e-06
1e-05
0.0001
0.001
0.01
0 100 200 300 400 500 600 700 800 900
Edge
Element
(b) With time-step update.
Fig.10: Reected shock evolution of the density
residuals obtained with the element and edge versions
of
g
.
convergence history, we compared these stabilization
parameters with the ones dened based on the ele-
ment matrices. In both cases the formulation includes
a shock-capturing parameter. Also by inspecting the
solution quality and convergence history, we investi-
gated the performance dierence between updating
the stabilization and shock-capturing parameters at
time level n and at (every nonlinear iteration of) time
level n + 1. The formulation also involves activat-
ing an algorithmic feature that is based on freezing
the shock-capturing parameter at its current value
1e-11
1e-10
1e-09
1e-08
1e-07
1e-06
1e-05
0.0001
0.001
0.01
0.1
0 100 200 300 400 500 600 700 800 900
Edge
Element
(a) With iteration update.
1e-11
1e-10
1e-09
1e-08
1e-07
1e-06
1e-05
0.0001
0.001
0.01
0 100 200 300 400 500 600 700 800 900
Edge
Element
(b) With time-step update.
Fig.11: Reected shock evolution of the density
residuals obtained with the element and edge versions
of
dof
.
when a convergence stagnation is detected. We ob-
serve that in all cases the solution qualities are very
comparable. In terms of computational eciency,
denitions based on the element matrices are respond-
ing better to using degree-of-freedom submatrices (in
place of full matrices) than the denitions based on
the edge matrices. The edge-based implementation is
computationally more ecient than the element-based
implementation. However, this advantage is less pro-
nounced for the degree-of-freedom submatrices than it
is for the full matrices.
10 L. CATABRIGA, A.L.G.A. COUTINHO, T.E. TEZDUYAR
Table 4: Reected shock computational costs (in
number of time steps, GMRES iterations and CPU
seconds) for the element and edge versions of
dof
.
Iteration update
Data structure N
GMRES
N
steps
time(sec)
Edge 9,689 867 544
Element 9,138 845 584
Time-step update
Data structure N
GMRES
N
steps
time(sec)
Edge 9,133 862 528
Element 9,278 817 579
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