Spectral Methods in Fluid Dynamics

1. Introduction.- 1.1. Historical Background.- 1.2. Some Examples of Spectral Methods.- 1.2.1. A Fourier Galerkin Method for the Wave Equation.- 1.2.2. A Chebyshev Collocation Method for the Heat Equation.- 1.2.3. A Legendre Tau Method for the Poisson Equation.- 1.2.4. Basic Aspects of Galerkin, Tau and Collocation Methods.- 1.3. The Equations of Fluid Dynamics.- 1.3.1. Compressible Navier-Stokes.- 1.3.2. Compressible Euler.- 1.3.3. Compressible Potential.- 1.3.4. Incompressible Flow.- 1.3.5. Boundary Layer.- 1.4. Spectral Accuracy for a Two-Dimensional Fluid Calculation.- 1.5. Three-Dimensional Applications in Fluids.- 2. Spectral Approximation.- 2.1. The Fourier System.- 2.1.1. The Continuous Fourier Expansion.- 2.1.2. The Discrete Fourier Expansion.- 2.1.3. Differentiation.- 2.1.4. The Gibbs Phenomenon.- 2.2. Orthogonal Polynomials in ( - 1, 1).- 2.2.1. Sturm-Liouville Problems.- 2.2.2. Orthogonal Systems of Polynomials.- 2.2.3. Gauss-Type Quadratures and Discrete Polynomial Transforms.- 2.3. Legendre Polynomials.- 2.3.1. Basic Formulas.- 2.3.2. Differentiation.- 2.4. Chebyshev Polynomials.- 2.4.1. Basic Formulas.- 2.4.2. Differentiation.- 2.5. Generalizations.- 2.5.1. Jacobi Polynomials.- 2.5.2. Mapping.- 2.5.3. Semi-Infinite Intervals.- 2.5.4. Infinite Intervals.- 3. Fundamentals of Spectral Methods for PDEs.- 3.1. Spectral Projection of the Burgers Equation.- 3.1.1. Fourier Galerkin.- 3.1.2. Fourier Collocation.- 3.1.3. Chebyshev Tau.- 3.1.4. Chebyshev Collocation.- 3.2. Convolution Sums.- 3.2.1. Pseudospectral Transform Methods.- 3 2 2 Aliasing Removal by Padding or Truncation.- 3.2.3. Aliasing Removal by Phase Shifts.- 3.2.4. Convolution Sums in Chebyshev Methods.- 3.2.5. Relation Between Collocation and Pseudospectral Methods.- 3.3. Boundary Conditions.- 3.4. Coordinate Singularities.- 3.4.1. Polar Coordinates.- 3.4.2. Spherical Polar Coordinates.- 3.5. Two-Dimensional Mapping.- 4. Temporal Discretization.- 4.1. Introduction.- 4.2. The Eigenvalues of Basic Spectral Operators.- 4.2.1. The First-Derivative Operator.- 4.2.2. The Second-Derivative Operator.- 4.3. Some Standard Schemes.- 4.3.1. Multistep Schemes.- 4.3.2. Runge-Kutta Methods.- 4.4. Special Purpose Schemes.- 4.4.1. High Resolution Temporal Schemes.- 4.4.2. Special Integration Techniques.- 4.4.3. Lerat Schemes.- 4.5. Conservation Forms.- 4.6. Aliasing.- 5. Solution Techniques for Implicit Spectral Equations.- 5.1. Direct Methods.- 5.1.1. Fourier Approximations.- 5.1.2. Chebyshev Tau Approximations.- 5.1.3. Schur-Decomposition and Matrix-Diagonalization.- 5.2. Fundamentals of Iterative Methods.- 5.2.1. Richardson Iteration.- 5.2.2. Preconditioning.- 5.2.3. Non-Periodic Problems.- 5.2.4. Finite-Element Preconditioning.- 5.3. Conventional Iterative Methods.- 5.3.1. Descent Methods for Symmetric, Positive-Definite Systems.- 5.3.2. Descent Methods for Non-Symmetric Problems.- 5.3.3. Chebyshev Acceleration.- 5.4. Multidimensional Preconditioning.- 5.4.1. Finite-Difference Solvers.- 5.4.2. Modified Finite-Difference Preconditioners.- 5.5. Spectral Multigrid Methods.- 5.5.1. Model Problem Discussion.- 5.5.2. Two-Dimensional Problems.- 5.5.3. Interpolation Operators.- 5.5.4. Coarse-Grid Operators.- 5.5.5. Relaxation Schemes.- 5.6. A Semi-Implicit Method for the Navier-Stokes Equations.- 6. Simple Incompressible Flows.- 6.1. Burgers Equation.- 6.2. Shear Flow Past a Circle.- 6.3. Boundary-Layer Flows.- 6.4. Linear Stability.- 7. Some Algorithms for Unsteady Navier-Stokes Equations.- 7.1. Introduction.- 7.2. Homogeneous Flows.- 7.2.1. A Spectral Galerkin Solution Technique.- 7.2.2. Treatment of the Nonlinear Terms.- 7.2.3. Refinements.- 7.2.4. Pseudospectral and Collocation Methods.- 7.3. Inhomogeneous Flows.- 7.3.1. Coupled Methods.- 7.3.2. Splitting Methods.- 7.3.3. Galerkin Methods.- 7.3.4. Other Confined Flows.- 7.3.5. Unbounded Flows.- 7.3.6. Aliasing in Transition Calculations.- 7.4. Flows with Multiple Inhomogeneous Directions.- 7.4.1. Choice of Mesh.- 7.4.2. Coupled Methods.- 7.4.3. Splitting Methods.- 7.4.4. Other Methods.- 7.5. Mixed Spectral/Finite-Difference Methods.- 8. Compressible Flow.- 8.1. Introduction.- 8.2. Boundary Conditions for Hyperbolic Problems.- 8.3. Basic Results for Scalar Nonsmooth Problems.- 8.4. Homogeneous Turbulence.- 8.5. Shock-Capturing.- 8.5.1. Potential Flow.- 8.5.2. Ringleb Flow.- 8.5.3. Astrophysical Nozzle.- 8.6. Shock-Fitting.- 8.7. Reacting Flows.- 9. Global Approximation Results.- 9.1. Fourier Approximation.- 9.1.1. Inverse Inequalities for Trigonometric Polynomials.- 9.1.2. Estimates for the Truncation and Best Approximation Errors.- 9.1.3. Estimates for the Interpolation Error.- 9.2. Sturm-Liouville Expansions.- 9.2.1. Regular Sturm-Liouville Problems.- 9.2.2. Singular Sturm-Liouville Problems.- 9.3. Discrete Norms.- 9.4. Legendre Approximations.- 9.4.1. Inverse Inequalities for Algebraic Polynomials.- 9.4.2. Estimates for the Truncation and Best Approximation Errors.- 9.4.3. Estimates for the Interpolation Error.- 9.5. Chebyshev Approximations.- 9.5.1. Inverse Inequalities for Polynomials.- 9.5.2. Estimates for the Truncation and Best Approximation Errors.- 9.5.3. Estimates for the Interpolation Error.- 9.5.4. Proofs of Some Approximation Results.- 9.6. Other Polynomial Approximations.- 9.6.1. Jacobi Polynomials.- 9.6.2. Laguerre and Hermite Polynomials.- 9.7. Approximation Results in Several Dimensions.- 9.7.1. Fourier Approximations.- 9.7.2. Legendre Approximations.- 9.7.3. Chebyshev Approximations.- 9.7.4. Blended Fourier and Chebyshev Approximations.- 10. Theory of Stability and Convergence for Spectral Methods.- 10.1. The Three Examples Revisited.- 10.1.1. A Fourier Galerkin Method for the Wave Equation.- 10.1.2. A Chebyshev Collocation Method for the Heat Equation.- 10.1.3. A Legendre Tau Method for the Poisson Equation.- 10.2. Towards a General Theory.- 10.3. General Formulation of Spectral Approximations to Linear Steady Problems.- 10.4. Galerkin, Collocation and Tau Methods.- 10.4.1. Galerkin Methods.- 10.4.2. Tau Methods.- 10.4.3. Collocation Methods.- 10.5. General Formulation of Spectral Approximations to Linear Evolution Equations.- 10.5.1. Conditions for Stability and Convergence: The Parabolic Case.- 10.5.2. Conditions for Stability and Convergence: The Hyperbolic Case.- 10.6. The Error Equation.- 11. Steady, Smooth Problems.- 11.1. The Poisson Equation.- 11.1.1. Legendre Methods.- 11.1.2. Chebyshev Methods.- 11.1.3. Other Boundary Value Problems.- 11.2. Advection-Diffusion Equation.- 11.2.1. Linear Advection-Diffusion Equation.- 11.2.2. Steady Burgers Equation.- 11.3. Navier-Stokes Equations.- 11.3.1. Compatibility Conditions Between Velocity and Pressure.- 11.3.2. Direct Discretization of the Continuity Equation: The "inf-sup" Condition.- 11.3.3. Discretizations of the Continuity Equation by an Influence-Matrix Technique: The Kleiser-Schumann Method.- 11.3.4. Navier-Stokes Equations in Streamfunction Formulation.- 11.4. The Eigenvalues of Some Spectral Operators.- 11.4.1. The Discrete Eigenvalues for Lu = ? uxx.- 11.4.2. The Discrete Eigenvalues for Lu = ? vuxx + bux.- 11.4.3. The Discrete Eigenvalues for Lu = ux.- 12. Transient, Smooth Problems.- 12.1. Linear Hyperbolic Equations.- 12.1.1. Periodic Boundary Conditions.- 12.1.2. Non-Periodic Boundary Conditions.- 12.1.3. Hyperbolic Systems.- 12.1.4. Spectral Accuracy for Non-Smooth Solutions.- 12.2. Heat Equation.- 12.2.1. Semi-Discrete Approximation.- 12.2.2. Fully Discrete Approximation.- 12.3. Advection-Diffusion Equation.- 12.3.1. Semi-Discrete Approximation.- 12.3.2. Fully Discrete Approximation.- 13. Domain Decomposition Methods.- 13.1. Introduction.- 13.2. Patching Methods.- 13.2.1. Notation.- 13.2.2. Discretization.- 13.2.3. Solution Techniques.- 13.2.4. Examples.- 13.3. Variational Methods.- 13.3.1. Formulation.- 13.3.2. The Spectral-Element Method.- 13.4. The Alternating Schwarz Method.- 13.5. Mathematical Aspects of Domain Decomposition Methods.- 13.5.1. Patching Methods.- 13.5.2. Equivalence Between Patching and Variational Methods.- 13.6. Some Stability and Convergence Results.- 13.6.1. Patching Methods.- 13.6.2. Variational Methods.- Appendices.- A. Basic Mathematical Concepts.- B. Fast Fourier Transforms.- C. Jacobi-Gauss-Lobatto Roots.- References.