1. Introduction
Semi-Lagrangian semi-implicit (SLSI) schemes have been widely used in climate and numerical weather prediction (NWP) models since the pioneering work of Robert (1981) and Robert et al. (1985). The more lenient numerical stability condition in these schemes allows larger time steps and thus increased computational efficiency. Traditional semi-Lagrangian schemes are not inherently mass conserving due to their use of gridpoint interpolation, and the lack of conservation can lead to accumulation of significant solution errors (Rasch and Williamson 1990; Machenhauer and Olk 1997). To address this issue, conservative semi-Lagrangian schemes, also called cell-integrated semi-Lagrangian (CISL) transport schemes (Rancic 1992; Laprise and Plante 1995; Machenhauer and Olk 1997; Zerroukat et al. 2002; Nair and Machenhauer 2002; Lauritzen et al. 2010), have been developed. Although CISL transport schemes allow for locally (and thus globally) conservative transport of total fluid mass and constituent (i.e., tracer) mass, an issue related to conservation remains when they are applied in fluid flow solvers: the lack of consistency between the numerical representation of the total mass continuity and constituent mass conservation equations (Jöckel et al. 2001; Zhang et al. 2008). The lack of numerical consistency between the two can lead to the unphysical generation or removal of model constituent mass, which can introduce significant errors in applications such as chemical tracer transport (Machenhauer et al. 2009).
The difficulty in maintaining consistency, as will be discussed in more detail, can partly be attributed to the conventional linearization around a constant mean reference state in the semi-implicit form of a CISL continuity equation. To eliminate the reference state, Thuburn (2008) developed a fully-implicit CISL-based scheme for the shallow-water equations that requires solving a nonlinear Helmholtz equation at every time step. The solution of the Helmholtz equation is potentially problematic and expensive (Thuburn et al. 2010). To reduce the dependence of their semi-implicit scheme on a reference state, Thuburn et al. (2010) used an alternative iterative approach to solve the nonlinear system, but it requires multiple calls to a Helmholtz solver per time step, again making the scheme potentially expensive.
In addition to consistency and mass conservation, another desirable property is that the new scheme should be shape preserving. A shape-preserving scheme ensures that no new unphysical extrema are generated in a field due to the numerical scheme (e.g., Machenhauer et al. 2009). For example, specific concentrations of a passive constituent should not go outside the range of its initial minimum and maximum values. Nonshape-preserving schemes may generate unphysical specific concentrations, such as negative concentration values due to undershooting.
In this paper, using a shallow-water system, we present a new SLSI formulation that uses a CISL scheme for mass conservation and ensures numerical consistency between the total mass and constituent-mass fields. The new scheme is based on the CISL transport scheme called the Conservative Semi-Lagrangian Multitracer (CSLAM) transport scheme developed by Lauritzen et al. (2010). Like other typical conservative SLSI solvers, the algorithm requires a single linear Helmholtz equation solution and a single application of CSLAM. To ensure shape preservation, the scheme is further extended to use existing shape-preserving filters.
The paper is organized as follows. In section 2, the conservative semi-Lagrangian scheme CSLAM is described and a discussion of the issue of consistency between total-mass and constituent-mass conservation in its semi-implicit formulation is provided. A new consistent semi-implicit discretization of the CSLAM continuity equation, including the implementation of the shape-preserving schemes, is proposed in section 3. Results from four test cases are presented in section 4, highlighting the stability and accuracy of the new scheme for linear and highly nonlinear flows, as well as showing the shape-preserving ability of the scheme. And finally, in section 5, a summary of the results and a potential extension of the new scheme are given.
2. Mass conservation and consistency in SLSI solvers
a. CSLAM—A CISL transport scheme


(a) Exact departure cell area (δA*, dark gray region) and the corresponding arrival grid cell (ΔA, light gray region). (b) Departure cells in CSLAM (δA) are represented as polygons defined by the departure locations of the arrival gridcell vertices.
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
b. A discrete semi-implicit continuity equation in velocity-divergence form using CSLAM



Definition of an Eulerian arrival grid cell, and its associated velocities at the cell faces (ul, ur, υt, υb) and cell corners (uc, υc)i for i = 1, 2, 3, 4.
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
Ideally, to be consistent, the implicit and the extrapolated divergences would both be solved in a Lagrangian fashion; however, this would lead to a nonlinear elliptic equation instead of a standard Helmholtz equation (Lauritzen 2005). To retain a linear elliptic equation, LKM implemented a predictor-corrector approach to correct for the Eulerian discretization of the implicit divergence term, and found that this step was necessary to maintain stability in their model. In our implementation of the LKM solver using CSLAM, we follow the approach of LKM, where the predictor-corrector term [second term in brackets in (5)] is evaluated by integrating the departure cell-averaged value over δA*.
c. Numerical inconsistency in semi-implicit continuity equations in a velocity-divergence form

If the discrete constituent equation is consistent with the discrete continuity equation, the former should reduce to the latter when q = 1, and an initially spatially uniform specific concentration field should remain so. For a divergent flow, however, the semi-implicit correction term in (5) may become large enough such that (7), in its explicit form, is no longer consistent (Lauritzen et al. 2008).

However, the dependence on a constant mean reference constituent mass HQ0 may create a source of numerical errors for regions with little constituent mass. For example, in regions where
The issue with an inconsistent constant mean reference state for the total fluid mass and constituent mass fields can be resolved with the formulation we present in the next section.
3. A consistent and mass-conserving semi-implicit SW solver






























4. Test cases
We present four test problems involving divergent flows: a radially propagating gravity wave (with two different initial perturbations), and two highly nonlinear barotropically unstable jets [the Bickley and the Gaussian jets from Poulin and Flierl (2003)]. The gravity wave problem (section 4a) is a simple case to assess the stability and accuracy of the new SLSI solver (CSLAM-SW) with respect to an imposed mean flow speed and the gravity wave propagation speed. We also use this test case to highlight the issue of numerical inconsistency in the constituent transport scheme of LKM. The nonlinearity of the unstable jet in the second problem is particularly useful in testing the stability limits of the new scheme. The Bickley jet (section 4b) has a moderate gradient in the initial height profile, while the steeper profile in the Gaussian jet (section 4c) drives a more unstable jet. These strong gradients provide a severe test for advection schemes. In addition to those from LKM, solutions from a traditional semi-Lagrangian formulation and an Eulerian formulation (see the appendix) are also presented for comparison. We use the highly divergent Gaussian jet case to compare the solutions between the shape-preserving CSLAM-SW solver described by (15) and the LKM with a shape-preserving explicit transport scheme (section 4d).
a. A radially propagating gravity wave



The model domain consists of 400 × 400 grid cells, with a grid spacing of Δx = Δy = 500 m, and is periodic in both x and y directions. Since there is no analytical solution to the test problem, to evaluate CSLAM-SW, we produce a fine-resolution Eulerian reference solution with a grid spacing of Δx = Δy = 100 m and a time step of Δt = 10 s. The center of the gravity wave disturbance in the reference solution is stationary (i.e., u0 = υ0 = 0 m s−1), and we compare the solutions by translating the gravity wave disturbance in CSLAM-SW to the center of the domain.
Comparison of the height field L2 error norms for the radially propagating gravity wave solutions. Errors are plotted at time T = 1 × 105 s for the (a) linear (Δh = 10 m and h0 = 990 m) and (b) nonlinear (Δh = 500 m and h0 = 1000 m) test cases computed on a 500-m mesh. Note the different scales in the plots.
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
To evaluate the consistency in CSLAM-SW and LKM, a constituent with an initially constant specific concentration distribution (q0 = 1) is initialized in each model. The CSLAM explicit transport scheme conserves constituent mass in both models; however, as discussed in section 2c, when numerical consistency is violated, constancy of the specific concentration is not guaranteed, and generation or removal of constituent mass is possible. The specific concentration is diagnosed by decoupling the constituent mass variable using (11). A time step of Δt = 100 s is used. Figure 4 shows an example of the specific concentration error in LKM at time T = 1 × 105 s for both the linear and nonlinear perturbation cases. The error is largest near the leading edge of the gravity wave, where the flow is most divergent and the semi-implicit correction term is nonzero. Figure 5 shows the variation in error with time step size for both the linear and nonlinear perturbations at the same simulation time as in Fig. 4. The error measures used are the maximum absolute error, the mean absolute error, and the root-mean-squared error. Errors in the solutions from LKM and CSLAM-SW are shown in solid and dashed lines, respectively. Since the inconsistent semi-implicit correction in (5) is proportional to Δt, errors in the scalar field grow with time-step size, which can become a major issue for semi-Lagrangian models that take advantage of larger stable time steps. For the nonlinear test, the maximum absolute error from LKM is in the order of 10−2 to 10−1, and is significant for constituents like water vapor, which has a typical mixing ratio of roughly 0.1%–3% in air. On the other hand, CSLAM-SW using a consistent formulation is free-stream preserving (up to machine roundoff) for both cases and all time-step sizes tested.
Specific concentration error (q − q0) in LKM for a divergent flow initialized with a constant q0 = 1 in the (a) linear (Δh = 10 m and h0 = 990 m) and (b) nonlinear (Δh = 500 m and h0 = 1000 m) height perturbation cases. Note the different scales in the plots.
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
Variation of specific concentration error (q − q0) (maximum absolute error, mean absolute error, and root-mean-square error) with time-step size in LKM (solid line) and CSLAM-SW (dashed line) for the (a) linear height perturbation and (b) nonlinear height perturbation cases.
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
b. Bickley jet—Ro = 0.1
The stability of CSLAM-SW is further evaluated with two perturbed jets; we begin with the Bickley jet from Poulin and Flierl (2003). The Bickley jet is simulated at the Rossby number, Ro = U/fL = 0.1, where U is the flow velocity scale, f is the Coriolis parameter, and L is the length scale of the jet width. We choose the Froude number, Fr = (fL)2/g′H = 0.1. The jet is characterized by greater heights to the left of the channel and dropping off to smaller heights to the right, geostrophically balanced by a mean flow velocity down the channel (Fig. 6). A height perturbation is superimposed at the initial time, causing wave amplification and eventual breaking of the jet into vortices, and formation of a vortex street along the channel. These vortex streets consist of thin filaments of vorticity with strong horizontal velocity shear, making it a good test because it is challenging for all numerical schemes. A more detailed description of the evolution of these jets can be found in Poulin and Flierl (2003).
Initial mean (top) height h0 and (bottom) velocity υ0 profiles for the Bickley jet (Δh = 1 m, Δυ = 1 m s−1) and Gaussian jet (Δh = 50 m, Δυ = 56 m s−1).
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
Each grid domain has 202 × 202 grid cells and a grid spacing of Δx = Δy = 9950 m, with solid boundary conditions at x = −X/2 and x = X/2 and periodic boundary conditions in y where y ∈ [−Y/2, Y/2]. A time step of Δt = 2000 s was used in all simulations. Based on the initial gravity wave speed c ≈ 32 m s−1 and initial flow speed |υ| = 1 m s−1, the Courant numbers are Crgw = 6.4 and Cradv = 0.2, respectively.
To maintain numerical stability in the Eulerian model, we implemented a second-order explicit diffusion term with a numerical viscosity parameter βx = βy = νΔt/Δx2 = 0.02 (where ν is analogous to the physical viscosity). This value corresponds to the numerical Reynolds number, Re = UL/ν = 102, a factor of 10 smaller than that used in the forward-in-time Eulerian model of Poulin and Flierl (2003). Explicit diffusion was not applied to any of the semi-Lagrangian models because the schemes have sufficient inherent damping to maintain numerical stability. For the traditional semi-Lagrangian model, however, we found that time off centering in the semi-implicit scheme was needed to maintain stability.
Figure 7 shows the solutions from CSLAM-SW and the three comparison models. Although the exact form of the initial height perturbation was not provided in Poulin and Flierl (2003), we were able to reproduce results very similar to theirs [cf. Fig. 4c of Poulin and Flierl (2003)]. The most noticeable difference among the different model solutions is in the shape and magnitude of the relative vorticity maxima and minima. CSLAM-SW showed very similar vortex shapes to those from LKM and TRAD-SL. The vortices in the Eulerian results are similar to those from the Eulerian model of Poulin and Flierl (2003). The difference between the Eulerian solution and the semi-Lagrangian solutions can be attributed to the inherent damping in the reconstruction step of the CISL schemes and the gridpoint interpolation in the traditional semi-Lagrangian scheme.
Solutions of the Bickley jet at time T = 5 × 106 s (after 2500 time steps) for Ro = 0.1, Fr = 0.1 and Cradv = 0.2. Plotted are positive (solid line) and negative (dashed line) vorticity between −1 × 10−5 s−1 and 1 × 10−5 s−1 with a contour interval of 5 × 10−7 s−1.
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
c. Gaussian jet—Ro = 5.0
As pointed out in Poulin and Flierl (2003), jets in this Rossby regime are highly unstable and of particular interest is the formation of an asymmetric vortex street with triangular cyclones and elliptical anticyclones. As the vortex street is advected toward the deeper water, a strong cutoff cyclone develops due to vortex stretching (adjacent to the main anticyclonic feature). All of our models, including CSLAM-SW, were able to reproduce these features [Fig. 8; cf. Fig. 10e in Poulin and Flierl (2003)]. As in the Bickley jet case, we find that CSLAM-SW produced solutions similar to the other two semi-Lagrangian models (LKM and TRAD-SL).
Solutions of the Gaussian jet for Ro = 5.0 and Cradv = 0.56 at time T = 1.8 × 105 s (after 1800 time steps). Plotted are positive (solid line) and negative (dashed line) vorticity between −5 × 10−4 s−1 and 5 × 10−4 s−1 with a contour interval of 5 × 10−5 s−1.
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
In addition to comparing solutions of CSLAM-SW at time steps allowable by the Eulerian scheme, we also tested the stability of CSLAM-SW at a much larger Cradv = 2.5. Figures 9a–c show solutions at various times from the previous CSLAM-SW simulation (Cradv = 0.56), and Figs. 9d–f show solutions at each of the corresponding time for Cradv = 2.5, using the largest time step allowable by the Lipschitz condition for this flow. The solution from the Cradv = 2.5 simulation is almost identical to the solution using Cradv = 0.56.
CSLAM-SW solutions of the Gaussian jet for Ro = 5.0 at three different times (from left to right on each row) of the simulation at time T = 5 × 104, 1.0 × 105, and 1.4 × 105 s. (a)–(c) Solutions using a Cradv of 0.56 (same simulation as in Fig. 8) (d)–(f) Solutions using a larger Cradv. of 2.5. Plotted are positive (solid line) and negative (dashed line) vorticity between −5 × 10−4 and 5 × 10−4 s−1 with a contour interval of 5 × 10−5 s−1.
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
The CSLAM-SW is numerically stable for the highly nonlinear flow in the Gaussian jet and at Courant numbers much greater than unity. To check that consistency and shape preservation in such a highly divergent flow can be maintained, we repeat the Gaussian jet case using CSLAM-SW and the shape-preserving extensions described in section 3.
d. Gaussian jet—Ro = 5.0 with shape preservation
The shape-preserving CSLAM-SW solver in (15) is tested using the divergent flow of the Gaussian jet as described in section 4c. We also test the LKM solver with the Barth and Jespersen (1989) filter implemented in the explicit scalar transport scheme of
Specific concentration error (q − q0) in LKM for the Gaussian jet at time T = 1.8 × 105 s, initialized with a constant q0 = 1 field.
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
Specific constituent concentration q at time T = 1.8 × 105 s. Initial minimum and maximum q are 0.1 and 1.0, respectively. Regions with unphysical overshooting (red) and undershooting (purple) are highlighted.
Citation: Monthly Weather Review 141, 7; 10.1175/MWR-D-12-00275.1
To test for numerical consistency in the two solvers, we repeat the consistency test described in section 4a by initializing a constant specific concentration field q0 = 1. The shape-preserving CSLAM-SW solution is able to maintain numerical consistency between h and hq up to machine roundoff for this highly divergent flow and the result is independent of time-step size. As for LKM, despite the shape-preserving transport scheme in the solver, numerical inconsistency is still an issue with a maximum absolute error (defined as the deviation from q0 = 1) of 6.79 × 10−3, a mean absolute error of 4.82 × 10−4, and a root-mean-square error of 1.06 × 10−3 at time T = 1.8 × 105 s (Fig. 10), and as in section 4a, the error is a function of the time-step size (not shown).
For the nonshape-preserving CSLAM-SW solver (Fig. 11a), q reaches an unphysical peak value of 1.233 and an unphysical minimum value of −0.145 (specific concentrations cannot be negative). The LKM solver with shape-preserving transport (Fig. 11b) has less severe errors than the nonshape-preserving CSLAM-SW, but loses its shape-preserving ability as a result of numerical inconsistency. The minimum and maximum q values are 0.099 97 and 1.0063, respectively, at time T = 1.8 × 105 s. The overshooting of q (which may generate spurious constituent mass) appears to be greater in amplitude than the undershooting for this flow. Overshooting occurs mostly within the strongest anticyclones (negative vorticity centers on the left side of the channel, highlighted in solid black lines in Fig. 11b). Using the shape-preserving CSLAM-SW solver (Fig. 11c), minimum and maximum values of q are kept within its physical limits (0.1 and 1.0, respectively, up to machine roundoff) and shape preservation is ensured.
5. Conclusions
A conservative and consistent semi-Lagrangian semi-implicit solver is constructed and tested for shallow-water flows (CSLAM-SW). The model uses a new flux-form discretization of the semi-implicit cell-integrated semi-Lagrangian continuity equation that allows a straightforward implementation of a consistent constituent transport scheme. Like typical conservative semi-Lagrangian semi-implicit schemes, the algorithm requires at each time step a single Helmholtz equation solution and a single application of CSLAM.
Specifically, our new discretization uses the flux divergence as opposed to a velocity divergence that requires linearization about a constant mean reference state. For traditional semi-implicit schemes, the dependence on a constant mean reference state makes it difficult to ensure consistency between total fluid mass and constituent mass. When numerical consistency is not maintained, constituent mass conservation can be violated even for solvers that use inherently conservative transport schemes. More unacceptably, constituent fields may no longer preserve their shapes (e.g., losing constancy or positive definiteness).
We have shown an example of a traditional discrete cell-integrated semi-Lagrangian semi-implicit continuity equation (LKM), in which inconsistency can generate significant numerical errors in the specific constituent concentration. The inconsistent semi-implicit correction term in LKM causes errors to grow proportionally with time-step size and with the nonlinearity of the flow. The ideal radially propagating gravity wave tests using the LKM solver showed a maximum absolute error in an initially constant specific concentration (q0 = 1) field ranging from an order of 10−7 to 10−3 in the linear case, and an order of 10−4 to 10−1 in the nonlinear case. The orders of magnitude of these errors are significant relative to the specific concentration of tracers and water vapor in the atmosphere. The consistent formulation in the new CSLAM-SW on the other hand eliminates these errors (up to machine roundoff).
The new flux-form solver (CSLAM-SW) is tested for a range of flows and Courant numbers for the shallow-water system, and is stable and compares well with other existing semi-implicit schemes, including a two-time-level traditional semi-Lagrangian scheme and an Eulerian leapfrog scheme. The Gaussian jet test (the more nonlinear jet of the two presented) showed that CSLAM-SW remains numerically stable when large time steps are used.
We have also identified and eliminated a computational unstable mode in CSLAM-SW and LKM, using the discrete dispersion relation of the linearized shallow-water equations. The numerical instability, associated with the Lagrangian divergence operator on a C grid, can be eliminated by introducing a new averaging operator on the Coriolis terms in the momentum equations.
Shape preservation in CSLAM-SW is ensured by applying a 2D shape-preserving filter in the CSLAM transport scheme and the first-order upwind scheme to compute the predictor-corrector and flux-form correction terms. As shown in the Gaussian jet case, without any shape-preserving filter, unphysical negative and unreasonable positive specific concentrations may develop as a result of undershoots and overshoots. For inconsistent formulations such as that in LKM, the use of a shape-preserving explicit transport scheme cannot guarantee shape preservation either because of numerical consistency errors. CSLAM-SW, on the other hand, allows for straightforward implementation of existing shape-preserving schemes and filters and ensures shape preservation (up to machine roundoff).
The initial testing of the semi-implicit formulation in CSLAM-SW shows promising results. We are currently implementing the extension of CSLAM-SW to a 2D (x–z) nonhydrostatic, fully compressible atmospheric solver. The desirable properties of mass conservation, consistency, and shape preservation for moisture variables and tracers will likely be important for both short- and long-term meteorological applications.
Acknowledgments
This work was done as a part of the National Center for Atmospheric Research Graduate Visitor Advanced Study Program. The authors thank Joseph Klemp for his suggestions on the dispersion relation analysis of CSLAM-SW. The first author would also like to acknowledge the Canadian Natural Science and Engineering Research Council for their financial support via the Discovery Grant to the last author.
APPENDIX
Numerical Schemes for Comparison
a. A two-time-level traditional semi-Lagrangian semi-implicit model
The Rn terms define the known terms that are evaluated at time level n and interpolated to the departure point. The
b. An Eulerian leapfrog semi-implicit advective model
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