1. Introduction
The solutions to the equations governing atmospheric dynamics contain physical phenomena with differing temporal scales. Small-scale processes include acoustic modes and fast-propagating gravity waves generated when buoyancy forces tend to restore equilibrium. Larger-scale phenomena, such as those influenced by rotation and advection, have slower temporal variations. The acoustic modes can be removed in atmospheric models by employing soundproof approximations such as the weakly compressible anelastic (Ogura and Phillips 1962; Lipps and Hemler 1982) and the pseudoincompressible equations (Durran 1989, 2008). Semi-implicit soundproof solvers have been developed and utilized as a basis for simulating all-scale atmospheric dynamics (Smolarkiewicz et al. 2014; Kurowski et al. 2013; Wood et al. 2014; Chew et al. 2022; Thuburn 2017; Benacchio and Klein 2019).
Numerical integration of atmospheric equations requires utilization of small time steps to ensure stable integration of terms responsible for fast-evolving processes. To circumvent this limitation, most atmospheric solvers combine explicit and implicit schemes and treat the fast-propagating processes implicitly to allow feasible numerical integrations with practical Courant numbers. The explicit component in these solvers may be handled by Runge–Kutta schemes (e.g., Weller et al. 2013; Skamarock and Klemp 2008; Skamarock et al. 2012; Mahalov and Moustaoui 2009). Other semi-implicit schemes, based on families of Adams and backward differencing methods, have been proposed for integration of fast-wave–slow-wave problems (Durran and Blossey 2012). The ability of these schemes to achieve efficient solutions and their comparison with the leapfrog-trapezoidal implicit-explicit method were evaluated for nonlinear gravity waves simulated in a nonhydrostatic atmospheric model (Durran and Blossey 2012).
The leapfrog scheme is attractive and efficient, as it is a noniterative method that requires only one function evaluation per time step. However, it is well known that the method develops computational modes that are unconditionally unstable for diffusion equations and could interact with the physical mode in nonlinear problems (Durran 1991, 1999). Applying a second-order time filter to the leapfrog scheme can damp the computational modes (Robert 1966; Asselin 1972). On the other hand, this filter degrades the accuracy of the scheme to first order. Leapfrog schemes using higher-order time filters with less degradation of the physical mode have been recently proposed (Williams 2013; Moustaoui et al. 2014; Amezcua and Williams 2015; Yazgi et al. 2017). The schemes developed in Moustaoui et al. (2014) utilize higher-order implicit time filters that reduce computational modes without reducing the accuracy of the physical mode to first order. They are conditionally stable for any filter coefficient, employ one function evaluation per time step, have a wider region of stability compared to other filtered leapfrog schemes, and are able to control instabilities of computational modes in diffusion problems and in nonlinear atmospheric applications (Moustaoui et al. 2014).
In this paper, we propose a method that can be employed for numerical integration of atmospheric models where the equations solved can be separated into terms involving fast-propagating phenomena and terms containing contributions with slow propagation. The terms responsible for fast propagation are handled by the unconditionally stable trapezoidal implicit method, while the slow terms will be integrated by the time-filtered leapfrog scheme presented in Moustaoui et al. (2014). The method proposed here is doubly implicit because of the trapezoidal implicit scheme employed for the fast terms and the implicit filter employed in leapfrog for the slow contributions. We analyze the behavior of the method, provide its detailed formulation for soundproof nonhydrostatic anelastic equations, and give procedures for its implementation in global shallow-water spectral models. The performance of the method is shown in practical nonlinear atmospheric and fluid applications.
Section 2 presents the formulation of the method. Section 3 examines its behavior. Section 4 provides detailed numerical formulations and applications for nonhydrostatic anelastic equations and global shallow-water spectral models. The conclusions are given in section 5.
2. Formulation
3. Stability analysis and convergence tests
a. Stability analysis
Magnitude of the numerical amplification factor corresponding to the physical mode from the proposed scheme as a function of the frequencies of fast ωfΔt and slow ωsΔt modes. The coefficient of the time filter is (a) γ = 0.03 and (b) γ = 0.06.
Citation: Monthly Weather Review 151, 12; 10.1175/MWR-D-22-0311.1
The behavior of the scheme can be analyzed by examining the dependence on the frequencies ωfΔt and ωsΔt as they approach (0, 0) of the magnitude and phase of the amplification factor for the physical mode and damping of the computational modes. The analysis is investigated for γ = 0.03 along lines with slopes defined by an angle Θ with respect to the horizontal axis in Fig. 1. These lines are given parametrically in the (ωfΔt, ωsΔt) plane by the equations ωfΔt = ωΔt cosΘ and ωsΔt = ωΔt sinΘ, where ω is a real parameter. Here, 0 < Θ < π/2 and π/2 < Θ < π represent the cases where the fast and slow modes are propagating in the same and opposite directions, respectively. The value of Θ = 0 corresponds to a purely trapezoidal implicit scheme (ωs = 0, no slow modes), and the value of Θ = π/2 corresponds to a purely time-filtered leapfrog scheme (ωf = 0, no fast modes).
Figure 2a shows the magnitudes of the amplification factors corresponding to the physical and computational modes for finite values of ωΔt obtained from the scheme with the value of Θ = π/8. The argument of the physical mode is shown in Fig. 2b. The magnitude of the exact amplification factor |Ae| = 1 and its argument Arg(Ae) = (ωf + ωs)Δt = (cosΘ + sinΘ)ωΔt are also superimposed in Fig. 2. For this value, both the fast and slow physical modes propagate in the same direction with ωf > ωs. The physical and computational modes are stable for all the values of ωΔt shown in Fig. 2a. One of the computational modes is strongly damped and vanishes when ωΔt = 0. The argument of the physical mode shows that the scheme produces deceleration relative to the exact argument (Fig. 2b). This behavior is also found in the case corresponding to Θ = 2π/8, where the frequency of the fast and slow modes is equal: ωf = ωs (Figs. 2c,d). In this case, the scheme produces less pronounced deceleration of the phase of the physical mode (Fig. 2d) compared to the phase found for Θ = π/8. The behavior of the scheme in the case corresponding to Θ = 3π/8 where ωf < ωs is shown in Figs. 2e and 2f. The physical and computational modes are both stable (Fig. 2e) and the scheme now produces acceleration of the physical mode (Fig. 2f). We note from Fig. 2 that both the computational modes are damped. The phase of the scheme becomes larger than the exact response as ωf decreases relative to ωs.
(a) Magnitude of the amplification factors for the physical mode (solid), the 2Δt (long dashed–dashed) computational mode, and the 4Δt (dotted) computational mode as a function of ωΔt obtained for γ = 0.03 along a line with slope Θ = π/8 in Fig. 1. (b) Argument of the physical mode (solid). The dashed lines in (a) and (b) represent the magnitude and argument of the exact amplification factor. (c),(d) As in (a) and (b), but the slope is Θ = π/4. (e),(f) As in (a) and (b), but the slope is Θ = 3π/8.
Citation: Monthly Weather Review 151, 12; 10.1175/MWR-D-22-0311.1
Figure 3 shows the magnitudes of the amplification factors corresponding to the physical and computational modes and the argument of the physical mode for finite values of ωΔt obtained for the values Θ = 5π/8, 6π/4, and 7π/8. In this case, the fast and slow physical waves propagate in opposite directions. As in Fig. 2, the computational modes are damped, the physical mode is stable, and the phase produced depends on the relative magnitudes of ωf and ωs. Here, the magnitude of the amplification factor for the physical mode is much closer to one (Figs. 3a,c,e). The response of the scheme for the physical mode equals the exact amplification factor when the fast and slow modes have equal magnitudes: Θ = 3π/4, |ωf| = |ωs| (Figs. 3c,d).
(a) Magnitude of the amplification factors for the physical mode (solid), the 2Δt (long dashed–dashed) computational mode, and the 4Δt (dotted) computational mode as a function of ωΔt obtained for γ = 0.03 along a line with slope Θ = 5π/8 in Fig. 1. (b) Argument of the physical mode (solid). The dashed lines in (a) and (b) represent the magnitude and argument of the exact amplification factor. (c),(d) As in (a) and (b), but the slope is Θ = 3π/4. (e),(f) As in (a) and (b), but the slope is Θ = 7π/8.
Citation: Monthly Weather Review 151, 12; 10.1175/MWR-D-22-0311.1
The behavior of the scheme for the value of Θ = 0, which corresponds to a purely implicit treatment with no slow modes (ωs = 0), is shown in Figs. 4a and 4b. The scheme is unconditionally stable (Fig. 4a), and the phase produced shows deceleration (Fig. 4b). Here, the scheme produces one computational mode that is damped. The presence of this mode is caused by the application of the trapezoidal implicit method between the time steps t − Δt and t + Δt. The response of the scheme for the value of Θ = π/2, for which the scheme reduces to a purely leapfrog scheme using a fourth-order implicit time filter with no fast modes (ωf = 0), is shown in Figs. 4c and 4d. The computational modes are damped, and the physical mode is stable for ωsΔt ≤ 0.953 (Fig. 4c). The scheme produces acceleration for the physical mode (Fig. 4d).
(a) Magnitude of the amplification factors for the physical mode (solid), the 2Δt (long dashed–dashed) computational mode, and the 4Δt (dotted) computational mode as a function of ωΔt obtained for γ = 0.03 along a line with slope Θ = 0 in Fig. 1. (b) Argument of the physical mode (solid). The dashed lines in (a) and (b) represent the magnitude and argument of the exact amplification factor. (c),(d) As in (a) and (b), but the slope is Θ = π/2.
Citation: Monthly Weather Review 151, 12; 10.1175/MWR-D-22-0311.1
The phase error is second-order accurate and depends on the values of ωs and ωf. For positive frequencies (ωs > 0 and ωf > 0), the slow (fast) mode tends to produce acceleration (deceleration) of the phase. The scheme is accelerating the phase when the slow mode dominates: ωs > 2ωf, while the decelerating effect of the fast mode controls the phase behavior of the scheme when ωs < 2ωf. This behavior explains the results observed in the argument of the amplification factor for the physical mode (Fig. 2). The phase error becomes fourth order when ωs = 2ωf. However, this situation is not useful in practice because the implicit component of the scheme is motivated by the need to stabilize the fast modes in cases where ωf > ωs to allow stable numerical integrations employing larger time steps. In addition, the practical atmospheric problems for which the proposed scheme is designed usually comprise a wide spectrum of slow and fast frequencies.
b. Convergence tests
The effect of the application of the implicit time filtering in the proposed scheme (hereinafter LF-MBK) on the accuracy and convergence rate of the computed solution is evaluated by conducting numerical tests where the explicit component of the scheme is applied to a scalar advection equation ∂ψ/∂t + U∂ψ/∂x = 0. The results from the scheme are compared to the accuracy and convergence rates obtained from the nonfiltered leapfrog scheme (hereinafter LF) and the leapfrog scheme using the traditional second-order Robert–Asselin time filter (hereinafter LF-RA). The numerical tests use a simple one-dimensional flow, where U = 5 m s−1 in a periodic domain centered at (0, 0) using 100 × 100 grid points with a grid spacing of Δx = 100 m. The time step is chosen such that the corresponding Courant number is μ = UΔt/Δx = 0.4. The initial condition of the scalar has the form
Errors and convergence rates computed for the advection test using the fourth-order implicit time filter in the proposed method (LF-MBK), the leapfrog method (LF), and the leapfrog method using a second-order Robert–Asselin time filter (LF-RA). The finite differences use sixth-order centered approximations. The numbers in parentheses indicate the convergence rates.
The errors in the LF scheme decrease rapidly as the resolution increases with a convergence rate of second order. The errors in this scheme are dominated by phase errors, as the scheme is neutral for amplitude in its zone of stability. These errors are second order and consistent with the computed convergence rates. The errors and convergence rates in LF-MBK and LF-RA can be caused by both the phase errors and application of the time filters, which have the potential to degrade the accuracy of the physical modes. However, the errors and convergence rates computed for LF-MBK are very close to LF despite the application of the time filter. The results demonstrate that the fourth-order time filter in the proposed scheme is able to maintain the accuracy and the convergence rate of the physical solution while reducing the computational modes. Although LF and LF-MBK have very close accuracies and convergence rates for these linear tests, the computational modes are problematic for LF in nonlinear applications (Moustaoui et al. 2014). The errors in LF-RA are much larger than those in LF-MBK. At 1600 resolution, the LF-MBK solution is 17.34 more accurate than LF-RA even though both schemes reduce the 2Δt computational modes at the same rate as Δt → 0. The convergence rates computed for LF-RA are close to first order. This is consistent with the first-order amplitude error produced by the traditional second-order time filter used in LF-RA: |A| = 1 − γ2(ωΔt)2/(2 − 2γ2).
4. Applications
a. Mesoscale linear gravity waves
Figures 5a, 5b, and 5c show the vertical velocity fields obtained at T = 3 h from the analytical solution, the numerical solution obtained from the proposed scheme, and the one computed by the scheme using the RK3 method for the slow terms, respectively. Both numerical solutions compare well with the analytical solution, indicating that the proposed method is able to accurately simulate gravity wave propagation. The errors relative to the exact solution are shown in Figs. 5d and 5e for both schemes. They are amplified by a factor of 100 in these figures. The values for RMSE in LF-MBK and RK3 are 4.77 × 10−3 and 4.70 × 10−3, respectively. The errors indicate that RK3 is slightly more accurate than LF-MBK. Although the phase accuracy of RK3 is higher than LF-MBK, its combination with the second-order trapezoidal scheme reduces the overall accuracy of the scheme and explains the close accuracy found in RK3 and LF-MBK.
Cross sections of vertical velocity after 3 h from (a) analytical calculations, (b) numerical computations with the proposed scheme using a filter coefficient of γ = 0.03, and (c) a scheme using the RK3 method for the slow modes. Negative contours are dashed, and the contour interval is 0.2 m s−1. (d) The difference between the numerical solution obtained by the proposed scheme and the analytical solution (shaded). The difference is amplified by a factor of 100. The numerical solution is also superimposed. (e) As in (d), but the scheme employs the RK3 method for the slow modes.
Citation: Monthly Weather Review 151, 12; 10.1175/MWR-D-22-0311.1
b. Nonlinear shear instability
Cross sections of potential temperature computed after 54 000 time steps from (a) the proposed scheme using a filter coefficient of γ = 0.03 and (b) the scheme using the RK3 method for the slow modes. (c),(d) As in (a) and (b), but the number of time steps is 61 000. The fields simulated after (e),(f) 64 000 and (g),(h) 67 000 time steps.
Citation: Monthly Weather Review 151, 12; 10.1175/MWR-D-22-0311.1
c. Density current
Cross sections of potential temperature computed after 900 s for (a) the proposed scheme using a filter coefficient of γ = 0.03 and (b) the scheme using the RK3 method for the slow modes.
Citation: Monthly Weather Review 151, 12; 10.1175/MWR-D-22-0311.1
d. Nonlinear global shallow-water equations
In this example, the proposed method is applied to the global spectral shallow-water equations on the sphere with rotation. We repeat the same test introduced in Moustaoui et al. (2014) where nonlinear evolution of twin tropical cyclones straddling the equator was reproduced. The method employed in Moustaoui et al. (2014) for this test was fully explicit. All terms of the equations were treated with a leapfrog scheme based on a fourth-order implicit time filter. Here, we will modify the formulation of the equations to separate terms responsible for fast-propagating surface gravity waves from those accountable for slow propagation. The hyperdiffusion and the fast terms will be handled by the trapezoidal-implicit component of the scheme.
Fluid elevation and wind vector fields computed after 40 h from (a) the proposed scheme using a filter coefficient of γ = 0.03 and (b) the scheme using the RK3 method for the slow modes. The contour interval is 10 m. (c),(d) As in (a) and (b), but the time is 80 h. (e),(f) The fields simulated at 120 h.
Citation: Monthly Weather Review 151, 12; 10.1175/MWR-D-22-0311.1
e. Computational performance
The simulations conducted for this study were executed in double precision on a Linux x86_64 platform using Intel processors. The average elapsed computational times per time were calculated for all nonlinear simulations presented. The results are summarized in Table 2. The average elapsed computational times per time step obtained for the shear instability case in the proposed scheme and the scheme where the slow terms are treated by the RK3 method are 0.079 and 0.211 s, respectively. This gives a relative speedup factor of 2.671. The speedup factor calculated for the density current case is 2.6. This value is close to the one computed for the shear instability case. The simulations in the density current case are relatively less expensive computationally. The average elapsed computational times per time step for this case in the proposed scheme and the one using the RK3 method are 0.0078 and 0.0203 s, respectively. The agreement between the values of the speedup factors in the cases above can partly be explained by the fact that both cases use the same numerical discretization of the scheme, which is given by Eqs. (31)–(41). The value of the speedup factor calculated for the twin cyclones case is 2.951. This value is closer to 3. The computations for this test case have the largest average elapsed computational times per time step. These are 0.102 and 0.301 s for the proposed scheme and the method using RK3, respectively. The computation times for the twin cyclones case are dominated by the spectral transforms on the sphere, which require 3 times more executions in the RK3 case compared to those needed in the proposed scheme.
Elapsed computational times per time step computed for the shear instability, density current, and twin cyclones examples in the proposed method (LF-MBK) and the method using RK3. The numbers in parentheses indicate the speedup factors of the proposed method relative to RK3.
5. Conclusions
This paper presents a method that can be employed to compute numerical solutions for atmospheric equations. It is designed for time-dependent problems where the underlying equations can be split up into parts responsible for slow-evolving processes and terms involving faster speed of propagation. In the method, the terms accountable for slow propagation such as advection and rotation are integrated by a filtered leapfrog scheme. This scheme employs a fourth-order implicit time filter to damp the computational modes without noticeably sacrificing the accuracy of the physical modes. The parts of the equations involving fast evolution such as buoyancy and rapid internal/surface gravity waves and/or diffusion terms are treated by the trapezoidal implicit method, which is unconditionally stable. The proposed scheme is not an iterative method as it requires one function evaluation per time step only. It allows faster numerical computations as the time steps permitted are larger than those required when all terms of the equations are evaluated explicitly. The method is doubly implicit because of the implicit treatment of the fast terms and the application of the implicit time filter in the leapfrog method that handles the slow contributions. Nevertheless, we derived formulation for the explicit implementation of the method.
The behavior of the method is examined by analyzing its accuracy and stability. The magnitude of the amplification factor corresponding to the physical mode indicated that the scheme is conditionally stable for all values of the slow and fast physical frequencies as they approach the origin. These include cases where the slow and fast modes are propagating in the same direction as well as situations where these modes have opposite propagation. The dependency of the magnitude and phase of the amplification factor on the slow and fast frequencies is investigated along various slanted lines. The slopes of these lines are defined by an angle Θ in the (ωfΔt, ωsΔt) plane that characterizes the directions and the relative contributions of the slow and fast waves. In all cases, the computational modes are unconditionally stable and damped. The stability of the proposed scheme is determined by the physical mode. The stability of the physical mode increases as the contribution of the fast frequency dominates the wave field.
A double Taylor series expansion of the amplification factor for the physical mode as a function of (ωfΔt, ωsΔt) derived from the characteristic equation satisfied the scheme. It shows that the O[(Δt)4] accuracy for amplitude errors achieved by the purely and implicitly time-filtered leapfrog method is maintained when the implicit treatment of the fast mode is included. The expression of the magnitude of the amplification factor demonstrates that the scheme is conditionally stable for any (ωfΔt, ωsΔt) approaching (0, 0) and all positive coefficients employed in the implicit filter.
Comparison between numerical integrations computed by the method and corresponding analytical solutions derived for propagation of mesoscale linear gravity waves in a nonhydrostatic and incompressible example demonstrates that the method achieves accurate simulations. We provide a detailed formulation for the implementation of the method in soundproof nonhydrostatic atmospheric models based on the anelastic approximation. The formulation of the model equations avoids utilization of the streamfunction–vorticity form to allow straightforward extension to three-dimensional applications. The time-filtered leapfrog component of the scheme is utilized to evaluate the advection terms where sixth- and fourth-order finite difference approximations are used for the horizontal and the vertical, respectively. The model is then employed to compute evolution of density currents and fine-scale structures emerging in the nonlinear dynamics of Kelvin–Helmholtz shear instability. The computations were evaluated against reference solutions obtained from a scheme where the slow terms are computed with the RK3 method. The comparison demonstrates that the proposed scheme accurately reproduces structures of the primary instability and finer-scale details that develop owing to secondary shear instabilities.
Detailed formulation for global spectral models solving the shallow-water equations on the rotating sphere is also provided. Here, the terms responsible for rapid-propagating surface gravity waves and hyperdiffusion are handled by the implicit component of the scheme. The global model is then applied to simulate pole-westward drifts of twin tropical cyclones caused by nonlinear interactions between rotation and the vorticity fields induced by the cyclones. The simulated drifts resemble those found in the reference solutions computed from the RK3 scheme.
In future work, we intend to develop a three-dimensional fully compressible nonhydrostatic model based on the proposed scheme. In addition, a split-explicit version of the proposed numerical scheme is being under development. The split-explicit scheme will use small and large time steps to integrate the fast and slow terms, respectively. The method will have the potential to speed up computations as the slow terms are more computationally intensive in real three-dimensional fully compressible atmospheric applications.
Acknowledgments.
This material is based upon work supported by the U.S. Department of Energy, Office of Science, Office of Biological and Environmental Research’s Urban Integrated Field Laboratories research activity, under Award DE-SC0023520.
Data availability statement.
The data utilized to test the performance of the proposed scheme in this study are based entirely on idealized simulations. The study does not use any external or real dataset. The ingredients required to replicate these simulations are described in this manuscript. The program code and data generated by these idealized simulations are available from Mohamed Moustaoui (Mohamed.Moustaoui@asu.edu) at Arizona State University.
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