Selcuk J. Appl. Math.

Selcuk Journal of
Vol. 1, No. 1, pp. 21{46, 2000 Applied Mathematics

Diagram Design and Analysis of

Aerodynamics Problems
with Mathematica
Victor G. Ganzha1 , Evgeni V. Vorozhtsov2
1
Institute of Informatics, Technical University of Munich, Munich 80290, Arcis-
str. 21, Germany
e-mail: [email protected]
2
Institute of Theoretical and Applied Mechanics, Russian Academy of Sciences,
Novosibirsk 630090, Russia
e-mail: [email protected]
Received: August 24, 2000

Summary. The development of new programming paradigms like

the object-oriented programming (OOP) and parallel programming
opens up the new prospects for the development of reliable and ef-
cient program packages on the basis of those general-purpose com-
puter algebra systems (CASs), which support these paradigms. We
propose to use a diagram representation of the objects and methods
while developing new big program packages for the solution of aerody-
namics problems within the framework of Mathematica by using the
OOP principles. We show at a number of computational examples
that CAS Mathematica enables one to implement all the essential
objects of such a goal-oriented package.
Key words: Euler equations, dierence schemes, curvilinear grids,
stability
Mathematics Subject Classication (1991): 65M10, 68C20

1. Introduction
The increase in the eciency of using the computers at the numerical
simulation of various uid ows is the central problem of computa-
tional uid dynamics (CFD). There are several ways to increase this
eciency.
Correspondence to : Dr. Victor G. Ganzha, Fax: +49/ 89 289 22022
22 V.G.Ganzha and E.V. Vorozhtsov

The oldest way is the increase in the computational speed of the

computer codes. One of the ways to achieve this goal is the paralleliza-
tion of codes written in such languages of numerical computations as
FORTRAN or C.
The present-day procedure of computer-aided aerodynamic design
includes the use of a hierarchy of mathematical models for the sim-
ulation of uid ows on computers 4]. These models range from the
relatively simple full-potential equation to the complete compress-
ible Navier{Stokes equations. In this connection, there emerges the
second direction in the solution of the problem of increasing the ef-
ciency of computer simulations in aerodynamic design: the use of
the object-oriented programming (OOP) at the development of big
program packages.
A rapid progress of general-purpose computer algebra systems
(CASs) puts into foreground the idea of using these systems as a
tool for the solution of CFD problems. It should be noted that there
were already several attempts at developing the program packages for
the construction and investigation of numerical methods for solving
the partial dierential equations (PDEs) of the mathematical physics
in the CAS environment. In 12], the REDUCE 3.3 based program
package FIDE was presented. This package was designed to auto-
mate the process of numerical solving of PDE systems by means of
computer algebra. This package enables the user to study both ap-
proximation and stability of nite dierence schemes and to generate
a FORTRAN code, which implements the chosen nite dierence
method. It should, however, be noted that the CAS REDUCE 3.3
does not support explicitly the object-oriented programming.
In 17], it was proposed to generate the needed FORTRAN codes
for the solution of elliptic PDEs with the aid of a MACSYMA pro-
gram. The ideas discussed in 17] were developed signicantly in 18],
where the viewpoint has been expressed that the development of
problem solving environments (PSEs) is needed. The SciNapse PSE
is described in 18] for numerically solving partial dierential equa-
tions. The main interface to the system is the \problem specication
language". This language allows an initial-boundary value problem
for a system of PDEs to be specied in terms of invariant dier-
ential operators or in a particular coordinate system. The methods
for discretizing the dierential equations and the boundary condi-
tions can be specied in SciNapse by giving keywords for common
methods or by giving detailed mathematical replacement rules, or
some combination of both. The SciNapse system is implemented in
Mathematica and the template are executable Mathematica code, so
Analysis of Aerodynamics Problems with Mathematica 23

they can easily be tested for correctness in Mathematica. SciNapse

is a knowledge-based program synthesis system implemented with
objects, transformation rules, and a reasoning system.
The purpose of the present paper is to discuss the problems associ-
ated with the implementation of the OOP ideas and principles within
the framework of CAS Mathematica 4.0 22] at the development of a
program package for the solution of CFD problems.
Although Mathematica is written in an object-oriented version of
C, this CAS does not provide any native support for object-oriented
methods. We do note that the package Classes.m by Roman Maeder
does implement a full-blown object-oriented extension to Mathemati-
ca 13]. This package does not make it possible to do any calculations
that could not be done before, however, it makes it possible to com-
pletely rearrange the way in which they are carried out.
We propose to use a diagram representation of the objects (PDEs,
discretization methods, grid generation methods, visualization tech-
niques) while developing new big program packages for the solution
of multidimensional aerodynamics problems. Such a methodology is
intended for its OOP implementation. We show at a number of ex-
amples that all the important building blocks of a package designed
for the numerical modeling of CFD problems can be implemented
successfully with Mathematica.

2. Hierarchies of models and methods

The governing equations of uid ows are nonlinear partial dieren-
tial equations. The analytical solution of these equations is possible
only for very particular cases of ow problems. This is the main rea-
son for which the numerical methods for the solution of the governing
equations of uid ows are the basic means for obtaining the solutions
of practically important aerodynamics problems.
At present, all practically important CFD problems are solved
numerically with the use of curvilinear spatial grids, which enable
one to consider the geometrically complex curved boundaries in the
most ecient way.
The process of the development of a computer program for the nu-
merical solution of a specic aerodynamics problem on a curvilinear
grid consists of the following three main stages:
1. The development of a program for the numerical generation of
a curvilinear spatial grid
24 V.G.Ganzha and E.V. Vorozhtsov

2. The development of a program implementing a chosen numerical

method for the solution of the Euler or Navier{Stokes equations on
a given grid
3. The development of a program for the graphical visualization
of the computational results, the computation of the needed integral
functionals (the lift force coecients, the drag coecients, etc.).
Simplest
uid ow
Full-potential equation models

?
Euler
equations
2D Euler 3D Euler

? Navier{Stokes
equations
Parabolized
Navier{Stokes equations

Complete compressible
Navier{Stokes equations

Fig. 1. The hierarchy of uid models

Since a hierarchy of mathematical models of uid ows can be used

at dierent stages of computer-aided aerodynamic design, one can
arrange the available mathematical models into a hierarchic diagram
representation as shown in Fig. 1. For the sake of brevity, we do not
show in Fig. 1 a number of further mathematical models, such as
small-disturbance potential equation, the models of viscous-inviscid
interaction, the Prandtl boundary layer equations, etc. 4].
At the stage of numerical discretization of the governing equations
of uid ow, one can also use a number of the subclasses of numerical
methods (Fig. 2). These numerical methods can be implemented on
various classes of spatial grids 11] (Fig. 3).
The numerical methods can be implemented in many ways: with
the use of the Runge{Kutta type discretizations, implicit methods,
multigrid methods, preconditioners, etc.
Analysis of Aerodynamics Problems with Mathematica 25

Discretization
methods
;;
 ? @@R
Finite Finite Finite
dierence volume element
methods methods methods
@@
R ? ;;
Approximation investigation
?
Stability investigation

Fig. 2. The subclasses of discretization methods

Spatial grids

? @@
Logically
rectangular
@R
Triangular

 P
grids

) ? PPPPq
grids

;; @@R
Single- Multi- Solution- Unstruct-
Structured
block block adaptive ured
grids
grids grids grids grids

Fig. 3. Classes of spatial grids

As soon as the numerical solution process is completed, the pas-

sage to the visualization stage is performed (Fig. 4).
Since the basic goal of the overall mathematical process as de-
picted in Figs. 1{4 is a rapid obtaining of the problem solution, the
CAS like Mathematica plays an important role, because it has all
the needed components for analytic and numeric computations and

Visualization

 ? HHHj
Isolines Solution Integral
proles functionals

Fig. 4. Visualization diagram

26 V.G.Ganzha and E.V. Vorozhtsov

computer graphics. Therefore, one can implement each stage shown

in Figs. 1{4 within the same CAS.
We will show in the subsequent sections how the dierent stages
of the computer-aided solution of CFD problems can be implemented
with Mathematica 4.0.

3. Analytic tests
One of the important constituent parts of the development of a CFD
program package is the debugging and validation of new comput-
er codes. The validation problem is often solved by comparing the
numerical solutions with some particular analytic solutions. The self-
similar solutions can often be reduced to ordinary dierential equa-
tions (ODEs). The analytic solutions of many ODE classes can be
obtained successfully with Mathematica 19{21,1].
In the case of relatively simple test problems involving the par-
tial dierential equations, the analytic solutions can also be obtained
with Mathematica 21]. The group methods implemented in CAS en-
vironment enable one to obtain the particular solutions of much more
complex equations, such as the Navier{Stokes equations 2].

4. Discretization
The construction of the discretizations of the governing partial dif-
ferential equations mentioned in Fig. 1 can be implemented by the
method of indeterminate coecients with the aid of CAS Mathemat-
ica 5].
After a numerical discretization scheme has been constructed, it
is necessary to investigate its approximation and stability properties.
In the next two subsections, we show how these two tasks can be
implemented with CAS Mathematica 4.0.

4.1. Approximation investigation

We consider the Euler equations for two-dimensional inviscid gas ow
as the governing equations:

(1) @w + @f (w) + @f (w) = 0

@t @x @y
Analysis of Aerodynamics Problems with Mathematica 27

where x and y are Cartesian coordinates and

01 0 u 1 0 v 1
(2) w = B
B u CC f (w) = BB u2 + p C
C B
B vu C
@ v A @ uv A  g ( w ) = @ v2 + p C
A:
E uH vH
Here p, , u, v , E , and H denote the pressure, density, Cartesian
velocity components, total energy and total enthalpy. For a perfect
gas
(3) E = ( ;p 1) + 21 (u2 + v2) H = E + p 
where  is the ratio of specic heats.

j k +1

3
q

;1 4
j k
q
2 q

j k
j + 1 k

1
q

j k ;1
Fig. 5. The centered scheme

Let us take an arbitrary cell of curvilinear grid (Fig. 5). Let the
values of w at the cell center be denoted by wjk , and let ;jk and Vjk
be the cell contour and the control volume bounded by contour ;jk .
The Euler equations (1) can be written in integral form for the region
Vjk with boundary ;jk as
@ ZZ I
(4) @t Vjkw dx dy + ;jk(f dy ; g dx) = 0:
In the result of discretization of (4) we can obtain the semi-discrete
equation 9]
(5) d (A w) + Qw = 0
dt jk
28 V.G.Ganzha and E.V. Vorozhtsov

where Ajk is the cell area, and the operator Q represents an approx-
imation to the boundary integral dened by the second term of (4).
For example, the ux balance for the x momentum component is
represented in (5) as

(6) @ (A u) + X4
(Qk uk + yk pk ) = 0
@t jk k=1
where the ux velocity
(7) Qk = yk uk ; xk vk
and the sum in (6) is over four sides of the cell, see Fig. 5. The values
xk and yk in (6) and (7) are the increments of x and y along side
k of the cell, with appropriate signs. Each quantity in (6) and (7)
such as u2 or (u)2 is evaluated as the average of the values in the
cells on the two sides of the face,
(8) (u)2 = 21 (u)jk + (u)j +1k ]:
The scheme (6){(8) reduces to a central dierence scheme on a
Cartesian grid, therefore, it is second order accurate in space. As
is known, the second-order schemes produce spurious oscillations of
the numerical solution at the shock wave fronts and in their vicinity.
In this connection it was proposed in 10] to introduce the articial
dissipation terms in the nite volume scheme in order to damp the
spurious oscillations. These terms are added to (5) as follows:
(9) dw + (Qw=A ) ; Dw = 0
dt jk
where D is a dissipative operator the structure of which is similar for
each of the four dependent variables:
(10) Dwjk = Dxwjk + Dy wjk 
where
(d ;d )
(11) Dxwjk = j+1=2kA j;1=2k 
jk

(djk+1=2 ; djk;1=2)
(12) Dy wjk = Ajk 
and
Analysis of Aerodynamics Problems with Mathematica 29

(13) dj+1=2k = Aj+1 =2k "(2)

j +1=2k (wj +1k ; wjk )

; "(4)
j +1=2k (wj +2k ; 3wj +1k + 3wjk ; wj ;1k )]

Aj+1=2k = 21 (Ajk + Aj+1k ):

The quantity in (13) is the time step of the numerical method. The
coecients "(2) and "(4) are variable, they are adapted to the ow.
Dene
(14) jk = jpj +1k ; 2pjk + pj ;1k j=(jpj +1k j + 2jpjk j + jpj ;1k j):
Then
(2) max(j
"(2)
j +1=2k =  j +1k j jjk j)
(15)
"j+1=2k = max(0 (4) ; "(2)
(4)
j +1=2k ):
Typical values of the constants (2) and (4) are 10] (2) = 1=4,
(4) = 1=256. The values djk1=2 in (12) are computed similarly to
(13){(15) for example, Ajk+1=2 = (1=2)(Ajk + Ajk+1 ).
The time stepping scheme approximating (9) is constructed as an
explicit three{stage scheme of the Runge{Kutta type (see 9]):
(16) w(0) = wn  w(1) = w(0) ; 1 (Phw(0) ; Dw(0))
w(2) = w(0) ; 2 (Ph w(1) ; Dw(0))
w(3) = w(0) ; (Ph w(2) ; Dw(0))
where wn = w(x y tn), tn = tn;1 + n , n = 1 2 : : :, t0 = 0, n = 
Ph w = (1=Ajk )Qwjk, and 1 , 2 are the nondimensional weight
parameters.
A symbolic algorithm for the local approximation study of the
nite volume approximation of @f (w)=@x and @g (w)=@y in accor-
dance with (6) was presented in detail in 5]. This algorithm was
implemented with Mathematica. In particular, the expansion of the
grid functions entering the nite volume scheme may be performed
by using the following function 5]:
Fx , y ] := Fc + Fx*(x - xc) + Fy*(y - yc)
+ 1/2*Fxx*(x - xc)2 + Fxy*(x - xc)*(y - yc) + 1/2*Fyy*(y-yc)2
+ 1/6*Fxxx*(x - xc)3 + 1/2*Fxxy*(x - xc)*(y - yc)
+ 1/2*Fxyy*(x - xc)*(y - yc)2 + 1/6*Fyyy*(y - yc)3 
30 V.G.Ganzha and E.V. Vorozhtsov

Here Fx , y ] = f (w(x y )), (xc, yc) is the user specied center of the
Taylor series expansion,
Fx = @f (w(x y ))=@x Fxxy = @ 3 f (w(x y ))=@ 2x@y
etc. In the particular case of an uniform rectangular spatial grid the
Taylor expansion gives the second order of approximation. But in
the case of a general logically rectangular curvilinear grid, the ap-
proximation order reduces to the rst order. The corresponding ap-
proximation error is presented in 5] for the approximation of the
x-derivative we will not reproduce it here because of its bulky form.
The expression for this error involves the derivatives @ 2f (w)=@x2,
@ 2f (w)=@x@y, and @ 2f (w)=@y2.

4.2. Stability investigation

Let us enumerate a number of items that explain the practical im-
portance of the stability investigation of the numerical discretization
schemes for PDEs. Knowledge of the stability region of a numerical
method enables one
{ to avoid an increasing amplitude of error,
{ to reduce the computer time while modeling nonstationary phe-
nomena,
{ to accelerate the convergence to a stationary solution when using
the pseudounsteady method,
{ to distinguish between physical and numerical oscillations at the
onset of numerical instability (e.g., in turbulence modeling),
{ to nd in a given class of numerical methods the specic nite
dierence or nite volume schemes, which possess a maximum
stability robustness 6].
If the stability condition of a specic numerical discretization
scheme is known, it is usually incorporated into the computer code
implementing the scheme. But many current nite dierence or nite
volume schemes are so complicated that it is impossible to obtain
the needed stability conditions by using the \manual" calculations.
In such cases, the computer algebra systems prove to be the only
means for obtaining the stability regions by combining the symbolic
and numeric computations.
In what follows we briey outline the general scheme of a typical
symbolic-numeric algorithm for stability investigation of nite dier-
ence or nite volume schemes basing on the Fourier method 6]. We
Analysis of Aerodynamics Problems with Mathematica 31

demonstrate this procedure at the example of the stability investiga-

tion of the nite volume scheme (6){(16).
If we \freeze" the components of the solution vector w in the
dierence scheme coecients then we obtain the linearized dierence
scheme
(17) wn+1 = S (x y w0)wn 
where w0 is the \frozen" solution vector. The dierence operator
S (x y w0) in (17) is called the step operator, and its structure deter-
mines to a large extent the stability properties of dierence method.
In what follows we investigate the stability of the dierence initial-
value problem
(18) wn+1 = S (x y w0)wn  n = 0 1 2 : : : 
w0 = U0(x y ) ; 1 < x y < 1
where U0 (x y ) is the given initial condition at t = 0. We apply the
von Neumann stability analysis procedure 6] for obtaining the neces-
sary stability condition of dierence problem (18). In this procedure,
at rst the Fourier symbol G = F (S ) of the step operator S is ob-
tained. After that the characteristic equation
X
m
(19) det(I ; G) = cj m;j = 0
j =0
is computed, where m = 4 in the case of the Euler system of equa-
tions (1){(2), and I is the m  m identity matrix. The von Neumann
necessary stability conditions then read
(20) jj  1 + O( ) = 1 : : : m:
These conditions are also sucient for stability of the dierence
Cauchy problem (18) in the case of a normal or diagonalizable am-
plication matrix G 14].
Let us now describe some peculiarities of the symbolic stages of
the symbolic-numeric algorithm, which we have implemented with
Mathematica 3.0. A detailed presentation of this method for the case
of the absence of articial dissipation terms may be found in 7].
Since the amplication matrix G is a function of the Jacobi ma-
trices A and B for many nite dierence or nite volume schemes
for Euler equations, there emerges the idea of working with A and B
as matrix objects, which are however not specied explicitly as 4  4
32 V.G.Ganzha and E.V. Vorozhtsov

matrices at the early stages of symbolic computations. In the process

of such computations the expressions of the form
(21) c1AB + c2BA c1 ABB + c2BAB
etc. arise. It is well known 6] that the gas dynamical matrices A and
B do not commute, therefore, the conventional commutative multi-
plication is inapplicable. Mathematica treats however A and B in (21)
as commutative quantities and transforms them into (c1 + c2)AB and
(c1 + c2)AB 2 , which leads to incorrect results in our case.
In order to solve this problem we have proposed the idea of replac-
ing the commutative multiplication operation Times in Mathematica
with the noncommutative operation Dot. To illustrate the implemen-
tation of this idea in a Mathematica program let us assume that cer-
tain quantities A1 and A2 do not commute and consider the following
program:
c1 = HoldForm(A1+A2) (A1+A2) (A1+A2)]
d1 = c1/.fPlus; >List, Times; >Timg
d2 = d1/. HoldFormx y ]] ; > HoldFormx, y]
e = d2/. HoldForm ; > Outer
f = e/. List ; > Plus
pu3= f/. Timx , y , z ] ; > Dotx, y, z]
This program computes the product (A1+A2) (A1+A2) (A1+A2) in
the correct form, which takes into account the noncommutativity of
the quantities A1 and A2:
A1 . A1 . A1 + A1 . A1 . A2 + A1 . A2 . A1 +A1 . A2 . A2
+ A2 . A1 . A1 + A2 . A1 . A2 + A2 . A2 . A1 + A2 . A2 . A2
The above program fragment is a key element of our Mathematica
program, which has enabled us to obtain the amplication matrix B
symbolically as a function of the matrices A and B , although these
matrices themselves were not specied explicitly as matrices. Let us
now describe the sequential stages of our symbolic algorithm whose
output is the amplication matrix G of a given dierence scheme.
Step 1. Elimination of the intermediate values u(1) and u(2) from
the dierence equation un+1 ; u(3) = 0 of scheme (16). Let us intro-
duce in the Mathematica program the notations
uv1, n , i , j ] = u(1)
ij ,
uv2, n , i , j ] = u(2)
ij
and the functions
Analysis of Aerodynamics Problems with Mathematica 33

uv1, n , i , j ] := uv0n, i, j] - alf1 dt (pu - d) uv0, n, i, j]

uv2, n , i , j ] := uv0n, i, j] - alf2 dt (pu uv1, n, i, j] - d uv0,n,i,j])
uv3, n , i , j ] := uv0n, i, j] - dt (pu uv2, n, i, j] - d uv0, n, i, j])
where pu stands for the matrix dierence operator Ph  d is the lin-
earized operator of articial dissipation according to (10){(15) dt =
, alf1 = 1, alf2 = 2  ID is assumed to be the 4  4 identity matrix
it will be specied explicitly as a matrix at a much later stage. We
note that the quantity uv0n, i, j] = unij is not declared here as a vec-
tor of four components. We have denoted the result of the action of
the dierence operator Ph on the grid function unij simply as a usual
product: Ph unij = pu uv0n, i, j]. As we have shown in 5], such dier-
ence operators can be eciently implemented in Mathematica with
the aid of transformation rules. The elimination of the values u(1)
and u(2) is performed in our program with the aid of the command
sch = ID uv3, n, i, j]/. fuv0, n, i , j ] ; > uv0n, i, j]g//Expand
and the left-hand side of the two-level dierence equation un+1 ;
u(3) = 0 is obtained in the form
ID uv0n, i, j] - dt ID pu uv0n, i, j] + alf2 dt2 ID pu2 uv0n, i, j]
- alf1 alf2 dt3 ID pu3 uv0n, i, j] - alf1 alf2 dt3 pu2 d
+ alf2 dt2 pu d - dt d
Rewriting this expression by using the original notation, we obtain
that the step operator S of the linearized nite volume scheme cor-
responding to three-stage Runge{Kutta scheme (16) has the form
(22) S = I ; Ph + 2 ( Ph )2 ; 1 2 ( Ph)3
; 1 2 3Ph2D + 2 2Ph D ; D
where Ph and D are the linear dierence operators obtained as a
result of the linearization of operators Ph and D in (16).
Step 2. Substitution of the expression for the dierence operator
Ph into the dierence scheme in integral steps.
c1 = HoldForm(A1+A2) (A1+A2)]
d1 = c1/. fPlus ; > List, Times ; > Timg
d2 = d1/. HoldFormx , y ]] ; > HoldFormx, y]
e = d2/. HoldForm ; > Outer
f = e/. List ; > Plus
pu2= f/. Timx , y ] ; > Dotx, y]
c1 = HoldForm(A1+A2) (A1+A2) (A1+A2)]
d1 = c1/. fPlus ; > List, Times ; > Timg
d2 = d1/. HoldFormx , y ]] ; > HoldFormx, y]
34 V.G.Ganzha and E.V. Vorozhtsov

e = d2/. HoldForm ; > Outer

f = e/. List ; > Plus
pu3= f/. Timx , y , z ] ; > Dotx, y, z]
sch1 = sch/. fpu ; > A1 + A2, pu2 ; > pu2, pu3 ; > pu3g
A1 = t1 A A2 = t2 B
sch12 = sch1/. fdt ID x ; > dt x, dtk ID x ; > dtk xg
sch2 = sch12/. falf1 ; > 1/2, alf2 ; > 1/2g
sch3 = sch2/. f(x1 y1 ).(x2 y2 ).(x3 y3 ) ; >x1.x2.x3 y1 y2 y3g
sch4 = sch3/. f(x1 y1 ).(x2 y2) ; > x1.x2 y1 y2,
(x1 y1).(x2 y2 ).(x3 y3 ) ; > x1.x2.x3 y1 y2 y3g
As a result we obtain the right-hand side of (22) in the form involving
various matrix products A.A, A.B, A.B.A, etc.
Step 3. Fourier transform of the step operator S (x y w0). For
n = W0 n ei(j1+k2 ) ,
this ppurpose, the Fourier particular solution wjk
i = ;1 W0 = const, is substituted into the expression for the step
operator the variables 1 and 2 represent the real wavenumbers.
Since S is a linear dierence operator, we can at rst compute
the Fourier transform of each item entering S in order to save the
computer memory. As a result of these symbolic computations, the
amplication matrix G obtained by the Fourier transformation of
operator S (22) has the form
(23) G = I + (d1A + d2 B ) + 2(d1 A + d2 B )2 + 1 2 (d1A + d2B )3
+ 1 2 3 d3(d1A + d2B )2 + 2 2d3 (d1A + d2B ) + d3I
where F (; Ph ) = d1A + d2B , F (; D) = d3I ,

d1 = 2;A (yj+1k ; yjk )(cos 2 ; i sin 2 )

jk
+ (yj +1k+1 ; yj +1k )(cos 1 + i sin 1)
+ (yjk+1 ; yj +1k+1 )(cos 2 + i sin 2)
+ (yjk ; yjk+1 )(cos 1 ; i sin 1 )]

(24) d2 = 2;A (xjk ; xj+1k )(cos 2 ; i sin 2)

jk
+ (xj +1k ; xj +1k+1 )(cos 1 + i sin 1)
+ (xj +1k+1 ; xjk+1 )(cos 2 + i sin 2 )
+ (xjk+1 ; xjk )(cos 1 ; i sin 1)]
d3 = "2x(2 cos 1 ; 2) ; 4"4x(cos 1 ; 1)2
+ "2y (2 cos 2 ; 2) ; 4"4y (cos 2 ; 1)2:
Analysis of Aerodynamics Problems with Mathematica 35

Here A and B are the Jacobi matrices obtained from (2):

(25) A = @f@w (w)  B = @g (w) :
@w
The coecients "2x  "4x "2y  "4y in (24) are obtained by freezing the
coecients "(2)
j 1=2k , "j 1=2k  "jk1=2 "jk1=2 in the formulas of arti-
(4) (2) (4)

cial dissipator:
"2x = "(2)
j 1=2k = const "4x = "j 1=2k = const
(4)
(26)
"2y = "(2)
jk1=2 = const "4y = "jk1=2 = const:
(4)

Step 4. Symbolic computation of the entries of G. To save the

needed memory at this stage, we at rst substitute the entries of the
matrices A and B as a21=a21, b43=b43, etc., where we have denoted
by ajk and bjk  j k = 1 : : : 4, the entries of the matrices A and B ,
respectively. After that we nd the expressions for the rst row of G
by replacing ajk with their specic entries corresponding to the gas
dynamic Jacobi matrices A and B (the expressions for these entries
may be found in 6]).
Thus, the rst row elements are the functions of the components of
the solution vector w in (2), the nondimensional parameters (26), and
the dimensional quantities Ajk , xjk+1 ;xjk , yjk+1 ;yjk , xj +1k ;xjk ,
yj +1k ; yjk . In order to make the results of stability analysis inde-
pendent both of a specic curvilinear grid and of the time step it is
extremely important to express the entries of the amplication matrix
G in terms of the nondimensional similarity parameters 1 : : : M
(M  1). It turns out that in the case of the Runge{Kutta nite vol-
ume method dened by equations (10){(16) it is sucient to intro-
duce along with the parameters (26) the following six nondimensional
variables:
1 = c  (yjkA+1 ; yjk )  2 = u  (yjk+1 ; yjk ) 
jk Ajk
 = v  (yjk+1 ; yjk )   = yj+1k ; yjk 
(27) 3
Ajk 4
yjk+1 ; yjk
; xjk  ; xjk 
6 = xyjk+1 ;
5 = xyj +1k ;
jk+1 yjk jk+1 yjk

p
where c is the sound speed, c = p= for a perfect gas. The entries
of matrix G can be eciently expressed in terms of the parameters
36 V.G.Ganzha and E.V. Vorozhtsov

1  : : : 6 in a Mathematica code by using the transformation rules.

Let, for example, cp1= 1 . Then we can introduce the notation cp1
into the entry gg1,1]] of G with the aid of transformation rule
gg1,1]] = gg1,1]]/. c ; > cp1*Ajk/(yj,k+1]] - yj,k]]),
where Ajk = Ajk , yj,k]] = yjk , etc. The remaining parameters
2 : : : 6 are introduced in the entries of G in a similar way. The
rst row of G thus obtained is then stored in the le row1.m. After
that we compute in a similar way the next rows of G. Such a strategy
saves a lot of computer memory, so that only about 2 Mb are needed
to compute one row of G. Once we have computed all the rows of
matrix G, we can assemble them into a 4  4 matrix.
It turns out that G obtained in this way still depends explicitly
on the time step . More precisely, G has the following structure:
0 f11 f12  q f13  q f14  q2 1
BB f21 f22  1 f23  1 f24  q CC
BB q C
C
(28) G=B BB q f32  1 f33  1 f34  q C
f 31
C
@ f41 f42 f43 C
A
q2 q q f 44  1
where q = (yjk+1 ;yjk )=Ajk and the fij , i j = 1 : : : 4 are functions
of only. Similarly to 6] it is easy to show that there exists a one-
parameter family of the diagonal matrices
Q = diag(q q+1 q+1 q +2)
such that the matrix
(29) G0 = QGQ;1
does already not depend on q . A simple choice for Q is obtained
at = 0: Q = diag(1 q q q 2). The symbolic computation of G0 in
accordance with (29) can conveniently be implemented with Mathe-
matica:
G0=DiagonalMatrixf1qqq2g]GInverseDiagonalMatrixf1qqq2g]]
As a result we obtain a matrix G0 with nondimensional entries, which
can be obtained formally from (28) by setting q = 1. In what follows
we will omit the subscript 0 and write G instead of G0 for brevity.
In this way we have obtained the amplication matrix on a curvi-
linear grid for Jameson's scheme (16), which takes 1898 lines of text,
with 65 symbols in each line on the average.
Analysis of Aerodynamics Problems with Mathematica 37

At the numerical stages of our method, the zeroes of characteristic

equation (19) are computed numerically with the aid of the Mathe-
matica function Solve...]. It is well known 6] that these zeroes
are very sensitive to roundo errors when the machine arithmetic
of oating-point numbers is used to compute the numerical values
of coecients of (19). On the other hand, it is well known that the
computer algebra system Mathematica performs exact arithmetic op-
erations on rational numbers. In accordance with (24) the coecients
cj in (19) depend on cos m and sin m , m = 1 2. In order to avoid
the introduction of any roundo errors when computing the numeri-
cal values of these functions we have determined these values as the
following rational numbers:
8 ;1
< m = 
cos m = : 1 ; R (tm  ")   6=  
2

1 + R2 (tm  ") m
(30) 8 0
< m = 
sin m = : 2R(tm  ")   6= 
1 + R2 (tm  ") m
where R(tm  ") =RationalizeNtm 10;(e+1) ], "], m = 1 2 and
tm = tan(m =2) " = 10;(e+1) , e  0, is the user-specied accura-
cy with which the built-in Mathematica function Rationalize...]
converts a oating-point number tm into a rational number. It is
important that the calculation of cos m and sin m by (30) always
ensures the satisfaction of the relation cos2 m + sin2 m = 1.
The values of nondimensional parameters (26) and (27) were al-
so computed in (19) as the rational numbers. As a result, the co-
ecients cj of equation (19) are exact for any complex numerical
method. Therefore, we can compute the zeroes of (19) exactly, be-
cause the Mathematica function Solve...] implements the exact
solution formulas at m = 4.
For the verication of the above symbolic/numeric method we
have used the analytic solution 6] for the necessary stability condi-
tion of the linearized Runge{Kutta scheme, which can be obtained
from (23) in the particular case where d3 = 0, i.e., "2x = "4x = "2y =
"4y = 0:
(31) j2j + j24j + j36j + j35j
+ (j1j + j14 j)2 + (j16 j + j1 5 j)2]0:5  f ( 1  2)
38 V.G.Ganzha and E.V. Vorozhtsov

where
 2 0:5 0:5
(32) f ( 1  2) = 1 2 1 ; 2 + ( 2(2 2 ; 4 1 + 8 1)) :
1 2

In the particular case of a uniform rectangular spatial grid in the

(x y ) plane we have:
(33) xj+1k = xjk + h1  xjk+1 = xjk 
yj +1k = yjk  yjk+1 = yjk + h2 8j k
where h1 and h2 are the grid steps along the x- and y -axes, respec-
tively. The substitution of (33) in (27) yields the formulas
1 = hc  2 = u
h1   3=
v   = 0  = h1   = 0:
h1 4 5
h2 6
1

Therefore, the stability condition (31) simplies at 1 = 2 = 1=2 to

q
(34) j2j + j3j5 + 1 1 + 25  2:
At the specied cell aspect ratio 5 the equality
q
(35) 1 = (2 ; j2 j ; j3j5 )= 1 + 25
determines a surface 1 = '(2 3) of the stability region of scheme
(16) on an uniform rectangular grid in the absence of articial dissi-
pator. In particular,p at the apex of pyramid (35), where 2 = 3 = 0,
we have 1 = 2= 1 + 25 . In Table 1 we present the results of nu-
merical computation of 1 at the stability region boundary at a user-
specied accuracy " = 10;2 for the computation of 1 . In this table,
1num is the value of 1 on the stability region boundary obtained p by
the above presented symbolic-numerical method 1ex = 2= 1 + 25 
1 = j1ex ;1num j. It can be seen from the Table 1 that the absolute
error 1 is smaller by an order of magnitude than the user-specied
accuracy 10;2 .
In the general case, where the articial dissipation coecients
"2x "2y , "4x , "4y are dierent from zero, we have at rst determined
the stability region boundary in dierent sections of a ten-dimensional
Euclidean space of ("2x "2y ,"4x "4y  1 2 : : : 6) points. This has
required many runs on a computer. As a result of these runs, we have
accumulated the information, which proved to be sucient for an an-
alytic tting of all the numerical data obtained. At this tting we have
considered the values 1 = 2 = 12 in (32), at which f ( 1  2) = 2.
In this case, we have obtained the von Neumann necessary stability
Analysis of Aerodynamics Problems with Mathematica 39

Table 1. Values of 1 at point 2 = 3 = 0 of the stability region

boundary of scheme (16) at dierent values of 5
1 n5 1=2 1 2 3
1831 5793 7325 971
1num 1024 4096 8192 1536
 1 788086  1 41414307  0 894165  0 632162
: : : :

1 ex 1.788854 1.414214 0.894427 0.632456

1 0.000768 0.000093 0.000262 0.000294

condition of the three-stage Runge{Kutta nite volume method (16)

on curvilinear grid in the form
"2x
2:7 "2y
2:7 "4x
8 "4y
8
(36) 0:5 + 0:5 + 1=8 + 1=8
" p 4 #
j 1j (1 + j4 j) + (j5j + j6j)
2 2
+ 2 ; j j(1 + j j) ; j j(j j + j j)  1:
2 4 3 5 6
It is easy to see that in the particular case where "2x = "2y = "4x =
"4y = 0 formula (36) coincides with inequality (31). In accordance
with (23) the amplication matrix G is a matrix polynomial of matrix
d1A + d2 B. It is well known that the matrices d1A and d2B can be di-
agonalized simultaneously by the same similarity transformation 14].
By using the sucient stability criterion 14] for the diagonalizable
amplication matrices it easy to prove that the necessary von Neu-
mann stability condition (36) for the linearized Runge{Kutta scheme
under consideration is also sucient for stability.
Substituting expressions (27) for the nondimensional similarity
parameters 1  : : : 6 into (36) we can easily obtain the explicit ex-
pression for the maximum time step allowed by the stability of the
Runge{Kutta scheme under study. A simple analysis of this expres-
sion shows that in the case of the presence of articial dissipator, that
is in the case where at least one of the four coecients (26) is dierent
from zero, the maximum time step size allowed by stability reduces
in comparison with the case of the absence of articial dissipation
terms.

5. Numerical grid generation

We will demonstrate the lling of one of the classes of spatial grids
(Fig.3), logically rectangular single-block grids, with the aid of Ma-
40 V.G.Ganzha and E.V. Vorozhtsov

thematica 4.0. Such curvilinear grids have gained a wide acceptance,

see 11]. They are mapped with the aid of a non-degenerate transfor-
mation
x = x( ) y = y (  )
from the plane of the Cartesian spatial coordinates (x y ) onto a uni-
form rectangular grid in the plane of curvilinear coordinates  ,  .
It should be noted that both the local approximation study and
the stability investigation by the von Neumann method are problem
independent. The numerical grid generation procedures are, on the
contrary, problem dependent and may require, for example, the im-
plementation of multi-block grids in the cases of suciently complex
geometries.
In this connection, we demonstrate the implementation of numer-
ical grid generation at a number of specic aerodynamics problems.
The computer algebra system Mathematica proved to be a very con-
venient tool for a rapid generation of curvilinear grids. Owing to the
powerful built-in computer graphics functions, the user can rapidly
adjust the free grid parameters during single Mathematica session in
an interactive way in order to obtain a curvilinear grid, which ensures
the desired distributions of grid lines near important boundaries or
surfaces.
In Fig. 6 we show the curvilinear grids generated with the aid of
Mathematica program for problems of inviscid gas ow in a channel
with a circular arc bump in lower wall. These grids were generat-
ed with the id of the same Mathematica program implementing the
multi-surface method 3] for numerical grid generation.
In Fig. 7 we show the curvilinear grids around the NACA 0012
airfoil. In the case of the grid of Fig. 7, (b) we have used the method
of 15], in which the C-type grid was generated with the aid of the
transformation
(37) x = B + A cosh () cos  y = A sinh ( ) sin 
where A and B are constants. The coordinate lines  = const wrap
around the airfoil, whereas the lines  = const are approximately
normal to the lines  = const. We now show a fragment of our Math-
ematica program, in which the transformation (37) is implemented:
Do eta = efcnss + ds, s, eta, a, thetai]]
xi, j]] = b + a*Cosheta]*Costhetai]] ]
yi, j]] = a*Sinheta]*Sinthetai]] ]
s = s + ds ds = ds*rds, fj, 2, jlg], fi, itl, itug]
Analysis of Aerodynamics Problems with Mathematica 41

1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0.5 1 1.5 2 2.5 3 0.5 1 1.5 2 2.5 3

(a) the grid of 50  15 nodes for (b) curvilinear grid of 80  40 nodes

subsonic ow at the freestream Mach for supersonic ow at M1 = 1:65
number M1 = 0:5
Fig. 6. Curvilinear grids for the problem of inviscid ow through a channel with
a circular arc bump in lower wall

4
4

2
2

2 4 6 8
2 4 6 8

-2
-2

-4
-4

(a) the grid obtained by multi-surface (b) the grid obtained by the method
method 3] of 15]
Fig. 7. The curvilinear C-type grids of 65  15 nodes around the NACA 0012
airfoil

6. Visualization
Owing to the availability of numerous powerful and versatile comput-
er graphics functions, the Mathematica user cn display graphically
any one-dimensional plots, isolines, and surfaces obtained as a result
of numerical simulation of a uid dynamics problem.
In Fig. 8 we present the computational results obtained on the
curvilinear grid of Fig. 6, (b). As a criterion for the numerical solu-
tion convergence to a stationary limit we have checked the inequality
42 V.G.Ganzha and E.V. Vorozhtsov

2 M
1
0.8 1.8
0.6
0.4 1.6
0.2
1.4
0.5 1 1.5 2 2.5 3
1.2 x
0.5 1 1.5 2 2.5 3

(a) predicted Mach number contours (b) predicted Mach number proles
along lower wall (solid line) and up-
per wall (dashed line)

-1 Log10(Rn )

-2

-3

-4
n
-5
0 100 200 300 400

(c) convergence history

Fig. 8. Inviscid supersonic ow through a channel with a circular arc bump in
lower wall at the freestream Mach number M1 = 1:65

Rn   , where Rn = maxjk jnjk+1 ; njk j is the solution residual,

n = 0 1 2 : : :, and  is a user-specied small positive number we
have taken the value  = 10;4.
Let us denote by max the maximum value of the time step ,
which is obtained from (36) if one replaces the  symbol with the
equality symbol. The actual aerodynamic computations were per-
formed with =   max, where  is a safety factor, 0 <   1. In the
case of Fig. 8, the value  = 0:95 was specied.
In order to plot the isolines of a grid function given in the nodes
of a curvilinear grid, we have written a Mathematica function that
Analysis of Aerodynamics Problems with Mathematica 43

0 -0.2-0.4-0.6-0.8
Cp

0.2 0.4 0.6 0.8 1.

0.8 0.6 0.4 0.2

Log10 Rn

1
0
-1
-2
-3
-40 n
200 400 600 800
(a) the distributions of the pressure (b) convergence history
coecient Cp along the upper (|-)
and lower (  ) airfoil surfaces

0.0004
0.0003
0.0002 60
0.0001
0 40

5 20
10

(c) the Mach number contours (d) the surface j(njk ; njk;1 )=jk
n;1 j,
n = 800

Fig. 9. The computational results for the problem of transonic ow around the
airfoil NACA 0012 at M1 = 0:80 and zero angle of attack

implements the algorithm described in 16]. In 8] we discuss the

implementation of this algorithm with Mathematica and present a
more rapid algorithm for plotting the isolines.
In Fig. 9 we show the numerical results obtained by scheme (16)
on the Rizzi mesh of Fig. 7, (b). The maximum residual Rn dropped
by ve orders of magnitude during the rst 800 time steps: from the
value R1 = 6:29  101 to R800 = 3:90  10;4 (see also Fig. 9, (b)). The
44 V.G.Ganzha and E.V. Vorozhtsov

results agree well with those obtained in 10] on a 64  32 mesh. The

stability condition (36) was used in our Mathematica code for this
aerodynamics problem to compute the local time steps in accordance
with the time stepping procedure proposed in 10].
It can be seen from Fig. 9, (d) that the main source of the numer-
ical solution error is caused by the shock waves near the upper and
lower airfoil surfaces. These errors decay with the increasing distance
from the airfoil. This may be explained by the fact that the shock
strength decreases as the distance from the airfoil increases. As a
result, the numerical solution gradients within the zone of smeared
shock wave become smaller, which leads to the diminution of the
residual j(njk ; njk;1 )= jk
n;1 j.

7. Conclusions
We have shown above that the current general-purpose CASs may
be used as the basis for the development of big program packages
intended for a rapid solution of multi-dimensional uid dynamics
problems. The incorporation of the ideas and principles of the object-
oriented programming should result in more reliable and exible pro-
gram packages. This work needs further big eorts and is now in
progress. The purpose of the present paper was to outline a number
of the directions toward the solution of the problem of the develop-
ment of such a exible OOP based package within the framework of
a general-purpose CAS.
A further objective would be the incorporation of some elements of
the expert systems and articial intelligence to automatically choose
the best methods for numerical grid generation and subsequent nu-
merical solution of a specic ow problem.

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