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Annex_ISO.tex in branches/DEV_r2191_3partymerge2010/DOC/TexFiles/Chapters – NEMO

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1% ================================================================
2% Iso-neutral diffusion :
3% ================================================================
4\chapter{Griffies's iso-neutral diffusion and \\
5  eddy-induced advection}
6\label{Apdx_C}
7\minitoc
8
9\section{Griffies's formulation of isoneutral diffusion}
10
11\subsection{Introduction}
12 We define a scheme that get its inspiration from the scheme of
13\citet{Griffies1998}, but is formulated within the \NEMO
14framework, using scale factors rather than grid-sizes.
15
16The off-diagonal terms of the small angle diffusion tensor
17\eqref{Eq_PE_iso_tensor} produce skew-fluxes along the
18i- and j-directions resulting from the vertical tracer gradient:
19\begin{align}
20  \label{eq:i13c}
21  &+\kappa r_1\frac{1}{e_3}\frac{\partial T}{\partial k},\qquad+\kappa r_2\frac{1}{e_3}\frac{\partial T}{\partial k}\\
22\intertext{and in the k-direction resulting from the lateral tracer gradients}
23  \label{eq:i31c}
24 & \kappa r_1\frac{1}{e_1}\frac{\partial T}{\partial i}+\kappa r_2\frac{1}{e_1}\frac{\partial T}{\partial i}
25\end{align}
26where \eqref{Eq_PE_iso_slopes}
27\begin{align*}
28  r_1 &=-\frac{e_3 }{e_1 } \left( \frac{\partial \rho }{\partial i}
29  \right)
30  \left( {\frac{\partial \rho }{\partial k}} \right)^{-1} \\
31  &=-\frac{e_3 }{e_1 } \left( -\alpha\frac{\partial T }{\partial i} +
32    \beta\frac{\partial S }{\partial i} \right) \left(
33    -\alpha\frac{\partial T }{\partial k} + \beta\frac{\partial S
34    }{\partial k} \right)^{-1}
35\end{align*}
36is the i-component of the slope of the isoneutral surface relative to the computational
37surface, and $r_2$ is the j-component.
38
39The extra vertical diffusive flux associated with the $_{33}$
40component of the small angle diffusion tensor is
41\begin{equation}
42  \label{eq:i33c}
43  -\kappa(r_1^2 +r_2^2) \frac{1}{e_3}\frac{\partial T}{\partial k}.
44\end{equation}
45
46Since there are no cross terms involving $r_1$ and $r_2$ in the above, we can
47consider the isoneutral diffusive fluxes separately in the i-k and j-k
48planes, just adding together the vertical components from each
49plane. The following description will describe the fluxes on the i-k
50plane.
51
52There is no natural discretization for the i-component of the
53skew-flux, \eqref{eq:i13c}, as
54although it must be evaluated at u-points, it involves vertical
55gradients (both for the tracer and the slope $r_1$), defined at
56w-points. Similarly, the vertical skew flux, \eqref{eq:i31c}, is evaluated at
57w-points but involves horizontal gradients defined at u-points.
58
59\subsection{The standard discretization}
60The straightforward approach to discretize the lateral skew flux
61\eqref{eq:i13c} from tracer cell $i,k$ to $i+1,k$, introduced in 1995
62into OPA, \eqref{Eq_tra_ldf_iso}, is to calculate a mean vertical
63gradient at the u-point from the average of the four surrounding
64vertical tracer gradients, and multiply this by a mean slope at the
65u-point, calculated from the averaged surrounding vertical density
66gradients. The total area-integrated skew-flux from tracer cell $i,k$
67to $i+1,k$, noting that the $e_{{3u}_{i+1/2}^k}$ in the area
68$e_{{3u}_{i+1/2}^k}e_{{2u}_{i+1/2}^k}$ at the u-point cancels out with
69the $1/e_{{3u}_{i+1/2}^k}$ associated with the vertical tracer
70gradient, is then \eqref{Eq_tra_ldf_iso}
71\begin{equation*}
72  \left(F_u^{\mathrm{skew}} \right)_{i+\hhalf}^k = \kappa _{i+\hhalf}^k
73  e_{{2u}_{i+1/2}^k} \overline{\overline
74    r_1} ^{\,i,k}\,\overline{\overline{\delta_k T}}^{\,i,k},
75\end{equation*}
76where
77\begin{equation*}
78  \overline{\overline
79    r_1} ^{\,i,k} = -\frac{e_{{3u}_{i+1/2}^k}}{e_{{1u}_{i+1/2}^k}}
80  \frac{\delta_{i+1/2} [\rho]}{\overline{\overline{\delta_k \rho}}^{\,i,k}}.
81\end{equation*}
82
83Unfortunately the resulting combination $\overline{\overline{\delta_k
84    \bullet}}^{\,i,k}$ of a $k$ average and a $k$ difference %of the tracer
85reduces to $\bullet_{k+1}-\bullet_{k-1}$, so two-grid-point oscillations are
86invisible to this discretization of the iso-neutral operator. These
87\emph{computational modes} will not be damped by this operator, and
88may even possibly be amplified by it.  Consequently, applying this
89operator to a tracer does not guarantee the decrease of its
90global-average variance. To correct this, we introduced a smoothing of
91the slopes of the iso-neutral surfaces (see \S\ref{LDF}). This
92technique works fine for $T$ and $S$ as they are active tracers
93($i.e.$ they enter the computation of density), but it does not work
94for a passive tracer.
95\subsection{Expression of the skew-flux in terms of triad slopes}
96\citep{Griffies1998} introduce a different discretization of the
97off-diagonal terms that nicely solves the problem.
98% Instead of multiplying the mean slope calculated at the u-point by
99% the mean vertical gradient at the u-point,
100% >>>>>>>>>>>>>>>>>>>>>>>>>>>>
101\begin{figure}[h] \begin{center}
102    \includegraphics[width=0.90\textwidth]{./TexFiles/Figures/Fig_triad_fluxes}
103    \caption{(a) Arrangement of triads $S_i$ and tracer gradients to
104      give lateral tracer flux from box $i,k$ to $i+1,k$ (b) Triads
105      $S'_i$ and tracer gradients to give vertical tracer flux from
106      box $i,k$ to $i,k+1$.}
107    \label{Fig_triad}
108  \end{center} \end{figure}
109% >>>>>>>>>>>>>>>>>>>>>>>>>>>>
110They get the skew flux from the products of the vertical gradients at
111each w-point surrounding the u-point with the corresponding `triad'
112slope calculated from the lateral density gradient across the u-point
113divided by the vertical density gradient at the same w-point as the
114tracer gradient. See Fig.~\ref{Fig_triad}a, where the thick lines
115denote the tracer gradients, and the thin lines the corresponding
116triads, with slopes $s_1, \dotsc s_4$. The total area-integrated
117skew-flux from tracer cell $i,k$ to $i+1,k$
118\begin{multline}
119  \label{eq:i13}
120  \left( F_u^{13}  \right)_{i+\frac{1}{2}}^k = \kappa _{i+1}^k a_1 s_1
121  \delta _{k+\frac{1}{2}} \left[ T^{i+1}
122  \right]/e_{{3w}_{i+1}}^{k+\frac{1}{2}}  + \kappa _i^k a_2 s_2 \delta
123  _{k+\frac{1}{2}} \left[ T^i
124  \right]/e_{{3w}_{i+1}}^{k+\frac{1}{2}} \\
125   +\kappa _{i+1}^k a_3 s_3 \delta _{k-\frac{1}{2}} \left[ T^{i+1}
126  \right]/e_{{3w}_{i+1}}^{k+\frac{1}{2}}  +\kappa _i^k a_4 s_4 \delta
127  _{k-\frac{1}{2}} \left[ T^i \right]/e_{{3w}_{i+1}}^{k+\frac{1}{2}},
128\end{multline}
129where the contributions of the triad fluxes are weighted by areas
130$a_1, \dotsc a_4$, and $\kappa$ is now defined at the tracer points
131rather than the u-points. This discretization gives a much closer
132stencil, and disallows the two-point computational modes.
133
134 The vertical skew flux \eqref{eq:i31c} from tracer cell $i,k$ to $i,k+1$ at the
135w-point $i,k+\hhalf$ is constructed similarly (Fig.~\ref{Fig_triad}b)
136by multiplying lateral tracer gradients from each of the four
137surrounding u-points by the appropriate triad slope:
138\begin{multline}
139  \label{eq:i31}
140  \left( F_w^{31} \right) _i ^{k+\frac{1}{2}} =  \kappa_i^{k+1} a_{1}'
141  s_{1}' \delta _{i-\frac{1}{2}} \left[ T^{k+1} \right]/{e_{3u}}_{i-\frac{1}{2}}^{k+1}
142   +\kappa_i^{k+1} a_{2}' s_{2}' \delta _{i+\frac{1}{2}} \left[ T^{k+1} \right]/{e_{3u}}_{i+\frac{1}{2}}^{k+1}\\
143  + \kappa_i^k a_{3}' s_{3}' \delta _{i-\frac{1}{2}} \left[ T^k\right]/{e_{3u}}_{i-\frac{1}{2}}^k
144  +\kappa_i^k a_{4}' s_{4}' \delta _{i+\frac{1}{2}} \left[ T^k \right]/{e_{3u}}_{i+\frac{1}{2}}^k.
145\end{multline}
146 
147We notate the triad slopes in terms of the `anchor point' $i,k$
148(appearing in both the vertical and lateral gradient), and the u- and
149w-points $(i+i_p,k)$, $(i,k+k_p)$ at the centres of the `arms' of the
150triad as follows (see also Fig.~\ref{Fig_triad}):
151\begin{equation}
152  \label{Gf_slopes}
153  _i^k \mathbb{R}_{i_p}^{k_p} 
154  =\frac{ {e_{3w}}_{\,i}^{\,k+k_p}} { {e_{1u}}_{\,i+i_p}^{\,k}}
155  \
156  \frac 
157  {\left(\alpha / \beta \right)_i^\ \delta_{i + i_p}[T^k] - \delta_{i + i_p}[S^k] }
158  {\left(\alpha / \beta \right)_i^\ \delta_{k+k_p}[T^i ] - \delta_{k+k_p}[S^i ] }.
159\end{equation}
160In calculating the slopes of the local neutral
161surfaces, the expansion coefficients $\alpha$ and $\beta$ are
162evaluated at the anchor points of the triad \footnote{Note that in \eqref{Gf_slopes} we use the ratio $\alpha / \beta$
163instead of multiplying the temperature derivative by $\alpha$ and the
164salinity derivative by $\beta$. This is more efficient as the ratio
165$\alpha / \beta$ can to be evaluated directly}, while the metrics are
166calculated at the u- and w-points on the arms.
167
168% >>>>>>>>>>>>>>>>>>>>>>>>>>>>
169\begin{figure}[h] \begin{center}
170    \includegraphics[width=0.60\textwidth]{./TexFiles/Figures/Fig_qcells}
171    \caption{Triad notation for quarter cells.T-cells are inside
172      boxes, while the  $i+\half,k$ u-cell is shaded in green and the
173      $i,k+\half$ w-cell is shaded in pink.}
174    \label{qcells}
175  \end{center} \end{figure}
176% >>>>>>>>>>>>>>>>>>>>>>>>>>>>
177
178Each triad $\{_i^k\:_{i_p}^{k_p}\}$ is associated (Fig.~\ref{qcells}) with the quarter
179cell that is the intersection of the $i,k$ T-cell, the $i+i_p,k$
180u-cell and the $i,k+k_p$ w-cell. Expressing the slopes $s_i$ and
181$s'_i$ in \eqref{eq:i13} and \eqref{eq:i31} in this notation, we have
182e.g.\ $s_1=s'_1={\:}_i^k \mathbb{R}_{1/2}^{1/2}$. Each triad slope $_i^k
183\mathbb{R}_{i_p}^{k_p}$ is used once (as an $s$) to calculate the
184lateral flux along its u-arm, at $(i+i_p,k)$, and then again as an
185$s'$ to calculate the vertical flux along its w-arm at
186$(i,k+k_p)$. Each vertical area $a_i$ used to calculate the lateral
187flux and horizontal area $a'_i$ used to calculate the vertical flux
188can also be identified as the area across the u- and w-arms of a
189unique triad, and we can notate these areas, similarly to the triad
190slopes, as $_i^k{\mathbb{A}_u}_{i_p}^{k_p}$,
191$_i^k{\mathbb{A}_w}_{i_p}^{k_p}$, where e.g. in \eqref{eq:i13}
192$a_{1}={\:}_i^k{\mathbb{A}_u}_{1/2}^{1/2}$, and in \eqref{eq:i31}
193$a'_{1}={\:}_i^k{\mathbb{A}_w}_{1/2}^{1/2}$.
194
195\subsection{The full triad fluxes}
196A key property of isoneutral diffusion is that it should not affect
197the (locally referenced) density. In particular there should be no
198lateral or vertical density flux. The lateral density flux disappears so long as the
199area-integrated lateral diffusive flux from tracer cell $i,k$ to
200$i+1,k$ coming from the $_{11}$ term of the diffusion tensor takes the
201form
202\begin{equation}
203  \label{eq:i11}
204  \left( F_u^{11} \right) _{i+\frac{1}{2}} ^{k} =
205  - \left( \kappa_i^{k+1} a_{1} + \kappa_i^{k+1} a_{2} + \kappa_i^k
206    a_{3} + \kappa_i^k a_{4} \right)
207  \frac{\delta _{i+1/2} \left[ T^k\right]}{{e_{1u}}_{\,i+1/2}^{\,k}},
208\end{equation}
209where the areas $a_i$ are as in \eqref{eq:i13}. In this case,
210separating the total lateral flux, the sum of \eqref{eq:i13} and
211\eqref{eq:i11}, into triad components, a lateral tracer
212flux
213\begin{equation}
214  \label{eq:latflux-triad}
215  _i^k {\mathbb{F}_u}_{i_p}^{k_p} (T) = -A_i^k{ \:}_i^k{\mathbb{A}_u}_{i_p}^{k_p}
216  \left(
217    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
218    -\ {_i^k\mathbb{R}_{i_p}^{k_p}} \
219    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
220  \right)
221\end{equation}
222can be identified with each triad. Then, because the
223same metric factors ${e_{3w}}_{\,i}^{\,k+k_p}$ and
224${e_{1u}}_{\,i+i_p}^{\,k}$ are employed for both the density gradients
225in $ _i^k \mathbb{R}_{i_p}^{k_p}$ and the tracer gradients, the lateral
226density flux associated with each triad separately disappears.
227\begin{equation}
228  \label{eq:latflux-rho}
229  {\mathbb{F}_u}_{i_p}^{k_p} (\rho)=-\alpha _i^k {\:}_i^k {\mathbb{F}_u}_{i_p}^{k_p} (T) + \beta_i^k {\:}_i^k {\mathbb{F}_u}_{i_p}^{k_p} (S)=0
230\end{equation}
231Thus the total flux $\left( F_u^{31} \right) ^i _{i,k+\frac{1}{2}} +
232\left( F_u^{11} \right) ^i _{i,k+\frac{1}{2}}$ from tracer cell $i,k$
233to $i+1,k$ must also vanish since it is a sum of four such triad fluxes.
234
235The squared slope $r_1^2$ in the expression \eqref{eq:i33c} for the
236$_{33}$ component is also expressed in terms of area-weighted
237squared triad slopes, so the area-integrated vertical flux from tracer
238cell $i,k$ to $i,k+1$ resulting from the $r_1^2$ term is
239\begin{equation}
240  \label{eq:i33}
241  \left( F_w^{33} \right) _i^{k+\frac{1}{2}} =
242    - \left( \kappa_i^{k+1} a_{1}' s_{1}'^2
243    + \kappa_i^{k+1} a_{2}' s_{2}'^2
244    + \kappa_i^k a_{3}' s_{3}'^2
245    + \kappa_i^k a_{4}' s_{4}'^2 \right)\delta_{k+\frac{1}{2}} \left[ T^{i+1} \right],
246\end{equation}
247where the areas $a'$ and slopes $s'$ are the same as in
248\eqref{eq:i31}.
249Then, separating the total vertical flux, the sum of \eqref{eq:i31} and
250\eqref{eq:i33}, into triad components,  a vertical flux
251\begin{align}
252  \label{eq:vertflux-triad}
253  _i^k {\mathbb{F}_w}_{i_p}^{k_p} (T)
254  &= A_i^k{\: }_i^k{\mathbb{A}_w}_{i_p}^{k_p}
255  \left(
256    {_i^k\mathbb{R}_{i_p}^{k_p}}\frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
257    -\ \left({_i^k\mathbb{R}_{i_p}^{k_p}}\right)^2 \
258    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
259  \right) \\
260  &= - \left(\left.{ }_i^k{\mathbb{A}_w}_{i_p}^{k_p}\right/{ }_i^k{\mathbb{A}_u}_{i_p}^{k_p}\right)
261   {_i^k\mathbb{R}_{i_p}^{k_p}}{\: }_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T) \label{eq:vertflux-triad2}
262\end{align}
263may be associated with each triad. Each vertical density flux $_i^k {\mathbb{F}_w}_{i_p}^{k_p} (\rho)$
264associated with a triad then separately disappears (because the
265lateral flux $_i^k{\mathbb{F}_u}_{i_p}^{k_p} (\rho)$
266disappears). Consequently the total vertical density flux $\left( F_w^{31} \right)_i ^{k+\frac{1}{2}} +
267\left( F_w^{33} \right)_i^{k+\frac{1}{2}}$ from tracer cell $i,k$
268to $i,k+1$ must also vanish since it is a sum of four such triad
269fluxes.
270
271We can explicitly identify (Fig.~\ref{qcells}) the triads associated with the $s_i$, $a_i$, and $s'_i$, $a'_i$ used in the definition of
272the u-fluxes and w-fluxes in
273\eqref{eq:i31}, \eqref{eq:i13}, \eqref{eq:i11} \eqref{eq:i33} and
274Fig.~\ref{Fig_triad} to  write out the iso-neutral fluxes at $u$- and
275$w$-points as sums of the triad fluxes that cross the $u$- and $w$-faces:
276%(Fig.~\ref{Fig_ISO_triad}):
277\begin{flalign} \label{Eq_iso_flux} \textbf{F}_{iso}(T) &\equiv
278  \sum_{\substack{i_p,\,k_p}}
279  \begin{pmatrix}
280    {_{i+1/2-i_p}^k {\mathbb{F}_u}_{i_p}^{k_p} } (T)      \\
281    \\
282    {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p} } (T)      \\
283  \end{pmatrix}.
284\end{flalign}
285\subsection{Ensuring the scheme cannot increase tracer variance}
286\label{sec:variance}
287
288We now require that this operator cannot increase the
289globally-integrated tracer variance.
290%This changes according to
291% \begin{align*}
292% &\int_D  D_l^T \; T \;dv \equiv  \sum_{i,k} \left\{ T \ D_l^T \ b_T \right\}    \\
293% &\equiv + \sum_{i,k} \sum_{\substack{i_p,\,k_p}} \left\{ 
294%     \delta_{i} \left[{_{i+1/2-i_p}^k {\mathbb{F}_u }_{i_p}^{k_p}} \right]
295%       + \delta_{k} \left[ {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p}} \right]  \ T \right\}    \\
296% &\equiv  - \sum_{i,k} \sum_{\substack{i_p,\,k_p}} \left\{ 
297%                 {_{i+1/2-i_p}^k {\mathbb{F}_u }_{i_p}^{k_p}} \ \delta_{i+1/2} [T]
298%              + {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p}}  \ \delta_{k+1/2} [T]   \right\}      \\
299% \end{align*}
300Each triad slope $_i^k\mathbb{R}_{i_p}^{k_p}$ drives a lateral flux
301$_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)$ across the u-point $i+i_p,k$ and
302a vertical flux $_i^k{\mathbb{F}_w}_{i_p}^{k_p} (T)$ across the
303w-point $i,k+k_p$.  The lateral flux drives a net rate of change of
304variance at points $i+i_p-\half,k$ and $i+i_p+\half,k$ of
305\begin{multline}
306  {b_T}_{i+i_p-1/2}^k\left(\frac{\partial T}{\partial t}T\right)_{i+i_p-1/2}^k+
307  \quad {b_T}_{i+i_p+1/2}^k\left(\frac{\partial T}{\partial
308      t}T\right)_{i+i_p+1/2}^k \\
309 \begin{split}
310  &= -T_{i+i_p-1/2}^k{\;} _i^k{\mathbb{F}_u}_{i_p}^{k_p} (T) \quad + \quad  T_{i+i_p+1/2}^k
311  {\;}_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T) \\
312  &={\;} _i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)\,\delta_{i+ i_p}[T^k], \label{locFdtdx}
313 \end{split}
314\end{multline}
315while the vertical flux similarly drives a net rate of change of variance at points $i,k+k_p-\half$ and
316$i,k+k_p+\half$ of
317\begin{equation}
318\label{locFdtdz}
319  _i^k{\mathbb{F}_w}_{i_p}^{k_p} (T) \,\delta_{k+ k_p}[T^i].
320\end{equation}
321The total variance tendency driven by the triad is the sum of these
322two. Expanding $_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)$ and
323$_i^k{\mathbb{F}_w}_{i_p}^{k_p} (T)$ with \eqref{eq:latflux-triad} and
324\eqref{eq:vertflux-triad}, it is
325\begin{multline*}
326-A_i^k\left \{
327{ } _i^k{\mathbb{A}_u}_{i_p}^{k_p}
328  \left(
329    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
330    - {_i^k\mathbb{R}_{i_p}^{k_p}} \
331    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }\right)\,\delta_{i+ i_p}[T^k] \right.\\
332- \left. { } _i^k{\mathbb{A}_w}_{i_p}^{k_p}
333  \left(
334    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
335    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
336    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
337  \right) {\,}_i^k\mathbb{R}_{i_p}^{k_p}\delta_{k+ k_p}[T^i]
338\right \}.
339\end{multline*}
340The key point is then that if we require
341$_i^k{\mathbb{A}_u}_{i_p}^{k_p}$ and $_i^k{\mathbb{A}_w}_{i_p}^{k_p}$
342to be related to a triad volume $_i^k\mathbb{V}_{i_p}^{k_p}$ by
343\begin{equation}
344  \label{eq:V-A}
345  _i^k\mathbb{V}_{i_p}^{k_p}
346  ={\;}_i^k{\mathbb{A}_u}_{i_p}^{k_p}\,{e_{1u}}_{\,i + i_p}^{\,k}
347  ={\;}_i^k{\mathbb{A}_w}_{i_p}^{k_p}\,{e_{3w}}_{\,i}^{\,k + k_p},
348\end{equation}
349the variance tendency reduces to the perfect square
350\begin{equation}
351  \label{eq:perfect-square}
352  -A_i^k{\:} _i^k\mathbb{V}_{i_p}^{k_p}
353  \left(
354    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
355    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
356    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
357  \right)^2\leq 0.
358\end{equation}
359Thus, the constraint \eqref{eq:V-A} ensures that the fluxes associated
360with a given slope triad $_i^k\mathbb{R}_{i_p}^{k_p}$ do not increase
361the net variance. Since the total fluxes are sums of such fluxes from
362the various triads, this constraint, applied to all triads, is
363sufficient to ensure that the globally integrated variance does not
364increase.
365
366The expression \eqref{eq:V-A} can be interpreted as a discretization
367of the global integral
368\begin{equation}
369  \label{eq:cts-var}
370  \frac{\partial}{\partial t}\int\half T^2\, dV =
371  \int\mathbf{F}\cdot\nabla T\, dV,
372\end{equation}
373where, within each triad volume $_i^k\mathbb{V}_{i_p}^{k_p}$, the
374lateral and vertical fluxes/unit area
375\[
376\mathbf{F}=\left(
377_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)/_i^k{\mathbb{A}_u}_{i_p}^{k_p},
378{\:}_i^k{\mathbb{F}_w}_{i_p}^{k_p} (T)/_i^k{\mathbb{A}_w}_{i_p}^{k_p}
379 \right)
380\]
381and the gradient
382 \[\nabla T = \left(
383\delta_{i+ i_p}[T^k] / {e_{1u}}_{\,i + i_p}^{\,k},
384\delta_{k+ k_p}[T^i] / {e_{3w}}_{\,i}^{\,k + k_p}
385\right)
386\]
387\subsection{Triad volumes in Griffes's scheme and in \NEMO}
388To complete the discretization we now need only specify the triad
389volumes $_i^k\mathbb{V}_{i_p}^{k_p}$. \citet{Griffies1998} identify
390these $_i^k\mathbb{V}_{i_p}^{k_p}$ as the volumes of the quarter
391cells, defined in terms of the distances between T, u,f and
392w-points. This is the natural discretization of
393\eqref{eq:cts-var}. The \NEMO model, however, operates with scale
394factors instead of grid sizes, and scale factors for the quarter
395cells are not defined. Instead, therefore we simply choose
396\begin{equation}
397  \label{eq:V-NEMO}
398  _i^k\mathbb{V}_{i_p}^{k_p}=\quarter {b_u}_{i+i_p}^k,
399\end{equation}
400as a quarter of the volume of the u-cell inside which the triad
401quarter-cell lies. This has the nice property that when the slopes
402$\mathbb{R}$ vanish, the lateral flux from tracer cell $i,k$ to
403$i+1,k$ reduces to the classical form
404\begin{equation}
405  \label{eq:lat-normal}
406-\overline{A}_{\,i+1/2}^k\;
407\frac{{b_u}_{i+1/2}^k}{{e_{1u}}_{\,i + i_p}^{\,k}}
408\;\frac{\delta_{i+ 1/2}[T^k] }{{e_{1u}}_{\,i + i_p}^{\,k}}
409 = -\overline{A}_{\,i+1/2}^k\;\frac{{e_{1w}}_{\,i + 1/2}^{\,k}\:{e_{1v}}_{\,i + 1/2}^{\,k}}{{e_{1u}}_{\,i + 1/2}^{\,k}}.
410\end{equation}
411In fact if the diffusive coefficient is defined at u-points, so that
412we employ $A_{i+i_p}^k$ instead of $A_i^k$ in the definitions of the
413triad fluxes \eqref{eq:latflux-triad} and \eqref{eq:vertflux-triad},
414we can replace $\overline{A}_{\,i+1/2}^k$ by $A_{i+1/2}^k$ in the above.
415
416\subsection{Summary of the scheme}
417The divergence of the expression \eqref{Eq_iso_flux} for the fluxes gives the iso-neutral diffusion tendency at
418each tracer point:
419\begin{equation} \label{Gf_operator} D_l^T = \frac{1}{b_T}
420  \sum_{\substack{i_p,\,k_p}} \left\{ \delta_{i} \left[{_{i+1/2-i_p}^k
421        {\mathbb{F}_u }_{i_p}^{k_p}} \right] + \delta_{k} \left[
422      {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p}} \right] \right\}
423\end{equation}
424where $b_T= e_{1T}\,e_{2T}\,e_{3T}$ is the volume of $T$-cells.
425The diffusion scheme satisfies the following six properties:
426\begin{description}
427\item[$\bullet$ horizontal diffusion] The discretization of the
428  diffusion operator recovers \eqref{eq:lat-normal} the traditional five-point Laplacian in
429  the limit of flat iso-neutral direction :
430  \begin{equation} \label{Gf_property1a} D_l^T = \frac{1}{b_T} \
431    \delta_{i} \left[ \frac{e_{2u}\,e_{3u}}{e_{1u}} \;
432      \overline{A}^{\,i} \; \delta_{i+1/2}[T] \right] \qquad
433    \text{when} \quad { _i^k \mathbb{R}_{i_p}^{k_p} }=0
434  \end{equation}
435
436\item[$\bullet$ implicit treatment in the vertical] Only tracer values
437  associated with a single water column appear in the expression
438  \eqref{eq:i33} for the $_{33}$ fluxes, vertical fluxes driven by
439  vertical gradients. This is of paramount importance since it means
440  that an implicit in time algorithm can be used to solve the vertical
441  diffusion equation. This is a necessity since the vertical eddy
442  diffusivity associated with this term,
443  \begin{equation}
444    \frac{1}{b_w}\sum_{\substack{i_p, \,k_p}} \left\{ 
445      {\:}_i^k\mathbb{V}_{i_p}^{k_p} \:A_i^k \: \left(_i^k \mathbb{R}_{i_p}^{k_p}\right)^2
446    \right\}  =
447    \frac{1}{4b_w}\sum_{\substack{i_p, \,k_p}} \left\{ 
448      {b_u}_{i+i_p}^k\:A_i^k \: \left(_i^k \mathbb{R}_{i_p}^{k_p}\right)^2
449    \right\},
450 \end{equation}
451  (where $b_w= e_{1w}\,e_{2w}\,e_{3w}$ is the volume of $w$-cells) can be quite large.
452
453\item[$\bullet$ pure iso-neutral operator] The iso-neutral flux of
454  locally referenced potential density is zero. See
455  \eqref{eq:latflux-rho} and \eqref{eq:vertflux-triad2}.
456
457\item[$\bullet$ conservation of tracer] The iso-neutral diffusion
458  conserves tracer content, $i.e.$
459  \begin{equation} \label{Gf_property1} \sum_{i,j,k} \left\{ D_l^T \
460      b_T \right\} = 0
461  \end{equation}
462  This property is trivially satisfied since the iso-neutral diffusive
463  operator is written in flux form.
464
465\item[$\bullet$ no increase of tracer variance] The iso-neutral diffusion
466  does not increase the tracer variance, $i.e.$
467  \begin{equation} \label{Gf_property1} \sum_{i,j,k} \left\{ T \ D_l^T
468      \ b_T \right\} \leq 0
469  \end{equation}
470  The property is demonstrated in
471  \ref{sec:variance} above. It is a key property for a diffusion
472  term. It means that it is also a dissipation term, $i.e.$ it is a
473  diffusion of the square of the quantity on which it is applied.  It
474  therefore ensures that, when the diffusivity coefficient is large
475  enough, the field on which it is applied become free of grid-point
476  noise.
477
478\item[$\bullet$ self-adjoint operator] The iso-neutral diffusion
479  operator is self-adjoint, $i.e.$
480  \begin{equation} \label{Gf_property1} \sum_{i,j,k} \left\{ S \ D_l^T
481      \ b_T \right\} = \sum_{i,j,k} \left\{ D_l^S \ T \ b_T \right\}
482  \end{equation}
483  In other word, there is no need to develop a specific routine from
484  the adjoint of this operator. We just have to apply the same
485  routine. This property can be demonstrated similarly to the proof of
486  the `no increase of tracer variance' property. The contribution by a
487  single triad towards the left hand side of \eqref{Gf_property1}, can
488  be found by replacing $\delta[T]$ by $\delta[S]$ in \eqref{locFdtdx}
489  and \eqref{locFdtdx}. This results in a term similar to
490  \eqref{eq:perfect-square},
491\begin{equation}
492  \label{eq:TScovar}
493  -A_i^k{\:} _i^k\mathbb{V}_{i_p}^{k_p}
494  \left(
495    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
496    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
497    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
498  \right)
499  \left(
500    \frac{ \delta_{i+ i_p}[S^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
501    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
502    \frac{ \delta_{k+k_p} [S^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
503  \right).
504\end{equation}
505This is symmetrical in $T $ and $S$, so exactly the same term arises
506from the discretization of this triad's contribution towards the
507RHS of \eqref{Gf_property1}.
508\end{description}
509
510
511$\ $\newline %force an empty line
512% ================================================================
513% Skew flux formulation for Eddy Induced Velocity :
514% ================================================================
515\section{ Eddy induced velocity and Skew flux formulation}
516
517When Gent and McWilliams's [1990] diffusion is used (\key{traldf\_eiv} defined),
518an additional advection term is added. The associated velocity is the so called
519eddy induced velocity, the formulation of which depends on the slopes of iso-
520neutral surfaces. Contrary to the case of iso-neutral mixing, the slopes used
521here are referenced to the geopotential surfaces, $i.e.$ \eqref{Eq_ldfslp_geo} 
522is used in $z$-coordinate, and the sum \eqref{Eq_ldfslp_geo}
523+ \eqref{Eq_ldfslp_iso} in $z^*$ or $s$-coordinates.
524
525The eddy induced velocity is given by:
526\begin{equation} \label{Eq_eiv_v}
527\begin{split}
528 u^* & = - \frac{1}{e_{2}e_{3}}\;          \partial_k \left( e_{2} \, A_{e} \; r_i \right)   \\
529 v^* & = - \frac{1}{e_{1}e_{3}}\;          \partial_k \left( e_{1} \, A_{e} \; r_j \right)   \\
530w^* & =    \frac{1}{e_{1}e_{2}}\; \left\{ \partial_\left( e_{2} \, A_{e} \; r_i \right)
531                         + \partial_\left( e_{1} \, A_{e} \;r_j \right) \right\} \\
532\end{split}
533\end{equation}
534where $A_{e}$ is the eddy induced velocity coefficient, and $r_i$ and $r_j$ the slopes between the iso-neutral and the geopotential surfaces.
535
536The traditional way to implement this additional advection is to add it to the Eulerian
537velocity prior to computing the tracer advection. This allows us to take advantage of
538all the advection schemes offered for the tracers (see \S\ref{TRA_adv}) and not just
539a $2^{nd}$ order advection scheme. This is particularly useful for passive tracers
540where \emph{positivity} of the advection scheme is of paramount importance.
541
542\citet{Griffies_JPO98} introduces another way to implement the eddy induced advection,
543the so-called skew form. It is based on a transformation of the advective fluxes
544using the non-divergent nature of the eddy induced velocity.
545For example in the (\textbf{i},\textbf{k}) plane, the tracer advective fluxes can be
546transformed as follows:
547\begin{flalign*}
548\begin{split}
549\textbf{F}_{eiv}^T =
550\begin{pmatrix} 
551           {e_{2}\,e_{3}\;  u^*}       \\
552      {e_{1}\,e_{2}\; w^*}  \\
553\end{pmatrix}   \;   T
554&=
555\begin{pmatrix} 
556           { - \partial_k \left( e_{2} \, A_{e} \; r_i \right) \; T \;}       \\
557      {+ \partial_\left( e_{2} \, A_{e} \; r_i \right) \; T \;}    \\
558\end{pmatrix}        \\
559&=       
560\begin{pmatrix} 
561           { - \partial_k \left( e_{2} \, A_{e} \; r_\; T \right) \;}  \\
562      {+ \partial_\left( e_{2} \, A_{e} \; r_\; T \right) \;}   \\
563\end{pmatrix}       
564 +
565\begin{pmatrix} 
566           {+ e_{2} \, A_{e} \; r_\; \partial_k T}  \\
567      { - e_{2} \, A_{e} \; r_\; \partial_i  T}  \\
568\end{pmatrix}   
569\end{split}
570\end{flalign*}
571and since the eddy induces velocity field is no-divergent, we end up with the skew
572form of the eddy induced advective fluxes:
573\begin{equation} \label{Eq_eiv_skew_continuous}
574\textbf{F}_{eiv}^T = \begin{pmatrix} 
575           {+ e_{2} \, A_{e} \; r_\; \partial_k T}   \\
576      { - e_{2} \, A_{e} \; r_\; \partial_i  T}  \\
577                                 \end{pmatrix}
578\end{equation}
579The tendency associated with eddy induced velocity is then simply the divergence
580of the \eqref{Eq_eiv_skew_continuous} fluxes. It naturally conserves the tracer
581content, as it is expressed in flux form. It also preserve the tracer variance.
582
583The discrete form of  \eqref{Eq_eiv_skew_continuous} using the slopes \eqref{Gf_slopes} and defining $A_e$ at $T$-point is then given by:
584\begin{flalign} \label{Eq_eiv_skew}   \begin{split}
585\textbf{F}_{eiv}^T   \equiv                                   
586                        \sum_{\substack{i_p,\,k_p}} \begin{pmatrix} 
587+{e_{2u}}_{i+1/2-i_p}^{k}                                    \ {A_{e}}_{i+1/2-i_p}^{k} 
588\ \ { _{i+1/2-i_p}^k \mathbb{R}_{i_p}^{k_p} }    \ \ \delta_{k+k_p}[T_{i+1/2-i_p}]      \\
589    \\
590- {e_{2u}}_i^{k+1/2-k_p}                                      \ {A_{e}}_i^{k+1/2-k_p} 
591\ \ { _i^{k+1/2-k_p} \mathbb{R}_{i_p}^{k_p} }    \ \delta_{i+i_p}[T^{k+1/2-k_p}]    \\   
592                                                                       \end{pmatrix}   
593\end{split}   \end{flalign}
594Note that \eqref{Eq_eiv_skew} is valid in $z$-coordinate with or without partial cells. In $z^*$ or $s$-coordinate, the the slope between the level and the geopotential surfaces must be added to $\mathbb{R}$ for the discret form to be exact.
595
596Such a choice of discretisation is consistent with the iso-neutral operator as it uses the same definition for the slopes. It also ensures the conservation of the tracer variance (see Appendix \ref{Apdx_eiv_skew}), $i.e.$ it does not include a diffusive component but is a `pure' advection term.
597
598
599
600
601\newpage      %force an empty line
602% ================================================================
603% Discrete Invariants of the skew flux formulation
604% ================================================================
605\subsection{Discrete Invariants of the skew flux formulation}
606\label{Apdx_eiv_skew}
607
608
609Demonstration for the conservation of the tracer variance in the (\textbf{i},\textbf{j}) plane.
610
611This have to be moved in an Appendix.
612
613The continuous property to be demonstrated is :
614\begin{align*}
615\int_D \nabla \cdot \textbf{F}_{eiv}(T) \; T \;dv  \equiv 0
616\end{align*}
617The discrete form of its left hand side is obtained using \eqref{Eq_eiv_skew}
618\begin{align*}
619 \sum\limits_{i,k} \sum_{\substack{i_p,\,k_p}}  \Biggl\{   \;\;
620 \delta_&\left[                                                   
621{e_{2u}}_{i+i_p+1/2}^{k}                                  \;\ \ {A_{e}}_{i+i_p+1/2}^{k} 
622\ \ \ { _{i+i_p+1/2}^k \mathbb{R}_{-i_p}^{k_p} }   \quad \delta_{k+k_p}[T_{i+i_p+1/2}]         
623   \right] \; T_i^k      \\
624- \delta_k &\left[
625{e_{2u}}_i^{k+k_p+1/2}                                     \ \ {A_{e}}_i^{k+k_p+1/2} 
626\ \ { _i^{k+k_p+1/2} \mathbb{R}_{i_p}^{-k_p} }   \ \ \delta_{i+i_p}[T^{k+k_p+1/2}]   
627   \right] \; T_i^k      \         \Biggr\}   
628\end{align*}
629apply the adjoint of delta operator, it becomes
630\begin{align*}
631 \sum\limits_{i,k} \sum_{\substack{i_p,\,k_p}}  \Biggl\{   \;\;
632  &\left(                                                   
633{e_{2u}}_{i+i_p+1/2}^{k}                                  \;\ \ {A_{e}}_{i+i_p+1/2}^{k} 
634\ \ \ { _{i+i_p+1/2}^k \mathbb{R}_{-i_p}^{k_p} }   \quad \delta_{k+k_p}[T_{i+i_p+1/2}]         
635   \right) \; \delta_{i+1/2}[T^{k}]      \\
636- &\left(
637{e_{2u}}_i^{k+k_p+1/2}                                     \ \ {A_{e}}_i^{k+k_p+1/2} 
638\ \ { _i^{k+k_p+1/2} \mathbb{R}_{i_p}^{-k_p} }   \ \ \delta_{i+i_p}[T^{k+k_p+1/2}]   
639     \right) \; \delta_{k+1/2}[T_{i}]       \         \Biggr\}       
640\end{align*}
641Expending the summation on $i_p$ and $k_p$, it becomes:
642\begin{align*}
643 \begin{matrix} 
644&\sum\limits_{i,k}   \Bigl\{ 
645  &+{e_{2u}}_{i+1}^{k}                             &{A_{e}}_{i+1    }^{k} 
646  &\ {_{i+1}^k \mathbb{R}_{- 1/2}^{-1/2}} &\delta_{k-1/2}[T_{i+1}]    &\delta_{i+1/2}[T^{k}]   &\\
647&&+{e_{2u}}_i^{k\ \ \ \:}                            &{A_{e}}_{i}^{k\ \ \ \:}     
648  &\ {\ \ \;_i^k \mathbb{R}_{+1/2}^{-1/2}}  &\delta_{k-1/2}[T_{i\ \ \ \;}&\delta_{i+1/2}[T^{k}] &\\
649&&+{e_{2u}}_{i+1}^{k}                             &{A_{e}}_{i+1    }^{k} 
650  &\ {_{i+1}^k \mathbb{R}_{- 1/2}^{+1/2}} &\delta_{k+1/2}[T_{i+1}]     &\delta_{i+1/2}[T^{k}] &\\
651&&+{e_{2u}}_i^{k\ \ \ \:}                            &{A_{e}}_{i}^{k\ \ \ \:}       
652    &\ {\ \ \;_i^k \mathbb{R}_{+1/2}^{+1/2}} &\delta_{k+1/2}[T_{i\ \ \ \;}] &\delta_{i+1/2}[T^{k}] &\\
653%
654&&-{e_{2u}}_i^{k+1}                                &{A_{e}}_i^{k+1} 
655  &{_i^{k+1} \mathbb{R}_{-1/2}^{- 1/2}}   &\delta_{i-1/2}[T^{k+1}]      &\delta_{k+1/2}[T_{i}] &\\   
656&&-{e_{2u}}_i^{k\ \ \ \:}                             &{A_{e}}_i^{k\ \ \ \:} 
657  &{\ \ \;_i^\mathbb{R}_{-1/2}^{+1/2}}   &\delta_{i-1/2}[T^{k\ \ \ \:}&\delta_{k+1/2}[T_{i}] &\\
658&&-{e_{2u}}_i^{k+1    }                             &{A_{e}}_i^{k+1} 
659  &{_i^{k+1} \mathbb{R}_{+1/2}^{- 1/2}}   &\delta_{i+1/2}[T^{k+1}]      &\delta_{k+1/2}[T_{i}] &\\   
660&&-{e_{2u}}_i^{k\ \ \ \:}                             &{A_{e}}_i^{k\ \ \ \:} 
661  &{\ \ \;_i^\mathbb{R}_{+1/2}^{+1/2}}   &\delta_{i+1/2}[T^{k\ \ \ \:}&\delta_{k+1/2}[T_{i}]
662&\Bigr\}  \\
663\end{matrix}   
664\end{align*}
665The two terms associated with the triad ${_i^k \mathbb{R}_{+1/2}^{+1/2}}$ are the
666same but of opposite signs, they cancel out.
667Exactly the same thing occurs for the triad ${_i^k \mathbb{R}_{-1/2}^{-1/2}}$.
668The two terms associated with the triad ${_i^k \mathbb{R}_{+1/2}^{-1/2}}$ are the
669same but both of opposite signs and shifted by 1 in $k$ direction. When summing over $k$ 
670they cancel out with the neighbouring grid points.
671Exactly the same thing occurs for the triad ${_i^k \mathbb{R}_{-1/2}^{+1/2}}$ in the
672$i$ direction. Therefore the sum over the domain is zero, $i.e.$ the variance of the
673tracer is preserved by the discretisation of the skew fluxes.
674
675%%% Local Variables:
676%%% TeX-master: "../../NEMO_book.tex"
677%%% End:
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