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Annex_ISO.tex in branches/nemo_v3_3_beta/DOC/TexFiles/Chapters – NEMO

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1% ================================================================
2% Iso-neutral diffusion :
3% ================================================================
4\chapter{Griffies's iso-neutral diffusion}
5\label{Apdx_C}
6\minitoc
7
8\section{Griffies's formulation of iso-neutral diffusion}
9
10\subsection{Introduction}
11 We define a scheme that get its inspiration from the scheme of
12\citet{Griffies_al_JPO98}, but is formulated within the \NEMO
13framework, using scale factors rather than grid-sizes.
14
15The off-diagonal terms of the small angle diffusion tensor
16\eqref{Eq_PE_iso_tensor} produce skew-fluxes along the
17i- and j-directions resulting from the vertical tracer gradient:
18\begin{align}
19  \label{eq:i13c}
20  &+\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}\\
21\intertext{and in the k-direction resulting from the lateral tracer gradients}
22  \label{eq:i31c}
23 & \kappa r_1\frac{1}{e_1}\frac{\partial T}{\partial i}+\kappa r_2\frac{1}{e_1}\frac{\partial T}{\partial i}
24\end{align}
25where \eqref{Eq_PE_iso_slopes}
26\begin{align*}
27  r_1 &=-\frac{e_3 }{e_1 } \left( \frac{\partial \rho }{\partial i}
28  \right)
29  \left( {\frac{\partial \rho }{\partial k}} \right)^{-1} \\
30  &=-\frac{e_3 }{e_1 } \left( -\alpha\frac{\partial T }{\partial i} +
31    \beta\frac{\partial S }{\partial i} \right) \left(
32    -\alpha\frac{\partial T }{\partial k} + \beta\frac{\partial S
33    }{\partial k} \right)^{-1}
34\end{align*}
35is the i-component of the slope of the isoneutral surface relative to the computational
36surface, and $r_2$ is the j-component.
37
38The extra vertical diffusive flux associated with the $_{33}$
39component of the small angle diffusion tensor is
40\begin{equation}
41  \label{eq:i33c}
42  -\kappa(r_1^2 +r_2^2) \frac{1}{e_3}\frac{\partial T}{\partial k}.
43\end{equation}
44
45Since there are no cross terms involving $r_1$ and $r_2$ in the above, we can
46consider the isoneutral diffusive fluxes separately in the i-k and j-k
47planes, just adding together the vertical components from each
48plane. The following description will describe the fluxes on the i-k
49plane.
50
51There is no natural discretization for the i-component of the
52skew-flux, \eqref{eq:i13c}, as
53although it must be evaluated at u-points, it involves vertical
54gradients (both for the tracer and the slope $r_1$), defined at
55w-points. Similarly, the vertical skew flux, \eqref{eq:i31c}, is evaluated at
56w-points but involves horizontal gradients defined at u-points.
57
58\subsection{The standard discretization}
59The straightforward approach to discretize the lateral skew flux
60\eqref{eq:i13c} from tracer cell $i,k$ to $i+1,k$, introduced in 1995
61into OPA, \eqref{Eq_tra_ldf_iso}, is to calculate a mean vertical
62gradient at the u-point from the average of the four surrounding
63vertical tracer gradients, and multiply this by a mean slope at the
64u-point, calculated from the averaged surrounding vertical density
65gradients. The total area-integrated skew-flux from tracer cell $i,k$
66to $i+1,k$, noting that the $e_{{3u}_{i+1/2}^k}$ in the area
67$e_{{3u}_{i+1/2}^k}e_{{2u}_{i+1/2}^k}$ at the u-point cancels out with
68the $1/e_{{3u}_{i+1/2}^k}$ associated with the vertical tracer
69gradient, is then \eqref{Eq_tra_ldf_iso}
70\begin{equation*}
71  \left(F_u^{\mathrm{skew}} \right)_{i+\hhalf}^k = \kappa _{i+\hhalf}^k
72  e_{{2u}_{i+1/2}^k} \overline{\overline
73    r_1} ^{\,i,k}\,\overline{\overline{\delta_k T}}^{\,i,k},
74\end{equation*}
75where
76\begin{equation*}
77  \overline{\overline
78    r_1} ^{\,i,k} = -\frac{e_{{3u}_{i+1/2}^k}}{e_{{1u}_{i+1/2}^k}}
79  \frac{\delta_{i+1/2} [\rho]}{\overline{\overline{\delta_k \rho}}^{\,i,k}}.
80\end{equation*}
81
82Unfortunately the resulting combination $\overline{\overline{\delta_k
83    \bullet}}^{\,i,k}$ of a $k$ average and a $k$ difference %of the tracer
84reduces to $\bullet_{k+1}-\bullet_{k-1}$, so two-grid-point oscillations are
85invisible to this discretization of the iso-neutral operator. These
86\emph{computational modes} will not be damped by this operator, and
87may even possibly be amplified by it.  Consequently, applying this
88operator to a tracer does not guarantee the decrease of its
89global-average variance. To correct this, we introduced a smoothing of
90the slopes of the iso-neutral surfaces (see \S\ref{LDF}). This
91technique works fine for $T$ and $S$ as they are active tracers
92($i.e.$ they enter the computation of density), but it does not work
93for a passive tracer.
94\subsection{Expression of the skew-flux in terms of triad slopes}
95\citep{Griffies_al_JPO98} introduce a different discretization of the
96off-diagonal terms that nicely solves the problem.
97% Instead of multiplying the mean slope calculated at the u-point by
98% the mean vertical gradient at the u-point,
99% >>>>>>>>>>>>>>>>>>>>>>>>>>>>
100\begin{figure}[h] \begin{center}
101    \includegraphics[width=0.90\textwidth]{./TexFiles/Figures/Fig_triad_fluxes}
102    \caption{(a) Arrangement of triads $S_i$ and tracer gradients to
103      give lateral tracer flux from box $i,k$ to $i+1,k$ (b) Triads
104      $S'_i$ and tracer gradients to give vertical tracer flux from
105      box $i,k$ to $i,k+1$.}
106    \label{Fig_triad}
107  \end{center} \end{figure}
108% >>>>>>>>>>>>>>>>>>>>>>>>>>>>
109They get the skew flux from the products of the vertical gradients at
110each w-point surrounding the u-point with the corresponding `triad'
111slope calculated from the lateral density gradient across the u-point
112divided by the vertical density gradient at the same w-point as the
113tracer gradient. See Fig.~\ref{Fig_triad}a, where the thick lines
114denote the tracer gradients, and the thin lines the corresponding
115triads, with slopes $s_1, \dotsc s_4$. The total area-integrated
116skew-flux from tracer cell $i,k$ to $i+1,k$
117\begin{multline}
118  \label{eq:i13}
119  \left( F_u^{13}  \right)_{i+\frac{1}{2}}^k = \kappa _{i+1}^k a_1 s_1
120  \delta _{k+\frac{1}{2}} \left[ T^{i+1}
121  \right]/e_{{3w}_{i+1}}^{k+\frac{1}{2}}  + \kappa _i^k a_2 s_2 \delta
122  _{k+\frac{1}{2}} \left[ T^i
123  \right]/e_{{3w}_{i+1}}^{k+\frac{1}{2}} \\
124   +\kappa _{i+1}^k a_3 s_3 \delta _{k-\frac{1}{2}} \left[ T^{i+1}
125  \right]/e_{{3w}_{i+1}}^{k+\frac{1}{2}}  +\kappa _i^k a_4 s_4 \delta
126  _{k-\frac{1}{2}} \left[ T^i \right]/e_{{3w}_{i+1}}^{k+\frac{1}{2}},
127\end{multline}
128where the contributions of the triad fluxes are weighted by areas
129$a_1, \dotsc a_4$, and $\kappa$ is now defined at the tracer points
130rather than the u-points. This discretization gives a much closer
131stencil, and disallows the two-point computational modes.
132
133 The vertical skew flux \eqref{eq:i31c} from tracer cell $i,k$ to $i,k+1$ at the
134w-point $i,k+\hhalf$ is constructed similarly (Fig.~\ref{Fig_triad}b)
135by multiplying lateral tracer gradients from each of the four
136surrounding u-points by the appropriate triad slope:
137\begin{multline}
138  \label{eq:i31}
139  \left( F_w^{31} \right) _i ^{k+\frac{1}{2}} =  \kappa_i^{k+1} a_{1}'
140  s_{1}' \delta _{i-\frac{1}{2}} \left[ T^{k+1} \right]/{e_{3u}}_{i-\frac{1}{2}}^{k+1}
141   +\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}\\
142  + \kappa_i^k a_{3}' s_{3}' \delta _{i-\frac{1}{2}} \left[ T^k\right]/{e_{3u}}_{i-\frac{1}{2}}^k
143  +\kappa_i^k a_{4}' s_{4}' \delta _{i+\frac{1}{2}} \left[ T^k \right]/{e_{3u}}_{i+\frac{1}{2}}^k.
144\end{multline}
145 
146We notate the triad slopes in terms of the `anchor point' $i,k$
147(appearing in both the vertical and lateral gradient), and the u- and
148w-points $(i+i_p,k)$, $(i,k+k_p)$ at the centres of the `arms' of the
149triad as follows (see also Fig.~\ref{Fig_triad}):
150\begin{equation}
151  \label{Gf_slopes}
152  _i^k \mathbb{R}_{i_p}^{k_p} 
153  =\frac{ {e_{3w}}_{\,i}^{\,k+k_p}} { {e_{1u}}_{\,i+i_p}^{\,k}}
154  \
155  \frac 
156  {\left(\alpha / \beta \right)_i^\ \delta_{i + i_p}[T^k] - \delta_{i + i_p}[S^k] }
157  {\left(\alpha / \beta \right)_i^\ \delta_{k+k_p}[T^i ] - \delta_{k+k_p}[S^i ] }.
158\end{equation}
159In calculating the slopes of the local neutral
160surfaces, the expansion coefficients $\alpha$ and $\beta$ are
161evaluated at the anchor points of the triad \footnote{Note that in \eqref{Gf_slopes} we use the ratio $\alpha / \beta$
162instead of multiplying the temperature derivative by $\alpha$ and the
163salinity derivative by $\beta$. This is more efficient as the ratio
164$\alpha / \beta$ can to be evaluated directly}, while the metrics are
165calculated at the u- and w-points on the arms.
166
167% >>>>>>>>>>>>>>>>>>>>>>>>>>>>
168\begin{figure}[h] \begin{center}
169    \includegraphics[width=0.60\textwidth]{./TexFiles/Figures/Fig_qcells}
170    \caption{Triad notation for quarter cells.T-cells are inside
171      boxes, while the  $i+\half,k$ u-cell is shaded in green and the
172      $i,k+\half$ w-cell is shaded in pink.}
173    \label{qcells}
174  \end{center} \end{figure}
175% >>>>>>>>>>>>>>>>>>>>>>>>>>>>
176
177Each triad $\{_i^k\:_{i_p}^{k_p}\}$ is associated (Fig.~\ref{qcells}) with the quarter
178cell that is the intersection of the $i,k$ T-cell, the $i+i_p,k$
179u-cell and the $i,k+k_p$ w-cell. Expressing the slopes $s_i$ and
180$s'_i$ in \eqref{eq:i13} and \eqref{eq:i31} in this notation, we have
181e.g.\ $s_1=s'_1={\:}_i^k \mathbb{R}_{1/2}^{1/2}$. Each triad slope $_i^k
182\mathbb{R}_{i_p}^{k_p}$ is used once (as an $s$) to calculate the
183lateral flux along its u-arm, at $(i+i_p,k)$, and then again as an
184$s'$ to calculate the vertical flux along its w-arm at
185$(i,k+k_p)$. Each vertical area $a_i$ used to calculate the lateral
186flux and horizontal area $a'_i$ used to calculate the vertical flux
187can also be identified as the area across the u- and w-arms of a
188unique triad, and we can notate these areas, similarly to the triad
189slopes, as $_i^k{\mathbb{A}_u}_{i_p}^{k_p}$,
190$_i^k{\mathbb{A}_w}_{i_p}^{k_p}$, where e.g. in \eqref{eq:i13}
191$a_{1}={\:}_i^k{\mathbb{A}_u}_{1/2}^{1/2}$, and in \eqref{eq:i31}
192$a'_{1}={\:}_i^k{\mathbb{A}_w}_{1/2}^{1/2}$.
193
194\subsection{The full triad fluxes}
195A key property of isoneutral diffusion is that it should not affect
196the (locally referenced) density. In particular there should be no
197lateral or vertical density flux. The lateral density flux disappears so long as the
198area-integrated lateral diffusive flux from tracer cell $i,k$ to
199$i+1,k$ coming from the $_{11}$ term of the diffusion tensor takes the
200form
201\begin{equation}
202  \label{eq:i11}
203  \left( F_u^{11} \right) _{i+\frac{1}{2}} ^{k} =
204  - \left( \kappa_i^{k+1} a_{1} + \kappa_i^{k+1} a_{2} + \kappa_i^k
205    a_{3} + \kappa_i^k a_{4} \right)
206  \frac{\delta _{i+1/2} \left[ T^k\right]}{{e_{1u}}_{\,i+1/2}^{\,k}},
207\end{equation}
208where the areas $a_i$ are as in \eqref{eq:i13}. In this case,
209separating the total lateral flux, the sum of \eqref{eq:i13} and
210\eqref{eq:i11}, into triad components, a lateral tracer
211flux
212\begin{equation}
213  \label{eq:latflux-triad}
214  _i^k {\mathbb{F}_u}_{i_p}^{k_p} (T) = -A_i^k{ \:}_i^k{\mathbb{A}_u}_{i_p}^{k_p}
215  \left(
216    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
217    -\ {_i^k\mathbb{R}_{i_p}^{k_p}} \
218    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
219  \right)
220\end{equation}
221can be identified with each triad. Then, because the
222same metric factors ${e_{3w}}_{\,i}^{\,k+k_p}$ and
223${e_{1u}}_{\,i+i_p}^{\,k}$ are employed for both the density gradients
224in $ _i^k \mathbb{R}_{i_p}^{k_p}$ and the tracer gradients, the lateral
225density flux associated with each triad separately disappears.
226\begin{equation}
227  \label{eq:latflux-rho}
228  {\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
229\end{equation}
230Thus the total flux $\left( F_u^{31} \right) ^i _{i,k+\frac{1}{2}} +
231\left( F_u^{11} \right) ^i _{i,k+\frac{1}{2}}$ from tracer cell $i,k$
232to $i+1,k$ must also vanish since it is a sum of four such triad fluxes.
233
234The squared slope $r_1^2$ in the expression \eqref{eq:i33c} for the
235$_{33}$ component is also expressed in terms of area-weighted
236squared triad slopes, so the area-integrated vertical flux from tracer
237cell $i,k$ to $i,k+1$ resulting from the $r_1^2$ term is
238\begin{equation}
239  \label{eq:i33}
240  \left( F_w^{33} \right) _i^{k+\frac{1}{2}} =
241    - \left( \kappa_i^{k+1} a_{1}' s_{1}'^2
242    + \kappa_i^{k+1} a_{2}' s_{2}'^2
243    + \kappa_i^k a_{3}' s_{3}'^2
244    + \kappa_i^k a_{4}' s_{4}'^2 \right)\delta_{k+\frac{1}{2}} \left[ T^{i+1} \right],
245\end{equation}
246where the areas $a'$ and slopes $s'$ are the same as in
247\eqref{eq:i31}.
248Then, separating the total vertical flux, the sum of \eqref{eq:i31} and
249\eqref{eq:i33}, into triad components,  a vertical flux
250\begin{align}
251  \label{eq:vertflux-triad}
252  _i^k {\mathbb{F}_w}_{i_p}^{k_p} (T)
253  &= A_i^k{\: }_i^k{\mathbb{A}_w}_{i_p}^{k_p}
254  \left(
255    {_i^k\mathbb{R}_{i_p}^{k_p}}\frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
256    -\ \left({_i^k\mathbb{R}_{i_p}^{k_p}}\right)^2 \
257    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
258  \right) \\
259  &= - \left(\left.{ }_i^k{\mathbb{A}_w}_{i_p}^{k_p}\right/{ }_i^k{\mathbb{A}_u}_{i_p}^{k_p}\right)
260   {_i^k\mathbb{R}_{i_p}^{k_p}}{\: }_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T) \label{eq:vertflux-triad2}
261\end{align}
262may be associated with each triad. Each vertical density flux $_i^k {\mathbb{F}_w}_{i_p}^{k_p} (\rho)$
263associated with a triad then separately disappears (because the
264lateral flux $_i^k{\mathbb{F}_u}_{i_p}^{k_p} (\rho)$
265disappears). Consequently the total vertical density flux $\left( F_w^{31} \right)_i ^{k+\frac{1}{2}} +
266\left( F_w^{33} \right)_i^{k+\frac{1}{2}}$ from tracer cell $i,k$
267to $i,k+1$ must also vanish since it is a sum of four such triad
268fluxes.
269
270We 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
271the u-fluxes and w-fluxes in
272\eqref{eq:i31}, \eqref{eq:i13}, \eqref{eq:i11} \eqref{eq:i33} and
273Fig.~\ref{Fig_triad} to  write out the iso-neutral fluxes at $u$- and
274$w$-points as sums of the triad fluxes that cross the $u$- and $w$-faces:
275%(Fig.~\ref{Fig_ISO_triad}):
276\begin{flalign} \label{Eq_iso_flux} \textbf{F}_{iso}(T) &\equiv
277  \sum_{\substack{i_p,\,k_p}}
278  \begin{pmatrix}
279    {_{i+1/2-i_p}^k {\mathbb{F}_u}_{i_p}^{k_p} } (T)      \\
280    \\
281    {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p} } (T)      \\
282  \end{pmatrix}.
283\end{flalign}
284\subsection{Ensuring the scheme cannot increase tracer variance}
285\label{sec:variance}
286
287We now require that this operator cannot increase the
288globally-integrated tracer variance.
289%This changes according to
290% \begin{align*}
291% &\int_D  D_l^T \; T \;dv \equiv  \sum_{i,k} \left\{ T \ D_l^T \ b_T \right\}    \\
292% &\equiv + \sum_{i,k} \sum_{\substack{i_p,\,k_p}} \left\{ 
293%     \delta_{i} \left[{_{i+1/2-i_p}^k {\mathbb{F}_u }_{i_p}^{k_p}} \right]
294%       + \delta_{k} \left[ {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p}} \right]  \ T \right\}    \\
295% &\equiv  - \sum_{i,k} \sum_{\substack{i_p,\,k_p}} \left\{ 
296%                 {_{i+1/2-i_p}^k {\mathbb{F}_u }_{i_p}^{k_p}} \ \delta_{i+1/2} [T]
297%              + {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p}}  \ \delta_{k+1/2} [T]   \right\}      \\
298% \end{align*}
299Each triad slope $_i^k\mathbb{R}_{i_p}^{k_p}$ drives a lateral flux
300$_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)$ across the u-point $i+i_p,k$ and
301a vertical flux $_i^k{\mathbb{F}_w}_{i_p}^{k_p} (T)$ across the
302w-point $i,k+k_p$.  The lateral flux drives a net rate of change of
303variance at points $i+i_p-\half,k$ and $i+i_p+\half,k$ of
304\begin{multline}
305  {b_T}_{i+i_p-1/2}^k\left(\frac{\partial T}{\partial t}T\right)_{i+i_p-1/2}^k+
306  \quad {b_T}_{i+i_p+1/2}^k\left(\frac{\partial T}{\partial
307      t}T\right)_{i+i_p+1/2}^k \\
308 \begin{split}
309  &= -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
310  {\;}_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T) \\
311  &={\;} _i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)\,\delta_{i+ i_p}[T^k], \label{locFdtdx}
312 \end{split}
313\end{multline}
314while the vertical flux similarly drives a net rate of change of variance at points $i,k+k_p-\half$ and
315$i,k+k_p+\half$ of
316\begin{equation}
317\label{locFdtdz}
318  _i^k{\mathbb{F}_w}_{i_p}^{k_p} (T) \,\delta_{k+ k_p}[T^i].
319\end{equation}
320The total variance tendency driven by the triad is the sum of these
321two. Expanding $_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)$ and
322$_i^k{\mathbb{F}_w}_{i_p}^{k_p} (T)$ with \eqref{eq:latflux-triad} and
323\eqref{eq:vertflux-triad}, it is
324\begin{multline*}
325-A_i^k\left \{
326{ } _i^k{\mathbb{A}_u}_{i_p}^{k_p}
327  \left(
328    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
329    - {_i^k\mathbb{R}_{i_p}^{k_p}} \
330    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }\right)\,\delta_{i+ i_p}[T^k] \right.\\
331- \left. { } _i^k{\mathbb{A}_w}_{i_p}^{k_p}
332  \left(
333    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
334    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
335    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
336  \right) {\,}_i^k\mathbb{R}_{i_p}^{k_p}\delta_{k+ k_p}[T^i]
337\right \}.
338\end{multline*}
339The key point is then that if we require
340$_i^k{\mathbb{A}_u}_{i_p}^{k_p}$ and $_i^k{\mathbb{A}_w}_{i_p}^{k_p}$
341to be related to a triad volume $_i^k\mathbb{V}_{i_p}^{k_p}$ by
342\begin{equation}
343  \label{eq:V-A}
344  _i^k\mathbb{V}_{i_p}^{k_p}
345  ={\;}_i^k{\mathbb{A}_u}_{i_p}^{k_p}\,{e_{1u}}_{\,i + i_p}^{\,k}
346  ={\;}_i^k{\mathbb{A}_w}_{i_p}^{k_p}\,{e_{3w}}_{\,i}^{\,k + k_p},
347\end{equation}
348the variance tendency reduces to the perfect square
349\begin{equation}
350  \label{eq:perfect-square}
351  -A_i^k{\:} _i^k\mathbb{V}_{i_p}^{k_p}
352  \left(
353    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
354    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
355    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
356  \right)^2\leq 0.
357\end{equation}
358Thus, the constraint \eqref{eq:V-A} ensures that the fluxes associated
359with a given slope triad $_i^k\mathbb{R}_{i_p}^{k_p}$ do not increase
360the net variance. Since the total fluxes are sums of such fluxes from
361the various triads, this constraint, applied to all triads, is
362sufficient to ensure that the globally integrated variance does not
363increase.
364
365The expression \eqref{eq:V-A} can be interpreted as a discretization
366of the global integral
367\begin{equation}
368  \label{eq:cts-var}
369  \frac{\partial}{\partial t}\int\half T^2\, dV =
370  \int\mathbf{F}\cdot\nabla T\, dV,
371\end{equation}
372where, within each triad volume $_i^k\mathbb{V}_{i_p}^{k_p}$, the
373lateral and vertical fluxes/unit area
374\[
375\mathbf{F}=\left(
376_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)/_i^k{\mathbb{A}_u}_{i_p}^{k_p},
377{\:}_i^k{\mathbb{F}_w}_{i_p}^{k_p} (T)/_i^k{\mathbb{A}_w}_{i_p}^{k_p}
378 \right)
379\]
380and the gradient
381 \[\nabla T = \left(
382\delta_{i+ i_p}[T^k] / {e_{1u}}_{\,i + i_p}^{\,k},
383\delta_{k+ k_p}[T^i] / {e_{3w}}_{\,i}^{\,k + k_p}
384\right)
385\]
386\subsection{Triad volumes in Griffes's scheme and in \NEMO}
387To complete the discretization we now need only specify the triad
388volumes $_i^k\mathbb{V}_{i_p}^{k_p}$. \citet{Griffies_al_JPO98} identify
389these $_i^k\mathbb{V}_{i_p}^{k_p}$ as the volumes of the quarter
390cells, defined in terms of the distances between T, u,f and
391w-points. This is the natural discretization of
392\eqref{eq:cts-var}. The \NEMO model, however, operates with scale
393factors instead of grid sizes, and scale factors for the quarter
394cells are not defined. Instead, therefore we simply choose
395\begin{equation}
396  \label{eq:V-NEMO}
397  _i^k\mathbb{V}_{i_p}^{k_p}=\quarter {b_u}_{i+i_p}^k,
398\end{equation}
399as a quarter of the volume of the u-cell inside which the triad
400quarter-cell lies. This has the nice property that when the slopes
401$\mathbb{R}$ vanish, the lateral flux from tracer cell $i,k$ to
402$i+1,k$ reduces to the classical form
403\begin{equation}
404  \label{eq:lat-normal}
405-\overline{A}_{\,i+1/2}^k\;
406\frac{{b_u}_{i+1/2}^k}{{e_{1u}}_{\,i + i_p}^{\,k}}
407\;\frac{\delta_{i+ 1/2}[T^k] }{{e_{1u}}_{\,i + i_p}^{\,k}}
408 = -\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}}.
409\end{equation}
410In fact if the diffusive coefficient is defined at u-points, so that
411we employ $A_{i+i_p}^k$ instead of $A_i^k$ in the definitions of the
412triad fluxes \eqref{eq:latflux-triad} and \eqref{eq:vertflux-triad},
413we can replace $\overline{A}_{\,i+1/2}^k$ by $A_{i+1/2}^k$ in the above.
414
415\subsection{Summary of the scheme}
416The divergence of the expression \eqref{Eq_iso_flux} for the fluxes gives the iso-neutral diffusion tendency at
417each tracer point:
418\begin{equation} \label{Gf_operator} D_l^T = \frac{1}{b_T}
419  \sum_{\substack{i_p,\,k_p}} \left\{ \delta_{i} \left[{_{i+1/2-i_p}^k
420        {\mathbb{F}_u }_{i_p}^{k_p}} \right] + \delta_{k} \left[
421      {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p}} \right] \right\}
422\end{equation}
423where $b_T= e_{1T}\,e_{2T}\,e_{3T}$ is the volume of $T$-cells.
424The diffusion scheme satisfies the following six properties:
425\begin{description}
426\item[$\bullet$ horizontal diffusion] The discretization of the
427  diffusion operator recovers \eqref{eq:lat-normal} the traditional five-point Laplacian in
428  the limit of flat iso-neutral direction :
429  \begin{equation} \label{Gf_property1a} D_l^T = \frac{1}{b_T} \
430    \delta_{i} \left[ \frac{e_{2u}\,e_{3u}}{e_{1u}} \;
431      \overline{A}^{\,i} \; \delta_{i+1/2}[T] \right] \qquad
432    \text{when} \quad { _i^k \mathbb{R}_{i_p}^{k_p} }=0
433  \end{equation}
434
435\item[$\bullet$ implicit treatment in the vertical] Only tracer values
436  associated with a single water column appear in the expression
437  \eqref{eq:i33} for the $_{33}$ fluxes, vertical fluxes driven by
438  vertical gradients. This is of paramount importance since it means
439  that an implicit in time algorithm can be used to solve the vertical
440  diffusion equation. This is a necessity since the vertical eddy
441  diffusivity associated with this term,
442  \begin{equation}
443    \frac{1}{b_w}\sum_{\substack{i_p, \,k_p}} \left\{ 
444      {\:}_i^k\mathbb{V}_{i_p}^{k_p} \:A_i^k \: \left(_i^k \mathbb{R}_{i_p}^{k_p}\right)^2
445    \right\}  =
446    \frac{1}{4b_w}\sum_{\substack{i_p, \,k_p}} \left\{ 
447      {b_u}_{i+i_p}^k\:A_i^k \: \left(_i^k \mathbb{R}_{i_p}^{k_p}\right)^2
448    \right\},
449 \end{equation}
450  (where $b_w= e_{1w}\,e_{2w}\,e_{3w}$ is the volume of $w$-cells) can be quite large.
451
452\item[$\bullet$ pure iso-neutral operator] The iso-neutral flux of
453  locally referenced potential density is zero. See
454  \eqref{eq:latflux-rho} and \eqref{eq:vertflux-triad2}.
455
456\item[$\bullet$ conservation of tracer] The iso-neutral diffusion
457  conserves tracer content, $i.e.$
458  \begin{equation} \label{Gf_property1} \sum_{i,j,k} \left\{ D_l^T \
459      b_T \right\} = 0
460  \end{equation}
461  This property is trivially satisfied since the iso-neutral diffusive
462  operator is written in flux form.
463
464\item[$\bullet$ no increase of tracer variance] The iso-neutral diffusion
465  does not increase the tracer variance, $i.e.$
466  \begin{equation} \label{Gf_property1} \sum_{i,j,k} \left\{ T \ D_l^T
467      \ b_T \right\} \leq 0
468  \end{equation}
469  The property is demonstrated in
470  \ref{sec:variance} above. It is a key property for a diffusion
471  term. It means that it is also a dissipation term, $i.e.$ it is a
472  diffusion of the square of the quantity on which it is applied.  It
473  therefore ensures that, when the diffusivity coefficient is large
474  enough, the field on which it is applied become free of grid-point
475  noise.
476
477\item[$\bullet$ self-adjoint operator] The iso-neutral diffusion
478  operator is self-adjoint, $i.e.$
479  \begin{equation} \label{Gf_property1} \sum_{i,j,k} \left\{ S \ D_l^T
480      \ b_T \right\} = \sum_{i,j,k} \left\{ D_l^S \ T \ b_T \right\}
481  \end{equation}
482  In other word, there is no need to develop a specific routine from
483  the adjoint of this operator. We just have to apply the same
484  routine. This property can be demonstrated similarly to the proof of
485  the `no increase of tracer variance' property. The contribution by a
486  single triad towards the left hand side of \eqref{Gf_property1}, can
487  be found by replacing $\delta[T]$ by $\delta[S]$ in \eqref{locFdtdx}
488  and \eqref{locFdtdx}. This results in a term similar to
489  \eqref{eq:perfect-square},
490\begin{equation}
491  \label{eq:TScovar}
492  -A_i^k{\:} _i^k\mathbb{V}_{i_p}^{k_p}
493  \left(
494    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
495    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
496    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
497  \right)
498  \left(
499    \frac{ \delta_{i+ i_p}[S^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
500    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
501    \frac{ \delta_{k+k_p} [S^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
502  \right).
503\end{equation}
504This is symmetrical in $T $ and $S$, so exactly the same term arises
505from the discretization of this triad's contribution towards the
506RHS of \eqref{Gf_property1}.
507\end{description}
508
509
510$\ $\newline %force an empty line
511% ================================================================
512% Skew flux formulation for Eddy Induced Velocity :
513% ================================================================
514\section{ Eddy induced velocity and Skew flux formulation}
515
516When Gent and McWilliams's [1990] diffusion is used (\key{traldf\_eiv} defined),
517an additional advection term is added. The associated velocity is the so called
518eddy induced velocity, the formulation of which depends on the slopes of iso-
519neutral surfaces. Contrary to the case of iso-neutral mixing, the slopes used
520here are referenced to the geopotential surfaces, $i.e.$ \eqref{Eq_ldfslp_geo} 
521is used in $z$-coordinate, and the sum \eqref{Eq_ldfslp_geo}
522+ \eqref{Eq_ldfslp_iso} in $z^*$ or $s$-coordinates.
523
524The eddy induced velocity is given by:
525\begin{equation} \label{Eq_eiv_v}
526\begin{split}
527 u^* & = - \frac{1}{e_{2}e_{3}}\;          \partial_k \left( e_{2} \, A_{e} \; r_i \right)   \\
528 v^* & = - \frac{1}{e_{1}e_{3}}\;          \partial_k \left( e_{1} \, A_{e} \; r_j \right)   \\
529w^* & =    \frac{1}{e_{1}e_{2}}\; \left\{ \partial_\left( e_{2} \, A_{e} \; r_i \right)
530                         + \partial_\left( e_{1} \, A_{e} \;r_j \right) \right\} \\
531\end{split}
532\end{equation}
533where $A_{e}$ is the eddy induced velocity coefficient, and $r_i$ and $r_j$ the slopes between the iso-neutral and the geopotential surfaces.
534
535The traditional way to implement this additional advection is to add it to the Eulerian
536velocity prior to computing the tracer advection. This allows us to take advantage of
537all the advection schemes offered for the tracers (see \S\ref{TRA_adv}) and not just
538a $2^{nd}$ order advection scheme. This is particularly useful for passive tracers
539where \emph{positivity} of the advection scheme is of paramount importance.
540
541\citet{Griffies_JPO98} introduces another way to implement the eddy induced advection,
542the so-called skew form. It is based on a transformation of the advective fluxes
543using the non-divergent nature of the eddy induced velocity.
544For example in the (\textbf{i},\textbf{k}) plane, the tracer advective fluxes can be
545transformed as follows:
546\begin{flalign*}
547\begin{split}
548\textbf{F}_{eiv}^T =
549\begin{pmatrix} 
550           {e_{2}\,e_{3}\;  u^*}       \\
551      {e_{1}\,e_{2}\; w^*}  \\
552\end{pmatrix}   \;   T
553&=
554\begin{pmatrix} 
555           { - \partial_k \left( e_{2} \, A_{e} \; r_i \right) \; T \;}       \\
556      {+ \partial_\left( e_{2} \, A_{e} \; r_i \right) \; T \;}    \\
557\end{pmatrix}        \\
558&=       
559\begin{pmatrix} 
560           { - \partial_k \left( e_{2} \, A_{e} \; r_\; T \right) \;}  \\
561      {+ \partial_\left( e_{2} \, A_{e} \; r_\; T \right) \;}   \\
562\end{pmatrix}       
563 +
564\begin{pmatrix} 
565           {+ e_{2} \, A_{e} \; r_\; \partial_k T}  \\
566      { - e_{2} \, A_{e} \; r_\; \partial_i  T}  \\
567\end{pmatrix}   
568\end{split}
569\end{flalign*}
570and since the eddy induces velocity field is no-divergent, we end up with the skew
571form of the eddy induced advective fluxes:
572\begin{equation} \label{Eq_eiv_skew_continuous}
573\textbf{F}_{eiv}^T = \begin{pmatrix} 
574           {+ e_{2} \, A_{e} \; r_\; \partial_k T}   \\
575      { - e_{2} \, A_{e} \; r_\; \partial_i  T}  \\
576                                 \end{pmatrix}
577\end{equation}
578The tendency associated with eddy induced velocity is then simply the divergence
579of the \eqref{Eq_eiv_skew_continuous} fluxes. It naturally conserves the tracer
580content, as it is expressed in flux form. It also preserve the tracer variance.
581
582The 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:
583\begin{flalign} \label{Eq_eiv_skew}   \begin{split}
584\textbf{F}_{eiv}^T   \equiv                                   
585                        \sum_{\substack{i_p,\,k_p}} \begin{pmatrix} 
586+{e_{2u}}_{i+1/2-i_p}^{k}                                    \ {A_{e}}_{i+1/2-i_p}^{k} 
587\ \ { _{i+1/2-i_p}^k \mathbb{R}_{i_p}^{k_p} }    \ \ \delta_{k+k_p}[T_{i+1/2-i_p}]      \\
588    \\
589- {e_{2u}}_i^{k+1/2-k_p}                                      \ {A_{e}}_i^{k+1/2-k_p} 
590\ \ { _i^{k+1/2-k_p} \mathbb{R}_{i_p}^{k_p} }    \ \delta_{i+i_p}[T^{k+1/2-k_p}]    \\   
591                                                                       \end{pmatrix}   
592\end{split}   \end{flalign}
593Note 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.
594
595Such 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.
596
597
598
599
600\newpage      %force an empty line
601% ================================================================
602% Discrete Invariants of the skew flux formulation
603% ================================================================
604\subsection{Discrete Invariants of the skew flux formulation}
605\label{Apdx_eiv_skew}
606
607
608Demonstration for the conservation of the tracer variance in the (\textbf{i},\textbf{j}) plane.
609
610This have to be moved in an Appendix.
611
612The continuous property to be demonstrated is :
613\begin{align*}
614\int_D \nabla \cdot \textbf{F}_{eiv}(T) \; T \;dv  \equiv 0
615\end{align*}
616The discrete form of its left hand side is obtained using \eqref{Eq_eiv_skew}
617\begin{align*}
618 \sum\limits_{i,k} \sum_{\substack{i_p,\,k_p}}  \Biggl\{   \;\;
619 \delta_&\left[                                                   
620{e_{2u}}_{i+i_p+1/2}^{k}                                  \;\ \ {A_{e}}_{i+i_p+1/2}^{k} 
621\ \ \ { _{i+i_p+1/2}^k \mathbb{R}_{-i_p}^{k_p} }   \quad \delta_{k+k_p}[T_{i+i_p+1/2}]         
622   \right] \; T_i^k      \\
623- \delta_k &\left[
624{e_{2u}}_i^{k+k_p+1/2}                                     \ \ {A_{e}}_i^{k+k_p+1/2} 
625\ \ { _i^{k+k_p+1/2} \mathbb{R}_{i_p}^{-k_p} }   \ \ \delta_{i+i_p}[T^{k+k_p+1/2}]   
626   \right] \; T_i^k      \         \Biggr\}   
627\end{align*}
628apply the adjoint of delta operator, it becomes
629\begin{align*}
630 \sum\limits_{i,k} \sum_{\substack{i_p,\,k_p}}  \Biggl\{   \;\;
631  &\left(                                                   
632{e_{2u}}_{i+i_p+1/2}^{k}                                  \;\ \ {A_{e}}_{i+i_p+1/2}^{k} 
633\ \ \ { _{i+i_p+1/2}^k \mathbb{R}_{-i_p}^{k_p} }   \quad \delta_{k+k_p}[T_{i+i_p+1/2}]         
634   \right) \; \delta_{i+1/2}[T^{k}]      \\
635- &\left(
636{e_{2u}}_i^{k+k_p+1/2}                                     \ \ {A_{e}}_i^{k+k_p+1/2} 
637\ \ { _i^{k+k_p+1/2} \mathbb{R}_{i_p}^{-k_p} }   \ \ \delta_{i+i_p}[T^{k+k_p+1/2}]   
638     \right) \; \delta_{k+1/2}[T_{i}]       \         \Biggr\}       
639\end{align*}
640Expending the summation on $i_p$ and $k_p$, it becomes:
641\begin{align*}
642 \begin{matrix} 
643&\sum\limits_{i,k}   \Bigl\{ 
644  &+{e_{2u}}_{i+1}^{k}                             &{A_{e}}_{i+1    }^{k} 
645  &\ {_{i+1}^k \mathbb{R}_{- 1/2}^{-1/2}} &\delta_{k-1/2}[T_{i+1}]    &\delta_{i+1/2}[T^{k}]   &\\
646&&+{e_{2u}}_i^{k\ \ \ \:}                            &{A_{e}}_{i}^{k\ \ \ \:}     
647  &\ {\ \ \;_i^k \mathbb{R}_{+1/2}^{-1/2}}  &\delta_{k-1/2}[T_{i\ \ \ \;}&\delta_{i+1/2}[T^{k}] &\\
648&&+{e_{2u}}_{i+1}^{k}                             &{A_{e}}_{i+1    }^{k} 
649  &\ {_{i+1}^k \mathbb{R}_{- 1/2}^{+1/2}} &\delta_{k+1/2}[T_{i+1}]     &\delta_{i+1/2}[T^{k}] &\\
650&&+{e_{2u}}_i^{k\ \ \ \:}                            &{A_{e}}_{i}^{k\ \ \ \:}       
651    &\ {\ \ \;_i^k \mathbb{R}_{+1/2}^{+1/2}} &\delta_{k+1/2}[T_{i\ \ \ \;}] &\delta_{i+1/2}[T^{k}] &\\
652%
653&&-{e_{2u}}_i^{k+1}                                &{A_{e}}_i^{k+1} 
654  &{_i^{k+1} \mathbb{R}_{-1/2}^{- 1/2}}   &\delta_{i-1/2}[T^{k+1}]      &\delta_{k+1/2}[T_{i}] &\\   
655&&-{e_{2u}}_i^{k\ \ \ \:}                             &{A_{e}}_i^{k\ \ \ \:} 
656  &{\ \ \;_i^\mathbb{R}_{-1/2}^{+1/2}}   &\delta_{i-1/2}[T^{k\ \ \ \:}&\delta_{k+1/2}[T_{i}] &\\
657&&-{e_{2u}}_i^{k+1    }                             &{A_{e}}_i^{k+1} 
658  &{_i^{k+1} \mathbb{R}_{+1/2}^{- 1/2}}   &\delta_{i+1/2}[T^{k+1}]      &\delta_{k+1/2}[T_{i}] &\\   
659&&-{e_{2u}}_i^{k\ \ \ \:}                             &{A_{e}}_i^{k\ \ \ \:} 
660  &{\ \ \;_i^\mathbb{R}_{+1/2}^{+1/2}}   &\delta_{i+1/2}[T^{k\ \ \ \:}&\delta_{k+1/2}[T_{i}]
661&\Bigr\}  \\
662\end{matrix}   
663\end{align*}
664The two terms associated with the triad ${_i^k \mathbb{R}_{+1/2}^{+1/2}}$ are the
665same but of opposite signs, they cancel out.
666Exactly the same thing occurs for the triad ${_i^k \mathbb{R}_{-1/2}^{-1/2}}$.
667The two terms associated with the triad ${_i^k \mathbb{R}_{+1/2}^{-1/2}}$ are the
668same but both of opposite signs and shifted by 1 in $k$ direction. When summing over $k$ 
669they cancel out with the neighbouring grid points.
670Exactly the same thing occurs for the triad ${_i^k \mathbb{R}_{-1/2}^{+1/2}}$ in the
671$i$ direction. Therefore the sum over the domain is zero, $i.e.$ the variance of the
672tracer is preserved by the discretisation of the skew fluxes.
673
674%%% Local Variables:
675%%% TeX-master: "../../NEMO_book.tex"
676%%% End:
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