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Annex_ISO.tex in trunk/DOC/TexFiles/Chapters – NEMO

source: trunk/DOC/TexFiles/Chapters/Annex_ISO.tex @ 2541

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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{  \label{Fig_ISO_triad} 
103      (a) Arrangement of triads $S_i$ and tracer gradients to
104           give lateral tracer flux from box $i,k$ to $i+1,k$ 
105      (b) Triads $S'_i$ 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{   \label{Fig_ISO_triad_notation} 
172    Triad notation for quarter cells.T-cells are inside
173      boxes, while the  $i+\half,k$ u-cell is shaded in green and the
174      $i,k+\half$ w-cell is shaded in pink.}
175    \label{qcells}
176  \end{center} \end{figure}
177% >>>>>>>>>>>>>>>>>>>>>>>>>>>>
178
179Each triad $\{_i^k\:_{i_p}^{k_p}\}$ is associated (Fig.~\ref{qcells}) with the quarter
180cell that is the intersection of the $i,k$ T-cell, the $i+i_p,k$
181u-cell and the $i,k+k_p$ w-cell. Expressing the slopes $s_i$ and
182$s'_i$ in \eqref{eq:i13} and \eqref{eq:i31} in this notation, we have
183e.g.\ $s_1=s'_1={\:}_i^k \mathbb{R}_{1/2}^{1/2}$. Each triad slope $_i^k
184\mathbb{R}_{i_p}^{k_p}$ is used once (as an $s$) to calculate the
185lateral flux along its u-arm, at $(i+i_p,k)$, and then again as an
186$s'$ to calculate the vertical flux along its w-arm at
187$(i,k+k_p)$. Each vertical area $a_i$ used to calculate the lateral
188flux and horizontal area $a'_i$ used to calculate the vertical flux
189can also be identified as the area across the u- and w-arms of a
190unique triad, and we can notate these areas, similarly to the triad
191slopes, as $_i^k{\mathbb{A}_u}_{i_p}^{k_p}$,
192$_i^k{\mathbb{A}_w}_{i_p}^{k_p}$, where e.g. in \eqref{eq:i13}
193$a_{1}={\:}_i^k{\mathbb{A}_u}_{1/2}^{1/2}$, and in \eqref{eq:i31}
194$a'_{1}={\:}_i^k{\mathbb{A}_w}_{1/2}^{1/2}$.
195
196\subsection{The full triad fluxes}
197A key property of isoneutral diffusion is that it should not affect
198the (locally referenced) density. In particular there should be no
199lateral or vertical density flux. The lateral density flux disappears so long as the
200area-integrated lateral diffusive flux from tracer cell $i,k$ to
201$i+1,k$ coming from the $_{11}$ term of the diffusion tensor takes the
202form
203\begin{equation}
204  \label{eq:i11}
205  \left( F_u^{11} \right) _{i+\frac{1}{2}} ^{k} =
206  - \left( \kappa_i^{k+1} a_{1} + \kappa_i^{k+1} a_{2} + \kappa_i^k
207    a_{3} + \kappa_i^k a_{4} \right)
208  \frac{\delta _{i+1/2} \left[ T^k\right]}{{e_{1u}}_{\,i+1/2}^{\,k}},
209\end{equation}
210where the areas $a_i$ are as in \eqref{eq:i13}. In this case,
211separating the total lateral flux, the sum of \eqref{eq:i13} and
212\eqref{eq:i11}, into triad components, a lateral tracer
213flux
214\begin{equation}
215  \label{eq:latflux-triad}
216  _i^k {\mathbb{F}_u}_{i_p}^{k_p} (T) = -A_i^k{ \:}_i^k{\mathbb{A}_u}_{i_p}^{k_p}
217  \left(
218    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
219    -\ {_i^k\mathbb{R}_{i_p}^{k_p}} \
220    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
221  \right)
222\end{equation}
223can be identified with each triad. Then, because the
224same metric factors ${e_{3w}}_{\,i}^{\,k+k_p}$ and
225${e_{1u}}_{\,i+i_p}^{\,k}$ are employed for both the density gradients
226in $ _i^k \mathbb{R}_{i_p}^{k_p}$ and the tracer gradients, the lateral
227density flux associated with each triad separately disappears.
228\begin{equation}
229  \label{eq:latflux-rho}
230  {\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
231\end{equation}
232Thus the total flux $\left( F_u^{31} \right) ^i _{i,k+\frac{1}{2}} +
233\left( F_u^{11} \right) ^i _{i,k+\frac{1}{2}}$ from tracer cell $i,k$
234to $i+1,k$ must also vanish since it is a sum of four such triad fluxes.
235
236The squared slope $r_1^2$ in the expression \eqref{eq:i33c} for the
237$_{33}$ component is also expressed in terms of area-weighted
238squared triad slopes, so the area-integrated vertical flux from tracer
239cell $i,k$ to $i,k+1$ resulting from the $r_1^2$ term is
240\begin{equation}
241  \label{eq:i33}
242  \left( F_w^{33} \right) _i^{k+\frac{1}{2}} =
243    - \left( \kappa_i^{k+1} a_{1}' s_{1}'^2
244    + \kappa_i^{k+1} a_{2}' s_{2}'^2
245    + \kappa_i^k a_{3}' s_{3}'^2
246    + \kappa_i^k a_{4}' s_{4}'^2 \right)\delta_{k+\frac{1}{2}} \left[ T^{i+1} \right],
247\end{equation}
248where the areas $a'$ and slopes $s'$ are the same as in
249\eqref{eq:i31}.
250Then, separating the total vertical flux, the sum of \eqref{eq:i31} and
251\eqref{eq:i33}, into triad components,  a vertical flux
252\begin{align}
253  \label{eq:vertflux-triad}
254  _i^k {\mathbb{F}_w}_{i_p}^{k_p} (T)
255  &= A_i^k{\: }_i^k{\mathbb{A}_w}_{i_p}^{k_p}
256  \left(
257    {_i^k\mathbb{R}_{i_p}^{k_p}}\frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
258    -\ \left({_i^k\mathbb{R}_{i_p}^{k_p}}\right)^2 \
259    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
260  \right) \\
261  &= - \left(\left.{ }_i^k{\mathbb{A}_w}_{i_p}^{k_p}\right/{ }_i^k{\mathbb{A}_u}_{i_p}^{k_p}\right)
262   {_i^k\mathbb{R}_{i_p}^{k_p}}{\: }_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T) \label{eq:vertflux-triad2}
263\end{align}
264may be associated with each triad. Each vertical density flux $_i^k {\mathbb{F}_w}_{i_p}^{k_p} (\rho)$
265associated with a triad then separately disappears (because the
266lateral flux $_i^k{\mathbb{F}_u}_{i_p}^{k_p} (\rho)$
267disappears). Consequently the total vertical density flux $\left( F_w^{31} \right)_i ^{k+\frac{1}{2}} +
268\left( F_w^{33} \right)_i^{k+\frac{1}{2}}$ from tracer cell $i,k$
269to $i,k+1$ must also vanish since it is a sum of four such triad
270fluxes.
271
272We 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
273the u-fluxes and w-fluxes in
274\eqref{eq:i31}, \eqref{eq:i13}, \eqref{eq:i11} \eqref{eq:i33} and
275Fig.~\ref{Fig_triad} to  write out the iso-neutral fluxes at $u$- and
276$w$-points as sums of the triad fluxes that cross the $u$- and $w$-faces:
277%(Fig.~\ref{Fig_ISO_triad}):
278\begin{flalign} \label{Eq_iso_flux} \textbf{F}_{iso}(T) &\equiv
279  \sum_{\substack{i_p,\,k_p}}
280  \begin{pmatrix}
281    {_{i+1/2-i_p}^k {\mathbb{F}_u}_{i_p}^{k_p} } (T)      \\
282    \\
283    {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p} } (T)      \\
284  \end{pmatrix}.
285\end{flalign}
286\subsection{Ensuring the scheme cannot increase tracer variance}
287\label{sec:variance}
288
289We now require that this operator cannot increase the
290globally-integrated tracer variance.
291%This changes according to
292% \begin{align*}
293% &\int_D  D_l^T \; T \;dv \equiv  \sum_{i,k} \left\{ T \ D_l^T \ b_T \right\}    \\
294% &\equiv + \sum_{i,k} \sum_{\substack{i_p,\,k_p}} \left\{ 
295%     \delta_{i} \left[{_{i+1/2-i_p}^k {\mathbb{F}_u }_{i_p}^{k_p}} \right]
296%       + \delta_{k} \left[ {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p}} \right]  \ T \right\}    \\
297% &\equiv  - \sum_{i,k} \sum_{\substack{i_p,\,k_p}} \left\{ 
298%                 {_{i+1/2-i_p}^k {\mathbb{F}_u }_{i_p}^{k_p}} \ \delta_{i+1/2} [T]
299%              + {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p}}  \ \delta_{k+1/2} [T]   \right\}      \\
300% \end{align*}
301Each triad slope $_i^k\mathbb{R}_{i_p}^{k_p}$ drives a lateral flux
302$_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)$ across the u-point $i+i_p,k$ and
303a vertical flux $_i^k{\mathbb{F}_w}_{i_p}^{k_p} (T)$ across the
304w-point $i,k+k_p$.  The lateral flux drives a net rate of change of
305variance at points $i+i_p-\half,k$ and $i+i_p+\half,k$ of
306\begin{multline}
307  {b_T}_{i+i_p-1/2}^k\left(\frac{\partial T}{\partial t}T\right)_{i+i_p-1/2}^k+
308  \quad {b_T}_{i+i_p+1/2}^k\left(\frac{\partial T}{\partial
309      t}T\right)_{i+i_p+1/2}^k \\
310 \begin{split}
311  &= -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
312  {\;}_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T) \\
313  &={\;} _i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)\,\delta_{i+ i_p}[T^k], \label{locFdtdx}
314 \end{split}
315\end{multline}
316while the vertical flux similarly drives a net rate of change of variance at points $i,k+k_p-\half$ and
317$i,k+k_p+\half$ of
318\begin{equation}
319\label{locFdtdz}
320  _i^k{\mathbb{F}_w}_{i_p}^{k_p} (T) \,\delta_{k+ k_p}[T^i].
321\end{equation}
322The total variance tendency driven by the triad is the sum of these
323two. Expanding $_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)$ and
324$_i^k{\mathbb{F}_w}_{i_p}^{k_p} (T)$ with \eqref{eq:latflux-triad} and
325\eqref{eq:vertflux-triad}, it is
326\begin{multline*}
327-A_i^k\left \{
328{ } _i^k{\mathbb{A}_u}_{i_p}^{k_p}
329  \left(
330    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
331    - {_i^k\mathbb{R}_{i_p}^{k_p}} \
332    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }\right)\,\delta_{i+ i_p}[T^k] \right.\\
333- \left. { } _i^k{\mathbb{A}_w}_{i_p}^{k_p}
334  \left(
335    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
336    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
337    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
338  \right) {\,}_i^k\mathbb{R}_{i_p}^{k_p}\delta_{k+ k_p}[T^i]
339\right \}.
340\end{multline*}
341The key point is then that if we require
342$_i^k{\mathbb{A}_u}_{i_p}^{k_p}$ and $_i^k{\mathbb{A}_w}_{i_p}^{k_p}$
343to be related to a triad volume $_i^k\mathbb{V}_{i_p}^{k_p}$ by
344\begin{equation}
345  \label{eq:V-A}
346  _i^k\mathbb{V}_{i_p}^{k_p}
347  ={\;}_i^k{\mathbb{A}_u}_{i_p}^{k_p}\,{e_{1u}}_{\,i + i_p}^{\,k}
348  ={\;}_i^k{\mathbb{A}_w}_{i_p}^{k_p}\,{e_{3w}}_{\,i}^{\,k + k_p},
349\end{equation}
350the variance tendency reduces to the perfect square
351\begin{equation}
352  \label{eq:perfect-square}
353  -A_i^k{\:} _i^k\mathbb{V}_{i_p}^{k_p}
354  \left(
355    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
356    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
357    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
358  \right)^2\leq 0.
359\end{equation}
360Thus, the constraint \eqref{eq:V-A} ensures that the fluxes associated
361with a given slope triad $_i^k\mathbb{R}_{i_p}^{k_p}$ do not increase
362the net variance. Since the total fluxes are sums of such fluxes from
363the various triads, this constraint, applied to all triads, is
364sufficient to ensure that the globally integrated variance does not
365increase.
366
367The expression \eqref{eq:V-A} can be interpreted as a discretization
368of the global integral
369\begin{equation}
370  \label{eq:cts-var}
371  \frac{\partial}{\partial t}\int\half T^2\, dV =
372  \int\mathbf{F}\cdot\nabla T\, dV,
373\end{equation}
374where, within each triad volume $_i^k\mathbb{V}_{i_p}^{k_p}$, the
375lateral and vertical fluxes/unit area
376\[
377\mathbf{F}=\left(
378_i^k{\mathbb{F}_u}_{i_p}^{k_p} (T)/_i^k{\mathbb{A}_u}_{i_p}^{k_p},
379{\:}_i^k{\mathbb{F}_w}_{i_p}^{k_p} (T)/_i^k{\mathbb{A}_w}_{i_p}^{k_p}
380 \right)
381\]
382and the gradient
383 \[\nabla T = \left(
384\delta_{i+ i_p}[T^k] / {e_{1u}}_{\,i + i_p}^{\,k},
385\delta_{k+ k_p}[T^i] / {e_{3w}}_{\,i}^{\,k + k_p}
386\right)
387\]
388\subsection{Triad volumes in Griffes's scheme and in \NEMO}
389To complete the discretization we now need only specify the triad
390volumes $_i^k\mathbb{V}_{i_p}^{k_p}$. \citet{Griffies_al_JPO98} identify
391these $_i^k\mathbb{V}_{i_p}^{k_p}$ as the volumes of the quarter
392cells, defined in terms of the distances between T, u,f and
393w-points. This is the natural discretization of
394\eqref{eq:cts-var}. The \NEMO model, however, operates with scale
395factors instead of grid sizes, and scale factors for the quarter
396cells are not defined. Instead, therefore we simply choose
397\begin{equation}
398  \label{eq:V-NEMO}
399  _i^k\mathbb{V}_{i_p}^{k_p}=\quarter {b_u}_{i+i_p}^k,
400\end{equation}
401as a quarter of the volume of the u-cell inside which the triad
402quarter-cell lies. This has the nice property that when the slopes
403$\mathbb{R}$ vanish, the lateral flux from tracer cell $i,k$ to
404$i+1,k$ reduces to the classical form
405\begin{equation}
406  \label{eq:lat-normal}
407-\overline{A}_{\,i+1/2}^k\;
408\frac{{b_u}_{i+1/2}^k}{{e_{1u}}_{\,i + i_p}^{\,k}}
409\;\frac{\delta_{i+ 1/2}[T^k] }{{e_{1u}}_{\,i + i_p}^{\,k}}
410 = -\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}}.
411\end{equation}
412In fact if the diffusive coefficient is defined at u-points, so that
413we employ $A_{i+i_p}^k$ instead of $A_i^k$ in the definitions of the
414triad fluxes \eqref{eq:latflux-triad} and \eqref{eq:vertflux-triad},
415we can replace $\overline{A}_{\,i+1/2}^k$ by $A_{i+1/2}^k$ in the above.
416
417\subsection{Summary of the scheme}
418The divergence of the expression \eqref{Eq_iso_flux} for the fluxes gives the iso-neutral diffusion tendency at
419each tracer point:
420\begin{equation} \label{Gf_operator} D_l^T = \frac{1}{b_T}
421  \sum_{\substack{i_p,\,k_p}} \left\{ \delta_{i} \left[{_{i+1/2-i_p}^k
422        {\mathbb{F}_u }_{i_p}^{k_p}} \right] + \delta_{k} \left[
423      {_i^{k+1/2-k_p} {\mathbb{F}_w}_{i_p}^{k_p}} \right] \right\}
424\end{equation}
425where $b_T= e_{1T}\,e_{2T}\,e_{3T}$ is the volume of $T$-cells.
426The diffusion scheme satisfies the following six properties:
427\begin{description}
428\item[$\bullet$ horizontal diffusion] The discretization of the
429  diffusion operator recovers \eqref{eq:lat-normal} the traditional five-point Laplacian in
430  the limit of flat iso-neutral direction :
431  \begin{equation} \label{Gf_property1a} D_l^T = \frac{1}{b_T} \
432    \delta_{i} \left[ \frac{e_{2u}\,e_{3u}}{e_{1u}} \;
433      \overline{A}^{\,i} \; \delta_{i+1/2}[T] \right] \qquad
434    \text{when} \quad { _i^k \mathbb{R}_{i_p}^{k_p} }=0
435  \end{equation}
436
437\item[$\bullet$ implicit treatment in the vertical] Only tracer values
438  associated with a single water column appear in the expression
439  \eqref{eq:i33} for the $_{33}$ fluxes, vertical fluxes driven by
440  vertical gradients. This is of paramount importance since it means
441  that an implicit in time algorithm can be used to solve the vertical
442  diffusion equation. This is a necessity since the vertical eddy
443  diffusivity associated with this term,
444  \begin{equation}
445    \frac{1}{b_w}\sum_{\substack{i_p, \,k_p}} \left\{ 
446      {\:}_i^k\mathbb{V}_{i_p}^{k_p} \:A_i^k \: \left(_i^k \mathbb{R}_{i_p}^{k_p}\right)^2
447    \right\}  =
448    \frac{1}{4b_w}\sum_{\substack{i_p, \,k_p}} \left\{ 
449      {b_u}_{i+i_p}^k\:A_i^k \: \left(_i^k \mathbb{R}_{i_p}^{k_p}\right)^2
450    \right\},
451 \end{equation}
452  (where $b_w= e_{1w}\,e_{2w}\,e_{3w}$ is the volume of $w$-cells) can be quite large.
453
454\item[$\bullet$ pure iso-neutral operator] The iso-neutral flux of
455  locally referenced potential density is zero. See
456  \eqref{eq:latflux-rho} and \eqref{eq:vertflux-triad2}.
457
458\item[$\bullet$ conservation of tracer] The iso-neutral diffusion
459  conserves tracer content, $i.e.$
460  \begin{equation} \label{Gf_property1} \sum_{i,j,k} \left\{ D_l^T \
461      b_T \right\} = 0
462  \end{equation}
463  This property is trivially satisfied since the iso-neutral diffusive
464  operator is written in flux form.
465
466\item[$\bullet$ no increase of tracer variance] The iso-neutral diffusion
467  does not increase the tracer variance, $i.e.$
468  \begin{equation} \label{Gf_property1} \sum_{i,j,k} \left\{ T \ D_l^T
469      \ b_T \right\} \leq 0
470  \end{equation}
471  The property is demonstrated in
472  \ref{sec:variance} above. It is a key property for a diffusion
473  term. It means that it is also a dissipation term, $i.e.$ it is a
474  diffusion of the square of the quantity on which it is applied.  It
475  therefore ensures that, when the diffusivity coefficient is large
476  enough, the field on which it is applied become free of grid-point
477  noise.
478
479\item[$\bullet$ self-adjoint operator] The iso-neutral diffusion
480  operator is self-adjoint, $i.e.$
481  \begin{equation} \label{Gf_property1} \sum_{i,j,k} \left\{ S \ D_l^T
482      \ b_T \right\} = \sum_{i,j,k} \left\{ D_l^S \ T \ b_T \right\}
483  \end{equation}
484  In other word, there is no need to develop a specific routine from
485  the adjoint of this operator. We just have to apply the same
486  routine. This property can be demonstrated similarly to the proof of
487  the `no increase of tracer variance' property. The contribution by a
488  single triad towards the left hand side of \eqref{Gf_property1}, can
489  be found by replacing $\delta[T]$ by $\delta[S]$ in \eqref{locFdtdx}
490  and \eqref{locFdtdx}. This results in a term similar to
491  \eqref{eq:perfect-square},
492\begin{equation}
493  \label{eq:TScovar}
494  -A_i^k{\:} _i^k\mathbb{V}_{i_p}^{k_p}
495  \left(
496    \frac{ \delta_{i+ i_p}[T^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
497    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
498    \frac{ \delta_{k+k_p} [T^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
499  \right)
500  \left(
501    \frac{ \delta_{i+ i_p}[S^k] }{ {e_{1u}}_{\,i + i_p}^{\,k} }
502    -{\:}_i^k\mathbb{R}_{i_p}^{k_p}
503    \frac{ \delta_{k+k_p} [S^i] }{{e_{3w}}_{\,i}^{\,k+k_p} }
504  \right).
505\end{equation}
506This is symmetrical in $T $ and $S$, so exactly the same term arises
507from the discretization of this triad's contribution towards the
508RHS of \eqref{Gf_property1}.
509\end{description}
510
511
512$\ $\newline %force an empty line
513% ================================================================
514% Skew flux formulation for Eddy Induced Velocity :
515% ================================================================
516\section{ Eddy induced velocity and Skew flux formulation}
517
518When Gent and McWilliams's [1990] diffusion is used (\key{traldf\_eiv} defined),
519an additional advection term is added. The associated velocity is the so called
520eddy induced velocity, the formulation of which depends on the slopes of iso-
521neutral surfaces. Contrary to the case of iso-neutral mixing, the slopes used
522here are referenced to the geopotential surfaces, $i.e.$ \eqref{Eq_ldfslp_geo} 
523is used in $z$-coordinate, and the sum \eqref{Eq_ldfslp_geo}
524+ \eqref{Eq_ldfslp_iso} in $z^*$ or $s$-coordinates.
525
526The eddy induced velocity is given by:
527\begin{equation} \label{Eq_eiv_v}
528\begin{split}
529 u^* & = - \frac{1}{e_{2}e_{3}}\;          \partial_k \left( e_{2} \, A_{e} \; r_i \right)   \\
530 v^* & = - \frac{1}{e_{1}e_{3}}\;          \partial_k \left( e_{1} \, A_{e} \; r_j \right)   \\
531w^* & =    \frac{1}{e_{1}e_{2}}\; \left\{ \partial_\left( e_{2} \, A_{e} \; r_i \right)
532                         + \partial_\left( e_{1} \, A_{e} \;r_j \right) \right\} \\
533\end{split}
534\end{equation}
535where $A_{e}$ is the eddy induced velocity coefficient, and $r_i$ and $r_j$ the slopes between the iso-neutral and the geopotential surfaces.
536
537The traditional way to implement this additional advection is to add it to the Eulerian
538velocity prior to computing the tracer advection. This allows us to take advantage of
539all the advection schemes offered for the tracers (see \S\ref{TRA_adv}) and not just
540a $2^{nd}$ order advection scheme. This is particularly useful for passive tracers
541where \emph{positivity} of the advection scheme is of paramount importance.
542
543\citet{Griffies_JPO98} introduces another way to implement the eddy induced advection,
544the so-called skew form. It is based on a transformation of the advective fluxes
545using the non-divergent nature of the eddy induced velocity.
546For example in the (\textbf{i},\textbf{k}) plane, the tracer advective fluxes can be
547transformed as follows:
548\begin{flalign*}
549\begin{split}
550\textbf{F}_{eiv}^T =
551\begin{pmatrix} 
552           {e_{2}\,e_{3}\;  u^*}       \\
553      {e_{1}\,e_{2}\; w^*}  \\
554\end{pmatrix}   \;   T
555&=
556\begin{pmatrix} 
557           { - \partial_k \left( e_{2} \, A_{e} \; r_i \right) \; T \;}       \\
558      {+ \partial_\left( e_{2} \, A_{e} \; r_i \right) \; T \;}    \\
559\end{pmatrix}        \\
560&=       
561\begin{pmatrix} 
562           { - \partial_k \left( e_{2} \, A_{e} \; r_\; T \right) \;}  \\
563      {+ \partial_\left( e_{2} \, A_{e} \; r_\; T \right) \;}   \\
564\end{pmatrix}       
565 +
566\begin{pmatrix} 
567           {+ e_{2} \, A_{e} \; r_\; \partial_k T}  \\
568      { - e_{2} \, A_{e} \; r_\; \partial_i  T}  \\
569\end{pmatrix}   
570\end{split}
571\end{flalign*}
572and since the eddy induces velocity field is no-divergent, we end up with the skew
573form of the eddy induced advective fluxes:
574\begin{equation} \label{Eq_eiv_skew_continuous}
575\textbf{F}_{eiv}^T = \begin{pmatrix} 
576           {+ e_{2} \, A_{e} \; r_\; \partial_k T}   \\
577      { - e_{2} \, A_{e} \; r_\; \partial_i  T}  \\
578                                 \end{pmatrix}
579\end{equation}
580The tendency associated with eddy induced velocity is then simply the divergence
581of the \eqref{Eq_eiv_skew_continuous} fluxes. It naturally conserves the tracer
582content, as it is expressed in flux form. It also preserve the tracer variance.
583
584The 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:
585\begin{flalign} \label{Eq_eiv_skew}   \begin{split}
586\textbf{F}_{eiv}^T   \equiv                                   
587                        \sum_{\substack{i_p,\,k_p}} \begin{pmatrix} 
588+{e_{2u}}_{i+1/2-i_p}^{k}                                    \ {A_{e}}_{i+1/2-i_p}^{k} 
589\ \ { _{i+1/2-i_p}^k \mathbb{R}_{i_p}^{k_p} }    \ \ \delta_{k+k_p}[T_{i+1/2-i_p}]      \\
590    \\
591- {e_{2u}}_i^{k+1/2-k_p}                                      \ {A_{e}}_i^{k+1/2-k_p} 
592\ \ { _i^{k+1/2-k_p} \mathbb{R}_{i_p}^{k_p} }    \ \delta_{i+i_p}[T^{k+1/2-k_p}]    \\   
593                                                                       \end{pmatrix}   
594\end{split}   \end{flalign}
595Note 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.
596
597Such 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.
598
599
600
601
602\newpage      %force an empty line
603% ================================================================
604% Discrete Invariants of the skew flux formulation
605% ================================================================
606\subsection{Discrete Invariants of the skew flux formulation}
607\label{Apdx_eiv_skew}
608
609
610Demonstration for the conservation of the tracer variance in the (\textbf{i},\textbf{j}) plane.
611
612This have to be moved in an Appendix.
613
614The continuous property to be demonstrated is :
615\begin{align*}
616\int_D \nabla \cdot \textbf{F}_{eiv}(T) \; T \;dv  \equiv 0
617\end{align*}
618The discrete form of its left hand side is obtained using \eqref{Eq_eiv_skew}
619\begin{align*}
620 \sum\limits_{i,k} \sum_{\substack{i_p,\,k_p}}  \Biggl\{   \;\;
621 \delta_&\left[                                                   
622{e_{2u}}_{i+i_p+1/2}^{k}                                  \;\ \ {A_{e}}_{i+i_p+1/2}^{k} 
623\ \ \ { _{i+i_p+1/2}^k \mathbb{R}_{-i_p}^{k_p} }   \quad \delta_{k+k_p}[T_{i+i_p+1/2}]         
624   \right] \; T_i^k      \\
625- \delta_k &\left[
626{e_{2u}}_i^{k+k_p+1/2}                                     \ \ {A_{e}}_i^{k+k_p+1/2} 
627\ \ { _i^{k+k_p+1/2} \mathbb{R}_{i_p}^{-k_p} }   \ \ \delta_{i+i_p}[T^{k+k_p+1/2}]   
628   \right] \; T_i^k      \         \Biggr\}   
629\end{align*}
630apply the adjoint of delta operator, it becomes
631\begin{align*}
632 \sum\limits_{i,k} \sum_{\substack{i_p,\,k_p}}  \Biggl\{   \;\;
633  &\left(                                                   
634{e_{2u}}_{i+i_p+1/2}^{k}                                  \;\ \ {A_{e}}_{i+i_p+1/2}^{k} 
635\ \ \ { _{i+i_p+1/2}^k \mathbb{R}_{-i_p}^{k_p} }   \quad \delta_{k+k_p}[T_{i+i_p+1/2}]         
636   \right) \; \delta_{i+1/2}[T^{k}]      \\
637- &\left(
638{e_{2u}}_i^{k+k_p+1/2}                                     \ \ {A_{e}}_i^{k+k_p+1/2} 
639\ \ { _i^{k+k_p+1/2} \mathbb{R}_{i_p}^{-k_p} }   \ \ \delta_{i+i_p}[T^{k+k_p+1/2}]   
640     \right) \; \delta_{k+1/2}[T_{i}]       \         \Biggr\}       
641\end{align*}
642Expending the summation on $i_p$ and $k_p$, it becomes:
643\begin{align*}
644 \begin{matrix} 
645&\sum\limits_{i,k}   \Bigl\{ 
646  &+{e_{2u}}_{i+1}^{k}                             &{A_{e}}_{i+1    }^{k} 
647  &\ {_{i+1}^k \mathbb{R}_{- 1/2}^{-1/2}} &\delta_{k-1/2}[T_{i+1}]    &\delta_{i+1/2}[T^{k}]   &\\
648&&+{e_{2u}}_i^{k\ \ \ \:}                            &{A_{e}}_{i}^{k\ \ \ \:}     
649  &\ {\ \ \;_i^k \mathbb{R}_{+1/2}^{-1/2}}  &\delta_{k-1/2}[T_{i\ \ \ \;}&\delta_{i+1/2}[T^{k}] &\\
650&&+{e_{2u}}_{i+1}^{k}                             &{A_{e}}_{i+1    }^{k} 
651  &\ {_{i+1}^k \mathbb{R}_{- 1/2}^{+1/2}} &\delta_{k+1/2}[T_{i+1}]     &\delta_{i+1/2}[T^{k}] &\\
652&&+{e_{2u}}_i^{k\ \ \ \:}                            &{A_{e}}_{i}^{k\ \ \ \:}       
653    &\ {\ \ \;_i^k \mathbb{R}_{+1/2}^{+1/2}} &\delta_{k+1/2}[T_{i\ \ \ \;}] &\delta_{i+1/2}[T^{k}] &\\
654%
655&&-{e_{2u}}_i^{k+1}                                &{A_{e}}_i^{k+1} 
656  &{_i^{k+1} \mathbb{R}_{-1/2}^{- 1/2}}   &\delta_{i-1/2}[T^{k+1}]      &\delta_{k+1/2}[T_{i}] &\\   
657&&-{e_{2u}}_i^{k\ \ \ \:}                             &{A_{e}}_i^{k\ \ \ \:} 
658  &{\ \ \;_i^\mathbb{R}_{-1/2}^{+1/2}}   &\delta_{i-1/2}[T^{k\ \ \ \:}&\delta_{k+1/2}[T_{i}] &\\
659&&-{e_{2u}}_i^{k+1    }                             &{A_{e}}_i^{k+1} 
660  &{_i^{k+1} \mathbb{R}_{+1/2}^{- 1/2}}   &\delta_{i+1/2}[T^{k+1}]      &\delta_{k+1/2}[T_{i}] &\\   
661&&-{e_{2u}}_i^{k\ \ \ \:}                             &{A_{e}}_i^{k\ \ \ \:} 
662  &{\ \ \;_i^\mathbb{R}_{+1/2}^{+1/2}}   &\delta_{i+1/2}[T^{k\ \ \ \:}&\delta_{k+1/2}[T_{i}]
663&\Bigr\}  \\
664\end{matrix}   
665\end{align*}
666The two terms associated with the triad ${_i^k \mathbb{R}_{+1/2}^{+1/2}}$ are the
667same but of opposite signs, they cancel out.
668Exactly the same thing occurs for the triad ${_i^k \mathbb{R}_{-1/2}^{-1/2}}$.
669The two terms associated with the triad ${_i^k \mathbb{R}_{+1/2}^{-1/2}}$ are the
670same but both of opposite signs and shifted by 1 in $k$ direction. When summing over $k$ 
671they cancel out with the neighbouring grid points.
672Exactly the same thing occurs for the triad ${_i^k \mathbb{R}_{-1/2}^{+1/2}}$ in the
673$i$ direction. Therefore the sum over the domain is zero, $i.e.$ the variance of the
674tracer is preserved by the discretisation of the skew fluxes.
675
676%%% Local Variables:
677%%% TeX-master: "../../NEMO_book.tex"
678%%% End:
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