Appendix 1
The procedure for uncertainty estimation is based on a least squares version of the Grid Convergence Index method proposed by Roache [19]. It uses two error estimators: δRE and ΔM. δRE is the error estimation obtained by Richardson extrapolation
$$ \phi _{i} - \phi _{o} = \delta _{{{\text{RE}}}} = \alpha h_{i}^{p} $$
and ΔM is the data range:
$$ \Updelta _{\rm M} = \max (|\phi _{j} - \phi _{i} |)\quad 1 \le i,j \le n_{g} , $$
where \( \phi_i \) is the numerical solution of any local or integral scalar quantity on a given grid (designated by the subscript
i
), \( \phi_o \) is the estimated exact solution, α is a constant, h
i
is a parameter which identifies the representative grid cell size, p is the observed order of accuracy and n
g
is the number of grids available. \( \phi_o \), α and p are obtained with a least squares fit of the data. When more than three grids are available and the least squares root approach is applied, it is not easy to classify the apparent convergence condition because the data may exhibit scatter. First, we establish the apparent order of convergence p from the least squares fit. Next, to identify the cases of oscillatory convergence or divergence, we also determine p* using \( {\phi_i^*}=|\phi_{i+1}- \phi_i| \); this fit includes only n
g
−1 differences. The apparent convergence condition is then decided as follows:
-
1.
p > 0 for \( \phi \) → Monotonic convergence.
-
2.
p < 0 for \( \phi \) → Monotonic divergence.
-
3.
p* < 0 for \( \phi^* \) → Oscillatory divergence.
-
4.
Otherwise → Oscillatory convergence.
We can summarize our procedure for the estimation of the numerical uncertainty, valid for a nominally second-order accurate method, as follows:
-
•
The observed order of accuracy is estimated with the least squares root technique to identify the apparent convergence condition according to the definition given above.
-
•
Monotonic convergence:
-
For 0.95 ≤ p < 2.05: \( U_\phi \)
= 1.25 δ
RE
+ U
s
-
For 0 < p < 0.95: \( U_\phi \)
= min(1.25 δ
RE
+ U
s
, 1.25ΔM)
-
For p ≥ 2.05: \( U_\phi \)
= max(1.25 δ
*
RE
+ U
s
, 1.25ΔM)
-
If monotonic convergence is not observed: \( U_\phi \) = 3 ΔM
U
s
stands for the standard deviation of the fit and δ
*RE
is obtained with Richardson extrapolation using p equal to the theoretical value to obtain the error estimator, δ
*RE
.
In the previous description, we have assumed that the iterative and round-off errors are negligible.