Relaxed High Resolution Schemes for Hyperbolic Conservation Laws

Relaxed, essentially non-oscillating schemes for nonlinear conservation laws are presented. Exploiting the relaxation approximation, it is possible to avoid the nonlinear Riemann problem, characteristic decompositions, and staggered grids. Nevertheless, convergence rates up to fourth order are observed numerically. Furthermore, a relaxed, piecewise hyperbolic scheme with artificial compression is constructed. Third order accuracy of this method is proved. Numerical results for two-dimensional Riemann problems in gas dynamics are presented. Finally, the relation to central schemes is discussed.     

Extension of the Complete Flux Scheme to Systems of Conservation Laws

We present the extension of the complete flux scheme to advection-diffusion-reaction systems. For stationary problems, the flux approximation is derived from a local system boundary value problem for the entire system, including the source term vector. Therefore, the numerical flux vector consists of a homogeneous and an inhomogeneous component, corresponding to the advection-diffusion operator and the source term, respectively. For time-dependent systems, the numerical flux is determined from a quasi-stationary boundary value problem containing the time-derivative in the source term. Consequently, the complete flux scheme results in an implicit semidiscretization. The complete flux scheme is validated for several test problems.     

Parametrized Maximum Principle Preserving Flux Limiters for High Order Schemes Solving Multi-Dimensional Scalar Hyperbolic Conservation Laws

In this paper, we will extend the strict maximum principle preserving flux limiting technique developed for one dimensional scalar hyperbolic conservation laws to the two-dimensional scalar problems. The parametrized flux limiters and their determination from decoupling maximum principle preserving constraint is presented in a compact way for two-dimensional problems. With the compact fashion that the decoupling is carried out, the technique can be easily applied to high order finite difference and finite volume schemes for multi-dimensional scalar hyperbolic problems. For the two-dimensional problem, the successively defined flux limiters are developed for the multi-stage total-variation-diminishing Runge–Kutta time-discretization to improve the efficiency of computation. The high order schemes with successive flux limiters provide high order approximation and maintain strict maximum principle with mild Courant-Friedrichs-Lewy constraint. Two dimensional numerical evidence is given to demonstrate the capability of the proposed approach.     

A Strict Lyapunov Function for Boundary Control of Hyperbolic Systems of Conservation Laws

We present a strict Lyapunov function for hyperbolic systems of conservation laws that can be diagonalized with Riemann invariants. The time derivative of this Lyapunov function can be made strictly negative definite by an appropriate choice of the boundary conditions. It is shown that the derived boundary control allows to guarantee the local convergence of the state towards a desired set point. Furthermore, the control can be implemented as a feedback of the state only measured at the boundaries. The control design method is illustrated with an hydraulic application, namely the level and flow regulation in an horizontal open channel     

Multirate Timestepping Methods for Hyperbolic Conservation Laws

This paper constructs multirate time discretizations for hyperbolic conservation laws that allow different timesteps to be used in different parts of the spatial domain. The proposed family of discretizations is second order accurate in time and has conservation and linear and nonlinear stability properties under local CFL conditions. Multirate timestepping avoids the necessity to take small global timesteps (restricted by the largest value of the Courant number on the grid) and therefore results in more efficient algorithms. Numerical results obtained for the advection and Burgers’ equations confirm the theoretical findings. This work was supported by the National Science Foundation through award NSF CCF-0515170.     

High-Order Multiderivative Time Integrators for Hyperbolic Conservation Laws

Multiderivative time integrators have a long history of development for ordinary differential equations, and yet to date, only a small subset of these methods have been explored as a tool for solving partial differential equations (PDEs). This large class of time integrators include all popular (multistage) Runge–Kutta as well as single-step (multiderivative) Taylor methods. (The latter are commonly referred to as Lax–Wendroff methods when applied to PDEs). In this work, we offer explicit multistage multiderivative time integrators for hyperbolic conservation laws. Like Lax–Wendroff methods, multiderivative integrators permit the evaluation of higher derivatives of the unknown in order to decrease the memory footprint and communication overhead. Like traditional Runge–Kutta methods, multiderivative integrators admit the addition of extra stages, which introduce extra degrees of freedom that can be used to increase the order of accuracy or modify the region of absolute stability. We describe a general framework for how these methods can be applied to two separate spatial discretizations: the discontinuous Galerkin (DG) method and the finite difference essentially non-oscillatory (FD-WENO) method. The two proposed implementations are substantially different: for DG we leverage techniques that are closely related to generalized Riemann solvers; for FD-WENO we construct higher spatial derivatives with central differences. Among multiderivative time integrators, we argue that multistage two-derivative methods have the greatest potential for multidimensional applications, because they only require the flux function and its Jacobian, which is readily available. Numerical results indicate that multiderivative methods are indeed competitive with popular strong stability preserving time integrators.     

Negative-Order Norm Estimates for Nonlinear Hyperbolic Conservation Laws

In this paper, we establish negative-order norm estimates for the accuracy of discontinuous Galerkin (DG) approximations to scalar nonlinear hyperbolic equations with smooth solutions. For these special solutions, we are able to extract this “hidden accuracy” through the use of a convolution kernel that is composed of a linear combination of B-splines. Previous investigations into extracting the superconvergence of DG methods using a convolution kernel have focused on linear hyperbolic equations. However, we now demonstrate that it is possible to extend the Smoothness-Increasing Accuracy-Conserving filter for scalar nonlinear hyperbolic equations. Furthermore, we provide theoretical error estimates for the DG solutions that show improvement to $(2k+m)$ -th order in the negative-order norm, where $m$ depends upon the chosen flux.     

Compact Direct Flux Reconstruction for Conservation Laws

In this study, a high-order discontinuous compact direct flux reconstruction (CDFR) method is developed to solve conservation laws numerically on unstructured meshes. Without explicitly constructing any polynomials, the CDFR method directly calculates the nodal flux derivatives via the compact finite difference approach within elements. To achieve an efficient implementation, the construction procedure of flux derivatives is conducted in a standard element. As a result, a standard flux-derivative-construction matrix can be formulated. The nodal flux derivatives can be directly constructed through the multiplication of this matrix and the flux vectors. It is observed that the CDFR method is identical with the direct flux reconstruction method and the nodal flux reconstruction–discontinuous Galerkin method if Gauss–Legendre points are selected as solution points for degrees p up to 8 tested. A von Neumann analysis is then performed on the CDFR method to demonstrate its linear stability as well as dissipation and dispersion properties for linear wave propagation. Finally, numerical tests are conducted to verify the performance of the CDFR method on solving both steady and unsteady inviscid flows, including those over curved boundaries.     

Moving Mesh Discontinuous Galerkin Method for Hyperbolic Conservation Laws

In this paper, a moving mesh discontinuous Galerkin (DG) method is developed to solve the nonlinear conservation laws. In the mesh adaptation part, two issues have received much attention. One is about the construction of the monitor function which is used to guide the mesh redistribution. In this study, a heuristic posteriori error estimator is used in constructing the monitor function. The second issue is concerned with the solution interpolation which is used to interpolates the numerical solution from the old mesh to the updated mesh. This is done by using a scheme that mimics the DG method for linear conservation laws. Appropriate limiters are used on seriously distorted meshes generated by the moving mesh approach to suppress the numerical oscillations. Numerical results are provided to show the efficiency of the proposed moving mesh DG method.     

A Level Set Algorithm for Tracking Discontinuities in Hyperbolic Conservation Laws II: Systems of Equations

A level set algorithm for tracking discontinuities in hyperbolic conservation laws is presented. The algorithm uses a simple finite difference approach, analogous to the method of lines scheme presented in [36]. The zero of a level set function is used to specify the location of the discontinuity. Since a level set function is used to describe the front location, no extra data structures are needed to keep track of the location of the discontinuity. Also, two solution states are used at all computational nodes, one corresponding to the real state, and one corresponding to a ghost node state, analogous to the Ghost Fluid Method of [12]. High order pointwise convergence was demonstrated for scalar linear and nonlinear conservation laws, even at discontinuities and in multiple dimensions in the first paper of this series [3]. The solutions here are compared to standard high order shock capturing schemes, when appropriate. This paper focuses on the issues involved in tracking discontinuities in systems of conservation laws. Examples will be presented of tracking contacts and hydrodynamic shocks in inert and chemically reacting compressible flow.     

Entropy-TVD Scheme for Nonlinear Scalar Conservation Laws

In this paper, we develop a so-called Entropy-TVD scheme for the non-linear scalar conservation laws. The scheme simultaneously simulates the solution and one of its entropy, and in doing so the numerical dissipation is reduced by carefully computing the entropy decrease. We prove that the scheme is feasible and TVD and satisfies the entropy condition. We also prove that the local truncation error of the scheme is of first-order. However, numerical tests show that the scheme has a second-order convergence rate, an order higher than its truncation error, in computing smooth solution, and in many cases is better than a second-order ENO scheme in resolving shocks and corners of rarefaction waves.     

Mesh Redistribution Strategies and Finite Element Schemes for Hyperbolic Conservation Laws

In this work we consider a new class of Relaxation Finite Element schemes for hyperbolic conservation laws, with more stable behavior on the limit area of the relaxation parameter. Combining this scheme with an efficient adapted spatial redistribution process considered also in this work, we form a robust scheme of controllable resolution. The results on a number of test problems show that this scheme can produce entropic-approximations of high resolution, even on the limit of the relaxation parameter where the scheme lacks of the relaxation mechanism. Thus we experimentally conclude that the proposed spatial redistribution process, has by its own interesting stabilization properties for computational solutions of conservation law problems.     

A Speed-Up Strategy for Finite Volume WENO Schemes for Hyperbolic Conservation Laws

In this paper, a speed-up strategy for finite volume WENO schemes is developed for solving hyperbolic conservation laws. It adopts p-adaptive like reconstruction, which automatically adjusts from fifth order WENO reconstruction to first order constant reconstruction when nearly constant solutions are detected by the undivided differences. The corresponding order of accuracy for the solutions is shown to be the same as obtained by original WENO schemes. The strategy is implemented with both WENO and mapped WENO schemes. Numerical examples in different space dimensions show that the strategy can reduce the computational cost by 20–40%, especially for problems with large fraction of constant regions.     

Solutions of Multi-dimensional Hyperbolic Systems of Conservation Laws by Square Entropy Condition Satisfying Discontinuous Galerkin Method

In this paper, we study formally high-order accurate discontinuous Galerkin methods on general arbitrary grid for multi-dimensional hyperbolic systems of conservation laws [Cockburn, B., and Shu, C.-W. (1989, Math. Comput. 52, 411–435, 1998, J. Comput. Phys. 141, 199–224); Cockburn et al. (1989, J. Comput. Phys. 84, 90–113; 1990, Math. Comput. 54, 545–581). We extend the notion of E-flux [Osher (1985) SIAM J. Numer. Anal. 22, 947–961] from scalar to system, and found that after flux splitting upwind flux [Cockburn et al. (1989) J. Comput. Phys. 84, 90–113] is a Riemann solver free E-flux for systems. Therefore, we are able to show that the discontinuous Galerkin methods satisfy a cell entropy inequality for square entropy (in semidiscrete sense) if the multi-dimensional systems are symmetric. Similar result [Jiang and Shu (1994) Math. Comput. 62, 531–538] was obtained for scalar equations in multi-dimensions. We also developed a second-order finite difference version of the discontinuous Galerkin methods. Numerical experiments have been obtained with excellent results.      

An Antidiffusive Entropy Scheme for Monotone Scalar Conservation Laws

In a recent work J. Sci. Comput. 16, 479–524 (2001), B. Després and F. Lagoutière introduced a new approach to derive numerical schemes for hyperbolic conservation laws. Its most important feature is the ability to perform an exact resolution for a single traveling discontinuity. However their scheme is not entropy satisfying and can keep nonentropic discontinuities. The purpose of our work is, starting from the previous one, to introduce a new class of schemes for monotone scalar conservation laws, that satisfy an entropy inequality, while still resolving exactly the single traveling shocks or contact discontinuities. We show that it is then possible to have an excellent resolution of rarefaction waves, and also to avoid the undesirable staircase effect. In practice, our numerical experiments show second-order accuracy.     

A P_N P_M{-} CPR Framework for Hyperbolic Conservation Laws

The correction procedure via reconstruction (CPR) method is a discontinuous nodal formulation unifying several well-known methods in a simple finite difference like manner. The \(P_NP_M{-} CPR \) formulation is an extension of \(P_NP_M\) or the reconstructed discontinuous Galerkin (RDG) method to the CPR framework. It is a hybrid finite volume and discontinuous Galerkin (DG) method, in which neighboring cells are used to build a higher order polynomial than the solution representation in the cell under consideration. In this paper, we present several \(P_NP_M\) schemes under the CPR framework. Many interesting schemes with various orders of accuracy and efficiency are developed. The dispersion and dissipation properties of those methods are investigated through a Fourier analysis, which shows that the \(P_NP_M{-} CPR \) method is dependent on the position of the solution points. Optimal solution points for 1D \(P_NP_M{-} CPR \) schemes which can produce expected order of accuracy are identified. In addition, the \(P_NP_M{-} CPR \) method is extended to solve 2D inviscid flow governed by the Euler equations and several numerical tests are performed to assess its performance.