Simulations of Shallow Water Equations with Finite Difference Lax-Wendroff Weighted Essentially Non-oscillatory Schemes

In this paper we study a Lax-Wendroff-type time discretization procedure for the finite difference weighted essentially non-oscillatory (WENO) schemes to solve one-dimensional and two-dimensional shallow water equations with source terms. In order to maintain genuinely high order accuracy and suit to problems with a rapidly varying bottom topography we use WENO reconstruction not only to the flux but also to the source terms of algebraical modified shallow water equations. Extensive simulations are performed, as a result, the WENO schemes with Lax-Wendroff-type time discretization can maintain nonoscillatory properties and more cost effective than that with Runge-Kutta time discretization.     

A High Order Conservative Semi-Lagrangian Discontinuous Galerkin Method for Two-Dimensional Transport Simulations

In this paper, we develop a class of high order conservative semi-Lagrangian (SL) discontinuous Galerkin methods for solving multi-dimensional linear transport equations. The methods rely on a characteristic Galerkin weak formulation, leading to \(L^2\) stable discretizations for linear problems. Unlike many existing SL methods, the high order accuracy and mass conservation of the proposed methods are realized in a non-splitting manner. Thus, the detrimental splitting error, which is known to significantly contaminate long term transport simulations, will be not incurred. One key ingredient in the scheme formulation, borrowed from CSLAM (Lauritzen et al. in J Comput Phys 229(5):1401–1424, 2010), is the use of Green’s theorem which allows us to convert volume integrals into a set of line integrals. The resulting line integrals are much easier to approximate with high order accuracy, hence facilitating the implementation. Another novel ingredient is the construction of quadratic curves in approximating sides of upstream cell, leading to quadratic-curved quadrilateral upstream cells. Formal third order accuracy is obtained by such a construction. The desired positivity-preserving property is further attained by incorporating a high order bound-preserving filter. To assess the performance of the proposed methods, we test and compare the numerical schemes with a variety of configurations for solving several benchmark transport problems with both smooth and nonsmooth solutions. The efficiency and efficacy are numerically verified.     

Hybrid Finite Difference Weighted Essentially Non-oscillatory Schemes for the Compressible Ideal Magnetohydrodynamics Equation

In this paper, we present hybrid weighted essentially non-oscillatory (WENO) schemes with several discontinuity detectors for solving the compressible ideal magnetohydrodynamics (MHD) equation. Li and Qiu (J Comput Phys 229:8105–8129, 2010) examined effectiveness and efficiency of several different troubled-cell indicators in hybrid WENO methods for Euler gasdynamics. Later, Li et al. (J Sci Comput 51:527–559, 2012) extended the hybrid methods for solving the shallow water equations with four better indicators. Hybrid WENO schemes reduce the computational costs, maintain non-oscillatory properties and keep sharp transitions for problems. The numerical results of hybrid WENO-JS/WENO-M schemes are presented to compare the ability of several troubled-cell indicators with a variety of test problems. The focus of this paper, we propose optimal and reliable indicators for performance comparison of hybrid method using troubled-cell indicators for efficient numerical method of ideal MHD equations. We propose a modified ATV indicator that uses a second derivative. It is advantageous for differential discontinuity detection such as jump discontinuity and kink. A detailed numerical study of one-dimensional and two-dimensional cases is conducted to address efficiency (CPU time reduction and more accurate numerical solution) and non-oscillatory property problems. We demonstrate that the hybrid WENO-M scheme preserves the advantages of WENO-M and the ratio of computational costs of hybrid WENO-M and hybrid WENO-JS is smaller than that of WENO-M and WENO-JS.     

AMR vs High Order Schemes

Adaptive Mesh Refinement (AMR) schemes are generally considered promising because of the ability of the scheme to place grid points or computational degrees of freedom at the location in the flow where truncation errors are unacceptably large. For a given order, AMR schemes can reduce work. However, for the computation of turbulent or non-turbulent mixing when compared to high order non-adaptive methods, traditional 2nd order AMR schemes are computationally more expensive. We give precise estimates of work and restrictions on the size of the small scale grid and show that the requirements on the AMR scheme to be cheaper than a high order scheme are unrealistic for most computational scenarios.     

Building Blocks for Arbitrary High Order Discontinuous Galerkin Schemes

In this article we propose the use of the ADER methodology of solving generalized Riemann problems to obtain a numerical flux, which is high order accurate in time, for being used in the Discontinuous Galerkin framework for hyperbolic conservation laws. This allows direct integration of the semi-discrete scheme in time and can be done for arbitrary order of accuracy in space and time. The resulting fully discrete scheme in time does not need more memory than an explicit first order Euler time-stepping scheme. This becomes possible because of an extensive use of the governing equations inside the numerical scheme itself via the so-called Cauchy–Kovalewski procedure. We give an efficient algorithm for this procedure for the special case of the nonlinear two-dimensional Euler equations. Numerical convergence results for the nonlinear Euler equations results up to 8th order of accuracy in space and time are shown     

High Order Fluctuation Schemes on Triangular Meshes

We develop a new class of schemes for the numerical solution of first-order steady conservation laws. The schemes are of the residual distribution, or fluctuation-splitting type. These schemes have mostly been developed in the context of triangular or tetrahedral elements whose degrees of freedom are their nodal values. We work here with more general elements that allow high-order accuracy. We introduce, for an arbitrary number of degrees of freedom, a simple mapping from a low-order monotone scheme to a monotone scheme that is as accurate as the degrees of freedom will allow. Proofs of consistency, convergence and accuracy are presented, and numerical examples from second, third and fourth-order schemes.     

High Order Schemes for Resolving Waves: Number of Points per Wavelength

For energetic flows there are many advantages of high order schemes over low order schemes. Here we examine a previously unknown advantage. It is commonly thought that the number of points per wavelength in order to obtain a given error in a numerical approximation depends only on runtime and the order of the approximation. Using truncation error arguments and examples we will show that it is not a constant and depends also on the wavenumber. This dependence on the numerical order and wavenumber strongly favors high order schemes for use in flows which have significant energy in the high modes such at Rayleigh–Taylor and Richtmyer–Meshkov instabilities.     

Fifth-Order Weighted Power-ENO Schemes for Hamilton-Jacobi Equations

We design a class of Weighted Power-ENO (Essentially Non-Oscillatory) schemes to approximate the viscosity solutions of Hamilton-Jacobi (HJ) equations. The essential idea of the Power-ENO scheme is to use a class of extended limiters to replace the minmod type limiters in the classical third-order ENO schemes so as to improve resolution near kinks where the solution has discontinuous gradients. Then a weighting strategy based on appropriate smoothness indicators lifts the scheme to be fifth-order accurate. In particular, numerical examples indicate that the Weighted Power_{3ENO5 works for general HJ equations while the Weighted Power_{\inftyENO5 works for non-linear convex HJ equations. Numerical experiments also demonstrate the accuracy and the robustness of the new schemes     

Mapped Hybrid Central-WENO Finite Difference Scheme for Detonation Waves Simulations

In this study, we employ the fifth order hybrid Central-WENO conservative finite difference scheme (Hybrid) in the simulation of detonation waves. The Hybrid scheme is used to keep the solutions parts displaying high gradients and discontinuities always captured by the WENO-Z scheme in an essentially non-oscillatory manner while the smooth parts are highly resolved by an efficient and accurate central finite difference scheme and to speedup the computation of the overall scheme. To detect the smooth and discontinuous parts of the solutions, a high order multi-resolution algorithm by Harten is used. A tangent domain mapping is used to cluster grid points near the detonation front in order to enhance the grid resolution within half reaction zone that drives the development of complex nonlinear wave structures behind the front. We conduct several numerical comparisons among the WENO-Z scheme with a uniformly spaced grid, the WENO-Z scheme and the Hybrid scheme with the domain mapping in simulations of classical stable and unstable detonation waves. One- and two-dimensional numerical examples show that the increased grid resolution in the half reaction zone by the Mapped WENO-Z scheme and the Mapped Hybrid scheme allows a significant increased efficiency and accuracy when compares with the solution obtained with a highly resolved one computed by the WENO-Z scheme with a uniformly spaced grid. Results of three-dimensional simulations of stable, slightly unstable and highly unstable detonation waves computed by the Mapped Hybrid scheme are also presented.     

Accelerated Lattice Boltzmann Schemes for Steady-State Flow Simulations

A matrix formulation of the steady Lattice Boltzmann equation is presented. It is shown that the strict steady-state formulation, combined with preconditioned iterative solvers, leads to significant computational savings as compared to the standard explicit LBE scheme.     

Optimal Spectral Schemes Based on Generalized Prolate Spheroidal Wave Functions of Order $$$$

We introduce a family of generalized prolate spheroidal wave functions (PSWFs) of order \(-1,\) and develop new spectral schemes for second-order boundary value problems. Our technique differs from the differentiation approach based on PSWFs of order zero in Kong and Rokhlin (Appl Comput Harmon Anal 33(2):226–260, 2012); in particular, our orthogonal basis can naturally include homogeneous boundary conditions without the re-orthogonalization of Kong and Rokhlin (2012). More notably, it leads to diagonal systems or direct “explicit” solutions to 1D Helmholtz problems in various situations. Using a rule optimally pairing the bandwidth parameter and the number of basis functions as in Kong and Rokhlin (2012), we demonstrate that the new method significantly outperforms the Legendre spectral method in approximating highly oscillatory solutions. We also conduct a rigorous error analysis of this new scheme. The idea and analysis can be extended to generalized PSWFs of negative integer order for higher-order boundary value and eigenvalue problems.     

The Method of Difference Potentials for the Helmholtz Equation Using Compact High Order Schemes

The method of difference potentials was originally proposed by Ryaben??kii and can be interpreted as a generalized discrete version of the method of Calderon??s operators in the theory of partial differential equations. It has a number of important advantages; it easily handles curvilinear boundaries, variable coefficients, and non-standard boundary conditions while keeping the complexity at the level of a finite-difference scheme on a regular structured grid. The method of difference potentials assembles the overall solution of the original boundary value problem by repeatedly solving an auxiliary problem. This auxiliary problem allows a considerable degree of flexibility in its formulation and can be chosen so that it is very efficient to solve. Compact finite difference schemes enable high order accuracy on small stencils at virtually no extra cost. The scheme attains consistency only on the solutions of the differential equation rather than on a wider class of sufficiently smooth functions. Unlike standard high order schemes, compact approximations require no additional boundary conditions beyond those needed for the differential equation itself. However, they exploit two stencils??one applies to the left-hand side of the equation and the other applies to the right-hand side of the equation. We shall show how to properly define and compute the difference potentials and boundary projections for compact schemes. The combination of the method of difference potentials and compact schemes yields an inexpensive numerical procedure that offers high order accuracy for non-conforming smooth curvilinear boundaries on regular grids. We demonstrate the capabilities of the resulting method by solving the inhomogeneous Helmholtz equation with a variable wavenumber with high order (4 and 6) accuracy on Cartesian grids for non-conforming boundaries such as circles and ellipses.     

Time Compact High Order Difference Methods for Wave Propagation, 2D

In earlier papers we have constructed difference methods that are fourth-order accurate both in space and time for wave propagation problems. The analysis and numerical experiments have been limited to one-dimensional problems. In this paper we extend the construction and the analysis to two space dimensions, and present numerical experiments for acoustic problems in discontinuous media.     

High Order Schemes for Hyperbolic Problems Using Globally Continuous Approximation and Avoiding Mass Matrices

When integrating unsteady problems using globally continuous representation of the solution, as for continuous finite element methods, one faces the problem of inverting a mass matrix. In some cases, one has to recompute this mass matrix at each time steps. In some other methods that are not directly formulated by standard variational principles, it is not clear how to write an invertible mass matrix. Hence, in this paper, we show how to avoid this problem for hyperbolic systems, and we also detail the conditions under which this is possible. Analysis and simulation support our conclusions, namely that it is possible to avoid inverting mass matrices without sacrificing the accuracy of the scheme. This paper is an extension of Abgrall et al. (in: Karasözen B, Manguoglu M, Tezer-Sezgin M, Goktepe S, Ugur O (eds) Numerical mathematics and advanced applications ENUMATH 2015. Lecture notes in computational sciences and engineering, vol 112, Springer, Berlin, 2016) and Ricchiuto and Abgrall (J Comput Phys 229(16):5653–5691, 2010).