Generalized Glimm scheme to the initial boundary value problem of hyperbolic systems of balance laws

In this paper we provide a generalized version of the Glimm scheme to establish the global existence of weak solutions to the initial-boundary value problem of 2×2 hyperbolic systems of conservation laws with source terms. We extend the methods in [J.B. Goodman, Initial boundary value problem for hyperbolic systems of conservation laws, Ph.D. Dissertation, Stanford University, 1982; J.M. Hong, An extension of Glimm’s method to inhomogeneous strictly hyperbolic systems of conservation laws by “weaker than weak” solutions of the Riemann problem, J. Differential Equations 222 (2006) 515-549] to construct the approximate solutions of Riemann and boundary Riemann problems, which can be adopted as the building block of approximate solutions for our initial-boundary value problem. By extending the results in [J. Glimm, Solutions in the large for nonlinear hyperbolic systems of equations, Comm. Pure Appl. Math. 18 (1965) 697-715] and showing the weak convergence of residuals, we obtain stability and consistency of the scheme.     

Boundary control problems for quasilinear systems of hyperbolic equations

For quasilinear systems of hyperbolic equations, the nonclassical boundary value problem of controlling solutions with the help of boundary conditions is considered. Previously, this problem was extensively studied in the case of the simplest hyperbolic equations, namely, the scalar wave equation and certain linear systems. The corresponding problem formulations and numerical solution algorithms are extended to nonlinear (quasilinear and conservative) systems of hyperbolic equations. Some numerical (grid-characteristic) methods are considered that were previously used to solve the above problems. They include explicit and implicit conservative difference schemes on compact stencils that are linearizations of Godunov’s method. The numerical algorithms and methods are tested as applied to well-known linear examples.     

Adjoint IMEX-based schemes for control problems governed by hyperbolic conservation laws

Starting from relaxation schemes for hyperbolic conservation laws we derive continuous and discrete schemes for optimization problems subject to nonlinear, scalar hyperbolic conservation laws. We discuss properties of first- and second-order discrete schemes and show their relations to existing results. In particular, we introduce first and second-order relaxation and relaxed schemes for both adjoint and forward equations. We give numerical results including tracking type problems with non-smooth desired states.     

An inviscid regularization of hyperbolic conservation laws

This article examines the utilization of a spatial averaging technique to the nonlinear terms of the partial differential equations as an inviscid shock-regularization of hyperbolic conservation laws. A central motivation is to promote the idea of applying filtering techniques such as the observable divergence method, rather than viscous regularization, as an alternative to the simulation of shocks and turbulence in inviscid flows while, on the other hand, generalizing and unifying previous mathematical and numerical analysis of the method applied to the one-dimensional Burgers’ and Euler equations. This article primarily concerns the mathematical analysis of the technique and examines two fundamental issues. The first is on the global existence and uniqueness of classical solutions for the regularization under the more general setting of quasilinear, symmetric hyperbolic systems in higher dimensions. The second issue examines one-dimensional scalar conservation laws and shows that the inviscid regularization method captures the unique entropy or physically relevant solution of the original, non-averaged problem as filtering vanishes.     

MULTIDIMENSIONAL RELAXATION APPROXIMATIONS FOR HYPERBOLIC SYSTEMS OF CONSERVATION LAWS

We construct and implement a non-oscillatory relaxation scheme for multidimensional hyperbolic systems of conservation laws. The method transforms the nonlinear hyperbolic system to a semilinear model with a relaxation source term and linear characteristics which can be solved numerically without using either Riemann solver or linear iterations. To discretize the relaxation system we consider a high-resolution reconstruction in space and a TVD Runge-Kutta time integration. Detailed formulation of the scheme is given for problems in three space dimensions and numerical experiments are implemented in both scalar and system cases to show the effectiveness of the method.     

TIME-PERIODIC ISENTROPIC SUPERSONIC EULER FLOWS IN ONE-DIMENSIONAL DUCTS DRIVING BY PERIODIC BOUNDARY CONDITIONS

We show existence of time-periodic supersonic solutions in a finite interval, after certain start-up time depending on the length of the interval, to the one space-dimensional isentropic compressible Euler equations, subjected to periodic boundary conditions. Both classical solutions and weak entropy solutions, as well as high-frequency limiting behavior are considered. The proofs depend on the theory of Cauchy problems of genuinely nonlinear hyperbolic systems of conservation laws.     

Non‐linear initial boundary value problems of hyperbolic–parabolic type. A general investigation of admissible couplings between systems of higher order. Part 3: applications

This is the third part of an article that is devoted to the theory of non‐linear initial boundary value problems. We consider coupled systems where each system is of higher order and of hyperbolic or parabolic type. Our goal is to characterize systematically all admissible couplings between systems of higher order and different type. By an admissible coupling we mean a condition that guarantees the existence, uniqueness and regularity of solutions to the respective initial boundary value problem. In part 1, we develop the underlying theory of linear hyperbolic and parabolic initial boundary value problems. Testing the PDEs with suitable functions we obtain a priori estimates for the respective solutions. In particular, we make use of the regularity theory for linear elliptic boundary value problems that was previously developed by the author. In part 2, we prove the local in time existence, uniqueness and regularity of solutions to quasilinear initial boundary value problems using the so‐called energy method. In the above sense the regularity assumptions about the coefficients and right‐hand sides define the admissible couplings. In part 3 at hand, we extend the results of part 2 to the nonlinear initial boundary value problem (4.2). In particular, assumptions (B8) and (B9) about the respective parameters correspond to the previous regularity assumptions and hence define the admissible couplings now. Moreover, we exploit assumptions (B8) and (B9) for the case of two coupled systems. Copyright © 2002 John Wiley & Sons, Ltd.     

Weakly Nonlinear Geometric Optics for Hyperbolic Systems of Conservation Laws

We present a new approach to analyze the validation of weakly nonlinear geometric optics for entropy solutions of nonlinear hyperbolic systems of conservation laws whose eigenvalues are allowed to have constant multiplicity and corresponding characteristic fields to be linearly degenerate. The approach is based on our careful construction of more accurate auxiliary approximation to weakly nonlinear geometric optics, the properties of wave front-tracking approximate solutions, the behavior of solutions to the approximate asymptotic equations, and the standard semigroup estimates. To illustrate this approach more clearly, we focus first on the Cauchy problem for the hyperbolic systems with compact support initial data of small bounded variation and establish that the L ¹-estimate between the entropy solution and the geometric optics expansion function is bounded by O(?²), independent of the time variable. This implies that the simpler geometric optics expansion functions can be employed to study the behavior of general entropy solutions to hyperbolic systems of conservation laws. Finally, we extend the results to the case with non-compact support initial data of bounded variation.     

A solvable hyperbolic free boundary problem modelling tumour regrowth

Recently, Tian and Friedman et al. developed a mathematical model on brain tumour recurrence after resection [J.P. Tian, A. Friedman, J. Wang and E.A. Chiocca, Modeling the effects of resection, radiation and chemotherapy in glioblastoma, J. Neuro-Oncol. 91(3) (2009), pp. 287–293]. The model is a free boundary problem with a hyperbolic system of nonlinear partial differential equations. In this article, we conduct a rigorous analysis on this hyperbolic system and prove the local and global existence and uniqueness of the solution. It is well known that most nonlinear free boundary problems are impossible to solve in terms of explicit analytical solutions. In contrast, the free boundary problem in this study is solvable, and the explicit solution is found using the backward characteristic curve method. This explicit solution is then validated by numerical simulation results. An interesting finding in this study is that the problem can be treated as a hyperbolic system defined on an infinite domain where the initial condition has a first-type discontinuity.     

The relaxation schemes for systems of conservation laws in arbitrary space dimensions

We present a class of numerical schemes (called the relaxation schemes) for systems of conservation laws in several space dimensions. The idea is to use a local relaxation approximation. We construct a linear hyperbolic system with a stiff lower order term that approximates the original system with a small dissipative correction. The new system can be solved by underresolved stable numerical discretizations without using either Riemann solvers spatially or a nonlinear system of algebraic equations solvers temporally. Numerical results for 1-D and 2-D problems are presented. The second-order schemes are shown to be total variation diminishing (TVD) in the zero relaxation limit for scalar equations. ©1995 John Wiley & Sons, Inc.     

Finite-difference methods for one-dimensional hyperbolic conservation laws

This article contains a survey of some important finite-difference methods for one-dimensional hyperbolic conservation laws. Weak solutions of hyperbolic conservation laws are introduced and the concept of entropy stability is discussed. Furthermore, the Riemann problem for hyperbolic conservation laws is solved. An introduction to finite-difference methods is given for which important concepts such as, e.g., conservativity, stability, and consistency are introduced. Godunov-type methods are elaborated for general systems of hyperbolic conservation laws. Finally, flux limiter methods are developed for the scalar nonlinear conservation law. © 1994 John Wiley & Sons, Inc.     

The third-order relaxation schemes for hyperbolic conservation laws

A class of semi-discrete third-order relaxation schemes are presented for relaxation systems which approximate systems of hyperbolic conservation laws. These schemes for the scalar conservation law are shown to satisfy the property of total variation diminishing (TVD) in the zero relaxation limit. A third-order TVD Runge–Kutta splitting method is developed for the temporal discretization of the semi-discrete schemes. Numerical results are given illustrating these schemes on one-dimensional nonlinear problems.     

Numerical resolution for a compressible two-phase flow model based on the theory of thermodynamically compatible systems

This paper is concerned with the numerical solution of the equations governing two-phase gas-solid mixture in the framework of thermodynamically compatible systems theory. The equations constitute a non-homogeneous system of nonlinear hyperbolic conservation laws. A total variation diminishing (TVD) slope limiter centre (SLIC) numerical scheme, based on the splitting approach, is presented and applied for the solution of the initial-boundary value problem for the equations. The model equations and the numerical methods are systematically assessed through a series of numerical test cases. Strong numerical evidence shows that the model and the methods are accurate, robust and conservative. The model correctly describes the formations of shocks and rarefactions in two-phase gas-solid flow.     

Diffusive Regularization Inverse PINN Solutions to Discontinuous Problems北大核心CSCD

双曲守恒律方程间断问题的求解是该类方程数值求解问题研究的重点之一.采用PINN (physics-informed neural networks)求解双曲守恒律方程正问题时需要添加扩散项,但扩散项的系数很难确定,需要通过试算方法来得到,造成很大的计算浪费.为了捕捉间断并节约计算成本,对方程进行了扩散正则化处理,将正则化方程纳入损失函数中,使用守恒律方程的精确解或参考解作为训练集,学习出扩散系数,进而预测出不同时刻的解.该算法与PINN求解正问题方法相比,间断解的分辨率得到了提高,且避免了多次试算系数的麻烦.最后,通过一维和二维数值试验验证了算法的可行性,数值结果表明新算法捕捉间断能力更强、无伪振荡和抹平现象的产生,且所学习出的扩散系数为传统数值求解格式构造提供了依据.     

Multiple-scale Homogenization for Weakly Nonlinear Conservation Laws with Rapid Spatial Fluctuations

We consider hyperbolic conservation laws with rapid periodic spatial fluctuations and study initial value problems that correspond to small perturbations about a steady state. Weakly nonlinear solutions are computed asymptotically using multiple spatial and temporal scales to capture the homogenized solution as well as its long-term behavior. We show that the linear problem may be destabilized through interactions between two solution modes and the periodic structure. We also show that a discontinuity, either in the initial data or due to shock formation, introduces rapid spatial and temporal fluctuations to leading order in its zone of influence. The evolution equations we derive for the homogenized leading-order solution are more general than their counterparts for conservation laws having no rapid spatial variations. In particular, these equations may be diffusive for certain general flux vectors. Selected examples are solved numerically to substantiate the asymptotic results.     

On the combination of some semi‐discretization methods and boundary integral equations for the numerical solution of initial boundary value problems

We consider initial boundary value problems for the homogeneous differential equation of hyperbolic or parabolic type in the unbounded two‐ or three‐dimensional spatial domain with the homogeneous initial conditions and with Dirichlet or Neumann boundary condition. The numerical solution is realized in two steps. At first using the Laguerre transformation or Rothe's method with respect to the time variable the non‐stationary problem is reduced to the sequence of boundary value problems for the non‐homogeneous Helmholtz equation. Further we construct the special integral representation for solutions and obtain the sequence of boundary integral equations (without volume integrals). For the full‐discretization of integral equations we propose some projection methods.     

Non‐linear initial boundary value problems of hyperbolic–parabolic type. A general investigation of admissible couplings between systems of higher order. Part 2: abstract quasilinear theory

This is the second part of an article that is devoted to the theory of non‐linear initial boundary value problems. We consider coupled systems where each system is of higher order and of hyperbolic or parabolic type. Our goal is to characterize systematically all admissible couplings between systems of higher order and different type. By an admissible coupling we mean a condition that guarantees the existence, uniqueness and regularity of solutions to the respective initial boundary value problem. In part 1, we develop the underlying theory of linear hyperbolic and parabolic initial boundary value problems. Testing the PDEs with suitable functions we obtain a priori estimates for the respective solutions. In particular, we make use of the regularity theory for linear elliptic boundary value problems that was previously developed by the author. In part 2 at hand, we prove the local in time existence, uniqueness and regularity of solutions to the quasilinear initial boundary value problem (3.4) using the so‐called energy method. In the above sense the regularity assumptions (A6) and (A7) about the coefficients and right‐hand sides define the admissible couplings. In part 3, we extend the results of part 2 to non‐linear initial boundary value problems. In particular, the assumptions about the respective parameters correspond to the previous regularity assumptions and hence define the admissible couplings now. Moreover, we exploit the assumptions about the respective parameters for the case of two coupled systems. Copyright © 2002 John Wiley & Sons, Ltd.     

Numerical method of lines for parabolic functional differential equations

Initial boundary value problems for nonlinear parabolic functional differential equations are transformed by discretization in space variables into systems of ordinary functional differential equations. A comparison theorem for differential difference inequalities is proved. Sufficient conditions for the convergence of the numerical method of lines are given. An explicit Euler method is proposed for the numerical solution of systems thus obtained. This leads to difference scheme for the original problem. A complete convergence analysis for the method is given.     

Solutions of n-point boundary value problems associated with nonlinear summary difference equations

Variation of parameter methods play a fundamental rôle in understanding solutions of perturbed nonlinear differential as well as difference equations. This paper is devoted to the study of n-point boundary value problems associated with systems of nonlinear first-order summary difference equations by using the nonlinear variation of parameter methods. New variational formulae, which provide connections between the solutions of initial value problems and n-point boundary value problems, are obtained. An iterative scheme for computing approximated solutions of the boundary value problems is also provided.     

Weak solutions for equations defined by accretive operators II: relaxation limits

In the first part of this paper we define solutions for certain nonlinear equations defined by accretive operators, “dissipative solution”. This kind of solution is equivalent to the viscosity solutions for Hamilton-Jacobi equations and to the entropy solutions for conservation laws.In this paper we use dissipative solutions to obtain several relaxation limits for systems of semilinear transport equations and quasilinear conservation laws. These converge to diffusion second-order equations and in one case to a single conservation law. The relaxation limit is obtained using a version of the perturbed test function method to pass to the limit. This guarantees existence for the considered equations.