Positivity-preserving high order finite difference WENO schemes for compressible Euler equations

In Zhang and Shu (2010) [20], Zhang and Shu (2011) [21] and Zhang et al. (in press) [23], we constructed uniformly high order accurate discontinuous Galerkin (DG) and finite volume schemes which preserve positivity of density and pressure for the Euler equations of compressible gas dynamics. In this paper, we present an extension of this framework to construct positivity-preserving high order essentially non-oscillatory (ENO) and weighted essentially non-oscillatory (WENO) finite difference schemes for compressible Euler equations. General equations of state and source terms are also discussed. Numerical tests of the fifth order finite difference WENO scheme are reported to demonstrate the good behavior of such schemes.     

On positivity-preserving high order discontinuous Galerkin schemes for compressible Euler equations on rectangular meshes

We construct uniformly high order accurate discontinuous Galerkin (DG) schemes which preserve positivity of density and pressure for Euler equations of compressible gas dynamics. The same framework also applies to high order accurate finite volume (e.g. essentially non-oscillatory (ENO) or weighted ENO (WENO)) schemes. Motivated by Perthame and Shu (1996) [20] and Zhang and Shu (2010) [26], a general framework, for arbitrary order of accuracy, is established to construct a positivity preserving limiter for the finite volume and DG methods with first order Euler forward time discretization solving one-dimensional compressible Euler equations. The limiter can be proven to maintain high order accuracy and is easy to implement. Strong stability preserving (SSP) high order time discretizations will keep the positivity property. Following the idea in Zhang and Shu (2010) [26], we extend this framework to higher dimensions on rectangular meshes in a straightforward way. Numerical tests for the third order DG method are reported to demonstrate the effectiveness of the methods.     

Robust high order discontinuous Galerkin schemes for two-dimensional gaseous detonations

One of the main challenges in computational simulations of gas detonation propagation is that negative density or negative pressure may emerge during the time evolution, which will cause blow-ups. Therefore, schemes with provable positivity-preserving of density and pressure are desired. First order and second order positivity-preserving schemes were well studied, e.g., [6], [10]. For high order discontinuous Galerkin (DG) method, even though the characteristicwise TVB limiter in [1], [2] can kill oscillations, it is not sufficient to maintain the positivity. A simple solution for arbitrarily high order positivity-preserving schemes solving Euler equations was proposed recently in [22]. In this paper, we first discuss an extension of the technique in [22], [23], [24] to design arbitrarily high order positivity-preserving DG schemes for reactive Euler equations. We then present a simpler and more robust implementation of the positivity-preserving limiter than the one in [22]. Numerical tests, including very demanding examples in gaseous detonations, indicate that the third order DG scheme with the new positivity-preserving limiter produces satisfying results even without the TVB limiter.     

On maximum-principle-satisfying high order schemes for scalar conservation laws

We construct uniformly high order accurate schemes satisfying a strict maximum principle for scalar conservation laws. A general framework (for arbitrary order of accuracy) is established to construct a limiter for finite volume schemes (e.g. essentially non-oscillatory (ENO) or weighted ENO (WENO) schemes) or discontinuous Galerkin (DG) method with first order Euler forward time discretization solving one-dimensional scalar conservation laws. Strong stability preserving (SSP) high order time discretizations will keep the maximum principle. It is straightforward to extend the method to two and higher dimensions on rectangular meshes. We also show that the same limiter can preserve the maximum principle for DG or finite volume schemes solving two-dimensional incompressible Euler equations in the vorticity stream-function formulation, or any passive convection equation with an incompressible velocity field. Numerical tests for both the WENO finite volume scheme and the DG method are reported.     

Finite volume schemes of very high order of accuracy for stiff hyperbolic balance laws

In this article, we propose a new class of finite volume schemes of arbitrary accuracy in space and time for systems of hyperbolic balance laws with stiff source terms. The new class of schemes is based on a three stage procedure. First a high-order WENO reconstruction procedure is applied to the cell averages at the current time level. Second, the temporal evolution of the reconstruction polynomials is computed locally inside each cell using the governing equations. In the original ENO scheme of Harten et al. and in the ADER schemes of Titarev and Toro, this time evolution is achieved via a Taylor series expansion where the time derivatives are computed by repeated differentiation of the governing PDE with respect to space and time, i.e. by applying the so-called Cauchy–Kovalewski procedure. However, this approach is not able to handle stiff source terms. Therefore, we present a new strategy that only replaces the Cauchy–Kovalewski procedure compared to the previously mentioned schemes. For the time-evolution part of the algorithm, we introduce a local space–time discontinuous Galerkin (DG) finite element scheme that is able to handle also stiff source terms. This step is the only part of the algorithm which is locally implicit. The third and last step of the proposed ADER finite volume schemes consists of the standard explicit space–time integration over each control volume, using the local space–time DG solutions at the Gaussian integration points for the intercell fluxes and for the space–time integral over the source term. We will show numerical convergence studies for nonlinear systems in one space dimension with both non-stiff and with very stiff source terms up to sixth order of accuracy in space and time. The application of the new method to a large set of different test cases is shown, in particular the stiff scalar model problem of LeVeque and Yee [R.J. LeVeque, H.C. Yee, A study of numerical methods for hyperbolic conservation laws with stiff source terms, Journal of Computational Physics 86 (1) (1990) 187–210], the relaxation system of Jin and Xin [S. Jin, Z. Xin, The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications on Pure and Applied Mathematics 48 (1995) 235–277] and the full compressible Euler equations with stiff friction source terms.     

Relativistic Hydrodynamics and Essentially Non-oscillatory Shock Capturing Schemes

Numerical solutions of relativistic hydrodynamic equations are obtained with essentially non-oscillatory (ENO) finite differencing schemes. The method is explicit, conservative, consistent with the entropy condition, and high order accurate in space and time. The present implementation is applicable to the most general, three-dimensional problems with an arbitrary equation of state. Numerical experiments, including computations of multi-dimensional flows, demonstrate that the method delivers sharp, non-oscillatory shock transitions without sacrificing high resolution of the smooth regions. This extends results already established for the Euler gas dynamics to the relativistic regime, suggesting the usefulness of ENO schemes for modelling relativistic nuclear collisions.     

Solid–fluid diffuse interface model in cases of extreme deformations

Diffuse interface methods have been recently proposed and successfully used for accurate compressible multi-fluid computations Abgrall [1]; Kapila et al. [20]; Saurel et al. [30]. These methods deal with extended systems of hyperbolic equations involving a non-conservative volume fraction equation and relaxation terms. Following the same theoretical frame, we derive here an Eulerian diffuse interface model for elastic solid-compressible fluid interactions in situations involving extreme deformations. Elastic effects are included following the Eulerian conservative formulation proposed in Godunov [16], Miller and Colella [23], Godunov and Romenskii [17], Plohr and Plohr [27] and Gavrilyuk et al. [14]. We apply first the Hamilton principle of stationary action to derive the conservative part of the model. The relaxation terms are then added which are compatible with the entropy inequality. In the limit of vanishing volume fractions the Euler equations of compressible fluids and a conservative hyperelastic model are recovered. It is solved by a unique hyperbolic solver valid at each mesh point (pure fluid, pure solid and mixture cell). Capabilities of the model and methods are illustrated on various tests of impacts of solids moving in an ambient compressible fluid.     

A positive MUSCL-Hancock scheme for ideal magnetohydrodynamics

We present a highly robust second order accurate scheme for the Euler equations and the ideal MHD equations. The scheme is of predictor–corrector type, with a MUSCL scheme following as a special case. The crucial ingredients are an entropy stable approximate Riemann solver and a new spatial reconstruction that ensures positivity of mass density and pressure. For multidimensional MHD, a new discrete form of the Powell source terms is vital to ensure the stability properties. The numerical examples show that the scheme has superior stability compared to standard schemes, while maintaining accuracy. In particular, the method can handle very low values of pressure (i.e. low plasma β$\beta$ or high Mach numbers) and low mass densities.     

Efficient implementation of high order inverse Lax–Wendroff boundary treatment for conservation laws

In [20], two of the authors developed a high order accurate numerical boundary condition procedure for hyperbolic conservation laws, which allows the computation using high order finite difference schemes on Cartesian meshes to solve problems in arbitrary physical domains whose boundaries do not coincide with grid lines. This procedure is based on the so-called inverse Lax–Wendroff (ILW) procedure for inflow boundary conditions and high order extrapolation for outflow boundary conditions. However, the algebra of the ILW procedure is quite heavy for two dimensional (2D) hyperbolic systems, which makes it difficult to implement the procedure for order of accuracy higher than three. In this paper, we first discuss a simplified and improved implementation for this procedure, which uses the relatively complicated ILW procedure only for the evaluation of the first order normal derivatives. Fifth order WENO type extrapolation is used for all other derivatives, regardless of the direction of the local characteristics and the smoothness of the solution. This makes the implementation of a fifth order boundary treatment practical for 2D systems with source terms. For no-penetration boundary condition of compressible inviscid flows, a further simplification is discussed, in which the evaluation of the tangential derivatives involved in the ILW procedure is avoided. We test our simplified and improved boundary treatment for Euler equations with or without source terms representing chemical reactions in detonations. The results demonstrate the designed fifth order accuracy, stability, and good performance for problems involving complicated interactions between detonation/shock waves and solid boundaries.     

Positivity preserving semi-Lagrangian discontinuous Galerkin formulation: Theoretical analysis and application to the Vlasov–Poisson system

Semi-Lagrangian (SL) methods have been very popular in the Vlasov simulation community , , , , , ,  and . In this paper, we propose a new Strang split SL discontinuous Galerkin (DG) method for solving the Vlasov equation. Specifically, we apply the Strang splitting for the Vlasov equation [6], as a way to decouple the nonlinear Vlasov system into a sequence of 1-D advection equations, each of which has an advection velocity that only depends on coordinates that are transverse to the direction of propagation. To evolve the decoupled linear equations, we propose to couple the SL framework with the semi-discrete DG formulation. The proposed SL DG method is free of time step restriction compared with the Runge–Kutta DG method, which is known to suffer from numerical time step limitation with relatively small CFL numbers according to linear stability analysis. We apply the recently developed positivity preserving (PP) limiter [37], which is a low-cost black box procedure, to our scheme to ensure the positivity of the unknown probability density function without affecting the high order accuracy of the base SL DG scheme. We analyze the stability and accuracy properties of the SL DG scheme by establishing its connection with the direct and weak formulations of the characteristics/Lagrangian Galerkin method [23]. The quality of the proposed method is demonstrated via basic test problems, such as linear advection and rigid body rotation, and via classical plasma problems, such as Landau damping and the two stream instability.     

On a new defect of shock-capturing methods

This paper proposes an explanation and a cure (or avoidance) to the new defect found of Eulerian shock-capturing methods in “A note on the conservative schemes for the Euler equations” by Tang and Liu [H. Tang, Tiegang Liu, A note on the conservative schemes for the Euler equations, J. Comput. Phys. 218 (2006) 451–459]. The latter gives a numerical investigation using several popular high resolution conservative schemes applied to Riemann problems of inviscid, compressible, perfect gas flows in Eulerian and Lagrangian coordinates with an initial high density ratio as well as a high pressure ratio. The results show that these methods work very inefficiently when applied to such problems and may give inaccurate numerical results, especially in shock location (or speed), even with a very fine grid.We have found that in problems of this type a strong rarefaction wave (SRW) is present adjacent to a contact line. Godunov averaging over the wave then produces large errors which, when the wave is strong, also persist for a long time. The cumulative error is thus very large which violates the strength of the contact line adjacent to it which, in turn, affects the speed and hence the location of the shock on the other side of the contact. We confirm this numerically using a method based on the unified coordinates with the shock-adaptive Godunov scheme plus contact strength preserving. The method, when applied to the Examples 2.1 and 2.2 of Tang and Liu [H. Tang, Tiegang Liu, A note on the conservative schemes for the Euler equations, J. Comput. Phys. 218 (2006) 451–459], produces high quality results even for comparatively coarse grids.     

A high order ENO conservative Lagrangian type scheme for the compressible Euler equations

We develop a class of Lagrangian type schemes for solving the Euler equations of compressible gas dynamics both in the Cartesian and in the cylindrical coordinates. The schemes are based on high order essentially non-oscillatory (ENO) reconstruction. They are conservative for the density, momentum and total energy, can maintain formal high order accuracy both in space and time and can achieve at least uniformly second-order accuracy with moving and distorted Lagrangian meshes, are essentially non-oscillatory, and have no parameters to be tuned for individual test cases. One and two-dimensional numerical examples in the Cartesian and cylindrical coordinates are presented to demonstrate the performance of the schemes in terms of accuracy, resolution for discontinuities, and non-oscillatory properties.     

A high order ENO conservative Lagrangian type scheme for the compressible Euler equations

We develop a class of Lagrangian type schemes for solving the Euler equations of compressible gas dynamics both in the Cartesian and in the cylindrical coordinates. The schemes are based on high order essentially non-oscillatory (ENO) reconstruction. They are conservative for the density, momentum and total energy, can maintain formal high order accuracy both in space and time and can achieve at least uniformly second-order accuracy with moving and distorted Lagrangian meshes, are essentially non-oscillatory, and have no parameters to be tuned for individual test cases. One and two-dimensional numerical examples in the Cartesian and cylindrical coordinates are presented to demonstrate the performance of the schemes in terms of accuracy, resolution for discontinuities, and non-oscillatory properties.     

A class of hybrid DG/FV methods for conservation laws I: Basic formulation and one-dimensional systems

By comparing the discontinuous Galerkin (DG) and the finite volume (FV) methods, a concept of ‘static reconstruction’ and ‘dynamic reconstruction’ is introduced for high-order numerical methods. Based on the new concept, a class of hybrid DG/FV schemes is presented for one-dimensional conservation law using a ‘hybrid reconstruction’ approach. In the hybrid DG/FV schemes, the lower-order derivatives of a piecewise polynomial solution are computed locally in a cell by the DG method based on Taylor basis functions (called as ‘dynamic reconstruction’), while the higher-order derivatives are re-constructed by the ‘static reconstruction’ of the FV method, using the known lower-order derivatives in the cell itself and its adjacent neighboring cells. The hybrid DG/FV methods can greatly reduce CPU time and memory required by the traditional DG methods with the same order of accuracy on the same mesh, and they can be extended directly to unstructured and hybrid grids in two and three dimensions similar to the DG and/or FV methods. The hybrid DG/FV methods are applied to one-dimensional conservation law, including linear and non-linear scalar equation and Euler equations. In order to capture the strong shock waves without spurious oscillations, a simple shock detection approach is developed to mark ‘trouble cells’, and a moment limiter is adopted for higher-order schemes. The numerical results demonstrate the accuracy, and the super-convergence property is shown for the third-order hybrid DG/FV schemes. In addition, by analyzing the eigenvalues of the semi-discretized system in one dimension, we discuss the spectral properties of the hybrid DG/FV schemes to explain the super-convergence phenomenon.     

Krylov implicit integration factor methods for spatial discretization on high dimensional unstructured meshes: Application to discontinuous Galerkin methods

Integration factor methods are a class of “exactly linear part” time discretization methods. In [Q. Nie, Y.-T. Zhang, R. Zhao, Efficient semi-implicit schemes for stiff systems, Journal of Computational Physics, 214 (2006) 521–537], a class of efficient implicit integration factor (IIF) methods were developed for solving systems with both stiff linear and nonlinear terms, arising from spatial discretization of time-dependent partial differential equations (PDEs) with linear high order terms and stiff lower order nonlinear terms. The tremendous challenge in applying IIF temporal discretization for PDEs on high spatial dimensions is how to evaluate the matrix exponential operator efficiently. For spatial discretization on unstructured meshes to solve PDEs on complex geometrical domains, how to efficiently apply the IIF temporal discretization was open. In this paper, we solve this problem by applying the Krylov subspace approximations to the matrix exponential operator. Then we apply this novel time discretization technique to discontinuous Galerkin (DG) methods on unstructured meshes for solving reaction–diffusion equations. Numerical examples are shown to demonstrate the accuracy, efficiency and robustness of the method in resolving the stiffness of the DG spatial operator for reaction–diffusion PDEs. Application of the method to a mathematical model in pattern formation during zebrafish embryo development shall be shown.     

A class of asymptotic-preserving schemes for kinetic equations and related problems with stiff sources

In this paper, we propose a general time-discrete framework to design asymptotic-preserving schemes for initial value problem of the Boltzmann kinetic and related equations. Numerically solving these equations are challenging due to the nonlinear stiff collision (source) terms induced by small mean free or relaxation time. We propose to penalize the nonlinear collision term by a BGK-type relaxation term, which can be solved explicitly even if discretized implicitly in time. Moreover, the BGK-type relaxation operator helps to drive the density distribution toward the local Maxwellian, thus naturally imposes an asymptotic-preserving scheme in the Euler limit. The scheme so designed does not need any nonlinear iterative solver or the use of Wild Sum. It is uniformly stable in terms of the (possibly small) Knudsen number, and can capture the macroscopic fluid dynamic (Euler) limit even if the small scale determined by the Knudsen number is not numerically resolved. It is also consistent to the compressible Navier–Stokes equations if the viscosity and heat conductivity are numerically resolved. The method is applicable to many other related problems, such as hyperbolic systems with stiff relaxation, and high order parabolic equations.     

Symplectic Euler Method for Nonlinear High Order Schrödinger Equation with a Trapped Term

In this paper, we establish a family of symplectic integrators for a class of high order Schrödinger equations with trapped terms. First, we find its symplectic structure and reduce it to a finite dimensional Hamilton system via spatial discretization. Then we apply the symplectic Euler method to the Hamiltonian system. It is demonstrated that the scheme not only preserves symplectic geometry structure of the original system, but also does not require to resolve coupled nonlinear algebraic equations which is different from the general implicit symplectic schemes. The linear stability of the symplectic Euler scheme and the errors of the numerical solutions are investigated. It shows that the semi-explicit scheme is conditionally stable, first order accurate in time and $2l^{th}$ order accuracy in space. Numerical tests suggest that the symplectic integrators are more effective than non-symplectic ones, such as backward Euler integrators.     

钝体后湍流预混燃烧的PDF模拟

本文采用PDF方法对矩形燃烧室内钝体后的湍流预混火焰进行了数值模拟。脉动速度-频率-标量联合的PDF输运方程用Monte Carlo方法求解,质量、动量和能量的平均值由基于无结构网格的有限体积法求解,压力通过状态方程获得。PDF方程中所需的平均密度、平均速度和压力由有限体积法提供,并将用Monte Carlo方法求出的雷诺应力、化学反应源项和比热比传递给有限体积法。本文对丙烷和空气燃烧的不同简化化学反应机理进行了研究,并与实验结果进行比较,获得满意的结果。     

A comment on the computation of non-conservative products

We are interested in the solution of non-conservative hyperbolic systems, and consider in particular the so-called path-conservative schemes (see e.g. [2], [3]) which rely on the theoretical work in [1]. The example of the standard Euler equations for a perfect gas is used to illuminate some computational issues and shortcomings of this approach.