求解二维双曲型方程的一种基本守恒差分格式

构造了一种求解二维双曲型方程的基本守恒型差分格式,并证明了该格式的数值解是全变差有界的,在光滑区域具有二阶精度,按L¹范数及L^∞范数稳定,且其几乎处处有界收敛的极限解是微分方程的物理解。     

基于移动网格的熵稳定格式

提出一种基于移动网格的熵稳定格式求解双曲型守恒律方程.该方法利用等分布原理得到新的网格分布,基于守恒型插值公式计算新的网格上的物理量,使用熵稳定数值通量和三阶强稳定Runge-Kutta时间推进方法得到下一时刻的数值解.数值算例表明该格式不仅能有效提高解在间断处的分辨率,而且能消除可能产生的伪振荡.     

Exact boundary conditions for the initial value problem of convex conservation laws

The initial value problem of convex conservation laws, which includes the famous Burgers’ (inviscid) equation, plays an important rule not only in theoretical analysis for conservation laws, but also in numerical computations for various numerical methods. For example, the initial value problem of the Burgers’ equation is one of the most popular benchmarks in testing various numerical methods. But in all the numerical tests the initial data have to be assumed that they are either periodic or having a compact support, so that periodic boundary conditions at the periodic boundaries or two constant boundary conditions at two far apart spatial artificial boundaries can be used in practical computations. In this paper for the initial value problem with any initial data we propose exact boundary conditions at two spatial artificial boundaries, which contain a finite computational domain, by using the Lax’s exact formulas for the convex conservation laws. The well-posedness of the initial-boundary problem is discussed and the finite difference schemes applied to the artificial boundary problems are described. Numerical tests with the proposed artificial boundary conditions are carried out by using the Lax–Friedrichs monotone difference schemes.     

二维交错网格的GAUSS型格式

利用Gauss型求积公式在交错网格的情况下构造了一类不需解Riemann问题的求解二维双曲守恒律的二阶显式Gauss型差分格式,该格式在CFL条件限制下为MmB格式.并将格式推广到二维方程组,进行了数值试验.     

A numerical study of a rotationally degenerate hyperbolic system. Part I. The Riemann problem

We study numerically the Riemann problem for a 2 x 2 system of conservation laws with a cubic flux function, a particular case of the class of models introduced by Keyfitz and Kranzer. The system is not strictly hyperbolic, and the classical Lax theory for hyperbolic systems is not directly applicable. Correspondingly, some numerical schemes which are accurate for strictly hyperbolic systems are not well behaved for this example. When they do work, different schemes yield markedly different results for certain data. We explain this effect by observing that, near these data, viscous regularization is non-uniform as the viscosity tends to zero. This fact does not contradict the well-posedness of the hyperbolic model; it does imply that precise control of the viscosity introduced into a computational method is crucial for generating the correct numerical solutions. We examine all of these issues and comment on their implications for similar systems which arise in continuum mechanics.     

Onsager Relations and Eulerian Hydrodynamic Limit for Systems with Several Conservation Laws

We present the derivation of the hydrodynamic limit under Eulerian scaling for a general class of one-dimensional interacting particle systems with two or more conservation laws. Following Yau's relative entropy method it turns out that in case of more than one conservation laws, in order that the system exhibit hydrodynamic behaviour, some particular identities reminiscent of Onsager's reciprocity relations must hold. We check validity of these identities whenever a stationary measure with product structure exists. It also follows that, as a general rule, the equilibrium thermodynamic entropy (as function of the densities of the conserved variables) is a globally convex Lax entropy of the hyperbolic systems of conservation laws arising as hydrodynamic limit. As concrete examples we also present a number of models modeling deposition (or domain growth) phenomena. The Onsager relations arising in the context of hydrodynamic limits under hyperbolic scaling seem to be novel. The fact that equilibrium thermodynamic entropy is Lax entropy for the arising Euler equations was noticed earlier in the context of Hamiltonian systems with weak noise, see ref. 7.     

Semi-Lagrangian Schemes for Hamilton–Jacobi Equations,Discrete Representation Formulae and Godunov Methods

We study a class of semi-Lagrangian schemes which can be interpreted as a discrete version of the Hopf–Lax–Oleinik representation formula for the exact viscosity solution of first order evolutive Hamilton–Jacobi equations. That interpretation shows that the scheme is potentially accurate to any prescribed order. We discuss how the method can be implemented for convex and coercive Hamiltonians with a particular structure and how this method can be coupled with a discrete Legendre trasform. We also show that in one dimension, the first-order semi-Lagrangian scheme coincides with the integration of the Godunov scheme for the corresponding conservation laws. Several test illustrate the main features of semi-Lagrangian schemes for evolutive Hamilton–Jacobi equations.     

Bifurcation of Nonclassical Viscous Shock Profiles from the Constant State

We determine the bifurcation from the constant solution of nonclassical transitional and overcompressive viscous shock profiles, in regions of strict hyperbolicity. Whereas classical shock waves in systems of conservation laws involve a single characteristic field, nonclassical waves involve two fields in an essential way. This feature is reflected in the viscous profile differential equation, which undergoes codimension-three bifurcation of the kind studied by Dumortier et al., as opposed to the codimension-one bifurcation occurring in the classical case. We carry out a complete bifurcation analysis for systems of two quadratic conservation laws with constant, strictly parabolic viscosity matrices by reducing to a canonical form introduced by Fiddelaers. We show that all such systems, except possibly those on a codimension-one variety in parameter space, give rise to nonclassical shock waves, and we classify the number and types of their bifurcation points. One consequence of our analysis is that weak transitional waves arise in pairs, with profiles forming a 2-cycle configuration previously shown to lead to nonuniqueness of Riemann solutions and to nontrivial asymptotic dynamics of the conservation laws. Another consequence is that appearance of weak nonclassical waves is necessarily associated with change of stability in constant solutions of the parabolic system of conservation laws, rather than with change of type in the associated hyperbolic system.     

A Cartesian grid embedded boundary method for hyperbolic conservation laws

We present a second-order Godunov algorithm to solve time-dependent hyperbolic systems of conservation laws on irregular domains. Our approach is based on a formally consistent discretization of the conservation laws on a finite-volume grid obtained from intersecting the domain with a Cartesian grid. We address the small-cell stability problem associated with such methods by hybridizing our conservative discretization with a stable, nonconservative discretization at irregular control volumes, and redistributing the difference in the mass increments to nearby cells in a way that preserves stability and local conservation. The resulting method is second-order accurate in L¹ for smooth problems, and is robust in the presence of large-amplitude discontinuities intersecting the irregular boundary.     

Upwind-biased FORCE schemes with applications to free-surface shallow flows

In this paper we develop numerical fluxes of the centred type for one-step schemes in conservative form for solving general systems of conservation laws in multiple-space dimensions on structured meshes. The proposed method is an extension of the multidimensional FORCE flux developed by Toro et al. (2009) [14]. Here we introduce upwind bias by modifying the shape of the staggered mesh of the original FORCE method. The upwind bias is evaluated using an estimate of the largest eigenvalue, which in any case is needed for selecting a time step. The resulting basic flux is first-order accurate and monotone. For the linear advection equation, the proposed UFORCE method reproduces exactly the upwind Godunov method. Extension to non-linear systems has been done empirically via the two-dimensional inviscid shallow water equations. Second order of accuracy in space and time on structured meshes is obtained in the framework of finite volume methods. The proposed method improves the accuracy of the solution for small Courant numbers and intermediate waves associated with linearly degenerate fields (contact discontinuities, shear waves and material interfaces). It achieves comparable accuracy to that of upwind methods with approximate Riemann solvers, though retaining the simplicity and efficiency of centred methods. The performance of the schemes is assessed on a suite of test problems for the two-dimensional shallow water equations.     

高分辨率激波捕捉格式及其CFD应用

在曲线坐标下将高分辨率AUSMPW激波捕捉格式扩展到三维问题。为了提高计算精度,采用三阶MUSCL格式,将AUSMPW格式与隐械时间推进法LU－SGS方法结合,应用于可压缩无粘和有粘流动的数散模拟,计算结果与文献中计算结果和实验数据相符,并将该格式与CD、TVD、FVS和FD格式进行了比较。     

Vorticity conditioning in the computation of two-dimensional viscous flows

The problem of evaluating the boundary values of the vorticity in the calculation of two-dimensional viscous flows is considered. It is shown that the splitting of the fourth-order equation for the stream function into two second-order problems implies specific integral conditions which fix the abstract projection of the vorticity field with respect, to the linear manifold of the harmonic functions. These conditions are a direct consequence of the boundary conditions on the velocity, and ensure satisfaction of physically essential conservation laws for the vorticity. The discrete analogue of, the projection conditions produces as many algebraic equations as the number of boundary points and requires the solution of an equal number of Dirichlet problems. In the particular case of stationary linearized equations (Stokes equations) a direct, i.e., noniterative method of solution is obtained. Steady and unsteady computational schemes relying on the projection conditions on the vorticity are introduced and extensive numerical results of finite difference calculations of the driven-cavity model problem are reported and discussed.     

Inverse Lax-Wendroff procedure for numerical boundary conditions of conservation laws

We develop a high order finite difference numerical boundary condition for solving hyperbolic conservation laws on a Cartesian mesh. The challenge results from the wide stencil of the interior high order scheme and the fact that the boundary intersects the grids in an arbitrary fashion. Our method is based on an inverse Lax-Wendroff procedure for the inflow boundary conditions. We repeatedly use the partial differential equation to write the normal derivatives to the inflow boundary in terms of the time derivatives and the tangential derivatives. With these normal derivatives, we can then impose accurate values of ghost points near the boundary by a Taylor expansion. At outflow boundaries, we use Lagrange extrapolation or least squares extrapolation if the solution is smooth, or a weighted essentially non-oscillatory (WENO) type extrapolation if a shock is close to the boundary. Extensive numerical examples are provided to illustrate that our method is high order accurate and has good performance when applied to one and two-dimensional scalar or system cases with the physical boundary not aligned with the grids and with various boundary conditions including the solid wall boundary condition. Additional numerical cost due to our boundary treatment is discussed in some of the examples.     

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.     

Non-equilibrium thermodynamics of interfacial systems: II. Boundary conditions for fluids with spin

The theory of non-equilibrium thermodynamics is applied to a system of two immiscible fluids whose molecules possess internal angular momentum (spin) which are separated by an interface. The conservation laws and the Gibbs relation are used to derive the entropy production at the interface. The resulting linear laws relating the fluxes and forces represent boundary conditions on the hydrodynamic equations for the bulk phases. A limiting case is considered and boundary conditions derived by previous authors are obtained.     

Exact and approximate solutions of Riemann problems in non-linear elasticity

Eulerian shock-capturing schemes have advantages for modelling problems involving complex non-linear wave structures and large deformations in solid media. Various numerical methods now exist for solving hyperbolic conservation laws that have yet to be applied to non-linear elastic theory. In this paper one such class of solver is examined based upon characteristic tracing in conjunction with high-order monotonicity preserving weighted essentially non-oscillatory (MPWENO) reconstruction. Furthermore, a new iterative method for finding exact solutions of the Riemann problem in non-linear elasticity is presented. Access to exact solutions enables an assessment of the performance of the numerical techniques with focus on the resolution of the seven wave structure. The governing model represents a special case of a more general theory describing additional physics such as material plasticity. The numerical scheme therefore provides a firm basis for extension to simulate more complex physical phenomena. Comparison of exact and numerical solutions of one-dimensional initial values problems involving three-dimensional deformations is presented.     

MUSCL格式TV性质的非线性分析

分析求解非线性双曲型守恒律的MUSCL类格式的TV性质。首先从该类格式的一般形式出发,提出和证明了该类格式实现TVD的需求。所提TVD需求直接表示为对变量变差符号和量值限制,体现了双曲型方程解的依赖域原理,为分析MUSCL格式的TV性质提供了理论工具。同时提出了基于TVD需求再构数值解分布,以降低数值耗散从而提高接触面及膨胀波头/波尾分辨率的基本思路。     

Quasilinear hyperbolic systems

We construct global solutions for quasilinear hyperbolic systems and study their asymptotic behaviors. The systems include models of gas flows in a variable area duct and flows with a moving source. Our analysis is based on a numerical scheme which generalizes the Glimm scheme for hyperbolic conservation laws.Partially supported by National Science Foundation Grant NSF MCS78-2202     

Hyperbolic conservation laws on the sphere. A geometry-compatible finite volume scheme

We consider entropy solutions to the initial value problem associated with scalar nonlinear hyperbolic conservation laws posed on the two-dimensional sphere. We propose a finite volume scheme which relies on a web-like mesh made of segments of longitude and latitude lines. The structure of the mesh allows for a discrete version of a natural geometric compatibility condition, which arose earlier in the well-posedness theory established by Ben-Artzi and LeFloch. We study here several classes of flux vectors which define the conservation law under consideration. They are based on prescribing a suitable vector field in the Euclidean three-dimensional space and then suitably projecting it on the sphere’s tangent plane; even when the flux vector in the ambient space is constant, the corresponding flux vector is a non-trivial vector field on the sphere. In particular, we construct here “equatorial periodic solutions”, analogous to one-dimensional periodic solutions to one-dimensional conservation laws, as well as a wide variety of stationary (steady state) solutions. We also construct “confined solutions”, which are time-dependent solutions supported in an arbitrarily specified subdomain of the sphere. Finally, representative numerical examples and test cases are presented.     

Extended Divergence-Measure Fields and the Euler Equations for Gas Dynamics

 A class of extended vector fields, called extended divergence-measure fields, is analyzed. These fields include vector fields in L ^p and vector-valued Radon measures, whose divergences are Radon measures. Such extended vector fields naturally arise in the study of the behavior of entropy solutions of the Euler equations for gas dynamics and other nonlinear systems of conservation laws. A new notion of normal traces over Lipschitz deformable surfaces is developed under which a generalized Gauss-Green theorem is established even for these extended fields. An explicit formula is obtained to calculate the normal traces over any Lipschitz deformable surface, suitable for applications, by using the neighborhood information of the fields near the surface and the level set function of the Lipschitz deformation surfaces. As an application, we prove the uniqueness and stability of Riemann solutions that may contain vacuum in the class of entropy solutions of the Euler equations for gas dynamics. Received: 7 May 2002 / Accepted: 2 December 2002 Published online: 2 April 2003 Communicated by P. Constantin