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.     

基于静动态重构的高阶DG/FV混合格式在二维非结构网格中的推广

通过比较间断Galerkin有限元方法(DGM)和有限体积方法(FVM),提出"静态重构"和"动态重构"的概念,进一步建立基于静动态"混合重构"算法的三阶DG/FV混合格式.在DG/FV混合格式中,单元平均值和一阶导数由DGM方法"动态重构",二阶导数利用FVM方法"静态重构";在此基础上,构造高阶多项式插值函数,得到...     

On the use of the discontinuous Galerkin method for numerical simulation of two-dimensional compressible turbulence with shocks

In this paper, the discontinuous Galerkin (DG) method combined with localized artificial diffusivity is investigated in the context of numerical simulation of broadband compressible turbulent flows with shocks for under-resolved cases. Firstly, the spectral property of the DG method is analyzed using the approximate dispersion relation (ADR) method and compared with typical finite difference methods, which reveals quantitatively that significantly less grid points can be used with DG for comparable numerical error. Then several typical test cases relevant to problems of compressible turbulence are simulated, including one-dimensional shock/entropy wave interaction, two-dimensional decaying isotropic turbulence, and two-dimensional temporal mixing layers. Numerical results indicate that higher numerical accuracy can be achieved on the same number of degrees of freedom with DG than high order finite difference schemes. Furthermore, shocks are also well captured using the localized artificial diffusivity method. The results in this work can provide useful guidance for further applications of DG to direct and large eddy simulation of compressible turbulent flows.     

Monotonicity Preserving Weighted Essentially Non-oscillatory Schemes with Increasingly High Order of Accuracy

In this paper we design a class of numerical schemes that are higher-order extensions of the weighted essentially non-oscillatory (WENO) schemes of G.-S. Jiang and C.-W. Shu (1996) and X.-D. Liu, S. Osher, and T. Chan (1994). Used by themselves, the schemes may not always be monotonicity preserving but coupled with the monotonicity preserving bounds of A. Suresh and H. T. Huynh (1997) they perform very well. The resulting monotonicity preserving weighted essentially non-oscillatory (MPWENO) schemes have high phase accuracy and high order of accuracy. The higher-order members of this family are almost spectrally accurate for smooth problems. Nevertheless, they, have robust shock capturing ability. The schemes are stable under normal CFL numbers. They are also efficient and do not have a computational complexity that is substantially greater than that of the lower-order members of this same family of schemes. The higher accuracy that these schemes offer coupled with their relatively low computational complexity makes them viable competitors to lower-order schemes, such as the older total variation diminishing schemes, for problems containing both discontinuities and rich smooth region structure. We describe the MPWENO schemes here as well as show their ability to reach their designed accuracies for smooth flow. We also examine the role of steepening algorithms such as the artificial compression method in the design of very high order schemes. Several test problems in one and two dimensions are presented. For multidimensional problems where the flow is not aligned with any of the grid directions it is shown that the present schemes have a substantial advantage over lower-order schemes. It is argued that the methods designed here have great utility for direct numerical simulations and large eddy simulations of compressible turbulence. The methodology developed here is applicable to other hyperbolic systems, which is demonstrated by showing that the MPWENO schemes also work very well on magnetohydrodynamical test problems.     

迎风紧致格式求解Hamilton-Jacobi方程

基于Hamilton-Jacobi(H-J)方程和双曲型守恒律之间的关系,将三阶和五阶迎风紧致格式推广应用于求解H-J方程,建立了高精度的H-J方程求解方法.给出了一维和二维典型数值算例的计算结果,其中包括一个平面激波作用下的Richtmyer Meshkov界面不稳定性问题.数值试验表明,在解的光滑区域该方法具有高精度,而在导数不连续的不光滑区域也获得了比较好的分辨效果.相比于同阶精度的WENO格式,本方法具有更小的数值耗散,从而有利于多尺度复杂流动的模拟中H-J方程的求解.     

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.     

Hybrid numerical methods in static and dynamic fracture mechanics

In this article, the concept of the hybrid numerical methods is clarified. On the basis of this concept, various hybrid numerical methods used in static and dynamic fracture mechanics are classified into five categories: (i) hybrid experimental–numerical methods, (ii) hybrid numerical–experimental methods, (iii) hybrid analytical–numerical methods, (iv) hybrid numerical–analytical methods, and (v) hybrid numerical–numerical methods. Features of each category of hybrid numerical method are presented with pertinent numerical results.     

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.     

Hybrid weighted essentially non-oscillatory schemes with different indicators

A key idea in finite difference weighted essentially non-oscillatory (WENO) schemes is a combination of lower order fluxes to obtain a higher order approximation. The choice of the weight to each candidate stencil, which is a nonlinear function of the grid values, is crucial to the success of WENO schemes. For the system case, WENO schemes are based on local characteristic decompositions and flux splitting to avoid spurious oscillation. But the cost of computation of nonlinear weights and local characteristic decompositions is very high. In this paper, we investigate hybrid schemes of WENO schemes with high order up-wind linear schemes using different discontinuity indicators and explore the possibility in avoiding the local characteristic decompositions and the nonlinear weights for part of the procedure, hence reducing the cost but still maintaining non-oscillatory properties for problems with strong shocks. The idea is to identify discontinuity by an discontinuity indicator, then reconstruct numerical flux by WENO approximation in discontinuous regions and up-wind linear approximation in smooth regions. These indicators are mainly based on the troubled-cell indicators for discontinuous Galerkin (DG) method which are listed in the paper by Qiu and Shu (J. Qiu, C.-W. Shu, A comparison of troubled-cell indicators for Runge–Kutta discontinuous Galerkin methods using weighted essentially non-oscillatory limiters, SIAM Journal of Scientific Computing 27 (2005) 995–1013). The emphasis of the paper is on comparison of the performance of hybrid scheme using different indicators, with an objective of obtaining efficient and reliable indicators to obtain better performance of hybrid scheme to save computational cost. Detail numerical studies in one- and two-dimensional cases are performed, addressing the issues of efficiency (less CPU time and more accurate numerical solution), non-oscillatory property.     

Stability criteria for hybrid difference methods

The stability of hybrid difference methods, where different schemes are used in different parts of the domain, is examined for general schemes. It is shown that the energy method with the natural norm does not prove stability, but that the Kreiss or ‘GKS’ theory yields sufficient criteria for stability. While the analysis is general, it is discussed primarily in the context of hybrid schemes for shock/turbulence interactions, where a robust shock-capturing scheme is used around the discontinuities and an efficient linear scheme is used in other regions. An example of two coupled schemes that are individually stable yet unstable when coupled is given, showing that stability of hybrid methods is an important and non-trivial matter.     

High-order non-uniform grid schemes for numerical simulation of hypersonic boundary-layer stability and transition

The direct numerical simulation of receptivity, instability and transition of hypersonic boundary layers requires high-order accurate schemes because lower-order schemes do not have an adequate accuracy level to compute the large range of time and length scales in such flow fields. The main limiting factor in the application of high-order schemes to practical boundary-layer flow problems is the numerical instability of high-order boundary closure schemes on the wall. This paper presents a family of high-order non-uniform grid finite difference schemes with stable boundary closures for the direct numerical simulation of hypersonic boundary-layer transition. By using an appropriate grid stretching, and clustering grid points near the boundary, high-order schemes with stable boundary closures can be obtained. The order of the schemes ranges from first-order at the lowest, to the global spectral collocation method at the highest. The accuracy and stability of the new high-order numerical schemes is tested by numerical simulations of the linear wave equation and two-dimensional incompressible flat plate boundary layer flows. The high-order non-uniform-grid schemes (up to the 11th-order) are subsequently applied for the simulation of the receptivity of a hypersonic boundary layer to free stream disturbances over a blunt leading edge. The steady and unsteady results show that the new high-order schemes are stable and are able to produce high accuracy for computations of the nonlinear two-dimensional Navier–Stokes equations for the wall bounded supersonic flow.     

Geometric conservation law and applications to high-order finite difference schemes with stationary grids

The geometric conservation law (GCL) includes the volume conservation law (VCL) and the surface conservation law (SCL). Though the VCL is widely discussed for time-depending grids, in the cases of stationary grids the SCL also works as a very important role for high-order accurate numerical simulations. The SCL is usually not satisfied on discretized grid meshes because of discretization errors, and the violation of the SCL can lead to numerical instabilities especially when high-order schemes are applied. In order to fulfill the SCL in high-order finite difference schemes, a conservative metric method (CMM) is presented. This method is achieved by computing grid metric derivatives through a conservative form with the same scheme applied for fluxes. The CMM is proven to be a sufficient condition for the SCL, and can ensure the SCL for interior schemes as well as boundary and near boundary schemes. Though the first-level difference operators δ₃ have no effects on the SCL, no extra errors can be introduced as δ₃ = δ₂. The generally used high-order finite difference schemes are categorized as central schemes (CS) and upwind schemes (UPW) based on the difference operator δ₁ which are used to solve the governing equations. The CMM can be applied to CS and is difficult to be satisfied by UPW. Thus, it is critical to select the difference operator δ₁ to reduce the SCL-related errors. Numerical tests based on WCNS-E-5 show that the SCL plays a very important role in ensuring free-stream conservation, suppressing numerical oscillations, and enhancing the robustness of the high-order scheme in complex grids.     

A new high-order discontinuous Galerkin spectral finite element method for Lagrangian gas dynamics in two-dimensions

This paper presents a new high-order cell-centered Lagrangian scheme for two-dimensional compressible flow. The scheme uses a fully Lagrangian form of the gas dynamics equations, which is a weakly hyperbolic system of conservation laws. The system of equations is discretized in the Lagrangian space by discontinuous Galerkin method using a spectral basis. The vertex velocities and the numerical fluxes through the cell interfaces are computed consistently in the Eulerian space by virtue of an improved nodal solver. The nodal solver uses the HLLC approximate Riemann solver to compute the velocities of the vertex. The time marching is implemented by a class of TVD Runge–Kutta type methods. A new HWENO (Hermite WENO) reconstruction algorithm is developed and used as limiters for RKDG methods to maintain compactness of RKDG methods. The scheme is conservative for the mass, momentum and total energy. It can maintain high-order accuracy both in space and time, obey the geometrical conservation law, and achieve at least second order accuracy on quadrilateral meshes. Results of some numerical tests are presented to demonstrate the accuracy and the robustness of the scheme.     

The space–time CESE method for solving special relativistic hydrodynamic equations

The special relativistic hydrodynamic equations are more complicated than the classical ones due to the nonlinear and implicit relations that exist between conservative and primitive variables. In this article, a space–time conservation element and solution element (CESE) method is proposed for solving these equations in one and two space dimensions. The CESE method has capability to capture sharp propagating wavefront of the relativistic fluids without excessive numerical diffusion or spurious oscillations. In contrast to the existing upwind finite volume schemes, the Riemann solver and reconstruction procedure are not the building blocks of the suggested method. The method differs from previous techniques because of global and local flux conservation in a space–time domain without resorting to interpolation or extrapolation. The scheme is efficient, robust, and gives results comparable to those obtained with more sophisticated algorithms, even in highly relativistic two-dimensional test problems.     

A conservative numerical scheme for solving an autonomous Hamiltonian system

A new numerical scheme is proposed for solving Hamilton’s equations that possesses the properties of symplecticity. Just as in all symplectic schemes known to date, in this scheme the conservation laws of momentum and angular momentum are satisfied exactly. A property that distinguishes this scheme from known schemes is proved: in the new scheme, the energy conservation law is satisfied for a system of linear oscillators. The new numerical scheme is implicit and has the third order of accuracy with respect to the integration step. An algorithm is presented by which the accuracy of the scheme can be increased up to the fifth and higher orders. Exact and numerical solutions to the two-body problem, calculated by known schemes and by the scheme proposed here, are compared.     

A Free-Lagrange Augmented Godunov Method for the Simulation of Elastic–Plastic Solids

A Lagrangian finite-volume Godunov scheme is extended to simulate two-dimensional solids in planar geometry. The scheme employs an elastic–perfectly plastic material model, implemented using the method of radial return, and either the ‘stiffened’ gas or Osborne equation of state to describe the material. The problem of mesh entanglement, common to conventional two-dimensional Lagrangian schemes, is avoided by utilising the free-Lagrange Method. The Lagrangian formulation enables features convecting at the local velocity, such as material interfaces, to be resolved with minimal numerical dissipation. The governing equations are split into separate subproblems and solved sequentially in time using a time-operator split procedure. Local Riemann problems are solved using a two-shock approximate Riemann solver, and piecewise-linear data reconstruction is employed using a MUSCL-based approach to improve spatial accuracy. To illustrate the effectiveness of the technique, numerical simulations are presented and compared with results from commercial fixed-connectivity Lagrangian and smooth particle hydrodynamics solvers (AUTODYN-2D). The simulations comprise the low-velocity impact of an aluminium projectile on a semi-infinite target, the collapse of a thick-walled beryllium cylinder, and the high-velocity impact of cylindrical aluminium and steel projectiles on a thin aluminium target. The analytical solution for the collapse of a thick-walled cylinder is also presented for comparison.     

Mass,momentum and energy conserving (MaMEC) discretizations on general grids for the compressible Euler and shallow water equations

The paper explains a method by which discretizations of the continuity and momentum equations can be designed, such that they can be combined with an equation of state into a discrete energy equation. The resulting ‘MaMEC’ discretizations conserve mass, momentum as well as energy, although no explicit conservation law for the total energy is present. Essential ingredients are (i) discrete convection that leaves the discrete energy invariant, and (ii) discrete consistency between the thermodynamic terms. Of particular relevance is the way in which finite volume fluxes are related to nodal values. The method is an extension of existing methods based on skew-symmetry of discrete operators, because it allows arbitrary equations of state and a larger class of grids than earlier methods.The method is first illustrated with a one-dimensional example on a highly stretched staggered grid, in which the MaMEC method calculates qualitatively correct results and a non-skew-symmetric finite volume method becomes unstable. A further example is a two-dimensional shallow water calculation on a rectilinear grid as well as on an unstructured grid. The conservation of mass, momentum and energy is checked, and losses are found negligible up to machine accuracy.     

Canonical methods for Hamiltonian systems: numerical experiments

A Hamiltonian system possesses dynamics (e.g. preservation of volume in phase space and symplectic structure) that call for special numerical integrators, namely canonical methods. Recent research on this aspect have shown that canonical numerical integrators may be needed for Hamiltonian systems. In this paper, we focus on numerical experiments that compare canonical and non-canonical numerical integrators. Test problems are taken from different areas in physical sciences. These experiments help to buttress the claims that canonical numerical integrators give results that mimic the qualitative behavior of the original system and that canonical numerical integrators are suitable for long time integrations. Our experiments indicate that higher-order canonical methods allow for larger timestep than lower-order canonical methods.     

A high-order cell-centered Lagrangian scheme for compressible fluid flows in two-dimensional cylindrical geometry

The goal of this paper is to present high-order cell-centered schemes for solving the equations of Lagrangian gas dynamics written in cylindrical geometry. A node-based discretization of the numerical fluxes is obtained through the computation of the time rate of change of the cell volume. It allows to derive finite volume numerical schemes that are compatible with the geometric conservation law (GCL). Two discretizations of the momentum equations are proposed depending on the form of the discrete gradient operator. The first one corresponds to the control volume scheme while the second one corresponds to the so-called area-weighted scheme. Both formulations share the same discretization for the total energy equation. In both schemes, fluxes are computed using the same nodal solver which can be viewed as a two-dimensional extension of an approximate Riemann solver. The control volume scheme is conservative for momentum, total energy and satisfies a local entropy inequality in its first-order semi-discrete form. However, it does not preserve spherical symmetry. On the other hand, the area-weighted scheme is conservative for total energy and preserves spherical symmetry for one-dimensional spherical flow on equi-angular polar grid. The two-dimensional high-order extensions of these two schemes are constructed employing the generalized Riemann problem (GRP) in the acoustic approximation. Many numerical tests are presented in order to assess these new schemes. The results obtained for various representative configurations of one and two-dimensional compressible fluid flows show the robustness and the accuracy of our new schemes.     

High order multi-moment constrained finite volume method. Part I: Basic formulation

A new high-order finite volume method based on local reconstruction is presented in this paper. The method, so-called the multi-moment constrained finite volume (MCV) method, uses the point values defined within single cell at equally spaced points as the model variables (or unknowns). The time evolution equations used to update the unknowns are derived from a set of constraint conditions imposed on multi kinds of moments, i.e. the cell-averaged value and the point-wise value of the state variable and its derivatives. The finite volume constraint on the cell-average guarantees the numerical conservativeness of the method. Most constraint conditions are imposed on the cell boundaries, where the numerical flux and its derivatives are solved as general Riemann problems. A multi-moment constrained Lagrange interpolation reconstruction for the demanded order of accuracy is constructed over single cell and converts the evolution equations of the moments to those of the unknowns. The presented method provides a general framework to construct efficient schemes of high orders. The basic formulations for hyperbolic conservation laws in 1- and 2D structured grids are detailed with the numerical results of widely used benchmark tests.