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.     

Solvers for the high-order Riemann problem for hyperbolic balance laws

We study three methods for solving the Cauchy problem for a system of non-linear hyperbolic balance laws with initial condition consisting of two smooth vectors, with a discontinuity at the origin, a high-order Riemann problem. Two of the methods are new; one of the them results from a re-interpretation of the high-order numerical methods proposed by Harten et al. [A. Harten, B. Engquist, S. Osher, S.R. Chakravarthy, Uniformly high order accuracy essentially non-oscillatory schemes III, J. Comput. Phys. 71 (1987) 231–303] and the other is a modification of the solver in [E.F. Toro, V.A. Titarev, Solution of the generalised Riemann problem for advection-reaction equations, Proc. Roy. Soc. London A 458 (2002) 271–281]. A systematic assessment of all three solvers is carried out and their relative merits are discussed. We also implement the solvers, locally, in the context of high-order finite volume numerical methods of the ADER type, on unstructured meshes. Schemes of up to fifth order of accuracy in space and time for the two-dimensional compressible Euler equations and the shallow water equations with source terms are constructed. Empirically obtained convergence rates are studied systematically and, for the tests considered, these correspond to the theoretically expected orders of accuracy. We also address the question of balance between flux gradients and source terms, for steady flow. We find that the ADER schemes may be termed asymptotically well-balanced, in the sense that the well-balanced property is attained as the order of the method increases, and this without introducing any ad-hoc fixes to the schemes or the equations.     

Comparison of solvers for the generalized Riemann problem for hyperbolic systems with source terms

We compare four different approximate solvers for the generalized Riemann problem (GRP) for non-linear systems of hyperbolic equations with source terms. The GRP is a special Cauchy problem for a hyperbolic system with source terms whose initial condition is piecewise smooth. We briefly review the four solvers currently available and carry out a systematic assessment of these in terms of accuracy and computational efficiency. These solvers are the building block for constructing high-order numerical schemes of the ADER type for solving the general initial-boundary value problem for inhomogeneous systems in multiple space dimensions, in the frameworks of finite volume and discontinuous Galerkin finite element methods.     

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.     

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.     

Conservative high order semi-Lagrangian finite difference WENO methods for advection in incompressible flow

In this paper, we propose a semi-Lagrangian finite difference formulation for approximating conservative form of advection equations with general variable coefficients. Compared with the traditional semi-Lagrangian finite difference schemes [5], [25], which approximate the advective form of the equation via direct characteristics tracing, the scheme proposed in this paper approximates the conservative form of the equation. This essential difference makes the proposed scheme naturally conservative for equations with general variable coefficients. The proposed conservative semi-Lagrangian finite difference framework is coupled with high order essentially non-oscillatory (ENO) or weighted ENO (WENO) reconstructions to achieve high order accuracy in smooth parts of the solution and to capture sharp interfaces without introducing spurious oscillations. The scheme is extended to high dimensional problems by Strang splitting. The performance of the proposed schemes is demonstrated by linear advection, rigid body rotation, swirling deformation, and two dimensional incompressible flow simulation in the vorticity stream-function formulation. As the information is propagating along characteristics, the proposed scheme does not have the CFL time step restriction of the Eulerian method, allowing for a more efficient numerical realization for many application problems.     

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.     

Long wave run-up on random beaches

The estimation of the maximum wave run-up height is a problem of practical importance. Most of the analytical and numerical studies are limited to a constant slope plain shore and to the classical nonlinear shallow water equations. However, in nature the shore is characterized by some roughness. In order to take into account the effects of the bottom rugosity, various ad hoc friction terms are usually used. In this Letter, we study the effect of the roughness of the bottom on the maximum run-up height. A stochastic model is proposed to describe the bottom irregularity, and its effect is quantified by using Monte Carlo simulations. For the discretization of the nonlinear shallow water equations, we employ modern finite volume schemes. Moreover, the results of the random bottom model are compared with the more conventional approaches.     

Balanced finite volume WENO and central WENO schemes for the shallow water and the open-channel flow equations

The goal of this work is to extend finite volume WENO and central WENO schemes to the hyperbolic balance laws with geometrical source term and spatially variable flux function. In particular, we apply proposed schemes to the shallow water and the open-channel flow equations where the source term depends on the channel geometry. For obtaining stable numerical schemes that are free of spurious oscillations, it becomes crucial to use the decomposed source term evaluation, which maintains the balancing between the flux gradient and the source term. In addition, the open-channel flow equations contain spatially variable flux function. The appropriate definitions of the terms that arise in the source term decomposition, in combination with the Roe approximate Riemann solver that includes the spatial derivative of the flux function, lead to the finite volume WENO scheme that satisfies the exact conservation property – the property of preserving the quiescent flow exactly. When the central WENO schemes are applied, additional reformulations are introduced for the transition from the staggered values to the nonstaggered ones and vice versa by using the WENO reconstruction procedure. The proposed central WENO schemes also preserve the quiescent flow, but only in prismatic channels. In various test problems the obtained balanced schemes show improvements in comparison with the standard versions of the proposed type schemes, as well as with some other first- and second-order numerical schemes.     

A comparative study of the performance of high-resolution non-oscillating advection schemes in the context of the motion induced by mixed region in a stratified fluid

The problem of a two-dimensional fully mixed region collapsing in continuously density-stratified medium is considered. This article deals with the numerical treatment of the advective terms in the Navier-Stokes equations in the Oberbeck-Boussinesq approximation. Comparisons are performed between the upwind scheme, flux-limiter schemes, namely, Minmod, Superbee, Van Leer, and Monotonized Centred (MC), the monotone adaptive stencil schemes, namely, ENO3 and SMIF, and weighted stencil scheme WENO5. We used laboratory experimental data of Wu as a benchmark test to compare performance of different numerical approaches. It is found that the flux-limiter schemes have the smallest numerical diffusion. The WENO5 scheme describes more accurately the width of collapse region variation with time. All considered schemes give a realistic pattern of internal gravity waves generated by collapse region.     

Augmented versions of the HLL and HLLC Riemann solvers including source terms in one and two dimensions for shallow flow applications

Shallow water flows are found in a variety of engineering problems always dominated by the presence of bed friction and irregular bathymetry. These source terms determine completely the possible evolution of the flooded area in time. It is well known that appropriate numerical schemes for this type of flows must be well-balanced. Well-balanced numerical schemes are based on the preservation of cases of quiescent equilibrium over variable bed elevation. Commonly they are formulated as an adaptation of numerical solvers defined for cases without source terms. This procedure is insufficient when applied to real situations. Then, it is possible to argue that appropriate numerical schemes cannot arise directly from those derived from the simplest homogeneous case without source terms. New solutions are presented in this work by defining weak solutions that include the presence of source terms. To do that, the solvers presented in this work extend the number of waves in the well known HLL and HLLC solvers involving a stationary jump in the solution. This is done without modifying the original solution vector of conserved quantities. The resulting approximate Riemann solvers include variable bed level surface and friction. Solvers are systematically assessed via a series of test problems with exact solutions for one and two dimensions, including steady and unsteady flow configurations, variation of the flooded area in time and comparisons with experimental data. The obtained results point out that the new method is able to predict faithfully the overall behavior of the solution and of any type of waves.     

Wave Riemann description of friction terms in unsteady shallow flows: Application to water and mud/debris floods

In this work, the source term discretization in hyperbolic conservation laws with source terms is considered using an approximate augmented Riemann solver. The technique is applied to the shallow water equations with bed slope and friction terms with the focus on the friction discretization. The augmented Roe approximate Riemann solver provides a family of weak solutions for the shallow water equations, that are the basis of the upwind treatment of the source term. This has proved successful to explain and to avoid the appearance of instabilities and negative values of the thickness of the water layer in cases of variable bottom topography. Here, this strategy is extended to capture the peculiarities that may arise when defining more ambitious scenarios, that may include relevant stresses in cases of mud/debris flow. The conclusions of this analysis lead to the definition of an accurate and robust first order finite volume scheme, able to handle correctly transient problems considering frictional stresses in both clean water and debris flow, including in this last case a correct modelling of stopping conditions.     

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.     

High order well-balanced finite volume schemes for simulating wave propagation in stratified magnetic atmospheres

Wave propagation in idealized stellar atmospheres is modeled by the equations of ideal MHD, together with the gravity source term. The waves are modeled as small perturbations of isothermal steady states of the system. We consider a formulation of ideal MHD based on the Godunov–Powell form, with an embedded potential magnetic field appearing as a parameter. The equations are discretized by finite volume schemes based on approximate Riemann solvers of the HLL type and upwind discretizations of the Godunov–Powell source terms. Local hydrostatic reconstructions and suitable discretization of the gravity source term lead to a well-balanced scheme, i.e., a scheme which exactly preserves a discrete version of the relevant steady states. Higher order of accuracy is obtained by employing suitable minmod, ENO and WENO reconstructions, based on the equilibrium variables, to construct a well-balanced scheme. The resulting high order well-balanced schemes are validated on a suite of numerical experiments involving complex magnetic fields. The schemes are observed to be robust and resolve the complex physics well.     

守恒双曲方程一类本质非振荡(ENO)格式

用自适应Newton插值,结合自适应模型和重构思想去构造数值流通量,对时间采用Runge-Kutta型离散,得到一类不需"真正"插值和数值微分过程的ENO格式。该格式易于数值实现,数值试验表明,这类格式具有良好的计算结果。     

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.     

Local DG method using WENO type limiters for convection–diffusion problems

The local discontinuous Galerkin (LDG) method is a spatial discretization procedure for convection–diffusion equations, which employs useful features from high resolution finite volume schemes, such as the exact or approximate Riemann solvers serving as numerical fluxes and limiters, which is termed as Runge–Kutta LDG (RKLDG) when TVD Runge–Kutta method is applied for time discretization. It has the advantage of flexibility in handling complicated geometry, h-p adaptivity, and efficiency of parallel implementation and has been used successfully in many applications. However, the limiters used to control spurious oscillations in the presence of strong shocks are less robust than the strategies of essentially non-oscillatory (ENO) and weighted ENO (WENO) finite volume and finite difference methods. In this paper, we investigated RKLDG methods with WENO and Hermite WENO (HWENO) limiters for solving convection–diffusion equations on unstructured meshes, with the goal of obtaining a robust and high order limiting procedure to simultaneously obtain uniform high order accuracy and sharp, non-oscillatory shock transition. Numerical results are provided to illustrate the behavior of these procedures.     

A High-Order WENO Finite Difference Scheme for the Equations of Ideal Magnetohydrodynamics

We present a high-order accurate weighted essentially non-oscillatory (WENO) finite difference scheme for solving the equations of ideal magnetohydrodynamics (MHD). This scheme is a direct extension of a WENO scheme, which has been successfully applied to hydrodynamic problems. The WENO scheme follows the same idea of an essentially non-oscillatory (ENO) scheme with an advantage of achieving higher-order accuracy with fewer computations. Both ENO and WENO can be easily applied to two and three spatial dimensions by evaluating the fluxes dimension-by-dimension. Details of the WENO scheme as well as the construction of a suitable eigen-system, which can properly decompose various families of MHD waves and handle the degenerate situations, are presented. Numerical results are shown to perform well for the one-dimensional Brio–Wu Riemann problems, the two-dimensional Kelvin–Helmholtz instability problems, and the two-dimensional Orszag–Tang MHD vortex system. They also demonstrate the importance of maintaining the divergence free condition for the magnetic field in achieving numerical stability. The tests also show the advantages of using the higher-order scheme. The new 5th-order WENO MHD code can attain an accuracy comparable with that of the second-order schemes with many fewer grid points.     

Positivity-preserving high order discontinuous Galerkin schemes for compressible Euler equations with source terms

In [16], [17], we constructed uniformly high order accurate discontinuous Galerkin (DG) schemes which preserve positivity of density and pressure for the Euler equations of compressible gas dynamics with the ideal gas equation of state. The technique also applies to high order accurate finite volume schemes. For the Euler equations with various source terms (e.g., gravity and chemical reactions), it is more difficult to design high order schemes which do not produce negative density or pressure. In this paper, we first show that our framework to construct positivity-preserving high order schemes in [16], [17] can also be applied to Euler equations with a general equation of state. Then we discuss an extension to Euler equations with source terms. Numerical tests of the third order Runge–Kutta DG (RKDG) method for Euler equations with different types of source terms are reported.