Hyperbolic balance laws: Riemann invariants and the generalized Riemann problem

The Generalized Riemann Problem (GRP) for a nonlinear hyperbolic system of m balance laws (or alternatively “quasi-conservative” laws) in one space dimension is now well-known and can be formulated as follows: Given initial-data which are analytic on two sides of a discontinuity, determine the time evolution of the solution at the discontinuity. In particular, the GRP numerical scheme (second-order high resolution) is based on an analytical evaluation of the first time derivative. It turns out that this derivative depends only on the first-order spatial derivatives, hence the initial data can be taken as piecewise linear. The analytical solution is readily obtained for a single equation (m = 1) and, more generally, if the system is endowed with a complete (coordinate) set of Riemann invariants. In this case it can be “diagonalized” and reduced to the scalar case. However, most systems with m > 2 do not admit such a set of Riemann invariants. This paper introduces a generalization of this concept: weakly coupled systems (WCS). Such systems have only “partial set” of Riemann invariants, but these sets are weakly coupled in a way which enables a “diagonalized” treatment of the GRP. An important example of a WCS is the Euler system of compressible, nonisentropic fluid flow (m = 3). The solution of the GRP discussed here is based on a careful analysis of rarefaction waves. A “propagation of singularities” argument is applied to appropriate Riemann invariants across the rarefaction fan. It serves to “rotate” initial spatial slopes into “time derivative”. In particular, the case of a “sonic point” is incorporated easily into the general treatment. A GRP scheme based on this solution is derived, and several numerical examples are presented. Special attention is given to the “acoustic approximation” of the analytical solution. It can be viewed as a proper linearization (different from the approach of Roe) of the nonlinear system. The resulting numerical scheme is the simplest (second-order, high-resolution) generalization of the Godunov scheme.     

An Engquist-Osher type finite difference scheme with a discontinuous flux function in space

An Engquist-Osher type finite difference scheme is derived for dealing with scalar conservation laws having a flux that is spatially dependent through a possibly discontinuous coefficient. The new monotone difference scheme is based on introducing a new interface numerical flux function, which is called a generalized Engquist-Osher flux. By means of this scheme, the existence and uniqueness of weak solutions to the scalar conservation laws are obtained and the convergence theorem is established. Some numerical examples are presented and the corresponding numerical results are displayed to illustrate the efficiency of the methods.     

Convergence of MUSCL and filtered schemes for scalar conservation laws and Hamilton-Jacobi equations

Summary. This paper considers the questions of convergence of: (i) MUSCL type (i.e. second-order, TVD) finite-difference approximations towards the entropic weak solution of scalar, one-dimensional conservation laws with strictly convex flux and (ii) higher-order schemes (filtered to ``preserve' an upper-bound on some weak second-order finite differences) towards the viscosity solution of scalar, multi-dimensional Hamilton-Jacobi equations with convex Hamiltonians. Received May 16, 1994     

IMEX Runge–Kutta schemes for reaction–diffusion equations

A fundamental research is carried out into convergence and stability properties of IMEX (implicit–explicit) Runge–Kutta schemes applied to reaction–diffusion equations. It is shown that a fully discrete scheme converges if it satisfies certain conditions using a technique of the B-convergence analysis, developed by Burrage, Hundsdorfer and Verwer in 1986. Stability of the schemes is also examined on the basis of a scalar test equation, proposed by Frank, Hundsdorfer and Verwer in 1997.     

Delta shock wave formation in the case of triangular hyperbolic system of conservation laws

We describe δ-shock wave generation from continuous initial data in the case of triangular conservation law system arising from “generalized pressureless gas dynamics model.” We use smooth approximations in the weak sense that are more general than small viscosity approximations.     

Semi-implicit Runge-Kutta schemes for the Navier-Stokes equations

The stationary Navier-Stokes equations are solved in 2D with semi-implicit Runge-Kutta schemes, where explicit time-integration in the streamwise direction is combined with implicit integration in the body-normal direction. For model problems stability restrictions and convergence properties are studied. Numerical experiments for the flow over a flat plate show that the number of iterations for the semi-implicit schemes is almost independent of the Reynolds number.     

Asymptotic stability of viscous shock wave profiles for viscous conservation laws

This paper is concerned with the asymptotic stability of travelling wave solution to the two-dimensional steady isentropic irrotational flow with artificial viscosity. We prove that there exists a unique travelling wave solution up to a shift to the system if the end states satisfy both the Rankine–Hugoniot condition and Lax's shock condition, and that the travelling wave solution is stable if the initial disturbance is small.     

Conservative numerical schemes for the Ostrovsky equation

The Ostrovsky equation describes gravity waves under the influence of Coriolis force. It is known that solutions of this equation conserve the L² norm and an energy function that is determined non-locally. In this paper we propose four conservative numerical schemes for this equation: a finite difference scheme and a pseudospectral scheme that conserve the norm, and the same types of schemes that conserve the energy. A numerical comparison of these schemes is also provided, which indicates that the energy conservative schemes perform better than the norm conservative schemes.     

A note on iterated splitting schemes

Iterated splittings seem attractive in view of consistency and local accuracy. In this note it will be shown, however, that for stiff systems the stability properties are quite poor. Specific Runge–Kutta implementations can improve stability, but this leads to classes of methods that are better studied in their own right.     

Godunov-type approximation for a general resonant balance law with large data

We consider the Cauchy problem for the 2×2 nonstrictly hyperbolic system

     

Global solutions with shock waves to the generalized Riemann problem for a class of quasilinear hyperbolic systems of balance laws

It is proven that the generalized Riemann problem for a class of quasilinear hyperbolic systems of balance laws admits a unique global piecewise C¹$C^1$ solution u=u(t,x)$u=u(t,x)$ containing only n$n$ shock waves with small amplitude on t?0$t?0$ and this solution possesses a global structure similar to that of the similarity solution u=U(x/t)$u=U(x/t)$ of the corresponding homogeneous Riemann problem. As an application of our result, we prove the existence of global shock solutions, piecewise continuous and piecewise smooth solution with shock discontinuities, of the flow equations of a model class of fluids with viscosity induced by fading memory with a single jump initial data.     

Nonlinear geometric optics for contact discontinuities and shock waves in one-dimensional Euler system for gas dynamics

The aim of this paper is to study the rigorous theory of nonlinear geometric optics for a contact discontinuity and a shock wave to the Euler system for one-dimensional gas dynamics. For the problem of a contact discontinuity and a shock wave perturbed by a small amplitude, high frequency oscillatory wave train, under suitable stability assumptions, we obtain that the perturbed problem has still a shock wave and a contact discontinuity, and we give their asymptotic expansions.     

Higher order shadow waves and delta shock blow up in the Chaplygin gas

The introductory part of this paper contains an overview of known results about elementary and delta shock solutions to Riemann problem for well known Chaplygin gas model (nowadays used in cosmological theories for dark energy) in terms of entropic shadow waves. Shadow waves are introduced in [17] and they are represented by shocks depending on a small parameter ε with unbounded amplitudes having a distributional limit involving the Dirac delta function. In a search for admissible solutions to all possible cases of mutual interactions of waves arising from double Riemann initial data we found same cases that cannot be resolved with already known types of elementary or shadow wave solutions. These cases are resolved by introducing a sequence of higher order shadow waves depending on integer powers of ε. It is shown that such waves have a distributional limit but only until some finite time T.     

A new high accuracy locally one-dimensional scheme for the wave equation

In this paper, a new locally one-dimensional (LOD) scheme with error of O(Δt⁴+h⁴) for the two-dimensional wave equation is presented. The new scheme is four layer in time and three layer in space. One main advantage of the new method is that only tridiagonal systems of linear algebraic equations have to be solved at each time step. The stability and dispersion analysis of the new scheme are given. The computations of the initial and boundary conditions for the two intermediate time layers are explicitly constructed, which makes the scheme suitable for performing practical simulation in wave propagation modeling. Furthermore, a comparison of our new scheme and the traditional finite difference scheme is given, which shows the superiority of our new method.     

Convergence of higher order upwind finite volume schemes on unstructured grids for scalar conservation laws in several space dimensions

Summary. We prove convergence of a class of higher order upwind finite volume schemes on unstructured grids for scalar conservation laws in several space dimensions. The result is applied to the discontinuous Galerkin method due to Cockburn, Hou and Shu. Received April 15, 1993 / Revised version received March 13, 1995     

Global transonic conic shock wave for the symmetrically perturbed supersonic flow past a cone

In this paper, we are concerned with the global existence and stability of a steady transonic conic shock wave for the symmetrically perturbed supersonic flow past an infinitely long conic body. The flow is assumed to be polytropic, isentropic and described by a steady potential equation. Theoretically, as indicated in [R. Courant, K.O. Friedrichs, Supersonic Flow and Shock Waves, Interscience Publishers, Inc., New York, 1948], it follows from the Rankine-Hugoniot conditions and the entropy condition that there will appear a weak shock or a strong shock attached at the vertex of the sharp cone in terms of the different pressure states at infinity behind the shock surface, which correspond to the supersonic shock and the transonic shock respectively. In the references [Shuxing Chen, Zhouping Xin, Huicheng Yin, Global shock wave for the supersonic flow past a perturbed cone, Comm. Math. Phys. 228 (2002) 47-84; Dacheng Cui, Huicheng Yin, Global conic shock wave for the steady supersonic flow past a cone: Polytropic case, preprint, 2006; Dacheng Cui, Huicheng Yin, Global conic shock wave for the steady supersonic flow past a cone: Isothermal case, Pacific J. Math. 233 (2) (2007) 257-289] and [Zhouping Xin, Huicheng Yin, Global multidimensional shock wave for the steady supersonic flow past a three-dimensional curved cone, Anal. Appl. 4 (2) (2006) 101-132], the authors have established the global existence and stability of a supersonic shock for the perturbed hypersonic incoming flow past a sharp cone when the pressure at infinity is appropriately smaller than that of the incoming flow. At present, for the supersonic symmetric incoming flow, we will study the global transonic shock problem when the pressure at infinity is appropriately large.     

New conservative schemes with discrete variational derivatives for nonlinear wave equations

New conservative finite difference schemes for certain classes of nonlinear wave equations are proposed. The key tool there is “discrete variational derivative”, by which discrete conservation property is realized. A similar approach for the target equations was recently proposed by Furihata, but in this paper a different approach is explored, where the target equations are first transformed to the equivalent system representations which are more natural forms to see conservation properties. Applications for the nonlinear Klein–Gordon equation and the so-called “good” Boussinesq equation are presented. Numerical examples reveal the good performance of the new schemes.     

Global supersonic conic shock wave for the steady supersonic flow past a cone: Polytropic gas

In this paper, we establish the global existence and stability of a steady conic shock wave for the symmetrically perturbed supersonic flow past an infinitely long conic body as long as the vertex angle is less than a critical value. The flow is assumed to be polytropic, isentropic and described by a steady potential equation. Based on the delicate asymptotic expansion of the background solution, one can verify that the boundary conditions on the shock and the conic surface satisfy the “dissipative” property. From this property, by use of the reflected characteristics method and the special form of the shock equation, we show that the conic shock attached at the vertex of the cone exists globally in the whole space when the speed of the supersonic coming flow is appropriately large. On the other hand, we remove the smallness restriction on the sharp vertex angle in order to establish the global existence of a shock or a global weak solution, moreover, our proof approach is different from that in [Shuxing Chen, Zhouping Xin, Huicheng Yin, Global shock wave for the supersonic flow past a perturbed cone, Comm. Math. Phys. 228 (2002) 47-84] and [Zhouping Xin, Huicheng Yin, Global multidimensional shock wave for the steady supersonic flow past a three-dimensional curved cone, Anal. Appl. 4 (2) (2006) 101-132].     

Global structure and asymptotic behavior of weak solutions to flood wave equations

The present paper concerns with the global structure and asymptotic behavior of the discontinuous solutions to flood wave equations. By solving a free boundary problem, we first obtain the global structure and large time behavior of the weak solutions containing two shock waves. For the Cauchy problem with a class of initial data, we use Glimm scheme to obtain a uniform BV estimate both with respect to time and the relaxation parameter. This yields the global existence of BV solution and convergence to the equilibrium equation as the relaxation parameter tends to 0.