Evolution Galerkin methods for hyperbolic systems in two space dimensions

The subject of the paper is the analysis of three new evolution Galerkin schemes for a system of hyperbolic equations, and particularly for the wave equation system. The aim is to construct methods which take into account all of the infinitely many directions of propagation of bicharacteristics. The main idea of the evolution Galerkin methods is the following: the initial function is evolved using the characteristic cone and then projected onto a finite element space. A numerical comparison is given of the new methods with already existing methods, both those based on the use of bicharacteristics as well as commonly used finite difference and finite volume methods. We discuss the stability properties of the schemes and derive error estimates.

     

Some recent advances on vertex centered finite volume element methods for elliptic equations

In this paper, we report our recent advances on vertex centered finite volume element methods (FVEMs) for second order partial differential equations (PDEs). We begin with a brief review on linear and quadratic finite volume schemes. Then we present our recent advances on finite volume schemes of arbitrary order. For each scheme, we first explain its construction and then perform its error analysis under both H ¹ and L ² norms along with study of superconvergence properties.     

Superconvergent error estimates for a class of discretization methods for a coupled first‐order system with discontinuous coefficients

Lithological discontinuities in a reservoir generate discontinuous coefficients for the first‐order system of equations used in the simulation of fluid flow in porous media. Systems of conservation laws with discontinuous coefficients also arise in many other physical applications. In this article, we present a class of discretization schemes that include variants of mixed finite element methods, finite volume element methods, and cell‐centered finite difference equations as special cases. Error estimates of the order O(h²) in certain discrete L²‐norms are established for both the primary independent variable and its flux, even in the presence of discontinuous coefficients in the flux term. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 267–283, 1999     

Hyperbolic conservation laws on manifolds. An error estimate for finite volume schemes

Following Ben-Artzi and LeFloch, we consider nonlinear hyperbolic conservation laws posed on a Riemannian manifold, and we establish an L1-error estimate for a class of finite volume schemes allowing for the approximation of entropy solutions to the initial value problem. The error in the L1 norm is of order h1/4 at most, where h represents the maximal diameter of elements in the family of geodesic triangulations. The proof relies on a suitable generalization of Cockburn, Coquel, and LeFloch＇s theory which was originally developed in the Euclidian setting. We extend the arguments to curved manifolds, by taking into account the effects to the geometry and overcoming several new technical difficulties.     

Monotonization of flux, entropy and numerical schemes for conservation laws

Using the concept of monotonization, families of two step and k-step finite volume schemes for scalar hyperbolic conservation laws are constructed and analyzed. These families contain the FORCE scheme and give an alternative to the MUSTA scheme. These schemes can be extended to systems of conservation law.     

MUSTA: A multi-stage numerical flux

Numerical methods for conservation laws constructed in the framework of finite volume and discontinuous Galerkin finite elements require, as the building block, a monotone numerical flux. In this paper we present some preliminary results on the MUSTA approach [E.F. Toro, Multi-stage predictor–corrector fluxes for hyperbolic equations, Technical Report NI03037-NPA, Isaac Newton Institute for Mathematical Sciences, University of Cambridge, UK, 17th June, 2003] for constructing upwind numerical fluxes. The scheme may be interpreted as an un-conventional approximate Riemann solver that has simplicity and generality as its main features. When used in its first-order mode we observe that the scheme achieves the accuracy of the Godunov method used in conjunction with the exact Riemann solver, which is the reference first-order method for hyperbolic systems. At least for the scalar model hyperbolic equation, the Godunov scheme is the best of all first-order monote schemes, it has the smallest truncation error. Extensions of the scheme of this paper are realized in the framework of existing approaches. Here we present a second-order TVD (TVD for the scalar case) extension and show numerical results for the two-dimensional Euler equations on non-Cartesian geometries. The schemes find their best justification when solving very complex systems for which the solution of the Riemann problem, in the classical sense, is too complex, too costly or is simply unavailable.     

Hyperbolic Structures on the Configuration Space of Six Points in the Projective Line

The oriented configuration space X⁺₆ of six points on the real projective line is a noncompact three-dimensional manifold which admits a unique complete hyperbolic structure of finite volume with ten cusps. On the other hand, it decomposes naturally into 120 cells each of which can be interpreted as the set of equiangular hexagons with unit area. Similar hyperbolic structures can be obtained by considering nonequiangular hexagons so that the standard hyperbolic structure on X⁺₆ is at the center of a five parameter family of hyperbolic structures of finite volume. This paper contributes to investigations of the properties of this family. In particular, we exhibit two real analytic maps from the set of prescribed angles of hexagons into R¹⁰ whose components are the traces of the monodromies at the ten cusps. We show that this map has maximal rank 5 at the center.     

Finite element approximations with quadrature for second‐order hyperbolic equations

In this article, the effect of numerical quadrature on the finite element Galerkin approximations to the solution of hyperbolic equations has been studied. Both semidiscrete and fully discrete schemes are analyzed and optimal estimates are derived in the L^∞(H¹), L^∞(L²) norms, whereas quasi‐optimal estimate is derived in the L^∞(L^∞) norm using energy methods. The analysis in the present paper improves upon the earlier results of Baker and Dougalis [SIAM J Numer Anal 13 (1976), pp 577–598] under the minimum smoothness assumptions of Rauch [SIAM J Numer Anal 22 (1985), pp 245–249] for a purely second‐order hyperbolic equation with quadrature. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 537–559, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10022     

An instability of the Godunov scheme

We construct a solution to a 2 × 2 strictly hyperbolic system of conservation laws, showing that the Godunov scheme [13] can produce an arbitrarily large amount of oscillations. This happens when the speed of a shock is close to rational, inducing a resonance with the grid. Differently from the Glimm scheme or the vanishing‐viscosity method, for systems of conservation laws our counterexample indicates that no a priori BV bounds or L¹‐stability estimates can in general be valid for finite difference schemes. © 2006 Wiley Periodicals, Inc.     

Development and Analysis of Higher Order Finite Volume Methods over Rectangles for Elliptic Equations

Currently used finite volume methods are essentially low order methods. In this paper, we present a systematic way to derive higher order finite volume schemes from higher order mixed finite element methods. Mostly for convenience but sometimes from necessity, our procedure starts from the hybridization of the mixed method. It then approximates the inner product of vector functions by an appropriate, critical quadrature rule; this allows the elimination of the flux and Lagrange multiplier parameters so as to obtain equations in the scalar variable, which will define the finite volume method. Following this derivation with different mixed finite element spaces leads to a variety of finite volume schemes. In particular, we restrict ourselves to finite volume methods posed over rectangular partitions and begin by studying an efficient second-order finite volume method based on the Brezzi–Douglas–Fortin–Marini space of index two. Then, we present a general global analysis of the difference between the solution of the underlying mixed finite element method and its related finite volume method. Then, we derive finite volume methods of all orders from the Raviart–Thomas two-dimensional rectangular elements; we also find finite volume methods to associate with BDFM ₂ three-dimensional rectangles. In each case, we obtain optimal error estimates for both the scalar variable and the recovered flux.     

High order accurate semi-implicit WENO schemes for hyperbolic balance laws

In this paper we propose a family of well-balanced semi-implicit numerical schemes for hyperbolic conservation and balance laws. The basic idea of the proposed schemes lies in the combination of the finite volume WENO discretization with Roe’s solver and the strong stability preserving (SSP) time integration methods, which ensure the stability properties of the considered schemes [S. Gottlieb, C.-W. Shu, E. Tadmor, Strong stability-preserving high-order time discretization methods, SIAM Rev. 43 (2001) 89-112]. While standard WENO schemes typically use explicit time integration methods, in this paper we are combining WENO spatial discretization with optimal SSP singly diagonally implicit (SDIRK) methods developed in [L. Ferracina, M.N. Spijker, Strong stability of singly diagonally implicit Runge-Kutta methods, Appl. Numer. Math. 58 (2008) 1675-1686]. In this way the implicit WENO numerical schemes are obtained. In order to reduce the computational effort, the implicit part of the numerical scheme is linearized in time by taking into account the complete WENO reconstruction procedure. With the proposed linearization the new semi-implicit finite volume WENO schemes are designed.A detailed numerical investigation of the proposed numerical schemes is presented in the paper. More precisely, schemes are tested on one-dimensional linear scalar equation and on non-linear conservation law systems. Furthermore, well-balanced semi-implicit WENO schemes for balance laws with geometrical source terms are defined. Such schemes are then applied to the open channel flow equations. We prove that the defined numerical schemes maintain steady state solution of still water. The application of the new schemes to different open channel flow examples is shown.     

Some recent methods for partial differential equations of divergence form

Some recent methods for solving second-order nonlinear partial differential equations of divergence form and related nonlinear problems are surveyed. These methods include entropy methods via the theory of divergence-measure fields for hyperbolic conservation laws, kinetic methods via kinetic formulations for degenerate parabolichyperbolic equations, and free-boundary methods via free-boundary iterations for multidimensional transonic shocks for nonlinear equation of mixed elliptic-hyperbolic type. Some recent trends in this direction are also discussed.Dedicated to IMPA on the occasion of its 50^th anniversary     

On the hyperbolic limit points of groups acting on hyperbolic spaces

We study the hyperbolic limit points of a groupG acting on a hyperbolic metric space, and consider the question of whether any attractive limit point corresponds to a unique repulsive limit point. In the special case whereG is a (non-elementary) finitely generated hyperbolic group acting on its Cayley graph, the answer is affirmative, and the resulting mapg ⁺↦g ⁻, is discontinuous everywhere on the hyperbolic boundary. We also provide a direct, combinatorial proof in the special case whereG is a (non-abelian) free group of finite type, by characterizing algebraically the hyperbolic ends ofG. Partially supported by a grant from M.U.R.S.T., Italy.     

On the finite volume element method

Summary The finite volume element method (FVE) is a discretization technique for partial differential equations. It uses a volume integral formulation of the problem with a finite partitioning set of volumes to discretize the equations, then restricts the admissible functions to a finite element space to discretize the solution. this paper develops discretization error estimates for general selfadjoint elliptic boundary value problems with FVE based on triangulations with linear finite element spaces and a general type of control volume. We establishO(h) estimates of the error in a discreteH ¹ semi-norm. Under an additional assumption of local uniformity of the triangulation the estimate is improved toO(h ²). Results on the effects of numerical integration are also included.This research was sponsored in part by the Air Force Office of Scientific Research under grant number AFOSR-86-0126 and the National Science Foundation under grant number DMS-8704169. This work was performed while the author was at the University of Colorado at Denver     

Why the MUSCL–Hancock Scheme is L1-stable

The finite volume methods are one of the most popular numerical procedure to approximate the weak solutions of hyperbolic systems of conservation laws. They are developed in the framework of first-order numerical schemes. Several approaches are proposed to increase the order of accuracy. The van Leer methods are interesting ways. One of them, namely the MUSCL–Hancock scheme, is full time and space second-order accuracy. In the present work, we exhibit relevant conditions to ensure the L¹-stability of the method. A CFL like condition is established, and a suitable limitation procedure for the gradient reconstruction is developed in order to satisfy the stability criterion. In addition, we show that the conservative variables are not useful within the gradient reconstruction and the procedure is extended in the framework of the primitive variables. Numerical experiments are performed to show the interest and the robustness of the method.     

Infinite commensurable hyperbolic groups are bi-Lipschitz equivalent

It is proved that commensurable hyperbolic groups are bi-Lipschitz equivalent. Therefore, subgroups of finite index in an arbitrary hyperbolic group also share this property. In addition, it is shown that any two separated nets Γ¹ and Γ² in the hyperbolic space Hⁿ of dimension n≥2 are bi-Lipschitz-equivalent. These results answer the questions posed in [1]. Supported by RFFR grant No. 96-01-01781. Translated fromAlgebra i Logika, Vol. 36, No. 3, pp. 259–272, May–June, 1997.     

The effect of spatial quadrature on finite element galerkin approximations to hyperbolic integro-differential equations

The purpose of this paper is to study the effect of numerical quadrature on the finite element approximations to the solutions of hyperbolic intego-differential equations. Both semidiscrete and fully discrete schemes are analyzed and optimal estimates are derived in L ^∞(H ¹)L ^∞(L ²) norms and quasi-optimal estimate in L ^∞(L ^∞) norm using energy arguments. Further, optimal L(L ²)-estimates are shown to hold with minimal smoothness assumptions on the initial functions. The analysis in the present paper not only improves upon the earlier results of Baker and Dougalis [SIAM J. Numer. Anal. 13 (1976), pp. 577-598] but also confirms the minimum smoothness assumptions of Rauch [SIAM J. Numer. Anal. 22 (1985), pp. 245-249] for purely second order hyperbolic equation with quadrature.     

Numerical approximation of entropy solutions for hyperbolic integro-differential equations

Summary. Scalar hyperbolic integro-differential equations arise as models for e.g. radiating or self-gravitating fluid flow. We present finite volume schemes on unstructured grids applied to the Cauchy problem for such equations. For a rather general class of integral operators we show convergence of the approximate solutions to a possibly discontinuous entropy solution of the problem. For a specific model problem in radiative hydrodynamics we introduce a convergent fully discrete finite volume scheme. Under the assumption of sufficiently fast spatial decay of the entropy solution we can even establish the convergence rate h^1/4|ln(h)| where h denotes the grid parameter. The convergence proofs rely on appropriate variants of the classical Kruzhkov method for local balance laws together with a truncation technique to cope with the nonlocal character of the integral operator.Mathematics Subject Classification (2000): 35L65, 35Q35, 65M15     

Convergence of a staggered Lax-Friedrichs scheme for nonlinear conservation laws on unstructured two-dimensional grids

Summary. Based on Nessyahu and Tadmor's nonoscillatory central difference schemes for one-dimensional hyperbolic conservation laws [16], for higher dimensions several finite volume extensions and numerical results on structured and unstructured grids have been presented. The experiments show the wide applicability of these multidimensional schemes. The theoretical arguments which support this are some maximum-principles and a convergence proof in the scalar linear case. A general proof of convergence, as obtained for the original one-dimensional NT-schemes, does not exist for any of the extensions to multidimensional nonlinear problems. For the finite volume extension on two-dimensional unstructured grids introduced by Arminjon and Viallon [3,4] we present a proof of convergence for the first order scheme in case of a nonlinear scalar hyperbolic conservation law. Received April 8, 2000 / Published online December 19, 2000     

Dimension-by-dimension moment-based central Hermite WENO schemes for directly solving Hamilton-Jacobi equations

In this paper, a class of high-order central Hermite WENO (HWENO) schemes based on finite volume framework and staggered meshes is proposed for directly solving one- and two-dimensional Hamilton-Jacobi (HJ) equations. The methods involve the Lax-Wendroff type discretizations or the natural continuous extension of Runge-Kutta methods in time. This work can be regarded as an extension of central HWENO schemes for hyperbolic conservation laws (Tao et al. J. Comput. Phys. 318, 222–251, 2016) which combine the central scheme and the HWENO spatial reconstructions and therefore carry many features of both schemes. Generally, it is not straightforward to design a finite volume scheme to directly solve HJ equations and a key ingredient for directly solving such equations is the reconstruction of numerical Hamiltonians to guarantee the stability of methods. Benefited from the central strategy, our methods require no numerical Hamiltonians. Meanwhile, the zeroth-order and the first-order moments of the solution are involved in the spatial HWENO reconstructions which is more compact compared with WENO schemes. The reconstructions are implemented through a dimension-by-dimension strategy when the spatial dimension is higher than one. A collection of one- and two- dimensional numerical examples is performed to validate high resolution and robustness of the methods in approximating the solutions of HJ equations, which involve linear, nonlinear, smooth, non-smooth, convex or non-convex Hamiltonians.