Compact integration factor methods for complex domains and adaptive mesh refinement

Implicit integration factor (IIF) method, a class of efficient semi-implicit temporal scheme, was introduced recently for stiff reaction–diffusion equations. To reduce cost of IIF, compact implicit integration factor (cIIF) method was later developed for efficient storage and calculation of exponential matrices associated with the diffusion operators in two and three spatial dimensions for Cartesian coordinates with regular meshes. Unlike IIF, cIIF cannot be directly extended to other curvilinear coordinates, such as polar and spherical coordinates, due to the compact representation for the diffusion terms in cIIF. In this paper, we present a method to generalize cIIF for other curvilinear coordinates through examples of polar and spherical coordinates. The new cIIF method in polar and spherical coordinates has similar computational efficiency and stability properties as the cIIF in Cartesian coordinate. In addition, we present a method for integrating cIIF with adaptive mesh refinement (AMR) to take advantage of the excellent stability condition for cIIF. Because the second order cIIF is unconditionally stable, it allows large time steps for AMR, unlike a typical explicit temporal scheme whose time step is severely restricted by the smallest mesh size in the entire spatial domain. Finally, we apply those methods to simulating a cell signaling system described by a system of stiff reaction–diffusion equations in both two and three spatial dimensions using AMR, curvilinear and Cartesian coordinates. Excellent performance of the new methods is observed.     

Krylov implicit integration factor methods for spatial discretization on high dimensional unstructured meshes: Application to discontinuous Galerkin methods

Integration factor methods are a class of “exactly linear part” time discretization methods. In [Q. Nie, Y.-T. Zhang, R. Zhao, Efficient semi-implicit schemes for stiff systems, Journal of Computational Physics, 214 (2006) 521–537], a class of efficient implicit integration factor (IIF) methods were developed for solving systems with both stiff linear and nonlinear terms, arising from spatial discretization of time-dependent partial differential equations (PDEs) with linear high order terms and stiff lower order nonlinear terms. The tremendous challenge in applying IIF temporal discretization for PDEs on high spatial dimensions is how to evaluate the matrix exponential operator efficiently. For spatial discretization on unstructured meshes to solve PDEs on complex geometrical domains, how to efficiently apply the IIF temporal discretization was open. In this paper, we solve this problem by applying the Krylov subspace approximations to the matrix exponential operator. Then we apply this novel time discretization technique to discontinuous Galerkin (DG) methods on unstructured meshes for solving reaction–diffusion equations. Numerical examples are shown to demonstrate the accuracy, efficiency and robustness of the method in resolving the stiffness of the DG spatial operator for reaction–diffusion PDEs. Application of the method to a mathematical model in pattern formation during zebrafish embryo development shall be shown.     

High-order conservative finite difference GLM–MHD schemes for cell-centered MHD

We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different reconstruction techniques based on recently improved versions of the weighted essentially non-oscillatory (WENO) schemes, monotonicity preserving (MP) schemes as well as slope-limited polynomial reconstruction. The proposed numerical methods are highly accurate in smooth regions of the flow, avoid loss of accuracy in proximity of smooth extrema and provide sharp non-oscillatory transitions at discontinuities.     

Compact implicit integration factor methods for some complex-valued nonlinear equations

The compact implicit integration factor (cIIF) method is an efficient time discretization scheme for stiff nonlinear diffusion equations in two and three spatial dimensions. In the current work, we apply the cIIF method to some complex-valued nonlinear evolutionary equations such as the nonlinear Schro¨dinger (NLS) equation and the complex Ginzburg–Landau (GL) equation. Detailed algorithm formulation and practical implementation of cIIF method are performed. The numerical results indicate that this method is very accurate and efficient.     

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.     

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.     

An Eulerian–Lagrangian WENO finite volume scheme for advection problems

We develop a locally conservative Eulerian–Lagrangian finite volume scheme with the weighted essentially non-oscillatory property (EL–WENO) in one-space dimension. This method has the advantages of both WENO and Eulerian–Lagrangian schemes. It is formally high-order accurate in space (we present the fifth order version) and essentially non-oscillatory. Moreover, it is free of a CFL time step stability restriction and has small time truncation error. The scheme requires a new integral-based WENO reconstruction to handle trace-back integration. A Strang splitting algorithm is presented for higher-dimensional problems, using both the new integral-based and pointwise-based WENO reconstructions. We show formally that it maintains the fifth order accuracy. It is also locally mass conservative. Numerical results are provided to illustrate the performance of the scheme and verify its formal accuracy.     

A conservative high order semi-Lagrangian WENO method for the Vlasov equation

In this paper, we propose a novel Vlasov solver based on a semi-Lagrangian method which combines Strang splitting in time with high order WENO (weighted essentially non-oscillatory) reconstruction in space. A key insight in this work is that the spatial interpolation matrices, used in the reconstruction process of a semi-Lagrangian approach to linear hyperbolic equations, can be factored into right and left flux matrices. It is the factoring of the interpolation matrices which makes it possible to apply the WENO methodology in the reconstruction used in the semi-Lagrangian update. The spatial WENO reconstruction developed for this method is conservative and updates point values of the solution. While the third, fifth, seventh and ninth order reconstructions are presented in this paper, the scheme can be extended to arbitrarily high order. WENO reconstruction is able to achieve high order accuracy in smooth parts of the solution while being able to capture sharp interfaces without introducing oscillations. Moreover, the CFL time step restriction of a regular finite difference or finite volume WENO scheme is removed in a semi-Lagrangian framework, allowing for a cheaper and more flexible numerical realization. The quality of the proposed method is demonstrated by applying the approach to basic test problems, such as linear advection and rigid body rotation, and to classical plasma problems, such as Landau damping and the two-stream instability. Even though the method is only second order accurate in time, our numerical results suggest the use of high order reconstruction is advantageous when considering the Vlasov–Poisson system.     

A massively parallel multi-block hybrid compact–WENO scheme for compressible flows

A new multi-block hybrid compact–WENO finite-difference method for the massively parallel computation of compressible flows is presented. In contrast to earlier methods, our approach breaks the global dependence of compact methods by using explicit finite-difference methods at block interfaces and is fully conservative. The resulting method is fifth- and sixth-order accurate for the convective and diffusive fluxes, respectively. The impact of the explicit interface treatment on the stability and accuracy of the multi-block method is quantified for the advection and diffusion equations. Numerical errors increase slightly as the number of blocks is increased. It is also found that the maximum allowable time steps increase with the number of blocks. The method demonstrates excellent scalability on up to 1264 processors.     

Multi-domain Fourier-continuation/WENO hybrid solver for conservation laws

We introduce a multi-domain Fourier-continuation/WENO hybrid method (FC–WENO) that enables high-order and non-oscillatory solution of systems of nonlinear conservation laws, and which enjoys essentially dispersionless, spectral character away from discontinuities, as well as mild CFL constraints (comparable to those of finite difference methods). The hybrid scheme employs the expensive, shock-capturing WENO method in small regions containing discontinuities and the efficient FC method in the rest of the computational domain, yielding a highly effective overall scheme for applications with a mix of discontinuities and complex smooth structures. The smooth and discontinuous solution regions are distinguished using the multi-resolution procedure of Harten [J. Comput. Phys. 115 (1994) 319–338]. We consider WENO schemes of formal orders five and nine and a FC method of order five. The accuracy, stability and efficiency of the new hybrid method for conservation laws is investigated for problems with both smooth and non-smooth solutions. In the latter case, we solve the Euler equations for gas dynamics for the standard test case of a Mach three shock wave interacting with an entropy wave, as well as a shock wave (with Mach 1.25, three or six) interacting with a very small entropy wave and evaluate the efficiency of the hybrid FC–WENO method as compared to a purely WENO-based approach as well as alternative hybrid based techniques. We demonstrate considerable computational advantages of the new FC-based method, suggesting a potential of an order of magnitude acceleration over alternatives when extended to fully three-dimensional problems.     

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.     

WENO schemes on arbitrary mixed-element unstructured meshes in three space dimensions

The paper extends weighted essentially non-oscillatory (WENO) methods to three dimensional mixed-element unstructured meshes, comprising tetrahedral, hexahedral, prismatic and pyramidal elements. Numerical results illustrate the convergence rates and non-oscillatory properties of the schemes for various smooth and discontinuous solutions test cases and the compressible Euler equations on various types of grids. Schemes of up to fifth order of spatial accuracy are considered.     

Preventing numerical errors generated by interface-capturing schemes in compressible multi-material flows

In the present work, errors generated in computations of compressible multi-material flows using shock-capturing schemes are examined, specifically pressure oscillations (when the specific heats ratio is variable), but also temperature spikes and species conservation errors. These numerical errors are generated at material discontinuities due to an inconsistent treatment of the convective terms. Though temperature errors are irrelevant to solutions to the Euler equations, it is shown that they have the potential to lead to problems when physical diffusion is included, i.e., for the Navier–Stokes equations. These errors are studied analytically and numerically by considering the one-dimensional advection of isolated material discontinuities. A methodology preventing such errors for weighted essentially non-oscillatory (WENO) schemes is presented, in which modified WENO weights are used to solve the transport equation for mass fraction in conservative form to prevent temperature and species conservation errors. Pressure errors are prevented by solving an additional transport equation for a given function of the ratio of specific heats. Several multi-dimensional problems with various discontinuities (shocks, material interfaces and contact discontinuities), including the single-mode Richtmyer–Meshkov instability, and turbulence are considered to test the method.     

Runge–Kutta discontinuous Galerkin method using WENO limiters II: Unstructured meshes

In [J. Qiu, C.-W. Shu, Runge–Kutta discontinuous Galerkin method using WENO limiters, SIAM Journal on Scientific Computing 26 (2005) 907–929], Qiu and Shu investigated using weighted essentially non-oscillatory (WENO) finite volume methodology as limiters for the Runge–Kutta discontinuous Galerkin (RKDG) methods for solving nonlinear hyperbolic conservation law systems on structured meshes. In this continuation paper, we extend the method to solve two-dimensional problems on unstructured meshes, with the goal of obtaining a robust and high order limiting procedure to simultaneously obtain uniform high order accuracy and sharp, nonoscillatory shock transition for RKDG methods. Numerical results are provided to illustrate the behavior of this procedure.     

An improved weighted essentially non-oscillatory scheme for hyperbolic conservation laws

In this article we develop an improved version of the classical fifth-order weighted essentially non-oscillatory finite difference scheme of [G.S. Jiang, C.W. Shu, Efficient implementation of weighted ENO schemes, J. Comput. Phys. 126 (1996) 202–228] (WENO-JS) for hyperbolic conservation laws. Through the novel use of a linear combination of the low order smoothness indicators already present in the framework of WENO-JS, a new smoothness indicator of higher order is devised and new non-oscillatory weights are built, providing a new WENO scheme (WENO-Z) with less dissipation and higher resolution than the classical WENO. This new scheme generates solutions that are sharp as the ones of the mapped WENO scheme (WENO-M) of Henrick et al. [A.K. Henrick, T.D. Aslam, J.M. Powers, Mapped weighted essentially non-oscillatory schemes: achieving optimal order near critical points, J. Comput. Phys. 207 (2005) 542–567], however with a 25% reduction in CPU costs, since no mapping is necessary. We also provide a detailed analysis of the convergence of the WENO-Z scheme at critical points of smooth solutions and show that the solution enhancements of WENO-Z and WENO-M at problems with shocks comes from their ability to assign substantially larger weights to discontinuous stencils than the WENO-JS scheme, not from their superior order of convergence at critical points. Numerical solutions of the linear advection of discontinuous functions and nonlinear hyperbolic conservation laws as the one dimensional Euler equations with Riemann initial value problems, the Mach 3 shock–density wave interaction and the blastwave problems are compared with the ones generated by the WENO-JS and WENO-M schemes. The good performance of the WENO-Z scheme is also demonstrated in the simulation of two dimensional problems as the shock–vortex interaction and a Mach 4.46 Richtmyer–Meshkov Instability (RMI) modeled via the two dimensional Euler equations.     

多车种LWR交通流模型的半离散中心迎风格式

对多车种LWR交通流模型,给出一种半离散中心迎风格式,该格式以五阶WENO-Z重构和半离散中心迎风数值通量为基础.WENO-Z重构方法的引入提高了格式的精度,并保证格式具有基本无振荡的性质.时间的离散采用保持强稳定性的Runge-Kutta方法.通过数值算例验证了格式的有效性.     

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.     

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.     

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.