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.     

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.     

Interval analysis of transient temperature field with uncertain-but-bounded parameters

Based on the traditional finite volume method, a new numerical technique is presented for the transient temperature field prediction with interval uncertainties in both the physical parameters and initial/boundary conditions. New stability theory applicable to interval discrete schemes is developed. Interval ranges of the uncertain temperature field can be approximately yielded by two kinds of parameter perturbation methods. Different order Neumann series are adopted to approximate the interval matrix inverse. By comparing the results with traditional Monte Carlo simulation, a numerical example is given to demonstrate the feasibility and effectiveness of the proposed model and methods.     

New explicit group iterative methods in the solution of two dimensional hyperbolic equations

In this paper, we present the development of new explicit group relaxation methods which solve the two dimensional second order hyperbolic telegraph equation subject to specific initial and Dirichlet boundary conditions. The explicit group methods use small fixed group formulations derived from a combination of the rotated five-point finite difference approximation together with the centered five-point centered difference approximation on different grid spacings. The resulting schemes involve three levels finite difference approximations with second order accuracies. Analyses are presented to confirm the unconditional stability of the difference schemes. Numerical experimentations are also conducted to compare the new methods with some existing schemes.     

Upwind schemes for the wave equation in second-order form

We develop new high-order accurate upwind schemes for the wave equation in second-order form. These schemes are developed directly for the equations in second-order form, as opposed to transforming the equations to a first-order hyperbolic system. The schemes are based on the solution to a local Riemann-type problem that uses d’Alembert’s exact solution. We construct conservative finite difference approximations, although finite volume approximations are also possible. High-order accuracy is obtained using a space-time procedure which requires only two discrete time levels. The advantages of our approach include efficiency in both memory and speed together with accuracy and robustness. The stability and accuracy of the approximations in one and two space dimensions are studied through normal-mode analysis. The form of the dissipation and dispersion introduced by the schemes is elucidated from the modified equations. Upwind schemes are implemented and verified in one dimension for approximations up to sixth-order accuracy, and in two dimensions for approximations up to fourth-order accuracy. Numerical computations demonstrate the attractive properties of the approach for solutions with varying degrees of smoothness.     

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...     

Finite Element $θ$-Schemes for the Acoustic Wave Equation

In this paper, we investigate the stability and convergence of a family of implicit finite difference schemes in time and Galerkin finite element methods in space for the numerical solution of the acoustic wave equation. The schemes cover the classical explicit second-order leapfrog scheme and the fourth-order accurate scheme in time obtained by the modified equation method. We derive general stability conditions for the family of implicit schemes covering some well-known CFL conditions. Optimal error estimates are obtained. For sufficiently smooth solutions, we demonstrate that the maximal error in the $L^2$-norm error over a finite time interval converges optimally as $\mathcal{O}(h^{p+1}+∆t^s)$, where $p$ denotes the polynomial degree, $s$=2 or 4, $h$ the mesh size, and $∆t$ the time step.     

Development and comparison of different spatial numerical schemes for the radiative transfer equation resolution using three-dimensional unstructured meshes

In the present work four different spatial numerical schemes have been developed with the aim of reducing the false-scattering of the numerical solutions obtained with the discrete ordinates (DOM) and the finite volume (FVM) methods. These schemes have been designed specifically for unstructured meshes by means of the extrapolation of nodal values of intensity on the studied radiative direction. The schemes have been tested and compared in several 3D benchmark test cases using both structured orthogonal and unstructured grids.     

Osher Flux with Entropy Fix for Two-Dimensional Euler Equations

We compare in this paper the properties of Osher flux with O-variant and P-variant (Osher-O flux and Osher-P flux) in finite volume methods for the two-dimensional Euler equations and propose an entropy fix technique to improve their robustness. We consider both first-order and second-order reconstructions. For inviscid hypersonic flow past a circular cylinder, we observe different problems for different schemes: a first-order Osher-O scheme on quadrangular grids yields a carbuncle shock, while a first-order Osher-P scheme results in a dislocation shock for high Mach number cases. In addition, a second-order Osher scheme can also yield a carbuncle shock or be unstable. To improve the robustness of these schemes we propose an entropy fix technique, and then present numerical results to show the effectiveness of the proposed method. In addition, the influence of grid aspects ratio, relative shock position to the grid and Mach number on shock stability are tested. Viscous heating problem and double Mach reflection problem are simulated to test the influence of the entropy fix on contact resolution and boundary layer resolution.     

结构三角网上抛物方程的有限差分三层交替方法

讨论了在一类结构三角网上数值求解二维热传导方程的两类有限差分三层交替方法:带状交替(ABd:Alternating Band)方法和带状交替显-隐式(ABdE-I:Alternating Band Explicit-Implicit)方法.这两类方法不仅具有明显的并行性和良好的计算精度,而且理论分析表明它们都绝对稳定.     

Mathematical Development and Verification of a Finite Volume Model for Morphodynamic Flow Applications

The accuracy and efficiency of a class of finite volume methods are investigated for numerical solution of morphodynamic problems in one space dimension. The governing equations consist of two components, namely a hydraulic part described by the shallow water equations and a sediment part described by the Exner equation. Based on different formulations of the morphodynamic equations, we propose a family of three finite volume methods. The numerical fluxes are reconstructed using a modified Roe's scheme that incorporates, in its reconstruction, the sign of the Jacobian matrix in the morphodynamic system. A well-balanced discretization is used for the treatment of the source terms. The method is well-balanced, non-oscillatory and suitable for both slow and rapid interactions between hydraulic flow and sediment transport. The obtained results for several morphodynamic problems are considered to be representative, and might be helpful for a fair rating of finite volume solution schemes, particularly in long time computations.     

An analysis of time discretization in the finite element solution of hyperbolic problems

The problem of the time discretization of hyperbolic equations when finite elements are used to represent the spatial dependence is critically examined. A modified equation analysis reveals that the classical, second-order accurate, time-stepping algorithms, i.e., the Lax-Wendroff, leap-frog, and Crank-Nicolson methods, properly combine with piecewise linear finite elements in advection problems only for small values of the time step. On the contrary, as the Courant number increases, the numerical phase error does not decrease uniformly at all wavelengths so that the optimal stability limit and the unit CFL property are not achieved. These fundamental numerical properties can, however, be recovered, while still remaining in the standard Galerkin finite element setting, by increasing the order of accuracy of the time discretization. This is accomplished by exploiting the Taylor series expansion in the time increment up to the third order before performing the Galerkin spatial discretization using piecewise linear interpolations. As a result, it appears that the proper finite element equivalents of second-order finite difference schemes are implicit methods of incremental type having third- and fourth-order global accuracy on uniform meshes (Taylor-Galerkin methods). Numerical results for several linear examples are presented to illustrate the properties of the Taylor-Galerkin schemes in one- and two-dimensional calculations.     

Stability and accuracy of spatial approximations for wave equation tidal models

Amplitude and phase characteristics for numerical approximations to the shallow water wave equation are obtained for linear and quadratic finite elements, for finite difference approximations, for non-constant bathemetry, and for uneven node spacing. Stability is shown to require non-zero friction as well as satisfaction of a Courant constraint. Lumping is shown to reduce the Courant constraint for stability while higher order and quadratic finite element approximations require a more restrictive constraint than their second order and linear finite element counterparts. The amplitude of the propagation factor for stable schemes and propagating waves is seen to be independent of the Courant number and type of numerical approximation. Although the higher order and quadratic schemes provide better propagation of the low and moderate frequency waves, the highest frequency waves (2Δx) are better propagated by low order numerical methods.     

Finite volume treatment of dispersion-relation-preserving and optimized prefactored compact schemes for wave propagation

In developing suitable numerical techniques for computational aero-acoustics, the dispersion-relation-preserving (DRP) scheme by Tam and co-workers and the optimized prefactored compact (OPC) scheme by Ashcroft and Zhang have shown desirable properties of reducing both dissipative and dispersive errors. These schemes, originally based on the finite difference, attempt to optimize the coefficients for better resolution of short waves with respect to the computational grid while maintaining pre-determined formal orders of accuracy. In the present study, finite volume formulations of both schemes are presented to better handle the nonlinearity and complex geometry encountered in many engineering applications. Linear and nonlinear wave equations, with and without viscous dissipation, have been adopted as the test problems. Highlighting the principal characteristics of the schemes and utilizing linear and nonlinear wave equations with different wavelengths as the test cases, the performance of these approaches is documented. For the linear wave equation, there is no major difference between the DRP and OPC schemes. For the nonlinear wave equations, the finite volume version of both DRP and OPC schemes offers substantially better solutions in regions of high gradient or discontinuity.     

High order sub-cell finite volume schemes for solving hyperbolic conservation laws I: basic formulation and one-dimensional analysis

In this paper, a family of sub-cell finite volume schemes for solving the hyperbolic conservation laws is proposed and analyzed in one-dimensional cases. The basic idea of this method is to subdivide a control volume (main cell) into several sub-cells and the finite volume discretization is applied to each of the sub-cells. The averaged values on the sub-cells of current and face neighboring main cells are used to reconstruct the polynomial distributions of the dependent variables. This method can achieve arbitrarily high order of accuracy using a compact stencil. It is similar to the spectral volume method incorporating with PNPM technique but with fundamental differences. An elaborate utilization of these differences overcomes some shortcomings of the spectral volume method and results in a family of accurate and robust schemes for solving the hyperbolic conservation laws. In this paper, the basic formulation of the proposed method is presented. The Fourier analysis is performed to study the properties of the one-dimensional schemes. A WENO limiter based on the secondary reconstruction is constructed.     

The multi-dimensional limiters for solving hyperbolic conservation laws on unstructured grids II: Extension to high order finite volume schemes

In this paper, the multidimensional limiter for the second order finite volume schemes on the unstructured grid, namely the Weighted Biased Average procedure developed in our previous paper is extended to high order finite volume schemes solving hyperbolic conservation laws. This extension relies on two key techniques: the secondary reconstruction and the successive limiting procedure. These techniques are discussed in detail in the present paper. Numerical experiments shows that this limiting procedure is very effective in removing numerical oscillations in the vicinity of discontinuities. And furthermore this procedure is efficient, robust and accuracy preserving.     

非结构四边形网格下的一类保对称有限体元格式

针对定常扩散问题,在非结构四边形网格下,通过选取特殊的控制体和有限体元空间,建立两种保对称有限体元格式,在拟一致网格剖分下,当扩散系数光滑时,证明有限体元解函数在L²和H¹范数下均具有饱和误差阶.数值实验验证理论结果的正确性,同时表明新格式对扭曲大变形四边形网格、间断系数问题具有较强的适应性.在正交网格下,第二种格式对流(flux)函数在单元中心点的值还具有超逼近性.     

Explicit one-step time discretizations for discontinuous Galerkin and finite volume schemes based on local predictors

We consider a family of explicit one-step time discretizations for finite volume and discontinuous Galerkin schemes, which is based on a predictor-corrector formulation. The predictor remains local taking into account the time evolution of the data only within the grid cell. Based on a space–time Taylor expansion, this idea is already inherent in the MUSCL finite volume scheme to get second order accuracy in time and was generalized in the context of higher order ENO finite volume schemes. We interpret the space–time Taylor expansion used in this approach as a local predictor and conclude that other space–time approximate solutions of the local Cauchy problem in the grid cell may be applied. Three possibilities are considered in this paper: (1) the classical space–time Taylor expansion, in which time derivatives are obtained from known space-derivatives by the Cauchy–Kovalewsky procedure; (2) a local continuous extension Runge–Kutta scheme and (3) a local space–time Galerkin predictor with a version suitable for stiff source terms. The advantage of the predictor–corrector formulation is that the time evolution is done in one step which establishes optimal locality during the whole time step. This time discretization scheme can be used within all schemes which are based on a piecewise continuous approximation as finite volume schemes, discontinuous Galerkin schemes or the recently proposed reconstructed discontinuous Galerkin or P_NP_M schemes. The implementation of these approaches is described, advantages and disadvantages of different predictors are discussed and numerical results are shown.     

Splitting based finite volume schemes for ideal MHD equations

We design finite volume schemes for the equations of ideal magnetohydrodynamics (MHD) and based on splitting these equations into a fluid part and a magnetic induction part. The fluid part leads to an extended Euler system with magnetic forces as source terms. This set of equations are approximated by suitable two- and three-wave HLL solvers. The magnetic part is modeled by the magnetic induction equations which are approximated using stable upwind schemes devised in a recent paper [F. Fuchs, K.H. Karlsen, S. Mishra, N.H. Risebro, Stable upwind schemes for the Magnetic Induction equation. Math. Model. Num. Anal., Available on conservation laws preprint server, submitted for publication, URL: <http://www.math.ntnu.no/conservation/2007/029.html>]. These two sets of schemes can be combined either component by component, or by using an operator splitting procedure to obtain a finite volume scheme for the MHD equations. The resulting schemes are simple to design and implement. These schemes are compared with existing HLL type and Roe type schemes for MHD equations in a series of numerical experiments. These tests reveal that the proposed schemes are robust and have a greater numerical resolution than HLL type solvers, particularly in several space dimensions. In fact, the numerical resolution is comparable to that of the Roe scheme on most test problems with the computational cost being at the level of a HLL type solver. Furthermore, the schemes are remarkably stable even at very fine mesh resolutions and handle the divergence constraint efficiently with low divergence errors.     

基于样条逼近有限体积法的通量分裂算法

研究了任意曲线坐标系中求解双曲型守恒律的高精度、无波动样条逼近有限体积方法,比较了三种不同的通量分裂技术在这种方法中的应用。数值实验表明,在不同的通量分裂技术下,该方法对流场中的激波和接触间断都有很高的分辨率。