Nonlinear Stability of Stationary Discrete Shocks for Nonconvex Scalar Conservation Laws

This paper is to study the asymptotic stability of stationary discrete shocks for the Lax-Friedrichs scheme approximating nonconvex scalar conservation laws, provided that the summations of the initial perturbations equal to zero. The result is proved by using a weighted energy method based on the nonconvexity. Moreover, the stability is also obtained. The key points of our proofs are to choose a suitable weight function.

     

Convergence rates to discrete shocks for nonconvex conservation laws

Summary. This paper is concerned with polynomial decay rates of perturbations to stationary discrete shocks for the Lax-Friedrichs scheme approximating non-convex scalar conservation laws. We assume that the discrete initial data tend to constant states as , respectively, and that the Riemann problem for the corresponding hyperbolic equation admits a stationary shock wave. If the summation of the initial perturbation over is small and decays with an algebraic rate as , then the perturbations to discrete shocks are shown to decay with the corresponding rate as . The proof is given by applying weighted energy estimates. A discrete weight function, which depends on the space-time variables for the decay rate and the state of the discrete shocks in order to treat the non-convexity, plays a crucial role. Received November 25, 1998 / Published online November 8, 2000     

Existence and asymptotic stability of relaxation discrete shock profiles

In this paper we study the asymptotic nonlinear stability of discrete shocks of the relaxing scheme for approximating the general system of nonlinear hyperbolic conservation laws. The existence of discrete shocks is established by suitable manifold construction, and it is shown that weak single discrete shocks for such a scheme are nonlinearly stable in , provided that the sums of the initial perturbations equal zero. These results should shed light on the convergence of the numerical solution constructed by the relaxing scheme for the single shock solution of the system of hyperbolic conservation laws. These results are proved by using both a weighted norm estimate and a characteristic energy method based on the internal structures of the discrete shocks.

     

Existence and stability of stationary profiles of the lw scheme

In this paper we study the behavior of difference schemes approximating solutions with shocks of scalar conservation laws When a difference scheme introduces artificial numerical diffusion, for example the Lax-Friedrichs scheme, we experience smearing of the shocks, whereas when a scheme introduces numerical dispersion, for example the Lax-Wendroff scheme, we experience oscillations which decay exponentially fast on both sides of the shock. In his dissertation. Gray Jennings studied approximation by monotone schemes. These contain artificial viscosity and are first-order accurate; they are known to be contractive in the sense of any l^p norm. Jennings showed existence and l¹ stability of traveling discrete smeared shocks for such schemes. Here we study similar questions for the Lax-Wendroff scheme without artificial viscosity; this is a nonmonotone, second-order accurate scheme. We prove existence of a one-parameter family of stationary profiles. We also prove stability of these profiles for small perturbations in the sense of a suitably weighted l² norm. The proof relies on studying the linearized Lax-Wendroff scheme.     

Discrete shock profiles for systems of conservation laws

The existence of discrete shock profiles for difference schemes approximating a system of conservation laws is the major topic studied in this paper. The basic theorem established here applies to first-order accurate difference schemes; for weak shocks, this theorem provides necessary and sufficient conditions involving the truncation error of the linearized scheme which guarantee entropy satisfying or entropy violating discrete shock profiles. Several explicit difference schemes are used as examples illustrating the interplay between the entropy condition, monotonicity, and linearized stability. Entropy violating stationary shocks for second-order accurate Lax-Wendroff schemes approximating systems are also constructed. The only tools used in the proofs are local analysis and the center manifold theorem.     

A fully discrete scheme for diffusive-dispersive conservation laws

Summary.   We introduce a fully discrete (in both space and time) scheme for the numerical approximation of diffusive-dispersive hyperbolic conservation laws in one-space dimension. This scheme extends an approach by LeFloch and Rohde [4]: it satisfies a cell entropy inequality and, as a consequence, the space integral of the entropy is a decreasing function of time. This is an important stability property, shared by the continuous model as well. Following Hayes and LeFloch [2], we show that the limiting solutions generated by the scheme need not coincide with the classical Oleinik-Kruzkov entropy solutions, but contain nonclassical undercompressive shock waves. Investigating the properties of the scheme, we stress various similarities and differences between the continuous model and the discrete scheme (dynamics of nonclassical shocks, nucleation, etc). Received November 15, 1999 / Revised version received May 27, 2000 / Published online March 20, 2001     

Crowd dynamics through non-local conservation laws

We present a Lax-Friedrichs type scheme to compute the solutions of a class of non-local and non-linear systems of conservation laws in several space dimensions. The convergence of the approximate solutions is proved by providing suitable L¹, L^∞ and BV uniform bounds. To illustrate the performances of the scheme, we consider an application to crowd dynamics. Numerical integrations show the formation of lanes in groups moving in opposite directions. This is joint work with R.M. Colombo (INDAM Unit, University of Brescia).     

Decay rate for perturbations of stationary discrete shocks for convex scalar conservation laws

This paper is to study the decay rate for perturbations of stationary discrete shocks for the Lax-Friedrichs scheme approximating the scalar conservation laws by means of an elementary weighted energy method. If the summation of the initial perturbation over is small and decays at the algebraic rate as , then the solution approaches the stationary discrete shock profiles at the corresponding rate as . This rate seems to be almost optimal compared with the rate in the continuous counterpart. Proofs are given by applying the weighted energy integration method to the integrated scheme of the original one. The selection of the time-dependent discrete weight function plays a crucial role in this procedure.

     

Discrete equation on a square lattice with a nonstandard structure of generalized symmetries

We clarify the integrability nature of a recently found discrete equation on the square lattice with a nonstandard symmetry structure. We find its L-A pair and show that it is also nonstandard. For this discrete equation, we construct the hierarchies of both generalized symmetries and conservation laws. This equation yields two integrable systems of hyperbolic type. The hierarchies of generalized symmetries and conservation laws are also nonstandard compared with known equations in this class.     

Stability of multi-dimensional weak shocks

In this paper we discuss the stability of wwk shocks for multi-dimensional systems ol conservation laws, under rather general assumpttons. We study the well-posedncss of the lmcarized problem, and study the behaviour of the L² estirnatcs when h e strength of the shock approaches Lero. For instance, the results apply 10 Eulcr's equations of gas dynamics.     

Discrete nonlinear filters for the numerical treatment of conservation laws

The present paper deals with the stabilization of second‐order algorithms for scalar conservation laws in two dimensions. Second‐order schemes like the Lax‐Wendroff scheme are accurate but highly oscillatory at shocks. We constructed a nonlinear filter algorithm steered through an discrete entropy inequality to stabilize the scheme.     

Existence of Dafermos profiles for singular shocks

For a model system of two conservation laws, we show that singular shocks have Defermos profiles.     

Implicit kinetic schemes for scalar conservation laws

Based on kinetic formulation for scalar conservation laws, we present implicit kinetic schemes. For time stepping these schemes require resolution of linear systems of algebraic equations. The scheme is conservative at steady states. We prove that if time marching procedure converges to some steady state solution, then the implicit kinetic scheme converges to some entropy steady state solution. We give sufficient condition of the convergence of time marching procedure. For scalar conservation laws with a stiff source term we construct a stiff numerical scheme with discontinuous artificial viscosity coefficients that ensure the scheme to be equilibrium conserving. We couple the developed implicit approach with the stiff space discretization, thus providing improved stability and equilibrium conservation property in the resulting scheme. Numerical results demonstrate high computational capabilities (stability for large CFL numbers, fast convergence, accuracy) of the developed implicit approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 26–43, 2002     

A level set approach for computing discontinuous solutions of Hamilton-Jacobi equations

We introduce two types of finite difference methods to compute the L-solution and the proper viscosity solution recently proposed by the second author for semi-discontinuous solutions to a class of Hamilton-Jacobi equations. By regarding the graph of the solution as the zero level curve of a continuous function in one dimension higher, we can treat the corresponding level set equation using the viscosity theory introduced by Crandall and Lions. However, we need to pay special attention both analytically and numerically to prevent the zero level curve from overturning so that it can be interpreted as the graph of a function. We demonstrate our Lax-Friedrichs type numerical methods for computing the L-solution using its original level set formulation. In addition, we couple our numerical methods with a singular diffusive term which is essential to computing solutions to a more general class of HJ equations that includes conservation laws. With this singular viscosity, our numerical methods do not require the divergence structure of equations and do apply to more general equations developing shocks other than conservation laws. These numerical methods are generalized to higher order accuracy using weighted ENO local Lax-Friedrichs methods as developed recently by Jiang and Peng. We verify that our numerical solutions approximate the proper viscosity solutions obtained by the second author in a recent Hokkaido University preprint. Finally, since the solution of scalar conservation law equations can be constructed using existing numerical techniques, we use it to verify that our numerical solution approximates the entropy solution.

     

Asymptotic stability of relaxation shock profiles for hyperbolic conservation laws

This paper studies the asymptotic stability of traveling relaxation shock profiles for hyperbolic systems of conservation laws. Under a stability condition of subcharacteristic type the large time relaxation dynamics on the level of shocks is shown to be determined by the equilibrium conservation laws. The proof is due to the energy principle, using the weighted norms, the interaction of waves from various modes is treated by imposing suitable weight matrix.     

Spacetime discontinuous Galerkin methods for convection-diffusion equations

We have developed two new methods for solving convection-diffusion systems, with particular focus on the compressible Navier-Stokes equations. Our methods are extensions of a spacetime discontinuous Galerkin method for solving systems of hyperbolic conservation laws [3]. Following the original scheme, we use entropy variables as degrees of freedom and entropy stable numerical fluxes for the nonlinear convection term. We examine two different approaches for incorporating the diffusion term: the interior penalty method and the local discontinuous Galerkin approach. For both extensions, we can show an entropy stability result for convection-diffusion systems. Although our schemes are designed for systems, we focus on scalar convectiondiffusion equations in this contribution. This allows us to highlight our main ideas behind the stability proofs, which are the same for scalar equations and systems, in a simplified setting.     

Global structure instability of Riemann solutions of quasilinear hyperbolic systems of conservation laws: Rarefaction waves

This work is a continuation of our previous work (Kong, J. Differential Equations 188 (2003) 242-271) “Global structure stability of Riemann solutions of quasilinear hyperbolic systems of conservation laws: shocks and contact discontinuities”. In the present paper we prove the global structure instability of the Lax's Riemann solution , containing rarefaction waves, of general n×n quasilinear hyperbolic system of conservation laws. Combining the results in (Kong, 2003), we prove that the Lax's Riemann solution of general n×n quasilinear hyperbolic system of conservation laws is globally structurally stable if and only if it contains only non-degenerate shocks and contact discontinuities, but no rarefaction waves and other weak discontinuities.     

An entropy satisfying MUSCL scheme for systems of conservation laws

Summary. For the high-order numerical approximation of hyperbolic systems of conservation laws, we propose to use as a building principle an entropy diminishing criterion instead of the familiar total variation diminishing criterion introduced by Harten for scalar equations. Based on this new criterion, we derive entropy diminishing projections that ensure, both, the second order of accuracy and all of the classical discrete entropy inequalities. The resulting scheme is a nonlinear version of the classical Van Leer's MUSCL scheme. Strong convergence of this second order, entropy satisfying scheme is proved for systems of two equations. Numerical tests demonstrate the interest of our theory. Received March 28, 1995 / Revised version received June 17, 1995     

Optimal error estimates and modified energy conservation identities of the ADI-FDTD scheme on staggered grids for 3D Maxwell’s equations

This paper is concerned with the optimal error estimates and energy conservation properties of the alternating direction implicit finite-difference time-domain(ADI-FDTD) method which is a popular scheme for solving the 3D Maxwell’s equations.Precisely,for the case with a perfectly electric conducting(PEC) boundary condition we establish the optimal second-order error estimates in both space and time in the discrete H 1-norm for the ADI-FDTD scheme,and prove the approximate divergence preserving property that if the divergence of the initial electric and magnetic fields are zero,then the discrete L 2-norm of the discrete divergence of the ADI-FDTD solution is approximately zero with the second-order accuracy in both space and time.The key ingredient is two new discrete modified energy norms which are second-order in time perturbations of two new energy conservation laws for the Maxwell’s equations introduced in this paper.Furthermore,we prove that,in addition to two known discrete modified energy identities which are second-order in time perturbations of two known energy conservation laws,the ADI-FDTD scheme also satisfies two new discrete modified energy identities which are second-order in time perturbations of the two new energy conservation laws.This means that the ADI-FDTD scheme is unconditionally stable under the four discrete modified energy norms.Experimental results which confirm the theoretical results are presented.     

CONVERGENCE OF THE LAX-FRIEDRICHS SCHEME AND STABILITY FOR CONSERVATION LAWS WITH A DISCONTINUOUS SPACE-TIME DEPENDENT FLUX

The authors give the first convergence proof for the Lax-Friedrichs finite differencescheme for non-convex genuinely nonlinear scalar conservation laws of the formu_t f(k(x, t), u)_x = 0,where the coefficient k(x, t) is allowed to be discontinuous along curves in the (x, t)plane. In contrast to most of the existing literature on problems with discontinuouscoefficients, here the convergence proof is not based on the singular mapping approach,but rather on the div-curl lemma (but not the Young measure) and a Lax type en-tropy estimate that is robust with respect to the regularity of k(x, t). Following [14],the authors propose a definition of entropy solution that extends the classical Kruzkovdefinition to the situation where k(x, t) is piecewise Lipschitz continuous in the (x, t)plane, and prove the stability (uniqueness) of such entropy solutions, provided that theflux function satisfies a so-called crossng condition, and that strong traces of the solu-tion exist along the curves where k(x, t) is disco