Relaxation WENO schemes for multidimensional hyperbolic systems of conservation laws

We present a class of high‐order weighted essentially nonoscillatory (WENO) reconstructions based on relaxation approximation of hyperbolic systems of conservation laws. The main advantage of combining the WENO schemes with relaxation approximation is the fact that the presented schemes avoid solution of the Riemann problems due to the relaxation approach and high‐resolution is obtained by applying the WENO approach. The emphasis is on a fifth‐order scheme and its performance for solving a wide class of systems of conservation laws. To show the effectiveness of these methods, we present numerical results for different test problems on multidimensional hyperbolic systems of conservation laws. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

The relaxation schemes for systems of conservation laws in arbitrary space dimensions

We present a class of numerical schemes (called the relaxation schemes) for systems of conservation laws in several space dimensions. The idea is to use a local relaxation approximation. We construct a linear hyperbolic system with a stiff lower order term that approximates the original system with a small dissipative correction. The new system can be solved by underresolved stable numerical discretizations without using either Riemann solvers spatially or a nonlinear system of algebraic equations solvers temporally. Numerical results for 1-D and 2-D problems are presented. The second-order schemes are shown to be total variation diminishing (TVD) in the zero relaxation limit for scalar equations. ©1995 John Wiley & Sons, Inc.     

Time discretizations for numerical optimisation of hyperbolic problems

We consider a class of numerical schemes for optimal control problems of hyperbolic conservation laws. We focus on finite-volume schemes using relaxation as a numerical approach to the optimality system. In particular, we study the arising numerical schemes for the adjoint equation and derive necessary conditions on the time integrator. We show that the resulting schemes are in particular asymptotic preserving for both, the adjoint and forward equation. We furthermore prove that higher-order time-integrator yields suitable Runge-Kutta schemes. The discussion includes the numerically interesting zero relaxation case.     

THE RELAXING SCHEMES FOR HAMILION-JACOBI EQUATIONS

1. IntroductionWe are illterested in the numerical approximation of viscosity solution of the following lirstorder Hamilton-Jacobi eqllationopt + H(&.,, rk..' ...) gb'.) - 0' (1'1)with initial data ac(~, 0) = ado(x). It is well known that the solutions to problem (1.1) typicallyare continuous (typically they are locally Lipschitz continuous) but with discoatinuous derivatives, even though the initial data ado E Coo. The nonuniqueness of such solutions to (1.1) alsonecessitates the introducti…     

The third-order relaxation schemes for hyperbolic conservation laws

A class of semi-discrete third-order relaxation schemes are presented for relaxation systems which approximate systems of hyperbolic conservation laws. These schemes for the scalar conservation law are shown to satisfy the property of total variation diminishing (TVD) in the zero relaxation limit. A third-order TVD Runge–Kutta splitting method is developed for the temporal discretization of the semi-discrete schemes. Numerical results are given illustrating these schemes on one-dimensional nonlinear problems.     

ON THE CENTRAL RELAXING SCHEME Ⅱ: SYSTEMS OF HYPERBOLIC CONSERVATION LAWS

1. IntroductionWe are interested in construction of the central reltalng sChemes for system of noIilinearhyperbolic conservation lawswith initial data U(0, x) = Uo(x), x = (x1 ? ...! xd), based on the local relaJxation approkimationof Eq.(1.1) [2, 3, 6, 8, 9, 12].To i11ustrate the basic idea of the relaalng schemes, for the sake of simplicity in the presentation, we restrict our attention to onedimensional scalar conservaioll lawsFirst, introduce a linear hyperbollc system with a stiff sourc…     

Convergence of relaxation schemes for hyperbolic conservation laws with stiff source terms

We focus in this study on the convergence of a class of relaxation numerical schemes for hyperbolic scalar conservation laws including stiff source terms. Following Jin and Xin, we use as approximation of the scalar conservation law, a semi-linear hyperbolic system with a second stiff source term. This allows us to avoid the use of a Riemann solver in the construction of the numerical schemes. The convergence of the approximate solution toward a weak solution is established in the cases of first and second order accurate MUSCL relaxed methods.

     

Convergence to equilibrium for the relaxation approximations of conservation laws

We study the Cauchy problem for 2 × 2 semilinear and quasilinear hyperbolic systems with a singular relaxation term. Special comparison and compactness properties are established by assuming the subcharacteristic condition. Therefore we can prove the convergence to equilibrium of the solutions of these problems as the singular perturbation parameter tends to 0. This research was strongly motivated by the recent numerical investigations of S. Jin and Z. Xin on the relaxation schemes for conservation laws. © 1996 John Wiley & Sons, Inc.     

MULTIDIMENSIONAL RELAXATION APPROXIMATIONS FOR HYPERBOLIC SYSTEMS OF CONSERVATION LAWS

We construct and implement a non-oscillatory relaxation scheme for multidimensional hyperbolic systems of conservation laws. The method transforms the nonlinear hyperbolic system to a semilinear model with a relaxation source term and linear characteristics which can be solved numerically without using either Riemann solver or linear iterations. To discretize the relaxation system we consider a high-resolution reconstruction in space and a TVD Runge-Kutta time integration. Detailed formulation of the scheme is given for problems in three space dimensions and numerical experiments are implemented in both scalar and system cases to show the effectiveness of the method.     

Central ADER schemes for hyperbolic conservation laws

In this paper we first briefly review the very high order ADER methods for solving hyperbolic conservation laws. ADER methods use high order polynomial reconstruction of the solution and upwind fluxes as the building block. They use a first order upwind Godunov and the upwind second order weighted average (WAF) fluxes. As well known the upwind methods are more accurate than central schemes. However, the superior accuracy of the ADER upwind schemes comes at a cost, one must solve exactly or approximately the Riemann problems (RP). Conventional Riemann solvers are usually complex and are not available for many hyperbolic problems of practical interest. In this paper we propose to use two central fluxes, instead of upwind fluxes, as the building block in ADER scheme. These are the monotone first order Lax-Friedrich (LXF) and the third order TVD flux. The resulting schemes are called central ADER schemes. Accuracy of the new schemes is established. Numerical implementations of the new schemes are carried out on the scalar conservation laws with a linear flux, nonlinear convex flux and non-convex flux. The results demonstrate that the proposed scheme, with LXF flux, is comparable to those using first and second order upwind fluxes while the scheme, with third order TVD flux, is superior to those using upwind fluxes. When compared with the state of art ADER schemes, our central ADER schemes are faster, more accurate, Riemann solver free, very simple to implement and need less computer memory. A way to extend these schemes to general systems of nonlinear hyperbolic conservation laws in one and two dimensions is presented.     

Generalization of a Relaxation Scheme for Systems of Forced Nonlinear Hyperbolic Conservation Laws with Spatially Dependent Flux Functions

A generalization of a finite difference method for calculating numerical solutions to systems of nonlinear hyperbolic conservation laws in one spatial variable is investigated. A previously developed numerical technique called the relaxation method is modified from its initial application to solve initial value problems for systems of nonlinear hyperbolic conservation laws. The relaxation method is generalized in three ways herein to include problems involving any combination of the following factors: systems of nonlinear hyperbolic conservation laws with spatially dependent flux functions, nonzero forcing terms, and correctly posed boundary values. An initial value problem for the forced inviscid Burgers' equation is used as an example to show excellent agreement between theoretical solutions and numerical calculations. An initial boundary value problem consisting of a system of four partial differential equations based on the two-layer shallow-water equations is solved numerically to display a more general applicability of the method than was previously known.     

On discreteness of the Hopf equation

The principle aim of this essay is to illustrate how different phenomena is captured by different discretizations of the Hopf equation and general hyperbolic conservation laws. This includes dispersive schemes, shock capturing schemes as well as schemes for computing multi-valued solutions of the underlying equation. We introduce some model equations which describe the behavior of the discrete equation more accurate than the original equation. These model equations can either be conveniently discretized for producing novel numerical schemes or further analyzed to enrich the theory of nonlinear partial differential equations.     

Stability of contact discontinuity for Jin-Xin relaxation system

In this paper, we first construct a contact wave for 1-dimensional Jin-Xin relaxation system [S. Jin, Z.P. Xin, The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Comm. Pure Appl. Math. 48 (1995) 235-277]. This wave serves as the relaxation version of contact discontinuity of the corresponding hyperbolic system at equilibrium. Such a contact wave is shown to be nonlinearly stable under small initial perturbation. The time-decay rate is also obtained by weighted energy estimates.     

Hybrid WENO schemes with different indicators on curvilinear grids

In {J. Comput. Phys. 229 (2010) 8105-8129}, we studied hybrid weighted essentially non-oscillatory (WENO) schemes with different indicators for hyperbolic conservation laws on uniform grids for Cartesian domains. In this paper, we extend the schemes to solve two-dimensional systems of hyperbolic conservation laws on curvilinear grids for non-Cartesian domains. Our goal is to obtain similar advantageous properties as those of the hybrid WENO schemes on uniform grids for Cartesian domains. Extensive numerical results strongly support that the hybrid WENO schemes with discontinuity indicators on curvilinear grids can also save considerably on computational cost in contrast to the pure WENO schemes. They also maintain the essentially non-oscillatory property for general solutions with discontinuities and keep the sharp shock transition.     

以中心- 迎风数值格式研究具有外力项的p 系统

本文以半离散中心- 迎风数值格式研究具有外力项的p 系统. 中心型数值格式用来处理双曲型守恒律或系统的优势是快速且简单, 因为不需要使用近似Riemann 解, 也不需要做特征分解. 我们的数值模拟验证了理论研究结果: 具有外力项的p 系统的解的收敛及爆破行为, 同时也指出一些尚待理论研究的问题.     

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.     

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.     

Explicit second-order accurate schemes for the nonlinear Schrödinger equations

We consider three-level explicit schemes for solving the nonlinear variable coefficient Schrödinger-type equation. Using spectral and energy methods we establish the stability and convergence of these schemes. The existence of discrete conservation laws is investigated. General results are applied for the DuFort-Frankel and leap-frog diffenrence schemes.     

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     

On stability of difference schemes. Central schemes for hyperbolic conservation laws with source terms

The stability of nonlinear explicit difference schemes with not, in general, open domains of the scheme operators are studied. For the case of path-connected, bounded, and Lipschitz domains, we establish the notion that a multi-level nonlinear explicit scheme is stable iff (if and only if) the corresponding scheme in variations is stable. A new modification of the central Lax–Friedrichs (LxF) scheme is developed to be of the second-order accuracy. The modified scheme is based on nonstaggered grids. A monotone piecewise cubic interpolation is used in the central scheme to give an accurate approximation for the model in question. The stability of the modified scheme is investigated. Some versions of the modified scheme are tested on several conservation laws, and the scheme is found to be accurate and robust. As applied to hyperbolic conservation laws with, in general, stiff source terms, it is constructed a second-order nonstaggered central scheme based on operator-splitting techniques.