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.     

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.     

Positivity-preserving high order discontinuous Galerkin schemes for compressible Euler equations with source terms

In [16], [17], we constructed uniformly high order accurate discontinuous Galerkin (DG) schemes which preserve positivity of density and pressure for the Euler equations of compressible gas dynamics with the ideal gas equation of state. The technique also applies to high order accurate finite volume schemes. For the Euler equations with various source terms (e.g., gravity and chemical reactions), it is more difficult to design high order schemes which do not produce negative density or pressure. In this paper, we first show that our framework to construct positivity-preserving high order schemes in [16], [17] can also be applied to Euler equations with a general equation of state. Then we discuss an extension to Euler equations with source terms. Numerical tests of the third order Runge–Kutta DG (RKDG) method for Euler equations with different types of source terms are reported.     

Robust high order discontinuous Galerkin schemes for two-dimensional gaseous detonations

One of the main challenges in computational simulations of gas detonation propagation is that negative density or negative pressure may emerge during the time evolution, which will cause blow-ups. Therefore, schemes with provable positivity-preserving of density and pressure are desired. First order and second order positivity-preserving schemes were well studied, e.g., [6], [10]. For high order discontinuous Galerkin (DG) method, even though the characteristicwise TVB limiter in [1], [2] can kill oscillations, it is not sufficient to maintain the positivity. A simple solution for arbitrarily high order positivity-preserving schemes solving Euler equations was proposed recently in [22]. In this paper, we first discuss an extension of the technique in [22], [23], [24] to design arbitrarily high order positivity-preserving DG schemes for reactive Euler equations. We then present a simpler and more robust implementation of the positivity-preserving limiter than the one in [22]. Numerical tests, including very demanding examples in gaseous detonations, indicate that the third order DG scheme with the new positivity-preserving limiter produces satisfying results even without the TVB limiter.     

Positivity preserving semi-Lagrangian discontinuous Galerkin formulation: Theoretical analysis and application to the Vlasov–Poisson system

Semi-Lagrangian (SL) methods have been very popular in the Vlasov simulation community , , , , , ,  and . In this paper, we propose a new Strang split SL discontinuous Galerkin (DG) method for solving the Vlasov equation. Specifically, we apply the Strang splitting for the Vlasov equation [6], as a way to decouple the nonlinear Vlasov system into a sequence of 1-D advection equations, each of which has an advection velocity that only depends on coordinates that are transverse to the direction of propagation. To evolve the decoupled linear equations, we propose to couple the SL framework with the semi-discrete DG formulation. The proposed SL DG method is free of time step restriction compared with the Runge–Kutta DG method, which is known to suffer from numerical time step limitation with relatively small CFL numbers according to linear stability analysis. We apply the recently developed positivity preserving (PP) limiter [37], which is a low-cost black box procedure, to our scheme to ensure the positivity of the unknown probability density function without affecting the high order accuracy of the base SL DG scheme. We analyze the stability and accuracy properties of the SL DG scheme by establishing its connection with the direct and weak formulations of the characteristics/Lagrangian Galerkin method [23]. The quality of the proposed method is demonstrated via basic test problems, such as linear advection and rigid body rotation, and via classical plasma problems, such as Landau damping and the two stream instability.     

A high order ENO conservative Lagrangian type scheme for the compressible Euler equations

We develop a class of Lagrangian type schemes for solving the Euler equations of compressible gas dynamics both in the Cartesian and in the cylindrical coordinates. The schemes are based on high order essentially non-oscillatory (ENO) reconstruction. They are conservative for the density, momentum and total energy, can maintain formal high order accuracy both in space and time and can achieve at least uniformly second-order accuracy with moving and distorted Lagrangian meshes, are essentially non-oscillatory, and have no parameters to be tuned for individual test cases. One and two-dimensional numerical examples in the Cartesian and cylindrical coordinates are presented to demonstrate the performance of the schemes in terms of accuracy, resolution for discontinuities, and non-oscillatory properties.     

求解双曲守恒律方程的高分辨率熵相容格式

为提高熵相容格式的精度,利用限制器机制构造高分辨率格式,将构造的通量限制器插入熵相容格式,得到一类高分辨率熵相容格式.构造Euler方程高分辨率熵相容格式时,对熵相容格式中的几个参数做简单调整,提高了接触间断处的分辨率.将所得格式的数值结果与熵相容格式的数值结果比较表明,构造的高分辨率熵相容格式具有稳健和基本无振荡等特性.     

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 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.     

Finite volume schemes of very high order of accuracy for stiff hyperbolic balance laws

In this article, we propose a new class of finite volume schemes of arbitrary accuracy in space and time for systems of hyperbolic balance laws with stiff source terms. The new class of schemes is based on a three stage procedure. First a high-order WENO reconstruction procedure is applied to the cell averages at the current time level. Second, the temporal evolution of the reconstruction polynomials is computed locally inside each cell using the governing equations. In the original ENO scheme of Harten et al. and in the ADER schemes of Titarev and Toro, this time evolution is achieved via a Taylor series expansion where the time derivatives are computed by repeated differentiation of the governing PDE with respect to space and time, i.e. by applying the so-called Cauchy–Kovalewski procedure. However, this approach is not able to handle stiff source terms. Therefore, we present a new strategy that only replaces the Cauchy–Kovalewski procedure compared to the previously mentioned schemes. For the time-evolution part of the algorithm, we introduce a local space–time discontinuous Galerkin (DG) finite element scheme that is able to handle also stiff source terms. This step is the only part of the algorithm which is locally implicit. The third and last step of the proposed ADER finite volume schemes consists of the standard explicit space–time integration over each control volume, using the local space–time DG solutions at the Gaussian integration points for the intercell fluxes and for the space–time integral over the source term. We will show numerical convergence studies for nonlinear systems in one space dimension with both non-stiff and with very stiff source terms up to sixth order of accuracy in space and time. The application of the new method to a large set of different test cases is shown, in particular the stiff scalar model problem of LeVeque and Yee [R.J. LeVeque, H.C. Yee, A study of numerical methods for hyperbolic conservation laws with stiff source terms, Journal of Computational Physics 86 (1) (1990) 187–210], the relaxation system of Jin and Xin [S. Jin, Z. Xin, The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications on Pure and Applied Mathematics 48 (1995) 235–277] and the full compressible Euler equations with stiff friction source terms.     

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...     

High order conservative Lagrangian schemes with Lax–Wendroff type time discretization for the compressible Euler equations

In this paper, we explore the Lax–Wendroff (LW) type time discretization as an alternative procedure to the high order Runge–Kutta time discretization adopted for the high order essentially non-oscillatory (ENO) Lagrangian schemes developed in 3 and 5. The LW time discretization is based on a Taylor expansion in time, coupled with a local Cauchy–Kowalewski procedure to utilize the partial differential equation (PDE) repeatedly to convert all time derivatives to spatial derivatives, and then to discretize these spatial derivatives based on high order ENO reconstruction. Extensive numerical examples are presented, for both the second-order spatial discretization using quadrilateral meshes [3] and third-order spatial discretization using curvilinear meshes [5]. Comparing with the Runge–Kutta time discretization procedure, an advantage of the LW time discretization is the apparent saving in computational cost and memory requirement, at least for the two-dimensional Euler equations that we have used in the numerical tests.     

A high order ENO conservative Lagrangian type scheme for the compressible Euler equations

We develop a class of Lagrangian type schemes for solving the Euler equations of compressible gas dynamics both in the Cartesian and in the cylindrical coordinates. The schemes are based on high order essentially non-oscillatory (ENO) reconstruction. They are conservative for the density, momentum and total energy, can maintain formal high order accuracy both in space and time and can achieve at least uniformly second-order accuracy with moving and distorted Lagrangian meshes, are essentially non-oscillatory, and have no parameters to be tuned for individual test cases. One and two-dimensional numerical examples in the Cartesian and cylindrical coordinates are presented to demonstrate the performance of the schemes in terms of accuracy, resolution for discontinuities, and non-oscillatory properties.     

Relativistic Hydrodynamics and Essentially Non-oscillatory Shock Capturing Schemes

Numerical solutions of relativistic hydrodynamic equations are obtained with essentially non-oscillatory (ENO) finite differencing schemes. The method is explicit, conservative, consistent with the entropy condition, and high order accurate in space and time. The present implementation is applicable to the most general, three-dimensional problems with an arbitrary equation of state. Numerical experiments, including computations of multi-dimensional flows, demonstrate that the method delivers sharp, non-oscillatory shock transitions without sacrificing high resolution of the smooth regions. This extends results already established for the Euler gas dynamics to the relativistic regime, suggesting the usefulness of ENO schemes for modelling relativistic nuclear collisions.     

用改进的耦合型Level Set方法计算一维双介质可压缩流动

用带有虚拟流体(Ghost Fluid)修正的Level Set方法计算了一维可压缩双介质流动,把描述流动的Euler方程和描述流体界面运动的Level Set方程耦合起来,得到一个整体的守恒律系统,应用高分辨率差分格式求解;为了解决流体界面附近的数值跳动问题,在界面附近引入了虚拟流体方法的Isobaric修正,并给出了算例.     

气相爆轰高阶中心差分-WENO组合格式自适应网格方法

研究一种高阶中心差分-WENO组合格式,并采用自适应网格方法进行二维和三维气相爆轰波的数值模拟.采用ZND爆轰模型的控制方程为包含化学反应源项的Euler方程组.组合格式在大梯度区采用WENO格式捕捉间断,在光滑区采用高阶中心差分格式提高计算效率.采用一种基于流场结构特征的自适应网格.计算结果,表明这种方法同时具有高精度、高分辨率和高效率的特点.     

A class of hybrid DG/FV methods for conservation laws I: Basic formulation and one-dimensional systems

By comparing the discontinuous Galerkin (DG) and the finite volume (FV) methods, a concept of ‘static reconstruction’ and ‘dynamic reconstruction’ is introduced for high-order numerical methods. Based on the new concept, a class of hybrid DG/FV schemes is presented for one-dimensional conservation law using a ‘hybrid reconstruction’ approach. In the hybrid DG/FV schemes, the lower-order derivatives of a piecewise polynomial solution are computed locally in a cell by the DG method based on Taylor basis functions (called as ‘dynamic reconstruction’), while the higher-order derivatives are re-constructed by the ‘static reconstruction’ of the FV method, using the known lower-order derivatives in the cell itself and its adjacent neighboring cells. The hybrid DG/FV methods can greatly reduce CPU time and memory required by the traditional DG methods with the same order of accuracy on the same mesh, and they can be extended directly to unstructured and hybrid grids in two and three dimensions similar to the DG and/or FV methods. The hybrid DG/FV methods are applied to one-dimensional conservation law, including linear and non-linear scalar equation and Euler equations. In order to capture the strong shock waves without spurious oscillations, a simple shock detection approach is developed to mark ‘trouble cells’, and a moment limiter is adopted for higher-order schemes. The numerical results demonstrate the accuracy, and the super-convergence property is shown for the third-order hybrid DG/FV schemes. In addition, by analyzing the eigenvalues of the semi-discretized system in one dimension, we discuss the spectral properties of the hybrid DG/FV schemes to explain the super-convergence phenomenon.     

求解多维欧拉方程的二阶非结构网格混合旋转Riemann求解器

将基于旋转近似Riemann求解器的二阶精度迎风型有限体积方法推广到非结构网格,采用基于网格中心的有限体积法,梯度的计算采用基于节点的方法引入更多的控制体模板,限制器的构造采用与非结构化网格相适应的形式.在求解Riemann问题时,沿具有一定物理意义的两个迎风方向,即控制体界面两侧速度差矢量方向及与之正交的方向.能够完全消除基于Riemann求解器的通量差分裂格式存在的激波不稳定或"红斑"现象.为减小计算量,采用HLL和Roe FDS混合旋转格式.     

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.     

双曲型方程无振荡选取(NOS)有限差分格式

从几何观点解释了双曲型方程差分格式的TVD条件,导出了常用二阶差分格式的无振荡条件,发展了一种具有时空三阶精度的无振荡选取NOS差分格式.从单个双曲型方程的一些典型算例,显示了该格式高精度、无振荡和逻辑简单的特点,并能有效避免通常使用维数分裂法向二维推广时带来的空间耗散不对称性.