Convergence of MUSCL and filtered schemes for scalar conservation laws and Hamilton-Jacobi equations

Summary. This paper considers the questions of convergence of: (i) MUSCL type (i.e. second-order, TVD) finite-difference approximations towards the entropic weak solution of scalar, one-dimensional conservation laws with strictly convex flux and (ii) higher-order schemes (filtered to ``preserve' an upper-bound on some weak second-order finite differences) towards the viscosity solution of scalar, multi-dimensional Hamilton-Jacobi equations with convex Hamiltonians. Received May 16, 1994     

Third order nonoscillatory central scheme for hyperbolic conservation laws

Summary. A third-order accurate Godunov-type scheme for the approximate solution of hyperbolic systems of conservation laws is presented. Its two main ingredients include: 1. A non-oscillatory piecewise-quadratic reconstruction of pointvalues from their given cell averages; and 2. A central differencing based on staggered evolution of the reconstructed cell averages. This results in a third-order central scheme, an extension along the lines of the second-order central scheme of Nessyahu and Tadmor \cite{NT}. The scalar scheme is non-oscillatory (and hence – convergent), in the sense that it does not increase the number of initial extrema (– as does the exact entropy solution operator). Extension to systems is carried out by componentwise application of the scalar framework. In particular, we have the advantage that, unlike upwind schemes, no (approximate) Riemann solvers, field-by-field characteristic decompositions, etc., are required. Numerical experiments confirm the high-resolution content of the proposed scheme. Thus, a considerable amount of simplicity and robustness is gained while retaining the expected third-order resolution. Received April 10, 1996 / Revised version received January 20, 1997     

Error bounds for the large time step Glimm scheme applied to scalar conservation laws

Summary. In this paper we derive an error bound for the large time step, i.e. large Courant number, version of the Glimm scheme when used for the approximation of solutions to a genuinely nonlinear, i.e. convex, scalar conservation law for a generic class of piecewise constant data. We show that the error is bounded by for Courant numbers up to 1. The order of the error is the same as that given by Hoff and Smoller [5] in 1985 for the Glimm scheme under the restriction of Courant numbers up to 1/2. Received April 10, 2000 / Revised version received January 16, 2001 / Published online September 19, 2001     

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     

Convergence of fluctuation-splitting schemes for two dimensional scalar conservation laws with a kinetic solver

Summary. The “fluctuation-splitting schemes” (FSS in short) have been introduced by Roe and Sildikover to solve advection equations on rectangular grids and then extended to triangular grids by Roe, Deconinck, Struij... For a two dimensional nonlinear scalar conservation law, we consider the case of a triangular grid and of a kinetic approach to reduce the discretization of the nonlinear equation to a linear equation and apply a particular FSS called N-scheme. We show that the resulting scheme converges strongly in in a finite volume sense. Received February 25, 1997 / Revised version received November 8, 1999 / Published online August 24, 2000     

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     

A third-order semi-discrete genuinely multidimensional central scheme for hyperbolic conservation laws and related problems

Summary. We construct a new third-order semi-discrete genuinely multidimensional central scheme for systems of conservation laws and related convection-diffusion equations. This construction is based on a multidimensional extension of the idea, introduced in [17] – the use of more precise information about the local speeds of propagation, and integration over nonuniform control volumes, which contain Riemann fans. As in the one-dimensional case, the small numerical dissipation, which is independent of , allows us to pass to a limit as . This results in a particularly simple genuinely multidimensional semi-discrete scheme. The high resolution of the proposed scheme is ensured by the new two-dimensional piecewise quadratic non-oscillatory reconstruction. First, we introduce a less dissipative modification of the reconstruction, proposed in [29]. Then, we generalize it for the computation of the two-dimensional numerical fluxes. Our scheme enjoys the main advantage of the Godunov-type central schemes –simplicity, namely it does not employ Riemann solvers and characteristic decomposition. This makes it a universal method, which can be easily implemented to a wide variety of problems. In this paper, the developed scheme is applied to the Euler equations of gas dynamics, a convection-diffusion equation with strongly degenerate diffusion, the incompressible Euler and Navier-Stokes equations. These numerical experiments demonstrate the desired accuracy and high resolution of our scheme. Received February 7, 2000 / Published online December 19, 2000     

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     

A priori error estimates for approximate solutions to convex conservation laws

Summary. We introduce a new technique for proving a priori error estimates between the entropy weak solution of a scalar conservation law and a finite–difference approximation calculated with the scheme of Engquist-Osher, Lax-Friedrichs, or Godunov. This technique is a discrete counterpart of the duality technique introduced by Tadmor [SIAM J. Numer. Anal. 1991]. The error is related to the consistency error of cell averages of the entropy weak solution. This consistency error can be estimated by exploiting a regularity structure of the entropy weak solution. One ends up with optimal error estimates. Received December 21, 2001 / Revised version received February 18, 2002 / Published online June 17, 2002     

Convergence of a relaxation scheme for hyperbolic systems of conservation laws

Summary. This paper concerns the study of a relaxation scheme for hyperbolic systems of conservation laws. In particular, with the compensated compactness techniques, we prove a rigorous result of convergence of the approximate solutions toward an entropy solution of the equilibrium system, as the relaxation time and the mesh size tend to zero. Received September 29, 1998 / Revised version received December 20, 1999 / Published online August 24, 2000     

Finite volume schemes for nonhomogeneous scalar conservation laws: error estimate

Summary. In this paper, we study finite volume schemes for the nonhomogeneous scalar conservation law with initial condition . The source term may be either stiff or nonstiff. In both cases, we prove error estimates between the approximate solution given by a finite volume scheme (the scheme is totally explicit in the nonstiff case, semi-implicit in the stiff case) and the entropy solution. The order of these estimates is in space-time -norm (h denotes the size of the mesh). Furthermore, the error estimate does not depend on the stiffness of the source term in the stiff case. Received October 21, 1999 / Published online February 5, 2001     

Multiresolution schemes for conservation laws

Summary. In recent years a variety of high–order schemes for the numerical solution of conservation laws has been developed. In general, these numerical methods involve expensive flux evaluations in order to resolve discontinuities accurately. But in large parts of the flow domain the solution is smooth. Hence in these regions an unexpensive finite difference scheme suffices. In order to reduce the number of expensive flux evaluations we employ a multiresolution strategy which is similar in spirit to an approach that has been proposed by A. Harten several years ago. Concrete ingredients of this methodology have been described so far essentially for problems in a single space dimension. In order to realize such concepts for problems with several spatial dimensions and boundary fitted meshes essential deviations from previous investigations appear to be necessary though. This concerns handling the more complex interrelations of fluxes across cell interfaces, the derivation of appropriate evolution equations for multiscale representations of cell averages, stability and convergence, quantifying the compression effects by suitable adapted multiscale transformations and last but not least laying grounds for ultimately avoiding the storage of data corresponding to a full global mesh for the highest level of resolution. The objective of this paper is to develop such ingredients for any spatial dimension and block structured meshes obtained as parametric images of Cartesian grids. We conclude with some numerical results for the two–dimensional Euler equations modeling hypersonic flow around a blunt body. Received June 24, 1998 / Revised version received February 21, 2000 / Published online November 8, 2000     

Convergence of finite volume monotone schemes for scalar conservation laws on bounded domains

Summary. This paper is devoted to the study of the finite volume methods used in the discretization of conservation laws defined on bounded domains. General assumptions are made on the data: the initial condition and the boundary condition are supposed to be measurable bounded functions. Using a generalized notion of solution to the continuous problem (namely the notion of entropy process solution, see [9]) and a uniqueness result on this solution, we prove that the numerical solution converges to the entropy weak solution of the continuous problem in for every . This also yields a new proof of the existence of an entropy weak solution. Received May 18, 2000 / Revised version received November 21, 2000 / Published online June 7, 2001     

Convergence of higher order upwind finite volume schemes on unstructured grids for scalar conservation laws in several space dimensions

Summary. We prove convergence of a class of higher order upwind finite volume schemes on unstructured grids for scalar conservation laws in several space dimensions. The result is applied to the discontinuous Galerkin method due to Cockburn, Hou and Shu. Received April 15, 1993 / Revised version received March 13, 1995     

Upwind finite volume schemes for weakly coupled hyperbolic systems of conservation laws in 2D

Summary. Systems of nonlinear hyperbolic conservation laws in two space dimensions are considered which are characterized by the fact that the coupling of the equations is only due to source terms. To solve these weakly coupled systems numerically a class of explicit and implicit upwind finite volume methods on unstructured grids is presented. Provided an unique entropy solution of the system of conservation laws exists we prove that the approximations obtained by these schemes converge for vanishing discretization parameter to this entropy solution. These results are applied to examples from combustion theory and hydrology where the existence of entropy solutions can be shown. The proofs rely on an extension of a result due to DiPerna concerning measure valued solutions to the case of weakly coupled hyperbolic systems. Received April 29, 1997     

Orthosymplectic integration of linear Hamiltonian systems

Summary. The authors describe a continuous, orthogonal and symplectic factorization procedure for integrating unstable linear Hamiltonian systems. The method relies on the development of an orthogonal, symplectic change of variables to block triangular Hamiltonian form. Integration is thus carried out within the class of linear Hamiltonian systems. Use of an appropriate timestepping strategy ensures that the symplectic pairing of eigenvalues is automatically preserved. For long-term integrations, as are needed in the calculation of Lyapunov exponents, the favorable qualitative properties of such a symplectic framework can be expected to yield improved estimates. The method is illustrated and compared with other techniques in numerical experiments on the Hénon-Heiles and spatially discretized Sine-Gordon equations. Received December 11, 1995 / Revised version received April 18, 1996     

An operator splitting method for nonlinear convection-diffusion equations

Summary. We present a semi-discrete method for constructing approximate solutions to the initial value problem for the -dimensional convection-diffusion equation . The method is based on the use of operator splitting to isolate the convection part and the diffusion part of the equation. In the case , dimensional splitting is used to reduce the -dimensional convection problem to a series of one-dimensional problems. We show that the method produces a compact sequence of approximate solutions which converges to the exact solution. Finally, a fully discrete method is analyzed, and demonstrated in the case of one and two space dimensions. ReceivedFebruary 1, 1996 / Revised version received June 24, 1996     

Accuracy and conservation properties in numerical integration: the case of the Korteweg-de Vries equation

Summary. When numerically integrating time-dependent differential equations, it is often recommended to employ methods that preserve some of the invariant quantities (mass, energy, etc.) of the problem being considered. This recommendation is usually justified on the grounds that conservation of invariant quantities may ensure that the numerical solution possesses some important qualitative features. However there are cases where schemes that preserve invariants are also advantageous in that they possess favourable error propagation mechanisms that render them superior from a quantitative point of view. In the present paper we consider the Korteweg-de Vries equation as a case study. We show rigorously that, for soliton problems and at leading order, the error of conservative schemes consists of a phase error that grows linearly with time plus a complementary term that is bounded in the norm uniformly in time. For ‘general’, nonconservative schemes the error involves a linearly growing amplitude error, a quadratically growing phase error and a complementary term that grows linearly in the norm. Numerical experiments are presented. Received November 21, 1994 / Revised version received July 17, 1995     

A first order projection-based time-splitting scheme for computing chemically reacting flows

Summary. The simulation of chemically reacting flows is a basic tool in natural sciences as well as engineering sciences to understand and predict complex flow phenomena (e.g., concentrations of salt in oceans or crystal growth in semiconductor industries, see e.g. [7, 19]). The objective of this paper is two-fold: First, a first-order time-splitting scheme is presented that allows for efficient parallelization of the related quantities in each time-step. This scheme is based on the decoupled computation of the new velocity-field and pressure iterates by means of Chorin's projection method. Second, a thorough analysis of this scheme is given that leads to optimal error statements which apply to general flow situations. Received February 12, 1998 / Revised version received October 21, 1998 / Published online November 17, 1999     

Compact difference methods applied to initial-boundary value problems for mixed systems

Summary. An initial--boundary value problem to a system of nonlinear partial differential equations, which consists of a hyperbolic and a parabolic part, is taken into consideration. The problem is discretised by a compact finite difference method. An approximation of the numerical solution is constructed, at which the difference scheme is linearised. Nonlinear convergence is proved using the stability of the linearised scheme. Finally, a computational experiment for a noncompact scheme is presented. Received May 20, 1995