Conservative arbitrary order finite difference schemes for shallow-water flows

The classical nonlinear shallow-water model (SWM) of an ideal fluid is considered. For the model, a new method for the construction of mass and total energy conserving finite difference schemes is suggested. In fact, it produces an infinite family of finite difference schemes, which are either linear or nonlinear depending on the choice of certain parameters. The developed schemes can be applied in a variety of domains on the plane and on the sphere. The method essentially involves splitting of the model operator by geometric coordinates and by physical processes, which provides substantial benefits in the computational cost of solution. Besides, in case of the whole sphere it allows applying the same algorithms as in a doubly periodic domain on the plane and constructing finite difference schemes of arbitrary approximation order in space. Results of numerical experiments illustrate the skillfulness of the schemes in describing the shallow-water dynamics.     

Evolution Galerkin methods for hyperbolic systems in two space dimensions

The subject of the paper is the analysis of three new evolution Galerkin schemes for a system of hyperbolic equations, and particularly for the wave equation system. The aim is to construct methods which take into account all of the infinitely many directions of propagation of bicharacteristics. The main idea of the evolution Galerkin methods is the following: the initial function is evolved using the characteristic cone and then projected onto a finite element space. A numerical comparison is given of the new methods with already existing methods, both those based on the use of bicharacteristics as well as commonly used finite difference and finite volume methods. We discuss the stability properties of the schemes and derive error estimates.

     

On the construction of arbitrary order schemes for the many dimensional wave equation

We show that it is possible to construct arbitrary order stable schemes for the homogeneous and heterogeneous wave equation in any dimension. The construction is elementary and uses formal power series techniques. We shall also calculate exact stability limits in various cases, and apparently this limit depends only on the dimension of the space.     

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.     

Semi-discrete central-upwind schemes with reduced dissipation for Hamilton-Jacobi equations

We introduce a new family of Godunov-type semi-discrete centralschemes for multidimensional Hamilton–Jacobi equations.These schemes are a less dissipative generalization of the central-upwindschemes that have been recently proposed in Kurganov, Noelleand Petrova (2001, SIAM J. Sci. Comput., 23, pp. 707–740).We provide the details of the new family of methods in one,two, and three space dimensions, and then verify their expectedlow-dissipative property in a variety of examples.     

RBF‐ENO/WENO schemes with Lax–Wendroff type time discretizations for Hamilton–Jacobi equations

In this research, a class of radial basis functions (RBFs) ENO/WENO schemes with a Lax–Wendroff time discretization procedure, named as RENO/RWENO‐LW, for solving Hamilton–Jacobi (H–J) equations is designed. Particularly the multi‐quadratic RBFs are used. These schemes enhance the local accuracy and convergence by locally optimizing the shape parameters. Comparing with the original WENO with Lax–Wendroff time discretization schemes of Qiu for HJ equations, the new schemes provide more accurate reconstructions and sharper solution profiles near strong discontinuous derivative. Also, the RENO/RWENO‐LW schemes are easy to implement in the existing original ENO/WENO code. Extensive numerical experiments are considered to verify the capability of the new schemes.     

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     

Finite-difference schemes for solving multidimensional hyperbolic equations and their systems

A numerical algorithm for integrating second-order multidimensional hyperbolic equations and hyperbolic systems is described. Conditionally and unconditionally stable finite-difference schemes are constructed. The analysis of the schemes is based on the general regularization principle proposed by A.A. Samarskii.     

Multiresolution schemes for strongly degenerate parabolic equations in one space dimension

An adaptive finite volume method for one‐dimensional strongly degenerate parabolic equations is presented. Using an explicit conservative numerical scheme with a third‐order Runge‐Kutta method for the time discretization, a third‐order ENO interpolation for the convective term, and adding a conservative discretization for the diffusive term, we apply the multiresolution method combining two fundamental concepts: the switch between central interpolation or exact computing of numerical flux and a thresholded wavelet transform applied to cell averages of the solution to control the switch. Applications to mathematical models of sedimentation‐consolidation processes and traffic flow with driver reaction, which involve different types of boundary conditions, illustrate the computational efficiency of the new method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

Convergence analysis of some first order and second order time accurate gradient schemes for semilinear second order hyperbolic equations

This work is devoted to the convergence analysis of finite volume schemes for a model of semilinear second order hyperbolic equations. The model includes for instance the so‐called Sine‐Gordon equation which appears for instance in Solid Physics (cf. Fang and Li, Adv Math (China) 42 (2013), 441–457; Liu et al., Numer Methods Partial Differ Equ 31 (2015), 670–690). We are motivated by two works. The first one is Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043) where a recent class of nonconforming finite volume meshes is introduced. The second one is Eymard et al. (Numer Math 82 (1999), 91–116) where a convergence of a finite volume scheme for semilinear elliptic equations is provided. The mesh considered in Eymard et al. (Numer Math 82 (1999), 91–116) is admissible in the sense of Eymard et al. (Elsevier, Amsterdam, 2000, 723–1020) and a convergence of a family of approximate solutions toward an exact solution when the mesh size tends to zero is proved. This article is also a continuation of our previous two works (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1278–1321; Bradji, Numer Methods Partial Differ Equ 29 (2013), 1–39) which dealt with the convergence analysis of implicit finite volume schemes for the wave equation. We use as discretization in space the generic spatial mesh introduced in Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043), whereas the discretization in time is performed using a uniform mesh. Two finite volume schemes are derived using the discrete gradient of Eymard et al. (IMA J Numer Anal 30 (2010), 1009–1043). The unknowns of these two schemes are the values at the center of the control volumes, at some internal interfaces, and at the mesh points of the time discretization. The first scheme is inspired from the previous work (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1–39), whereas the second one (in which the discretization in time is performed using a Newmark method) is inspired from the work (Bradji, Numer Methods Partial Differ Equ 29 (2013), 1278–1321). Under the assumption that the mesh size of the time discretization is small, we prove the existence and uniqueness of the discrete solutions. If we assume in addition to this that the exact solution is smooth, we derive and prove three error estimates for each scheme. The first error estimate is concerning an estimate for the error between a discrete gradient of the approximate solution and the gradient of the exact solution whereas the second and the third ones are concerning the estimate for the error between the exact solution and the discrete solution in the discrete seminorm of and in the norm of . The convergence rate is proved to be for the first scheme and for the second scheme, where (resp. k) is the mesh size of the spatial (resp. time) discretization. The existence, uniqueness, and convergence results stated above do not require any relation between k and . The analysis presented in this work is also applicable in the gradient schemes framework. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 5–33, 2017     

On splitting‐based mass and total energy conserving arbitrary order shallow‐water schemes

A new method for numerical solution to the shallow‐water equations is suggested. The method allows constructing a family of finite difference schemes of different approximation order that conserve the mass and the total energy. Our approach is based on the method of splitting, and unlike others it permits to derive conservative numerical schemes after discretizing all the partial derivatives, both spatial and temporal. The schemes thus appear to be fully discrete, both in time and in space. Besides, due to a simple structure of the matrices appeared therewith, the method provides essential benefits in the computational cost of solution and is easy‐to‐implement in the Cartesian and spherical geometries. Numerical results confirm functionality and efficiency of the developed method. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

Thermodynamically conditioned splitting schemes in combustion problems

Algorithms for solving the two-dimensional combustion problem for premixed flames are proposed and examined. The solution method is based on splitting into convective and diffusion parts according to the processes involved. A high-resolution explicit quasi-monotone scheme with flux correction is used for the hyperbolic part. For the parabolic part, the scheme is conservative and the source in the heat equation is set to be positive; i.e., the scheme ensures that the different thermodynamic consequences of the original equations hold; therefore, the scheme is thermodynamically conditioned. The applicability of the scheme to the full and purely gasdynamic problems is examined under various types of initial conditions and with various flux limiters. Numerical results are presented for one-and two-dimensional problems, including the Frank-Kamenetskii classical problem in two dimensions. The flame is shown to become turbulent in sufficiently wide pipes.     

Stability analysis of several first order schemes for the Oldroyd model with smooth and nonsmooth initial data

In this article, we develop several first order fully discrete Galerkin finite element schemes for the Oldroyd model and establish the corresponding stability results for these numerical schemes with smooth and nonsmooth initial data. The stable mixed finite element method is used to the spatial discretization, and the temporal treatments of the spatial discrete Oldroyd model include the first order implicit, semi‐implicit, implicit/explicit, and explicit schemes. The ‐stability results of the different numerical schemes are provided, where the first‐order implicit and semi‐implicit schemes are the ‐unconditional stable, the implicit/explicit scheme is the ‐almost unconditional stable, and the first order explicit scheme is the ‐conditional stable. Finally, some numerical investigations of the ‐stability results of the considered numerical schemes for the Oldroyd model are provided to verify the established theoretical findings.     

Locally one-dimensional difference schemes for the fractional order diffusion equation

Locally-one-dimensional difference schemes for the fractional diffusion equation in multidimensional domains are considered. Stability and convergence of locally one-dimensional schemes for this equation are proved.     

Algebraic structure of association schemes of prime order

Finite groups of prime order must be cyclic. It is natural to ask what about association schemes of prime order. In this paper, we will give an answer to this question. An association scheme of prime order is commutative, and its valencies of nontrivial relations and multiplicities of nontrivial irreducible characters are constant. Moreover, if we suppose that the minimal splitting field is an abelian extension of the field of rational numbers, then the character table is the same as that of a Schurian scheme.     

Symmetric finite volume schemes for eigenvalue problems in arbitrary dimensions

Based on a linear finite element space,two symmetric finite volume schemes for eigenvalue problems in arbitrary dimensions are constructed and analyzed.Some relationships between the finite element method and the finite difference method are addressed,too.     

Kinematical conservation laws in a space of arbitrary dimensions

In a large number of physical phenomena, we find propagating surfaces which need mathematical treatment. In this paper, we present the theory of kinematical conservation laws (KCL) in a space of arbitrary dimensions, i.e., d-D KCL, which are equations of evolution of a moving surface Ω_t in d-dimensional x-space, where x = (x ₁, x ₂,..., x _d) ∈ R^d. The KCL are derived in a specially defined ray coordinates (ξ = (ξ₁, ξ₂,..., ξ_d?1), t), where ξ₁, ξ₂,..., ξ_d?1 are surface coordinates on Ω_t and t is time. KCL are the most general equations in conservation form, governing the evolution of Ω_t with physically realistic singularities. A very special type of singularity is a kink, which is a point on Ω_t when Ω_t is a curve in R² and is a curve on Ω_t when it is a surface in R³. Across a kink the normal n to Ω_t and normal velocity m on Ω_t are discontinuous.     

Analysis of ADER and ADER-WAF schemes

^{We study stability properties and truncation errors of the finite-volumeADER schemes on structured meshes as applied to the linear advectionequation with constant coefficients in one-, two- and three-spatialdimensions. Stability of linear ADER schemes is analysed bymeans of the von Neumann method. For nonlinear schemes, we deducethe stability region from numerical experiments. The truncationerror analysis is carried out for linear ADER schemes in one-,two- and three-space dimensions and for nonlinear ADER schemesin one-space dimension.}     

The Neumann stability of high-order symmetric schemes for convection-diffusion problems

We find a series of sufficient conditions for the Neumann stability of the leapfrog-Euler scheme of arbitrary even order in the spatial coordinates for the three-dimensional convection-diffusion equation.