Inverse Lax-Wendroff Procedure Research Articles

A new type of simplified inverse Lax-Wendroff boundary treatment I: Hyperbolic conservation laws

In this paper, we design a new kind of high order inverse Lax-Wendroff (ILW) boundary treatment for solving hyperbolic conservation laws with finite difference method on a Cartesian mesh. This new ILW method decomposes the construction of ghost point values near inflow boundary into two steps: interpolation and extrapolation. At first, we impose values of some artificial auxiliary points through a polynomial interpolating the interior points near the boundary. Then, we will construct a Hermite extrapolation based on those auxiliary point values and the spatial derivatives at boundary obtained via the ILW procedure. This polynomial will give us the approximation to the ghost point value. By an appropriate selection of those artificial auxiliary points, high-order accuracy and stable results can be achieved. Moreover, theoretical analysis indicates that comparing with the original ILW method, especially for higher order accuracy, the new proposed one would require fewer terms using the relatively complicated ILW procedure and thus improve computational efficiency on the premise of maintaining accuracy and stability. We perform numerical experiments on several benchmarks, including one- and two-dimensional scalar equations and systems. The robustness and efficiency of the proposed scheme is numerically verified.

On the stability of totally upwind schemes for the hyperbolic initial boundary value problem

Abstract In this paper, we present a numerical strategy to check the strong stability (or GKS-stability) of one-step explicit totally upwind schemes in 1D with numerical boundary conditions. The underlying approximated continuous problem is the one-dimensional advection equation. The strong stability is studied using the Kreiss–Lopatinskii theory. We introduce a new tool, the intrinsic Kreiss–Lopatinskii determinant, which possesses remarkable regularity properties. By applying standard results of complex analysis, we are able to relate the strong stability of numerical schemes to the computation of a winding number, which is robust and cheap. The study is illustrated with the Beam–Warming scheme together with the simplified inverse Lax–Wendroff procedure at the boundary.

Stability Analysis of Inverse Lax-Wendroff Procedure for a High order Compact Finite Difference Schemes

Stability Analysis of Inverse Lax-Wendroff Procedure for a High order Compact Finite Difference Schemes

A Fixed-Point Fast Sweeping WENO Method with Inverse Lax-Wendroff Boundary Treatment for Steady State of Hyperbolic Conservation Laws

Fixed-point fast sweeping WENO methods are a class of efficient high-order numerical methods to solve steady-state solutions of hyperbolic partial differential equations (PDEs). The Gauss-Seidel iterations and alternating sweeping strategy are used to cover characteristics of hyperbolic PDEs in each sweeping order to achieve fast convergence rate to steady-state solutions. A nice property of fixed-point fast sweeping WENO methods which distinguishes them from other fast sweeping methods is that they are explicit and do not require inverse operation of nonlinear local systems. Hence, they are easy to be applied to a general hyperbolic system. To deal with the difficulties associated with numerical boundary treatment when high-order finite difference methods on a Cartesian mesh are used to solve hyperbolic PDEs on complex domains, inverse Lax-Wendroff (ILW) procedures were developed as a very effective approach in the literature. In this paper, we combine a fifth-order fixed-point fast sweeping WENO method with an ILW procedure to solve steady-state solution of hyperbolic conservation laws on complex computing regions. Numerical experiments are performed to test the method in solving various problems including the cases with the physical boundary not aligned with the grids. Numerical results show high-order accuracy and good performance of the method. Furthermore, the method is compared with the popular third-order total variation diminishing Runge-Kutta (TVD-RK3) time-marching method for steady-state computations. Numerical examples show that for most of examples, the fixed-point fast sweeping method saves more than half CPU time costs than TVD-RK3 to converge to steady-state solutions.

Boundary treatment of linear multistep methods for hyperbolic conservation laws

When using high-order schemes to solve hyperbolic conservation laws in bounded domains, it is necessary to properly treat boundary conditions so that the overall accuracy and stability are maintained. In [1, 2] a finite difference boundary treatment method is proposed for Runge-Kutta methods of hyperbolic conservation laws. The method combines an inverse Lax-Wendroff procedure and a WENO type extrapolation to achieve desired accuracy and stability. In this paper, we further develop the boundary treatment method for high-order linear multistep methods (LMMs) of hyperbolic conservation laws. We test the method through both 1D and 2D benchmark numerical examples for two third-order LMMs, one with a constant time step and the other with a variable time step. Numerical examples show expected high order accuracy and excellent stability. In addition, the approach in [3] may be adopted to deal with an exceptional case where eigenvalues of the flux Jacobian matrix change signs at the boundary. These results demonstrate that the combined boundary treatment method works very well for LMMs of hyperbolic conservation laws.

Numerical simulation of a complex moving rigid body under the impingement of a shock wave in 3D

In this paper, we take a numerical simulation of a complex moving rigid body under the impingement of a shock wave in three-dimensional space. Both compressible inviscid fluid and viscous fluid are considered with suitable boundary conditions. We develop a high order numerical boundary treatment for the complex moving geometries based on finite difference methods on fixed Cartesian meshes. The method is an extension of the inverse Lax-Wendroff (ILW) procedure in our works (Cheng et al., Appl Math Mech (Engl Ed) 42: 841–854, 2021; Liu et al.) for 2D problems. Different from the 2D case, the local coordinate rotation in 3D required in the ILW procedure is not unique. We give a theoretical analysis to show that the boundary treatment is independent of the choice of the rotation, ensuring the method is feasible and valid. Both translation and rotation of the body are taken into account in this paper. In particular, we reformulate the material derivative for inviscid fluid on the moving boundary with no-penetration condition, which plays a key role in the proposed algorithm. Numerical simulations on the cylinder and sphere are given, demonstrating the good performance of our numerical boundary treatments.

High order numerical schemes for transport equations on bounded domains

This article is an account of the NABUCO project achieved during the summer camp CEMRACS 2019 devoted to geophysical fluids and gravity flows. The goal is to construct finite difference approximations of the transport equation with nonzero incoming boundary data that achieve the best possible convergence rate in the maximum norm. We construct, implement and analyze the so-called inverse Lax-Wendroff procedure at the incoming boundary. Optimal convergence rates are obtained by combining sharp stability estimates for extrapolation boundary conditions with numerical boundary layer expansions. We illustrate the results with the Lax-Wendroff and O3 schemes.

МОДЕЛИРОВАНИЕ ВНУТРИКАМЕРНЫХ ПРОЦЕССОВ В РАКЕТНОМ ДВИГАТЕЛЕ НА ТВЕРДОМ ТОПЛИВЕ С УЧЕТОМ ДВИЖЕНИЯ ПОВЕРХНОСТИ ГОРЕНИЯ

The axisymmetric solid rocket motor (SRM) with an “umbrella” shape is considered in this paper. The numerical algorithm based on the inverse Lax-Wendroff procedure for a gas dynamic equation and on the level-set method for tracking the burning surface is overviewed for internal ballistics problems. Assuming that the propellant combustion proceeds in a quasi-stationary regime and a mass flow from the burning surface depends on the pressure raised to the power of parameter ν, the numerical computations of intra-chamber combustion product flows during the main-firing phase are carried out using the numerical algorithm developed for “umbrella”-shaped SRM at different parameter values. The approximation convergence of flow parameters in a case of the stationary propellant surface and average intra-chamber pressure for all the time of motor operation is examined. The numerical simulation results are obtained and analyzed for different “umbrella” inclination angles. Though the developed algorithm has been applied to the motors with a specific shape, it can also be used for propellant grains of different shapes and is easily extended to 3D models.

An inverse Lax-Wendroff procedure for hyperbolic conservation laws with changing wind direction on the boundary

In this paper, we reconsider the inverse Lax-Wendroff (ILW) procedure, which is a numerical boundary treatment for solving hyperbolic conservation laws, and propose a new approach to evaluate the values on the ghost points. The ILW procedure was firstly proposed to deal with the “cut cell” problems, when the physical boundary intersects with the Cartesian mesh in an arbitrary fashion. The key idea of the ILW procedure is repeatedly utilizing the partial differential equations (PDEs) and inflow boundary conditions to obtain the normal derivatives of each order on the boundary. A simplified ILW procedure was proposed in [28] and used the ILW procedure for the evaluation of the first order normal derivatives only. The main difference between the simplified ILW procedure and the proposed ILW procedure here is that we define the unknown u and the flux f(u) on the ghost points separately. One advantage of this treatment is that it allows the eigenvalues of the Jacobian f′(u) to be close to zero on the boundary, which may appear in many physical problems. We also propose a new weighted essentially non-oscillatory (WENO) type extrapolation at the outflow boundaries, whose idea comes from the multi-resolution WENO schemes in [32]. The WENO type extrapolation maintains high order accuracy if the solution is smooth near the boundary and it becomes a low order extrapolation automatically if a shock is close to the boundary. This WENO type extrapolation preserves the property of self-similarity, thus it is more preferable in computing the hyperbolic conservation laws. We provide extensive numerical examples to demonstrate that our method is stable, high order accurate and has good performance for various problems with different kinds of boundary conditions including the solid wall boundary condition, when the physical boundary is not aligned with the grids.

Boundary treatment of implicit-explicit Runge-Kutta method for hyperbolic systems with source terms

In this paper, we develop a high order finite difference boundary treatment method for the implicit-explicit (IMEX) Runge-Kutta (RK) schemes solving hyperbolic systems with possibly stiff source terms on a Cartesian mesh. The main challenge is how to obtain the solutions at ghost points resulting from the wide stencil of the interior high order scheme. We address this problem by combining the idea of using the RK schemes at the boundary and an inverse Lax-Wendroff (ILW) procedure in [29,30]. Specifically, we only apply the ILW procedure in the starting stage of the RK method. In the intermediate stages, we solve out the intermediate solutions as well as their first-order spatial derivatives at the boundary by using the RK schemes, which are then used to compute solutions at ghost points by Taylor expansions. Our method is different from the widely used approach for the explicit RK schemes by imposing boundary conditions at intermediate stages [14,29,30] which does not apply to IMEX schemes. In addition, the intermediate boundary conditions are available for explicit RK schemes only up to third order while our method applies to IMEX and explicit RK schemes of arbitrary order. The stability and the desired accuracy of our boundary treatment with IMEX RK method up to fourth order are demonstrated numerically through 1D examples and 2D reactive Euler equations.

A Sequel of Inverse Lax–Wendroff High Order Wall Boundary Treatment for Conservation Laws

When solving CFD problems, the solver, or the numerical code, plays an important role. Depending on the phenomena and problem domain, designing such numerical codes can be hard work. One strategy is to start with simple problems and construct the code as building blocks. The purpose of this work is to provide a detailed review of the theory to compute analytical and exact solutions, and recent numerical methods to construct a code to solve compressible and inviscid fluid flows with high-resolution, arbitrary domains, non-linear phenomena, and on rectangular meshes. We also propose a modification to the inverse Lax–Wendroff procedure solid wall treatment and two-dimensional WENO-type extrapolation stencil selection and weights to handle more generic situations. To test our modifications, we use the finite difference method, Lax–Friedrichs splitting, WENO-Z+ scheme, and third-order strong stability preserving Runge-Kutta time discretization. Our first problem is a simple one-dimensional transient problem with periodic boundary conditions, which is useful for constructing the core solver. Then, we move to the one-dimensional Rayleigh flow, which can handle flows with heat exchange and requires more detailed boundary treatment. The next problem is the quasi-one-dimensional nozzle flow with and without shock, where the boundary treatment needs a few adjustments. The first two-dimensional problem is the Ringleb flow, and despite being smooth, it has a curved wall as the left boundary. Finally, the last problem is a two-dimensional conical flow, which presents an oblique shock and an inclined straight line wall being the cone surface. We show that the designed accuracy is being reached for smooth problems, that high-resolution is being attained for non-smooth problems, and that our modifications produce similar results while providing a more generic way to treat solid walls.

Inverse Lax–Wendroff boundary treatment for compressible Lagrange-remap hydrodynamics on Cartesian grids

We propose a new high-order accurate numerical boundary treatment for solving hyperbolic systems of conservation laws and Euler equations using a Lagrange-remap approach on Cartesian grids in cases of physical boundaries not aligned with the mesh. The method is an adaptation of the Inverse Lax–Wendroff procedure [34–38] to the Lagrange-remap approach, which considerably alleviates the algebra. High-order accurate ghost values of conservative variables are imposed using Taylor expansions whose coefficients are found by inverting a (linear or non-linear) system which is well posed in all our examples. For 2D problems, a least-square procedure is added to prevent extrapolation instabilities. The Lagrange-remap formalism also provides a simpler fluid–structure coupling which is also described. Numerical examples are given for the linear case and Euler equations in 1D and 2D.

Solution of internal ballistic problem for SRM with grain of complex shape during main firing phase

Solid rocket motor (SRM) internal ballistics problems are related to the problems with moving boundaries. The algorithm able to solve similar problems in axisymmetric formulation on Cartesian mesh with an arbitrary order of accuracy is considered in this paper. The base of this algorithm is the ghost point extrapolation using inverse Lax-Wendroff procedure. Level set method is used as an implicit representation of the domain boundary. As an example, the internal ballistics problem for SRM with umbrella type grain was solved during the main firing phase. In addition, flow parameters distribution in the combustion chamber was obtained for different time moments.

A strategy to implement Dirichlet boundary conditions in the context of ADER finite volume schemes. One-dimensional conservation laws

Abstract ADER schemes are numerical methods, which can reach an arbitrary order of accuracy in both space and time. They are based on a reconstruction procedure and the solution of generalized Riemann problems. However, for general boundary conditions, in particular of Dirichlet type, a lack of accuracy might occur if a suitable treatment of boundaries conditions is not properly carried out. In this work the treatment of Dirichlet boundary conditions for conservation laws in the context of ADER schemes, is concerned. The solution of generalized Riemann problems at the extremes of the computational domain provides the correct influence of boundaries. The reconstruction procedure, for data near to the boundaries, demands information outside the computational domain, which is carried out in terms of ghost cells, which are provided by using the numerical solution of auxiliary problems. These auxiliary problems are hyperbolic and they are constructed from the conservation laws and the information at boundaries, which may be partially or totally known in terms of prescribed functions. The evolution of these problems, unlike the usual manner, is done in space rather than in time due to that these problems are named here, reverse problems. The methodology can be considered as a numerical counterpart of the inverse Lax-Wendroff procedure for filling ghost cells. However, the use of Taylor series expansions, as well as, Lax-Wendroff procedure, are avoided. For the scalar case is shown that the present procedure preserves the accuracy of the scheme which is reinforced with some numerical results. Expected orders of accuracy for solving conservation laws by using the proposed strategy at boundaries are obtained up to fifth-order in both space and time.

Stability Analysis of the Inverse Lax–Wendroff Boundary Treatment for High Order Central Difference Schemes for Diffusion Equations

In this paper, high order central finite difference schemes in a finite interval are analyzed for the diffusion equation. Boundary conditions of the initial-boundary value problem are treated by the simplified inverse Lax–Wendroff procedure. For the fully discrete case, a third order explicit Runge–Kutta method is used as an example for the analysis. Stability is analyzed by both the Gustafsson, Kreiss and Sundstrom theory and the eigenvalue visualization method on both semi-discrete and fully discrete schemes. The two different analysis techniques yield consistent results. Numerical tests are performed to demonstrate and validate the analysis results.

Inverse Lax–Wendroff procedure for numerical boundary conditions of convection–diffusion equations

We consider numerical boundary conditions for high order finite difference schemes for solving convection–diffusion equations on arbitrary geometry. The two main difficulties for numerical boundary conditions in such situations are: (1) the wide stencil of the high order finite difference operator requires special treatment for a few ghost points near the boundary; (2) the physical boundary may not coincide with grid points in a Cartesian mesh and may intersect with the mesh in an arbitrary fashion. For purely convection equations, the so-called inverse Lax–Wendroff procedure [28] , in which we convert the normal derivatives into the time derivatives and tangential derivatives along the physical boundary by using the equations, has been quite successful. In this paper, we extend this methodology to convection–diffusion equations. It turns out that this extension is non-trivial, because totally different boundary treatments are needed for the diffusion-dominated and the convection-dominated regimes. We design a careful combination of the boundary treatments for the two regimes and obtain a stable and accurate boundary condition for general convection–diffusion equations. We provide extensive numerical tests for one- and two-dimensional problems involving both scalar equations and systems, including the compressible Navier–Stokes equations, to demonstrate the good performance of our numerical boundary conditions.

An inverse Lax–Wendroff method for boundary conditions applied to Boltzmann type models

In this paper we present a new algorithm based on Cartesian meshes for the numerical approximation of kinetic models set in an arbitrary geometry. Due to the high dimensional property of kinetic models, numerical algorithms based on unstructured meshes are not really appropriate since most of numerical methods (semi-Lagrangian, spectral methods) are particularly efficient on structured grids. Here we propose to adapt the inverse Lax–Wendroff procedure, which has been recently introduced for conservation laws [21], for kinetic equations. Numerical simulations in 1D×3D and 2D×3D based on this approach are proposed for Boltzmann type operators (BGK, ES-BGK models).

Efficient implementation of high order inverse Lax–Wendroff boundary treatment for conservation laws

In [20], two of the authors developed a high order accurate numerical boundary condition procedure for hyperbolic conservation laws, which allows the computation using high order finite difference schemes on Cartesian meshes to solve problems in arbitrary physical domains whose boundaries do not coincide with grid lines. This procedure is based on the so-called inverse Lax–Wendroff (ILW) procedure for inflow boundary conditions and high order extrapolation for outflow boundary conditions. However, the algebra of the ILW procedure is quite heavy for two dimensional (2D) hyperbolic systems, which makes it difficult to implement the procedure for order of accuracy higher than three. In this paper, we first discuss a simplified and improved implementation for this procedure, which uses the relatively complicated ILW procedure only for the evaluation of the first order normal derivatives. Fifth order WENO type extrapolation is used for all other derivatives, regardless of the direction of the local characteristics and the smoothness of the solution. This makes the implementation of a fifth order boundary treatment practical for 2D systems with source terms. For no-penetration boundary condition of compressible inviscid flows, a further simplification is discussed, in which the evaluation of the tangential derivatives involved in the ILW procedure is avoided. We test our simplified and improved boundary treatment for Euler equations with or without source terms representing chemical reactions in detonations. The results demonstrate the designed fifth order accuracy, stability, and good performance for problems involving complicated interactions between detonation/shock waves and solid boundaries.

High resolution numerical simulation of methane explosion in bend ducts

In this paper we developed a parallel code, adopting a fifth-order weighted essentially non-oscillatory (WENO) scheme with a third-order TVD Runge-Kutta time stepping method for the two-dimensional reactive Euler equations, to investigate the propagation process of methane explosion in bend ducts. In the simulations, an inverse Lax–Wendroff procedure is adopted to construct a high order boundary in order to treat the complex boundaries. The numerical results show that when the bend angle is 30° and 45°, it cannot inhibit the propagation of the detonation wave; while when the angle reaches 60° and 75°, the detonation wave finally attenuates to the shock wave. It indicates that the propagation of the detonation wave can be inhibited. Furthermore, the temperature and the pressure at the entrance of the bend are low. When the angle arrives at 90°, the detonation wave evolves into cellular detonation when it passes through the bend. When the angle is larger than 90°, the detonation wave dramatically attenuates at the diffracting point, and later some hot spots can be formed, which can ignite the combustible gas nearby. Thus the second explosion occurs and finally the detonation is formed. When the angle is larger than or equal to 90°, the temperature and the pressure at the entrance of the bend is too high that the rescue efforts in the methane explosion accidents will encounter great difficulties. Hence, the laneway with 60° and 75° bend can inhibit the propagation of the detonation wave, and the temperature and the pressure at the entrance of the bend is not too high as well. All the results above can provide an important basis for the design and optimization of the mine laneway.

A high order moving boundary treatment for compressible inviscid flows

We develop a high order numerical boundary condition for compressible inviscid flows involving complex moving geometries. It is based on finite difference methods on fixed Cartesian meshes which pose a challenge that the moving boundaries intersect the grid lines in an arbitrary fashion. Our method is an extension of the so-called inverse Lax–Wendroff procedure proposed in [17] for conservation laws in static geometries. This procedure helps us obtain normal spatial derivatives at inflow boundaries from Lagrangian time derivatives and tangential derivatives by repeated use of the Euler equations. Together with high order extrapolation at outflow boundaries, we can impose accurate values of ghost points near the boundaries by a Taylor expansion. To maintain high order accuracy in time, we need some special time matching technique at the two intermediate Runge–Kutta stages. Numerical examples in one and two dimensions show that our boundary treatment is high order accurate for problems with smooth solutions. Our method also performs well for problems involving interactions between shocks and moving rigid bodies.