Lax-Wendroff Time Discretization Research Articles

Third order maximum-principle-satisfying and positivity-preserving Lax-Wendroff discontinuous Galerkin methods for hyperbolic conservation laws

There have been intensive studies on maximum-principle-satisfying and positivity-preserving methods for hyperbolic conservation laws. Most of them are based on the method of lines type time marching approaches, e.g. the Runge-Kutta methods, multi-step methods and backward Euler method. As an alternative, the Lax-Wendroff time marching approach utilizes the information of PDEs in the Taylor expansion of the solution in time, hence it is a high order and single-stage method. In this work, we propose third order maximum-principle-satisfying and positivity-preserving schemes for scalar conservation laws and the Euler equations based on the Lax-Wendroff time discretization and discontinuous Galerkin spatial discretization. The accuracy and effectiveness of the maximum-principle-satisfying and positivity-preserving techniques are demonstrated by ample numerical tests.

Optimal energy-conserving discontinuous Galerkin methods for linear symmetric hyperbolic systems

We propose energy-conserving discontinuous Galerkin (DG) methods for symmetric linear hyperbolic systems on general unstructured meshes. Optimal a priori error estimates of order k+1 are obtained for the semi-discrete scheme in one dimension, and in multi-dimensions on Cartesian meshes when tensor-product polynomials of degree k are used. A high-order energy-conserving Lax-Wendroff time discretization is also presented.Extensive numerical results in one dimension, and two dimensions on both rectangular and triangular meshes are presented to support the theoretical findings and to assess the new methods. One particular method (with the doubling of unknowns) is found to be optimally convergent on triangular meshes for all the examples considered in this paper. The method is also compared with the classical (dissipative) upwinding DG method and (conservative) DG method with a central flux. It is numerically observed for the new method to have a superior performance for long time simulations.

The Finite Volume WENO with Lax–Wendroff Scheme for Nonlinear System of Euler Equations

We develop a Lax–Wendroff scheme on time discretization procedure for finite volume weighted essentially non-oscillatory schemes, which is used to simulate hyperbolic conservation law. We put more focus on the implementation of one-dimensional and two-dimensional nonlinear systems of Euler functions. The scheme can keep avoiding the local characteristic decompositions for higher derivative terms in Taylor expansion, even omit partly procedure of the nonlinear weights. Extensive simulations are performed, which show that the fifth order finite volume WENO (Weighted Essentially Non-oscillatory) schemes based on Lax–Wendroff-type time discretization provide a higher accuracy order, non-oscillatory properties and more cost efficiency than WENO scheme based on Runge–Kutta time discretization for certain problems. Those conclusions almost agree with that of finite difference WENO schemes based on Lax–Wendroff time discretization for Euler system, while finite volume scheme has more flexible mesh structure, especially for unstructured meshes.

The Simple Finite Volume Lax-Wendroff Weighted Essentially Nonoscillatory Schemes for Shallow Water Equations with Bottom Topography

A Lax-Wendroff-type procedure with the high order finite volume simple weighted essentially nonoscillatory (SWENO) scheme is proposed to simulate the one-dimensional (1D) and two-dimensional (2D) shallow water equations with topography influence in source terms. The system of shallow water equations is discretized using the simple WENO scheme in space and Lax-Wendroff scheme in time. The idea of Lax-Wendroff time discretization can avoid part of characteristic decomposition and calculation of nonlinear weights. The type of simple WENO was first developed by Zhu and Qiu in 2016, which is more simple than classical WENO fashion. In order to maintain good, high resolution and nonoscillation for both continuous and discontinuous flow and suit problems with discontinuous bottom topography, we use the same idea of SWENO reconstruction for flux to treat the source term in prebalanced shallow water equations. A range of numerical examples are performed; as a result, comparing with classical WENO reconstruction and Runge-Kutta time discretization, the simple Lax-Wendroff WENO schemes can obtain the same accuracy order and escape nonphysical oscillation adjacent strong shock, while bringing less absolute truncation error and costing less CPU time for most problems. These conclusions agree with that of finite difference Lax-Wendroff WENO scheme for shallow water equations, while finite volume method has more flexible mesh structure compared to finite difference method.

High-Order Semi-Discrete Central-Upwind Schemes with Lax–Wendroff-Type Time Discretizations for Hamilton–Jacobi Equations

Abstract A new fifth-order, semi-discrete central-upwind scheme with a Lax–Wendroff time discretization procedure for solving Hamilton–Jacobi (HJ) equations is presented. This is an alternative method for time discretization to the popular total variation diminishing (TVD) Runge–Kutta time discretizations. Unlike most of the commonly used high-order upwind schemes, the new scheme is formulated as a Godunov-type method. The new scheme is based on the flux Kurganov, Noelle and Petrova (KNP flux). The spatial discretization is based on a symmetrical weighted essentially non-oscillatory reconstruction of the derivative. Following the methodology of the classic WENO procedure, non-oscillatory weights are then calculated from the ideal weights. Various numerical experiments are performed to demonstrate the accuracy and stability properties of the new method. As a result, comparing with other fifth-order schemes for HJ equations, the major advantage of the new scheme is more cost effective for certain problems while the new method exhibits smaller errors without any increase in the complexity of the computations.

Approximate Lax–Wendroff discontinuous Galerkin methods for hyperbolic conservation laws

The Lax–Wendroff time discretization is an alternative method to the popular total variation diminishing Runge–Kutta time discretization of discontinuous Galerkin schemes for the numerical solution of hyperbolic conservation laws. The resulting fully discrete schemes are known as LWDG and RKDG methods, respectively. Although LWDG methods are in general more compact and efficient than RKDG methods of comparable order of accuracy, the formulation of LWDG methods involves the successive computation of exact flux derivatives. This procedure allows one to construct schemes of arbitrary formal order of accuracy in space and time. A new approximation procedure avoids the computation of exact flux derivatives. The resulting approximate LWDG schemes, addressed as ALWDG schemes, are easier to implement than their original LWDG versions. In particular, the formulation of the time discretization of the ALWDG approach does not depend on the flux being used. Numerical results for the scalar and system cases in one and two space dimensions indicate that ALWDG methods are more efficient in terms of error reduction per CPU time than LWDG methods of the same order of accuracy. Moreover, increasing the order of accuracy leads to substantial reductions of numerical error and gains in efficiency for solutions that vary smoothly.

Stability analysis and error estimates of Lax–Wendroff discontinuous Galerkin methods for linear conservation laws

In this paper, we analyze the Lax–Wendroff discontinuous Galerkin (LWDG) method for solving linear conservation laws. The method was originally proposed by Guo et al . in [W. Guo, J.-M. Qiu and J. Qiu, J. Sci. Comput. 65 (2015) 299–326], where they applied local discontinuous Galerkin (LDG) techniques to approximate high order spatial derivatives in the Lax–Wendroff time discretization. We show that, under the standard CFL condition τ ≤ λh (where τ and h are the time step and the maximum element length respectively and λ > 0 is a constant) and uniform or non-increasing time steps, the second order schemes with piecewise linear elements and the third order schemes with arbitrary piecewise polynomial elements are stable in the L 2 norm. The specific type of stability may differ with different choices of numerical fluxes. Our stability analysis includes multidimensional problems with divergence-free coefficients. Besides solving the equation itself, the LWDG method also gives approximations to its time derivative simultaneously. We obtain optimal error estimates for both the solution u and its first order time derivative u t in one dimension, and numerical examples are given to validate our analysis.

The high order control volume discontinuous Petrov–Galerkin finite element method for the hyperbolic conservation laws based on Lax–Wendroff time discretization

In this paper we constructed a high order control volume discontinuous finite element method for both scalar and systems of hyperbolic conservation laws based on Lax–Wendroff time discretization. The method combines advantages of both control volume discontinuous finite element methods and Lax–Wendroff time discretization. The method can preserve local conservation. It is high order and high resolution. The limiter is only used once in each temporal discretization step. Several numerical examples are used to demonstrate the accuracy and high resolution of the method.

CENTRAL SCHEMES WITH LAX-WENDROFF TYPE TIME DISCRETIZATIONS

The semi-discrete central scheme and central upwind scheme use Runge-Kutta (RK) time discretization. We do the Lax-Wendroff (LW) type time discretization for both schemes. We perform numerical experiments for various problems including two dimensional Riemann problems for Burgers' equation and Euler equations. The results show that the LW time discretization is more efficient in CPU time than the RK time discretization while maintaining the same order of accuracy.

WENO schemes with Lax–Wendroff type time discretizations for Hamilton–Jacobi equations

In this paper, a class of weighted essentially non-oscillatory (WENO) schemes with a Lax–Wendroff time discretization procedure, termed WENO-LW schemes, for solving Hamilton–Jacobi equations is presented. This is an alternative method for time discretization to the popular total variation diminishing (TVD) Runge–Kutta time discretizations. We explore the possibility in avoiding the nonlinear weights for part of the procedure, hence reducing the cost but still maintaining non-oscillatory properties for problems with strong discontinuous derivative. As a result, comparing with the original WENO with Runge–Kutta time discretizations schemes (WENO-RK) of Jiang and Peng [G. Jiang, D. Peng, Weighted ENO schemes for Hamilton–Jacobi equations, SIAM J. Sci. Comput. 21 (2000) 2126–2143] for Hamilton–Jacobi equations, the major advantages of WENO-LW schemes are more cost effective for certain problems and their compactness in the reconstruction. Extensive numerical experiments are performed to illustrate the capability of the method.

The discontinuous Galerkin method with Lax–Wendroff type time discretizations

In this paper we develop a Lax–Wendroff time discretization procedure for the discontinuous Galerkin method (LWDG) to solve hyperbolic conservation laws. This is an alternative method for time discretization to the popular total variation diminishing (TVD) Runge–Kutta time discretizations. The LWDG is a one step, explicit, high order finite element method. The limiter is performed once every time step. As a result, LWDG is more compact than Runge–Kutta discontinuous Galerkin (RKDG) and the Lax–Wendroff time discretization procedure is more cost effective than the Runge–Kutta time discretizations for certain problems including two-dimensional Euler systems of compressible gas dynamics when nonlinear limiters are applied.