Method For Hyperbolic Conservation Laws Research Articles

Continuously bounds-preserving discontinuous Galerkin methods for hyperbolic conservation laws

For finite element approximations of transport phenomena, it is often necessary to apply a form of limiting to ensure that the discrete solution remains well-behaved and satisfies physical constraints. However, these limiting procedures are typically performed at discrete nodal locations, which is not sufficient to ensure the robustness of the scheme when the solution must be evaluated at arbitrary locations (e.g., for adaptive mesh refinement, remapping in arbitrary Lagrangian–Eulerian solvers, overset meshes, etc.). In this work, a novel limiting approach for discontinuous Galerkin methods is presented which ensures that the solution is continuously bounds-preserving (i.e., across the entire solution polynomial) for any arbitrary choice of basis, approximation order, and mesh element type. Through a modified formulation for the constraint functionals, the proposed approach requires only the solution of a single spatial scalar minimization problem per element for which a highly efficient numerical optimization procedure is presented. The efficacy of this approach is shown in numerical experiments by enforcing continuous constraints in high-order unstructured discontinuous Galerkin discretizations of hyperbolic conservation laws, ranging from scalar transport with maximum principle preserving constraints to compressible gas dynamics with positivity-preserving constraints.

An Entropy Stable Essentially Oscillation-Free Discontinuous Galerkin Method for Hyperbolic Conservation Laws

An Entropy Stable Essentially Oscillation-Free Discontinuous Galerkin Method for Hyperbolic Conservation Laws

Active Flux Methods for Hyperbolic Systems Using the Method of Bicharacteristics

The Active Flux method is a third order accurate finite volume method for hyperbolic conservation laws, which is based on the use of point values as well as cell average values of the conserved quantities. The resulting method is fully discrete and has a compact stencil in space and time. An important component of Active Flux methods is the evolution formula for the update of the point values. A previously proposed exact evolution formula for acoustics is reviewed and used to construct an Active Flux method for the two-dimensional Maxwell’s equation. Furthermore, the method of bicharacteristics is discussed as a methodology for the derivation of truly multidimensional approximative evolution operators that can be used for the evolution of point values in Active Flux methods. We study accuracy and stability of the resulting methods for acoustics and compare with the Active Flux method that uses the exact evolution operator. Finally, we used the method of bicharacteristics to derive Cartesian grid Active Flux methods for the linearised and nonlinear Euler equations. Numerous test computations illustrate the performance of these new Active Flux methods.

Jacobian-free explicit multiderivative general linear methods for hyperbolic conservation laws

Jacobian-free explicit multiderivative general linear methods for hyperbolic conservation laws

Stabilized isogeometric collocation methods for hyperbolic conservation laws

Stabilized isogeometric collocation methods for hyperbolic conservation laws

An indicator-based hybrid limiter in discontinuous Galerkin methods for hyperbolic conservation laws

This paper proposes a hybrid limiter in discontinuous Galerkin (DG) methods for hyperbolic conservation laws. This hybrid limiter combines the high-order DG approximation with the low-order limited solution to achieve better resolution for multiscale structures. Meanwhile, the essentially non-oscillatory property can also be retained. The indicator, based on the jump information at the cell interface, provides the non-linear weight for the hybrid limiter, which also acts as a shock detection technique to identify troubled cells in the DG approximation. The presented limiter also maintains the conservation of mass cell by cell. In addition, the hybrid limiter maintains the local data structure and can, therefore, preserve the parallel efficiency of the DG method. The hybrid limiter is very simple in design and can be easily implemented with arbitrary high-order accuracy on both structured and unstructured meshes. Benchmark examples, mainly on Euler equations, are presented to demonstrate the performance of these DG methods with associated hybrid limiters.

Dimension by Dimension Finite Volume HWENO Method for Hyperbolic Conservation Laws

Dimension by Dimension Finite Volume HWENO Method for Hyperbolic Conservation Laws

Extensions of Active Flux to arbitrary order of accuracy

Active Flux is a recently developed numerical method for hyperbolic conservation laws. Its classical degrees of freedom are cell averages and point values at cell interfaces. These latter are shared between adjacent cells, leading to a globally continuous reconstruction. The update of the point values includes upwinding, but without solving a Riemann Problem. The update of the cell average requires a flux at the cell interface, which can be immediately obtained using the point values. This paper explores different extensions of Active Flux to arbitrarily high order of accuracy, while maintaining the idea of global continuity. We propose to either increase the stencil while keeping the same degrees of freedom, or to increase the number of point values, or to include higher moments as new degrees of freedom. These extensions have different properties, and reflect different views upon the relation of Active Flux to the families of Finite Volume, Finite Difference and Finite Element methods.

Bounds preserving temporal integration methods for hyperbolic conservation laws

In this work, we present a modification of explicit Runge–Kutta temporal integration schemes that guarantees the preservation of any locally-defined quasiconvex set of bounds for the solution. These schemes operate on the basis of a bijective mapping between an admissible set of solutions and the real domain to strictly enforce bounds. Within this framework, we show that it is possible to recover a wide range of methods independently of the spatial discretization, including positivity preserving, discrete maximum principle satisfying, entropy dissipative, and invariant domain preserving schemes. Furthermore, these schemes are proven to recover the order of accuracy of the underlying Runge–Kutta method upon which they are built. The additional computational cost is the evaluation of two nonlinear mappings which generally have closed-form solutions. We show the utility of this approach in numerical experiments using a pseudospectral spatial discretization without any explicit shock capturing schemes for nonlinear hyperbolic problems with discontinuities.

The Cartesian Grid Active Flux Method with Adaptive Mesh Refinement

We present the first implementation of the Active Flux method on adaptively refined Cartesian grids. The Active Flux method is a third order accurate finite volume method for hyperbolic conservation laws, which is based on the use of point values as well as cell average values of the conserved quantities. The resulting method has a compact stencil in space and time and good stability properties. The method is implemented as a new solver in ForestClaw, a software for parallel adaptive mesh refinement of patch-based solvers. On each Cartesian grid patch the single grid Active Flux method can be applied. The exchange of data between grid patches is organised via ghost cells. The local stencil in space and time and the availability of the point values that are used for the reconstruction, leads to an efficient implementation. The resulting method is third order accurate, conservative and allows the use of subcycling in time.

Central random choice methods for hyperbolic conservation laws

AbstractIn this article, we briefly review the random choice method (RCM) and ADER methods for solving one and two-dimensional hyperbolic conservation laws. The main advantage of RCM is that it computes discontinuities with infinite resolution. In this method, the original problem is reduced to a set of local Riemann problems (RPs). The exact solutions of these RPs are used to form the solution of the original problem. However, RCM has the following disadvantages: (1) one should solve the RP exactly, however, the exact solutions are usually complex and unavailable for many problems. (2) The accuracy of the smooth region of the flow is poor. ADER methods are explicit, one-step schemes with a very high order of accuracy in time and space. They depend on the solution of the generalized RP (GRP) exactly. In Zahran (J Math Anal Appl 346:120–140, 2008), an improved version of ADER methods (central ADER) was introduced where the RPs were solved numerically and used central fluxes, instead of upwind fluxes. The improved central ADER schemes are more accurate, faster, simple to implement, RP solver free, and need less computer memory. To fade the drawbacks of the above schemes and keep their advantages, we propose, in this paper, an improved version of the RCM. We merge the central ADER technique with the RCM. The resulting scheme is called Central RCM (CRCM). The improvements are listed as follows: we use the WENO reconstruction for the initial data instead of constant reconstruction in RCM, we solve the RPs numerically by using central finite difference schemes and use random sampling to update the solution, as the original RCM. Here we use the staggered and non-staggered RCM. To enhance the accuracy of the new methods, we use a third-order TVD flux (Zahran in Bull Belg Math Soc Simon Stevin 14:259–275, 2007), instead of a first-order flux. Compared with the original RCM and the central ADER, the new methods combine the advantages of RCM, ADER, and central finite difference methods as follows: more accurate, very simple to implement, need less computer memory, and RP solver free. Moreover, the new methods capture the discontinuities with infinite resolution and improve the accuracy of the smooth parts. The new methods have less CPU time than the central ADER methods, this is due to less flux evaluation in CRCM. An extension of the schemes to general systems of nonlinear hyperbolic conservation laws in one and two dimensions is presented. We present several numerical examples for one and two-dimensional problems. The results confirm that the presented schemes are superior to the original RCM, ADER, and central ADER schemes.

Entropy-stable discontinuous Galerkin difference methods for hyperbolic conservation laws

The paper describes the construction of entropy-stable discontinuous Galerkin difference (DGD) discretizations for hyperbolic conservation laws on unstructured grids. The construction takes advantage of existing theory for entropy-stable (diagonal-norm) summation-by-parts (SBP) discretizations. In particular, the paper shows how DGD discretizations — both linear and nonlinear — can be constructed by defining the SBP trial and test functions in terms of interpolated DGD degrees of freedom. In the case of entropy-stable discretizations, the entropy variables rather than the conservative variables must be interpolated to the SBP nodes. A fully-discrete entropy-stable scheme is obtained by adopting a relaxation Runge–Kutta version of the midpoint method. In addition, DGD matrix operators for the first derivative are shown to be dense-norm SBP operators. Numerical results are presented to verify the entropy-stability of the DGD discretization in the context of the Euler equations. Accuracy studies reveal that the DGD method is efficient; indeed, like tensor-product DGD schemes, the unstructured DGD method exhibits superconvergent solution error for periodic problems. An investigation of the DGD spectra shows that the spectral radius is relatively insensitive to discretization order. Finally, the DGD scheme is applied to a one-dimensional Riemann problem, and global conservation and convergence in the L1 norm are observed.

GP-MOOD: A positivity-preserving high-order finite volume method for hyperbolic conservation laws

We present an a posteriori shock-capturing finite volume method algorithm called GP-MOOD that solves a compressible hyperbolic conservative system at high-order solution accuracy (e.g., third-, fifth-, and seventh-order) in multiple spatial dimensions. The GP-MOOD method combines two methodologies, the polynomial-free spatial reconstruction methods of GP (Gaussian Process) and the a posteriori detection algorithms of MOOD (Multidimensional Optimal Order Detection). The spatial approximation of our GP-MOOD method uses GP's unlimited spatial reconstruction that builds upon our previous studies on GP reported in Reyes et al. (2018) [20] and Reyes et al. (2019) [21]. This paper focuses on extending GP's flexible variability of spatial accuracy to an a posteriori detection formalism based on the MOOD approach. We show that GP's polynomial-free reconstruction provides a seamless pathway to the MOOD's order cascading formalism by utilizing GP's novel property of variable (2R+1)th-order spatial accuracy on a multidimensional GP stencil defined by the GP radius R, whose size is smaller than that of the standard polynomial MOOD methods. The resulting GP-MOOD method is a positivity-preserving method. We examine the numerical stability and accuracy of GP-MOOD on smooth and discontinuous flows in multiple spatial dimensions without resorting to any conventional, computationally expensive a priori nonlinear limiting mechanism to maintain numerical stability.

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.

Lax-Wendroff flux reconstruction method for hyperbolic conservation laws

The Lax-Wendroff method is a single step method for evolving time dependent solutions governed by partial differential equations, in contrast to Runge-Kutta methods that need multiple stages per time step. We develop a flux reconstruction version of the method in combination with a Jacobian-free Lax-Wendroff procedure that is applicable to general hyperbolic conservation laws. The method is of collocation type, is quadrature free and can be cast in terms of matrix and vector operations. Special attention is paid to the construction of numerical flux, including for non-linear problems, resulting in higher CFL numbers than existing methods, which is shown through Fourier analysis and yielding uniform performance at all orders. Numerical results up to fifth order of accuracy for linear and non-linear problems are given to demonstrate the performance and accuracy of the method.

A priori subcell limiting based on compact nonuniform nonlinear weighted schemes of high-order CPR method for hyperbolic conservation laws

This paper develops a shock capturing approach for high-order correction procedure via reconstruction (CPR) method with Legendre–Gauss solution points. Shock regions are treated by novel compact nonuniform nonlinear weighted (CNNW) schemes, which have the same solution points as the CPR method. CNNW schemes are constructed by discretizing flux derivatives based on Riemann fluxes at flux points in one cell and using nonuniform nonlinear weighted (NNW) interpolations to obtain the left and right values at flux points. Then, a priori subcell p-adaptive CNNW limiting of the CPR method is proposed for hyperbolic conservation laws. Firstly, a troubled cell indicator is used to detect shock regions and to quantify solution smoothness. Secondly, according to the magnitude of the indicator, CNNW schemes with varying accuracy orders are chosen adaptively for the troubled cells. The spectral property and discrete conservation laws are mathematically analyzed. Various numerical experiments show that the CPR method with subcell CNNW limiting has superiority in satisfying discrete conservation laws and in good balance between resolution and shock capturing robustness.

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.

Jacobian-Free Explicit Multiderivative Runge–Kutta Methods for Hyperbolic Conservation Laws

Based on the recent development of Jacobian-free Lax–Wendroff (LW) approaches for solving hyperbolic conservation laws (Zorio et al. in J Sci Comput 71:246–273, 2017, Carrillo and Parés in J Sci Comput 80:1832–1866, 2019), a novel collection of explicit Jacobian-free multistage multiderivative solvers for hyperbolic conservation laws is presented in this work. In contrast to Taylor time-integration methods, multiderivative Runge–Kutta (MDRK) techniques achieve higher-order of consistency not only through the excessive addition of higher temporal derivatives, but also through the addition of Runge–Kutta-type stages. This adds more flexibility to the time integration in such a way that more stable and more efficient schemes could be identified. The novel method permits the practical application of MDRK schemes. In their original form, they are difficult to utilize as higher-order flux derivatives have to be computed analytically. Here we overcome this by adopting a Jacobian-free approximation of those derivatives. In this paper, we analyze the novel method with respect to order of consistency and stability. We show that the linear CFL number varies significantly with the number of derivatives used. Results are verified numerically on several representative testcases.

Sparse invariant domain preserving discontinuous Galerkin methods with subcell convex limiting

In this paper, we develop high-order nodal discontinuous Galerkin (DG) methods for hyperbolic conservation laws that satisfy invariant domain preserving properties using subcell flux corrections and convex limiting. These methods are based on a subcell flux corrected transport (FCT) methodology that involves blending a high-order target scheme with a robust, low-order invariant domain preserving method that is obtained using a graph viscosity technique. The new low-order discretizations are based on sparse stencils which do not increase with the polynomial degree of the high-order DG method. As a result, the accuracy of the low-order method does not degrade when used with high-order target methods. The method is applied to both scalar conservation laws, for which the discrete maximum principle is naturally enforced, and to systems of conservation laws such as the Euler equations, for which positivity of density and a minimum principle for specific entropy are enforced. Numerical results are presented on a number of benchmark test cases.

Monotonicity-Preserving Lax–Wendroff Scheme for Solving Scalar Hyperbolic Conservation Laws

In this paper, we construct the monotonicity-preserving Lax–Wendroff (MP-Lax–Wendroff) scheme based on the MP scheme as proposed by Suresh and Huynh [11], which is a high-order and high-resolution method for hyperbolic conservation laws. It is well known that the total-variation-diminishing (TVD) methods possess the order reduction at smooth extremum points. However, the MP scheme not only preserves the non-oscillatory behavior of the procedure, but also prevents the order reduction of the method. We provide an analysis of the MP procedure using the numerical Lax–Wendroff flux sophistically in detail. Due to lack of robustness of the MP scheme, a rigorous and efficient MP-Lax–Wendroff scheme is introduced to enhance the robustness of the MP process. This means that a TVD numerical flux is applied to damp the oscillations at disturbed discontinuity points to get the high-resolution property. Therefore, we apply this idea to construct the improved MP-Lax–Wendroff scheme (we call it MP-R-Lax–Wendroff scheme). The computational performance of the MP-R-Lax–Wendroff scheme for linear and nonlinear hyperbolic conservation laws is conducted through some prototype examples which in turn validate our theoretical results.