Method For Hyperbolic Conservation Laws Research Articles

High-order finite-volume methods for hyperbolic conservation laws on mapped multiblock grids

We present an approach to solving hyperbolic conservation laws by finite-volume methods on mapped multiblock grids, extending the approach of Colella, Dorr, Hittinger, and Martin (2011) [10] for grids with a single mapping. We consider mapped multiblock domains for mappings that are conforming at inter-block boundaries. By using a smooth continuation of the mapping into ghost cells surrounding a block, we reduce the inter-block communication problem to finding an accurate, robust interpolation into these ghost cells from neighboring blocks. We demonstrate fourth-order accuracy for the advection equation for multiblock coordinate systems in two and three dimensions.

Accuracy of High Order and Spectral Methods for Hyperbolic Conservation Laws with Discontinuous Solutions

Higher order and spectral methods have been used with success for elliptic and parabolic initial and boundary value problems with smooth solutions. On the other hand, higher order methods have been applied to hyperbolic problems with less success, as higher order approx- imations of discontinuous solutions suffer from the Gibbs phenomenon. We extend past work and show that spectral methods yield spectral convergence of moments, even when applied to problems with discontinuous solutions. Besides spectral Fourier methods for periodic domains we also prove high order convergence for adjoint-consistent non-periodic numerical methods, exemplified by the discontinuous Galerkin finite element method.

The technique of MIEELDLD as a measure of the shock-capturing property of numerical methods for hyperbolic conservation laws

In this paper, we use some numerical methods namely Lax-Wendroff (LW), two-step Lax-Friedrichs (LF), two variants of composite methods made up of Lax-Wendroff and the two-step Lax-Friedrichs and Fromm's scheme to solve a 1D linear advection and 1D diffusionless Burger's equation, at some values of the Courant number. We then use two optimisation techniques based on both dispersion and dissipation and two optimisation techniques based on only dispersion and obtain the variation of the integrated errors vs. the CFL number. It is seen that out of the five techniques, only one is a good measure of the shock-capturing of property of numerical methods.

A New Lax–Wendroff Discontinuous Galerkin Method with Superconvergence

Superconvergence of discontinuous Galerkin (DG) methods for hyperbolic conservation laws has been intensively studied in different settings in the past. For example, the numerical solution by a semi-discrete DG scheme is superconvergent with order $$2k+1$$2k+1 in the negative-order norms, when the solution is globally smooth. Hence the accuracy of the numerical solution can be enhanced to $$(2k+1)$$(2k+1)th order accuracy by simply applying a carefully designed post-processor (Cockburn et al. in Math Comput 72:577---606, 2003). In this paper, we investigate superconvergence for the DG schemes coupled with Lax---Wendroff (LW) time discretization (LWDG). Through numerical experiments, we find that the original LWDG scheme developed in Qiu et al. (Comput Methods Appl Mech Eng 194:4528---4543, 2005) does not exhibit superconvergence properties mentioned above. In order to restore superconvergence, we propose to use the techniques from the local DG scheme to reconstruct high order spatial derivatives, while, in the original LWDG formulation, the high order derivatives are obtained by direct differentiation of the numerical solution. A collection of 1-D and 2-D numerical experiments are presented to verify superconvergence properties of the newly proposed LWDG scheme. We also perform Fourier analysis via symbolic computations to investigate the superconvergence of the proposed scheme.

A local pseudo arc-length method for hyperbolic conservation laws

A local pseudo arc-length method (LPALM) for solving hyperbolic conservation laws is presented in this paper. The key idea of this method comes from the original arc-length method, through which the critical points are bypassed by transforming the computational space. The method is based on local changes of physical variables to choose the discontinuous stencil and introduce the pseudo arc-length parameter, and then transform the governing equations from physical space to arc-length space. In order to solve these equations in arc-length coordinate, it is necessary to combine the velocity of mesh points in the moving mesh method, and then convert the physical variable in arclength space back to physical space. Numerical examples have proved the effectiveness and generality of the new approach for linear equation, nonlinear equation and system of equations with discontinuous initial values. Non-oscillation solution can be obtained by adjusting the parameter and the mesh refinement number for problems containing both shock and rarefaction waves.

High-order central ENO finite-volume scheme for hyperbolic conservation laws on three-dimensional cubed-sphere grids

A fourth-order accurate finite-volume scheme for hyperbolic conservation laws on three-dimensional (3D) cubed-sphere grids is described. The approach is based on a central essentially non-oscillatory (CENO) finite-volume method that was recently introduced for two-dimensional compressible flows and is extended to 3D geometries with structured hexahedral grids. Cubed-sphere grids feature hexahedral cells with nonplanar cell surfaces, which are handled with high-order accuracy using trilinear geometry representations in the proposed approach. Varying stencil sizes and slope discontinuities in grid lines occur at the boundaries and corners of the six sectors of the cubed-sphere grid where the grid topology is unstructured, and these difficulties are handled naturally with high-order accuracy by the multidimensional least-squares based 3D CENO reconstruction with overdetermined stencils. A rotation-based mechanism is introduced to automatically select appropriate smaller stencils at degenerate block boundaries, where fewer ghost cells are available and the grid topology changes, requiring stencils to be modified. Combining these building blocks results in a finite-volume discretization for conservation laws on 3D cubed-sphere grids that is uniformly high-order accurate in all three grid directions. While solution-adaptivity is natural in the multi-block setting of our code, high-order accurate adaptive refinement on cubed-sphere grids is not pursued in this paper. The 3D CENO scheme is an accurate and robust solution method for hyperbolic conservation laws on general hexahedral grids that is attractive because it is inherently multidimensional by employing a K-exact overdetermined reconstruction scheme, and it avoids the complexity of considering multiple non-central stencil configurations that characterizes traditional ENO schemes. Extensive numerical tests demonstrate fourth-order convergence for stationary and time-dependent Euler and magnetohydrodynamic flows on cubed-sphere grids, and robustness against spurious oscillations at 3D shocks. Performance tests illustrate efficiency gains that can be potentially achieved using fourth-order schemes as compared to second-order methods for the same error level. Applications on extended cubed-sphere grids incorporating a seventh root block that discretizes the interior of the inner sphere demonstrate the versatility of the spatial discretization method.

Discontinuous Galerkin methods on graphics processing units for nonlinear hyperbolic conservation laws

SummaryWe present a novel implementation of the modal DG method for hyperbolic conservation laws in two dimensions on graphics processing units (GPUs) using NVIDIA's Compute Unified Device Architecture. Both flexible and highly accurate, DG methods accommodate parallel architectures well as their discontinuous nature produces element‐local approximations. High‐performance scientific computing suits GPUs well, as these powerful, massively parallel, cost‐effective devices have recently included support for double‐precision floating‐point numbers. Computed examples for Euler equations over unstructured triangle meshes demonstrate the effectiveness of our implementation on an NVIDIA GTX 580 device. Profiling of our method reveals performance comparable with an existing nodal DG‐GPU implementation for linear problems. Copyright © 2014 John Wiley & Sons, Ltd.

A Multi-Domain Hybrid DG and WENO Method for Hyperbolic Conservation Laws on Hybrid Meshes

AbstractIn [SIAM J. Sci. Comput., 35(2)(2013), A1049-A1072], a class of multi-domain hybrid DG and WENO methods for conservation laws was introduced. Recent applications of this method showed that numerical instability may encounter if the DG flux with Lagrangian interpolation is applied as the interface flux during the moment of conservative coupling. In this continuation paper, we present a more robust approach in the construction of DG flux at the coupling interface by using WENO procedures of reconstruction. Based on this approach, such numerical instability is overcome very well. In addition, the procedure of coupling a DG method with a WENO-FD scheme on hybrid meshes is disclosed in detail. Typical testing cases are employed to demonstrate the accuracy of this approach and the stability under the flexibility of using either WENO-FD flux or DG flux at the moment of requiring conservative coupling.

A posteriori subcell limiting of the discontinuous Galerkin finite element method for hyperbolic conservation laws

The purpose of this work is to propose a novel a posteriori finite volume subcell limiter technique for the Discontinuous Galerkin finite element method for nonlinear systems of hyperbolic conservation laws in multiple space dimensions that works well for arbitrary high order of accuracy in space and time and that does not destroy the natural subcell resolution properties of the DG method. High order time discretization is achieved via a one-step ADER approach that uses a local space–time discontinuous Galerkin predictor method to evolve the data locally in time within each cell.Our new limiting strategy is based on the so-called MOOD paradigm, which a posteriori verifies the validity of a discrete candidate solution against physical and numerical detection criteria after each time step. Here, we employ a relaxed discrete maximum principle in the sense of piecewise polynomials and the positivity of the numerical solution as detection criteria. Within the DG scheme on the main grid, the discrete solution is represented by piecewise polynomials of degree N. For those troubled cells that need limiting, our new limiter approach recomputes the discrete solution by scattering the DG polynomials at the previous time step onto a set of Ns=2N+1 finite volume subcells per space dimension. A robust but accurate ADER-WENO finite volume scheme then updates the subcell averages of the conservative variables within the detected troubled cells. The recomputed subcell averages are subsequently gathered back into high order cell-centered DG polynomials on the main grid via a subgrid reconstruction operator. The choice of Ns=2N+1 subcells is optimal since it allows to match the maximum admissible time step of the finite volume scheme on the subgrid with the maximum admissible time step of the DG scheme on the main grid, minimizing at the same time also the local truncation error of the subcell finite volume scheme. It furthermore provides an excellent subcell resolution of discontinuities.Our new approach is therefore radically different from classical DG limiters, where the limiter is using TVB or (H)WENO reconstruction based on the discrete solution of the DG scheme on the main grid at the new time level. In our case, the discrete solution is recomputed within the troubled cells from the old time level using a different and more robust numerical scheme on a subgrid level.We illustrate the performance of the new a posteriori subcell ADER-WENO finite volume limiter approach for very high order DG methods via the simulation of numerous test cases run on Cartesian grids in two and three space dimensions, using DG schemes of up to tenth order of accuracy in space and time (N=9). The method is also able to run on massively parallel large scale supercomputing infrastructure, which is shown via one 3D test problem that uses 10 billion space–time degrees of freedom per time step.

A Well-Balanced Numerical Model for the Simulation of Long Waves over Complex Domains

This paper presents a well-balanced two-dimensional (2D) finite volume model to simulate the propagation, runup and rundown of long wave. Non-staggered grid is adopted to discretize the governing equation and the intercell flux is computed using a central upwind scheme, which is a Riemann-problem-solver-free method for hyperbolic conservation laws. The nonnegative reconstruction method for water depth is implemented in the present model to treat the appearance of wet/dry fronts, and the friction term is solved by a semi-implicit scheme to ensure the stability of the model. The Euler method is applied to update flow variable to the new time level. The model is verified against two experimental cases and good agreements are observed between numerical results and observed data.

The equilibrium state method for hyperbolic conservation laws with stiff reaction terms

A new fractional-step method is proposed for numerical simulations of hyperbolic conservation laws with stiff source terms arising from chemically reactive flows. In stiff reaction problems, a well-known spurious numerical phenomenon, the incorrect propagation speed of discontinuities, may occur in general fractional-step algorithm due to the underresolved numerical solution in both space and time. The basic idea of the present proposed scheme is to replace the cell average representation with a two-equilibrium states reconstruction during the reaction step, which allows us to obtain the correct propagation of discontinuities for stiff reaction problems in an underresolved mesh. Because the definition of these two-equilibrium states for each transition cell is independent of its neighboring cells, the proposed method can be extended to multi-dimensional problems directly. In addition, this method is promising to deal with more complicated real-world problems after being extended to multi-species/multi-reactions system. Extensive numerical examples for one- and two-dimensional scalar and Euler system demonstrate the reliability and robustness of this novel method.

Higher-order multi-dimensional limiting strategy for discontinuous Galerkin methods in compressible inviscid and viscous flows

This paper deals with the multi-dimensional limiting process (MLP) for discontinuous Galerkin (DG) methods to compute compressible inviscid and viscous flows. The MLP, which has been quite successful in finite volume methods (FVM), is extended to DG methods for hyperbolic conservation laws. In previous works, the MLP was shown to possess several superior characteristics, such as the ability to control multi-dimensional oscillation efficiently and to capture both discontinuous and continuous multi-dimensional flow features accurately within the finite volume framework. In particular, the oscillation-control mechanism in multiple dimensions was established by combining the local maximum principle and the multi-dimensional limiting (MLP) condition, leading to the formulation of efficient and accurate MLP-u slope limiters.The MLP limiting strategy is now extended to the higher-order DG framework to develop the hierarchical MLP formulation on unstructured grids, which facilitates the capturing of compressible flow structures very accurately. By combining the behavior of local extrema with the augmented MLP condition, the hierarchical MLP method (the MLP-based troubled-cell markers and the MLP limiters in the RKDG formulation) is developed for arbitrary DG-Pn polynomial approximations. Through extensive numerical analyses and computations on unstructured grids, it is demonstrated that the proposed hierarchical DG-MLP method yields outstanding performance in resolving non-compressive as well as compressive flow features.

A solution accurate, efficient and stable unsplit staggered mesh scheme for three dimensional magnetohydrodynamics

In this paper, we extend the unsplit staggered mesh scheme (USM) for 2D magnetohydrodynamics (MHD) [D. Lee, A.E. Deane, An unsplit staggered mesh scheme for multidimensional magnetohydrodynamics, J. Comput. Phys. 228 (2009) 952–975] to a full 3D MHD scheme. The scheme is a finite-volume Godunov method consisting of a constrained transport (CT) method and an efficient and accurate single-step, directionally unsplit multidimensional data reconstruction-evolution algorithm, which extends Colella’s original 2D corner transport upwind (CTU) method [P. Colella, Multidimensional upwind methods for hyperbolic conservation laws, J. Comput. Phys. 87 (1990) 446–466]. We present two types of data reconstruction-evolution algorithms for 3D: (1) a reduced CTU scheme and (2) a full CTU scheme. The reduced 3D CTU scheme is a variant of a simple 3D extension of Collela’s 2D CTU method and is considered as a direct extension from the 2D USM scheme. The full 3D CTU scheme is our primary 3D solver which includes all multidimensional cross-derivative terms for stability. The latter method is logically analogous to the 3D unsplit CTU method by Saltzman [J. Saltzman, An unsplit 3D upwind method for hyperbolic conservation laws, J. Comput. Phys. 115 (1994) 153–168]. The major novelties in our algorithms are twofold. First, we extend the reduced CTU scheme to the full CTU scheme which is able to run with CFL numbers close to unity. Both methods utilize the transverse update technique developed in the 2D USM algorithm to account for transverse fluxes without solving intermediate Riemann problems, which in turn gives cost-effective 3D methods by reducing the total number of Riemann solves. The proposed algorithms are simple and efficient especially when including multidimensional MHD terms that maintain in-plane magnetic field dynamics. Second, we introduce a new CT scheme that makes use of proper upwind information in taking averages of electric fields. Our 3D USM schemes can be easily combined with various reconstruction methods (e.g., first-order Godunov, second-order MUSCL-Hancock, third-order PPM and fifth-order WENO), and a wide choice of 1D based Riemann solvers (e.g., local Lax–Friedrichs, HLLE, HLLC, HLLD, and Roe). The 3D USM-MHD solver is available in the University of Chicago Flash Center’s official FLASH release.

An h-adaptive RKDG method with troubled-cell indicator for two-dimensional hyperbolic conservation laws

In Zhu and Qiu (J Comput Phys 228:6957---6976, 2009), we systematically investigated adaptive Runge-Kutta discontinuous Galerkin (RKDG) methods for hyperbolic conservation laws with different indicators, with an objective of obtaining efficient and reliable indicators to obtain better performance for adaptive computation to save computational cost. In this follow-up paper, we extend the method to solve two-dimensional problems. Although the main idea of the method for two-dimensional case is similar to that for one-dimensional case, the extension of the implementation of the method to two-dimensional case is nontrivial because of the complexity of the adaptive mesh with hanging nodes. We lay our emphasis on the implementation details including adaptive procedure, solution projection, solution reconstruction and troubled-cell indicator. Extensive numerical experiments are presented to show the effectiveness of the method.

Recent Developments in the Numerics of Nonlinear Hyperbolic Conservation Laws and their Use in Science and Engineering

Modern numerical methods for hyperbolic conservation laws rely on polynomials of high degree, mostly orthogonal polynomials, on triangular or quadrilateral meshes. Due to shocks stability is an issue and modern means of filtering like spectral viscosity is required. Additional TV-filters are needed in most cases as postprocessors and the choice of the solver for the differential equations to integrate in time is crucial. The workshop was organised to bring together researchers from different areas of mathematics in order to fuel the research on high-order efficient and robust numerical methods.

A stable high-order Spectral Difference method for hyperbolic conservation laws on triangular elements

Numerical schemes using piecewise polynomial approximation are very popular for high order discretization of conservation laws. While the most widely used numerical scheme under this paradigm appears to be the Discontinuous Galerkin method, the Spectral Difference scheme has often been found attractive as well, because of its simplicity of formulation and implementation. However, recently it has been shown that the scheme is not linearly stable on triangles. In this paper we present an alternate formulation of the scheme, featuring a new flux interpolation technique using Raviart–Thomas spaces, which proves stable under a similar linear analysis in which the standard scheme failed. We demonstrate viability of the concept by showing linear stability both in the semi-discrete sense and for time stepping schemes of the SSP Runge–Kutta type. Furthermore, we present convergence studies, as well as case studies in compressible flow simulation using the Euler equations.

Finite volume method in curvilinear coordinates for hyperbolic conservation laws

This paper deals with the design of finite volume approximation of hyperbolic conservation laws in curvilinear coordinates. Such coordinates are encountered naturally in many problems as for instance in the analysis of a large number of models coming from magnetic confinement fusion in tokamaks. In this paper we derive a new finite volume method for hyperbolic conservation laws in curvilinear coordinates. The method is first described in a general setting and then is illustrated in 2D polar coordinates. Numerical experiments show its advantages with respect to the use of Cartesian coordinates.

Adaptive mesh refinement based on high order finite difference WENO scheme for multi-scale simulations

In this paper, we propose a finite difference AMR-WENO method for hyperbolic conservation laws. The proposed method combines the adaptive mesh refinement (AMR) framework [4,5] with the high order finite difference weighted essentially non-oscillatory (WENO) method in space and the total variation diminishing (TVD) Runge–Kutta (RK) method in time (WENO-RK) [18,10] by a high order coupling. Our goal is to realize mesh adaptivity in the AMR framework, while maintaining very high (higher than second) order accuracy of the WENO-RK method in the finite difference setting. The high order coupling of AMR and WENO-RK is accomplished by high order prolongation in both space (WENO interpolation) and time (Hermite interpolation) from coarse to fine grid solutions, and at ghost points. The resulting AMR-WENO method is accurate, robust and efficient, due to the mesh adaptivity and very high order spatial and temporal accuracy. We have experimented with both the third and the fifth order AMR-WENO schemes. We demonstrate the accuracy of the proposed scheme using smooth test problems, and their quality and efficiency using several 1D and 2D nonlinear hyperbolic problems with very challenging initial conditions. The AMR solutions are observed to perform as well as, and in some cases even better than, the corresponding uniform fine grid solutions. We conclude that there is significant improvement of the fifth order AMR-WENO over the third order one, not only in accuracy for smooth problems, but also in its ability in resolving complicated solution structures, due to the very low numerical diffusion of high order schemes. In our work, we found that it is difficult to design a robust AMR-WENO scheme that is both conservative and high order (higher than second order), due to the mass inconsistency of coarse and fine grid solutions at the initial stage in a finite difference scheme. Resolving these issues as well as conducting comprehensive evaluation of computational efficiency constitute our future work.

A Compact High Order Space-Time Method for Conservation Laws

AbstractThis paper presents a novel high-order space-time method for hyperbolic conservation laws. Two important concepts, the staggered space-time mesh of the space-time conservation element/solution element (CE/SE) method and the local discontinuous basis functions of the space-time discontinuous Galerkin (DG) finite element method, are the two key ingredients of the new scheme. The staggered space-time mesh is constructed using the cell-vertex structure of the underlying spatial mesh. The universal definitions of CEs and SEs are independent of the underlying spatial mesh and thus suitable for arbitrarily unstructured meshes. The solution within each physical time step is updated alternately at the cell level and the vertex level. For this solution updating strategy and the DG ingredient, the new scheme here is termed as the discontinuous Galerkin cell-vertex scheme (DG-CVS). The high order of accuracy is achieved by employing high-order Taylor polynomials as the basis functions inside each SE. The present DG-CVS exhibits many advantageous features such as Riemann-solver-free, high-order accuracy, point-implicitness, compactness, and ease of handling boundary conditions. Several numerical tests including the scalar advection equations and compressible Euler equations will demonstrate the performance of the new method.

Another derivation of the local double logarithmic reconstruction formula

AbstractIn [1] Artebrant and Schroll presented a finite volume method for hyperbolic conservation laws of 3rd order accuracy with no limiter and no special shock treatment. The method is based on local reconstruction of a double logarithmic function from cell averages on a 3‐point stencil. Results shown in [1] make it appear very attractive and highly efficient. The derivation of the reconstrucion formula however starts with a relativ complex expression in some way anticipating the final result. In the following a more lucid one is shown proceeding from scratch and permitting symmetries to be clearly seen. (© 2009 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)