Positivity-preserving Limiter Research Articles

Fourth-Order Conservative Non-splitting Semi-Lagrangian Hermite WENO Schemes for Kinetic and Fluid Simulations

AbstractWe present fourth-order conservative non-splitting semi-Lagrangian (SL) Hermite essentially non-oscillatory (HWENO) schemes for linear transport equations with applications for nonlinear problems including the Vlasov–Poisson system, the guiding center Vlasov model, and the incompressible Euler equations in the vorticity-stream function formulation. The proposed SL HWENO schemes combine a weak formulation of the characteristic Galerkin method with two newly constructed HWENO reconstruction methods. The new HWENO reconstructions are meticulously designed to strike a delicate balance between curbing numerical oscillation and introducing excessive dissipation. Mass conservation naturally holds due to the weak formulation of the semi-Lagrangian discontinuous Galerkin method and the design of the HWENO reconstructions. We apply a positivity-preserving limiter to maintain the positivity of numerical solutions when needed. Abundant benchmark tests are performed to verify the effectiveness of the proposed SL HWENO schemes.

A high-order pseudo arc-length method with positivity-preserving flux limiter for compressible multi-medium flows

This paper proposes a high-order pseudo arc-length method (PALM) for multi-medium flows with strong robustness, stability, and positivity preservation for solving one- and two-dimensional compressible Euler equations. The main idea of the proposed scheme is to add an additional arc-length constraint equation to the original control equation and map it to the uniform orthogonal arc-length space. We discretize the space with high accuracy by using the high-order weighted essentially non-oscillatory (WENO) interpolation reconstruction, which overcomes the difficulty of constructing the high-order format due to the physical space deformation caused by the grid movement. The application scope of the positivity-preserving algorithm is further expanded, and the positivity-preserving limiter of the high-order WENO pseudo arc-length adaptive method in the coordinate system of the arc-length calculation is constructed and proved, solving the problem of the negative density and pressure caused by the interaction between a strong shock wave and a strong sparse wave. For grid motion after interpolation of the level set function, a third-order non-conservative interpolation scheme is offered to ensure the interface capture accuracy. Finally, combined with level set interface tracking and the real ghost fluid method interface-processing techniques, the algorithm is applied to calculate multi-medium flows. Numerical examples show that the PALM almost eliminates the mass loss near the interface and maintains the high-accuracy and high-resolution characteristics of the algorithm when dealing with extreme problems such as low density, low pressure, strong shock waves, or strong sparse waves.

A class of bound-preserving MUSCL-Hancock schemes in two dimensions

In this paper we discuss the MUSCL-Hancock scheme for the two-dimensional conservation laws and derive the bound-preserving conditions by a parameterized convex decomposition method which is proposed in [Journal of Computational Physics, 474:111805, 2023] for one-dimensional problems. The CFL number equals the half of the one-dimensional value and then ensures the speed-up compared with the classical two-stage MUSCL scheme. The bound-preserving slope limiter on the preliminary reconstruction becomes problem dependent. The maximum-minimum preserving slope limiter for the scalar problems becomes the same with its one-dimensional version. A positivity-preserving slope limiter for the Euler system is designed including a different parameter from the scalar problems and more efficient operators than the existing limiters. Numerical experiments are reported to demonstrate the robustness of the proposed scheme.

A positivity-preserving adaptive-order finite-difference scheme for GRMHD

We present an adaptive-order positivity-preserving conservative finite-difference scheme that allows a high-order solution away from shocks and discontinuities while guaranteeing positivity and robustness at discontinuities. This is achieved by monitoring the relative power in the highest mode of the reconstructed polynomial and reducing the order when the polynomial series no longer converges. Our approach is similar to the multidimensional optimal order detection strategy, but differs in several ways. The approach is a priori and so does not require retaking a time step. It can also readily be combined with positivity-preserving flux limiters that have gained significant traction in computational astrophysics and numerical relativity. This combination ultimately guarantees a physical solution both during reconstruction and time stepping. We demonstrate the capabilities of the method using a standard suite of very challenging 1d, 2d, and 3d general relativistic magnetohydrodynamics test problems.

Positivity-Preserving Discontinuous Galerkin Methods on Triangular Meshes for Macroscopic Pedestrian Flow Models

The macroscopic models for solving the pedestrian flow problem can be generally classified into two categories as follows: first-order continuum models and high-order continuum models. In first-order continuum models, the density satisfies the mass conservation law, the speed is defined by a flow-density relationship, and the desired directional motion of pedestrians is determined by an Eikonal-type equation. In contrast, in high-order models, the velocity is governed by the momentum conservation law. In this study, we summarize existing first-order and high-order models and rewrite them in the form of unified scalar or system hyperbolic conservation laws. Next, we apply high-order discontinuous Galerkin methods with a positivity-preserving limiter on unstructured triangular meshes to solve the conservation law and a second-order fast-sweeping scheme to solve the Eikonal equations. Our method can efficiently model real-life complex computational regions and avoid nonphysical solutions and simulation blow-ups. Finally, numerical examples are presented to demonstrate the accuracy and effectiveness of the proposed solution algorithm. The numerical results validate the reliability of the proposed numerical method and highlight the advantages of triangular meshes.

On high order positivity-preserving well-balanced finite volume methods for the Euler equations with gravitation

This paper studies three high-order structure-preserving finite volume weighted essentially non-oscillatory (WENO) methods, which are not only well balanced (WB) for a general known hydrostatic equilibrium state but also preserve the positivity of density and pressure, for the compressible Euler equations under gravitational fields. These methods are built on a simple local scaling positivity-preserving (PP) limiter and a modified WENO-ZQ reconstruction exactly preserving the cell average value and scaling invariance. The WB properties of these three methods are achieved based on suitable numerical fluxes and approximation to the gravitational source terms. Based on some convex decomposition techniques as well as several critical properties of the admissible states and numerical flux, we carry out rigorous positivity-preserving analyses for these three WB schemes. We rigorously prove that the three WB methods, coupled with the PP limiter and a strong-stability-preserving time discretization, are always PP under suitable Courant-Friedrichs-Lewy conditions. Extensive numerical examples are provided to confirm WB and PP properties of three methods.

Path-conservative positivity-preserving well-balanced finite volume WENO method for porous shallow water equations

The present study constructed a path-conservative high-order positivity-preserving well-balanced finite volume Riemann solver for the one-dimensional porous shallow water equations with discontinuous porosity and bottom topography. First, the finite difference equations were formulated using the path-conservative approach to treat non-conservative products in source terms. As the solution depends on the paths, the family of paths was formulated for the solutions to satisfy the mass and energy conservations over the smooth paths connecting the discontinuous geometry (porosity and/or bottom topography). Such a property was achieved using the stationary wave, a stationary weak solution of the porous shallow water equations. Second, to increase computational accuracy, the weighted essentially non-oscillatory (WENO) and the Runge-Kutta methods were implemented for the spatiotemporal discretization of the porous shallow water equations, respectively. Third, a positivity-preserving limiter was employed to provide robustness and efficiency in handling wet and dry problems. Finally, all procedures in the present model were formulated to ensure the well-balanced property (i.e., the exact conservation of initial still water conditions over the irregular geometry). A set of numerical experiments was performed to verify that the present model exhibits positivity-preserving and well-balanced properties along with high-order accuracy and the shock-capturing ability for all types of Riemann problems, including eight wet cases and five dry cases. The numerical results of all cases agree with the analytical solutions.

On the conservation property of positivity-preserving discontinuous Galerkin methods for stationary hyperbolic equations

Recently, there has been a series of works on the positivity-preserving discontinuous Galerkin methods for stationary hyperbolic equations, where the notion of mass conservation follows from a straightforward analogy of that of time-dependent problems, i.e. conserving the mass = preserving cell averages during limiting. Based on such a notion, the implementations and theoretical proofs of positivity-preserving limited methods for stationary equations are unnecessarily complicated and constrained. As will be shown in this paper, in some extreme cases, their convergence could even be problematic. In this work, we clarify a more appropriate definition of mass conservation for limiters applied to stationary hyperbolic equations and establish the genuinely conservative high-order positivity-preserving limited discontinuous Galerkin methods based on this definition. The new methods are able to preserve the positivity of solutions of scalar linear equations and scalar nonlinear equations with invariant wind direction, with much simpler implementations and easier proofs for accuracy and the Lax-Wendroff theorem, compared with the existing methods. Two types of positivity-preserving limiters preserving the local mass of stationary equations are developed to accommodate for the new definition of conservation and their accuracy are investigated. We would like to emphasize that a major advantage of the original DG scheme presented in [24] is a sweeping procedure, which allows for the computation of conservative steady-state solutions explicitly, cell by cell, without iterations, even for nonlinear equations as long as the wind direction is fixed. The main contribution of this paper is to introduce a limiting procedure to enforce positivity without changing the conservative property of this original DG scheme. The good performance of the algorithms for stationary hyperbolic equations and their applications in time-dependent problems are demonstrated by ample numerical tests.

A robust fifth order finite difference Hermite WENO scheme for compressible Euler equations

In this paper, we develop a robust fifth order finite difference Hermite weighted essentially non-oscillatory (HWENO) scheme for compressible Euler equations following the HWENO with limiter (HWENO-L) scheme (Zhang and Zhao, 2023). The HWENO-L scheme reduced storage and increased efficiency by using restricted derivatives only for time discretizations. However, it cannot control spurious oscillations well when facing strong shocks since the derivatives are directly used in spatial discretizations without any restrictions. To address such an issue, our proposed HWENO scheme performs flux reconstructions in the finite difference framework without using the derivative value of a target cell, which can result in a simpler and more robust scheme. The resulting scheme is simpler while achieving fifth order accuracy, making it more efficient. Besides, numerically we find it is very robust for some extreme problems even without positivity-preserving limiters. The proposed scheme also inherits advantages of previous HWENO schemes, including arbitrary positive linear weights in flux reconstructions, compact reconstructed stencils, and high resolution. Extensive numerical tests are performed to demonstrate the fifth order accuracy, efficiency, robustness, and high resolution of the proposed HWENO scheme.

High order well-balanced positivity-preserving scale-invariant AWENO scheme for Euler systems with gravitational field

In this paper, we propose a fifth order well-balanced positivity-preserving finite difference scale-invariant AWENO scheme for the compressible Euler equations with gravitational fields. By using the scale-invariant WENO (Si-WENO) operator and well-balanced modification of the interpolated conservative variables, the finite difference discretization is well-balanced with respect to the priorly known isothermal and isentropic hydrostatic states. To ensure positivity of the density and pressure throughout the whole computation, we introduce interpolation-based and flux-based positivity-preserving limiters to both the density and pressure. Meanwhile, modifications are made to the discretization of the pressure equilibrium to restore well-balancedness. We point out that by using the Si-WENO operator we can compute all ingredients in the discretization of the source term prior to the time evolution, and the well-balanced and positivity-preserving modifications are made based on these ingredients, which can improve computational efficiency. Moreover, we carefully derive the positivity-preserving CFL conditions in one and two dimensions. Finally, the accuracy, robustness, effectiveness and numerical symmetry of our approach are demonstrated by a variety of numerical examples, where the time-marching strategy is used in two-dimensional problems to avoid strong dependence on p/ρ in the CFL conditions.

A well-balanced moving mesh discontinuous Galerkin method for the Ripa model on triangular meshes

A well-balanced moving mesh discontinuous Galerkin (DG) method is proposed for the numerical solution of the Ripa model – a generalization of the shallow water equations that accounts for effects of water temperature variations. Thermodynamic processes are important particularly in the upper layers of the ocean where the variations of sea surface temperature play a fundamental role in climate change. The well-balance property which requires numerical schemes to preserve the lake-at-rest steady-state is crucial to the simulation of perturbation waves over that steady state such as waves on a lake or tsunami waves in the deep ocean. To ensure the well-balance, positivity-preserving, and high-order properties, a DG-interpolation scheme (with or without scaling positivity-preserving limiter) and special treatments pertaining to the Ripa model are employed in the transfer of both the flow variables and bottom topography from the old mesh to the new one and in the TVB limiting process. Mesh adaptivity is realized using an MMPDE moving mesh approach and a metric tensor based on an equilibrium variable and water depth. A motivation is to adapt the mesh according to both the perturbations of the lake-at-rest steady-state and the water depth distribution (bottom topography structure). Numerical examples in one and two dimensions are presented to demonstrate the well-balance, high-order accuracy, and positivity-preserving properties of the method and its ability to capture small perturbations of the lake-at-rest steady-state.

Positivity-Preserving Lax–Wendroff Discontinuous Galerkin Schemes for Quadrature-Based Moment-Closure Approximations of Kinetic Models

The quadrature-based method of moments (QMOM) offers a promising class of approximation techniques for reducing kinetic equations to fluid equations that are valid beyond thermodynamic equilibrium. In this work, we study a particular five-moment variant of QMOM known as HyQMOM and establish that this system is moment-invertible over a convex region in solution space. We then develop a high-order discontinuous Galerkin (DG) scheme for solving the resulting fluid system. The scheme is based on a predictor–corrector approach, where the prediction is a localized space-time DG scheme. The nonlinear algebraic system in this prediction is solved using a Picard iteration. The correction is a straightforward explicit update based on the time-integral of the evolution equation, where the space-time prediction replaces all instances of the exact solution. In the absence of limiters, the high-order scheme does not guarantee that solutions remain in the convex set over which HyQMOM is moment-realizable. To overcome this, we introduce novel limiters that rigorously guarantee that the computed solution does not leave the convex set of realizable solutions, thus guaranteeing the hyperbolicity of the system. We develop positivity-preserving limiters in both the prediction and correction steps and an oscillation limiter that damps unphysical oscillations near shocks. We also develop a novel extension of this scheme to include a BGK collision operator; the proposed method is shown to be asymptotic-preserving in the high-collision limit. The HyQMOM and the HyQMOM-BGK solvers are verified on several test cases, demonstrating high-order accuracy on smooth problems and shock-capturing capability on problems with shocks. The asymptotic-preserving property of the HyQMOM-BGK solver is also numerically verified.

Fifth-order well-balanced positivity-preserving finite difference AWENO scheme with hydrostatic reconstruction for hyperbolic chemotaxis models

We propose a fifth-order well-balanced positivity-preserving finite difference alternative WENO (AWENO) scheme with the affine-invariant WENO interpolation based on the Z-type nonlinear weights for the hyperbolic chemotaxis models. By using the techniques of source term reformulation, hydrostatic reconstruction of the interpolated conservative variables and modification of the numerical fluxes, the finite difference discretization is fifth-order and well-balanced. Moreover, the first-order interpolation with the Lax-Friedrichs (LF) flux and a reduced time step for the proposed discretized scheme has been shown to satisfy the density's positivity-preserving (PP) property. Thus, a simple positivity-preserving (PP) limiter conjugating the fifth-order hydrostatic reconstructed flux with the first-order positivity-preserving LF flux is introduced for extreme problems. Meanwhile, this improved approach strictly guarantees well-balanced property at the discrete level. Finally, one-, two-, and three-dimensional numerical examples are given to demonstrate the performance of the proposed AWENO scheme for this class of chemotaxis problems.

A New Numerical Implementation for Solar Coronal Modeling by an HLL Generalized Riemann Problem Solver

In this paper, we employ a Harten–Lax–van Leer (HLL) generalized Riemann problem (HLL-GRP) solver within the framework of a finite volume method to model 3D solar coronal structures for the first time. Based on the rotational invariance of magnetohydrodynamics (MHD) equations, the HLL-GRP solver is successfully implemented into 3D MHD simulations. To constrain the divergence of the magnetic field, the locally divergence-free weighted-least-squares-based essentially nonoscillatory reconstruction and the properly discretized Godunov–Powell source term are applied. To keep density and pressure positive, a positivity-preserving limiter is added to the reconstructed polynomials of density and pressure. We first test a 3D blast wave problem to preliminarily validate the effectiveness of the proposed scheme on Cartesian structured grid. Then, we further run our code on a six-component grid to numerically study the steady-state coronal structures of Carrington rotation 2218 during the solar minimum phase. A comparison with the two-stage Runge–Kutta scheme is performed for both the 3D blast wave problem and solar coronal problem. Numerical results of large-scale solar coronal structures are basically consistent with the observational characteristics, indicating the robustness of the proposed model.

A high order positivity-preserving polynomial projection remapping method

In this paper, we develop a high-order positivity-preserving polynomial projection remapping method based on the L2 projection for the discontinuous Galerkin (DG) scheme. Combined with the Lagrangian type DG scheme and the rezoning strategies, we present an indirect arbitrary Lagrangian-Eulerian discontinuous Galerkin (ALE-DG) method. By clipping precisely the intersections between the old distorted mesh and the new rezoned mesh, our remapping method is high-order accurate and has no limitation for the mesh movements, so it is suitable for the large deformable problems. A positivity-preserving limiter is also added for the physical variables in computational fluid dynamics without losing the original high-order accuracy and conservation. A multi-resolution weighted essentially non-oscillatory (WENO) limiter is adopted to overcome numerical oscillations and it can keep the original high-order accuracy in the smooth region. This WENO limiter combines several different degrees of polynomials which are the local L2 projections of the original polynomial with nonlinear weights calculated by their smoothness, therefore, it is highly parallel efficient. The properties of positivity-preserving, non-oscillation and high-order accuracy of the remapping method will be shown by a variety of numerical experiments on one, two and three dimensional unstructured meshes. The performance of the ALE-DG scheme with rezoning and remapping is also tested for the Euler system in one and two dimensions.

A high order positivity-preserving conservative WENO remapping method based on a moving mesh solver

In this paper, a high order accurate positivity-preserving conservative remapping algorithm is developed. Quadrilateral meshes in two dimensions are used as examples. This remapping method is based on the numerical solution of the trivial equation ∂u∂t=0 on a moving mesh, which is the old mesh before remapping at t=0 and is the new mesh after remapping at t=T. A high order finite volume scheme on the moving mesh is used to solve this problem. Specifically, we adopt the multi-resolution weighted essentially non-oscillatory (WENO) method for the spatial discretization and a strong stability preserving (SSP) Runge-Kutta method for the temporal discretization. The remapping algorithm is high order accurate under very mild smoothness requirement (Lipschitz continuity) on the mesh movement velocity, which can always be satisfied with a suitable choice of the final pseudo-time T. Furthermore, we design our remapping algorithm to have positivity-preserving property by using the linear scaling positivity-preserving limiter so that the algorithm could ensure the positivity-preserving property of relevant physical variables and maintain conservation and original order of accuracy. A series of numerical experiments are given to demonstrate the properties of our remapping algorithm such as high order accuracy, essentially non-oscillatory performance, positivity-preserving and high computational efficiency.

Implementation of the HLL-GRP solver for multidimensional ideal MHD simulations based on finite volume method

The HLL solver for the generalized Riemann problem (HLL-GRP solver) is attractive because it is easy to implement for 1D hyperbolic problems and performs well. Based on the rotational invariance of multidimensional magnetohydrodynamics (MHD) equations, this paper provides a means of implementing the 1D HLL-GRP solver into the multidimensional ideal MHD simulations within the framework of the finite volume method. Furthermore, the Godunov-Powell source term and the locally divergence-free WLS-ENO reconstruction are adopted to constrain the divergence of the magnetic field. To maintain positive density and pressure, a positivity-preserving (PP) limiter is performed on the reconstructed polynomials of density and pressure. Some comparisons with other methods are listed in 1D, 2D and 3D MHD benchmark cases. The numerical results demonstrate that the scheme is stable and can well control the divergence of the magnetic field.

Positivity-preserving high order finite difference WENO schemes for compressible Navier-Stokes equations

In this paper, we construct a high order weighted essentially non-oscillatory (WENO) finite difference discretization for compressible Navier-Stokes (NS) equations, which is rendered positivity-preserving of density and internal energy by a positivity-preserving flux splitting and a scaling positivity-preserving limiter. The novelty of this paper is WENO reconstruction performed on variables from a positivity-preserving convection diffusion flux splitting, which is different from conventional WENO schemes solving compressible NS equations. The core advantages of our proposed method are robustness and efficiency, which especially are suitable for solving tough demanding problems of both compressible Euler and NS equation including low density and low pressure flow regime. Moreover, in terms of computational cost, it is more efficient and easier to implement and extend to multi-dimensional problems than the positivity-preserving high order discontinuous Galerkin schemes and finite volume WENO scheme for solving compressible NS equations on rectangle domain. Benchmark tests demonstrate that the proposed positivity-preserving WENO schemes are high order accuracy, efficient and robust without excessive artificial viscosity for demanding problems involving with low density, low pressure, and fine structure.

High-order well-balanced and positivity-preserving finite-difference AWENO scheme with hydrostatic reconstruction for shallow water equations

The shallow water equations (SWEs) admit still water steady-state solutions in which the flux gradients are exactly balanced by the source term. Furthermore, the no-water dry areas make the numerical simulation of the SWEs more difficult since the water height often loses positivity near the dry areas. In this study, we design a high-order well-balanced and positivity-preserving finite-difference AWENO scheme for solving the SWEs with or without dry areas. In this numerical framework, the hydrostatic reconstruction (HR) method is used with two main advantages: 1) The well-balanced property is achieved using the HR method with arbitrary monotone fluxes and the reformulated source terms. 2) The first-order scheme with the Lax-Friedrichs (LF) flux and the HR method maintains the positivity of the water height with an appropriate time step. Therefore, a simple positivity-preserving limiter conjugating the high-order reconstructed flux with the first-order positivity-preserving LF flux is introduced. One- and two-dimensional classical examples with or without dry areas demonstrate that the proposed scheme is high-order, well-balanced, and positivity-preserving.

A fourth-order conservative semi-Lagrangian finite volume WENO scheme without operator splitting for kinetic and fluid simulations

In this paper, we present a fourth-order conservative semi-Lagrangian (SL) finite volume (FV) weighted essentially non-oscillatory (WENO) scheme without operator splitting for two-dimensional linear transport equations with applications in kinetic models including the nonlinear Vlasov–Poisson system, the guiding center Vlasov model and the incompressible Euler equation in the vorticity-stream function formulation. To achieve fourth-order accuracy in space, two main ingredients are proposed in the SL FV formulation. Firstly, we introduce a so-called cubic-curved quadrilateral upstream cell and applying an efficient clipping method to evaluate integrals on upstream cells. Secondly, we construct a new WENO reconstruction operator, which recovers a P3 polynomial from neighboring cell averages. Mass conservation is accomplished with the mass conservative nature of the reconstruction operator and the SL formulation. A positivity-preserving limiter is applied to maintain the positivity of the numerical solution wherever appropriate. For nonlinear kinetic models, the SL scheme is coupled with a fourth-order Runge–Kutta exponential integrator for high-order temporal accuracy. Extensive benchmarks are tested to verify the designed properties.