Scheme For Nonlinear Conservation Laws Research Articles

A truncation error analysis of third‐order MUSCL scheme for nonlinear conservation laws

AbstractThis article is a rebuttal to the claim found in the literature that the monotonic upstream‐centered scheme for conservation laws (MUSCL) cannot be third‐order accurate for nonlinear conservation laws. We provide a rigorous proof for third‐order accuracy of the MUSCL scheme based on a careful and detailed truncation error analysis. Throughout the analysis, the distinction between the cell average and the point value will be strictly made for the numerical solution as well as for the target operator. It is shown that the average of the solutions reconstructed at a face by Van Leer's ‐scheme recovers a cubic solution exactly with , the same is true for the average of the nonlinear fluxes evaluated by the reconstructed solutions, and a dissipation term is already sufficiently small with a third‐order truncation error. Finally, noting that the target spatial operator is a cell‐averaged flux derivative, we prove that the leading truncation error of the MUSCL finite‐volume scheme is third‐order with . The importance of the diffusion scheme is also discussed: third‐order accuracy will be lost when the third‐order MUSLC scheme is used with an incompatible fourth‐order diffusion scheme for convection‐diffusion problems. Third‐order accuracy is verified by thorough numerical experiments for both steady and unsteady problems. This article is intended to serve as a reference to clarify confusions about third‐order accuracy of the MUSCL scheme, as a guide to correctly analyze and verify the MUSCL scheme for nonlinear equations, and eventually as the basis for clarifying high‐order unstructured‐grid schemes in a subsequent article.

A predictor–corrector symmetric TVD scheme for magnetogasdynamic flow

In this paper, a predictor–corrector symmetric TVD scheme for nonlinear conservation laws is presented. The scheme does not necessitate the characteristic decomposition of the usual TVD schemes and employs component-wise limiting. We design two kinds of high accuracy flux limiters, obtain the TVD bounds and propose a hybrid approach. Then we apply it to solve magnetogasdynamic flow equations. A variety of test cases are provided, which are designed to test the robustness of the scheme and compare the results of both analytical and numerical results. According to the results, the new predictor–corrector symmetric TVD scheme is more accurate than two-step, component-wise TVD scheme (Yu and Liu, 2001) and explicit predictor–corrector TVD scheme (Xiaohua, 1990).

An Eulerian–Lagrangian Weighted Essentially Nonoscillatory scheme for nonlinear conservation laws

We develop a formally high order Eulerian–Lagrangian Weighted Essentially Nonoscillatory (EL‐WENO) finite volume scheme for nonlinear scalar conservation laws that combines ideas of Lagrangian traceline methods with WENO reconstructions. The particles within a grid element are transported in the manner of a standard Eulerian–Lagrangian (or semi‐Lagrangian) scheme using a fixed velocity v. A flux correction computation accounts for particles that cross the v‐traceline during the time step. If v = 0, the scheme reduces to an almost standard WENO5 scheme. The CFL condition is relaxed when v is chosen to approximate either the characteristic or particle velocity. Excellent numerical results are obtained using relatively long time steps.The v‐traceback points can fall arbitrarily within the computational grid, and linear WENO weights may not exist for the point. A general WENO technique is described to reconstruct to any order the integral of a smooth function using averages defined over a general, nonuniform computational grid. Moreover, to high accuracy, local averages can also be reconstructed. By re‐averaging the function to a uniform reconstruction grid that includes a point of interest, one can apply a standard WENO reconstruction to obtain a high order point value of the function. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 651–680, 2017

High-order entropy stable finite difference schemes for nonlinear conservation laws: Finite domains

Nonlinear entropy stability is used to derive provably stable high-order finite difference operators including boundary closure stencils, for the compressible Navier–Stokes equations. A comparison technique is used to derive a new Entropy Stable Weighted Essentially Non-Oscillatory (SSWENO) finite difference method, appropriate for simulations of problems with shocks. Viscous terms are approximated using conservative, entropy stable, narrow-stencil finite difference operators. The efficacy of the new discrete operators is demonstrated using both smooth and discontinuous test cases.

A time-accurate explicit multi-scale technique for gas dynamics

We present a new time-accurate algorithm for the explicit numerical integration of the compressible Euler equations of gas dynamics. This technique is based on the discrete-event simulation (DES) methodology for nonlinear flux-conservative PDEs [Y.A. Omelchenko, H. Karimabadi, Self-adaptive time integration of flux-conservative equations with sources, J. Comput. Phys. 216 (1) (2006) 179–194]. DES enables adaptive distribution of CPU resources in accordance with local time scales of the underlying numerical solution. It distinctly stands apart from multiple (local) time-stepping algorithms in that it requires neither selecting a global synchronization time step nor pre-determining a sequence of time-integration operations for individual parts of a heterogeneous numerical system. In this paper we extend the DES methodology in three important directions: (i) we apply DES to a system of coupled gas dynamics equations discretized via a central-upwind scheme [A. Kurganov, E. Tadmor, New high-resolution central schemes for nonlinear conservation laws and convection–diffusion equations, J. Comput. Phys. 160 (2000) 241–282; A. Kurganov, S. Noelle, G. Petrova, Semidiscrete central-upwind schemes for hyperbolic conservation laws and Hamilton–Jacobi equations, SIAM J. Sci. Comput. 23 (3) (2001) 707–740]; (ii) we introduce a new Preemptive Event Processing (PEP) technique, which automatically enforces synchronous execution of events with sufficiently close update times; (iii) we significantly improve the accuracy of the previous algorithm [Y.A. Omelchenko, H. Karimabadi, Self-adaptive time integration of flux-conservative equations with sources, J. Comput. Phys. 216 (1) (2006) 179–194] by applying locally second-order-in-time flux-conserving corrections to the solution obtained with the forward Euler scheme. The performance of the new technique is demonstrated in a series of one-dimensional gas dynamics test problems by comparing numerical solutions obtained in event-driven and equivalent time-stepping simulations.

A low dissipation essentially non-oscillatory central scheme

Here we present a new, semidiscrete, central scheme for the numerical solution of one-dimensional systems of hyperbolic conservation laws. The method presented in this paper is an extension of the centrally weighted non-oscillatory schemes ( Cweno) presented in [A. Kurganov, E. Tadmor, New high resolution central schemes for nonlinear conservation laws and convection–diffusion equations, J. Comp. Phys. 160 (2000) 241–282; A. Kurganov, D. Levy, A third-order semidiscrete central scheme for conservation laws and convection–diffusion equations, SIAM J. Sci. Comput. 22 (2000) 1461–1488; A. Kurganov, S. Noelle, G. Petrova, Semidiscrete central-upwind schemes for hyperbolic conservation laws and Hamilton–Jacobi equations, SIAM J. Sci. Comput. 23 (3) (2001) 707–740]. The method suggested in this manuscript is derived independently of the order of the scheme. The gain in this new method is a decreased dissipation especially for high Mach-number flows, which are frequently encountered, e.g., in astrophysical contexts or turbulent systems.

An improved algorithm for simulating three-dimensional, viscoelastic turbulence

We present a new finite-difference formulation to update the conformation tensor in dumbbell models (e.g., Oldroyd-B, FENE-P, Giesekus) that guarantees positive eigenvalues of the tensor (i.e., the tensor remains positive definite) and prevents over-extension for finite-extensible models. The formulation is a generalization of the second-order, central difference scheme developed by Kurganov and Tadmor [A. Kurganov, E. Tadmor, New high-resolution central schemes for nonlinear conservation laws and convection–diffusion equations, J. Comput. Phys. 160 (2000) 241–282] that guarantees a scalar field remains everywhere positive. We have extended the algorithm to guarantee a tensor field remains everywhere positive definite following an update. Extensive testing of the algorithm shows that the volume average of the conformation tensor is conserved. Furthermore, volume averages of the conformation tensor in homogeneous turbulent shear flow made over the Eulerian grid are in quantitative agreement with Lagrangian averages made over fluid particles moving throughout the domain, highlighting the accuracy of the treatment of the convective terms.

Assessment of a non-traditional operator split algorithm for simulation of reactive transport

A non-traditional operator split (OS) scheme for the solution of the advection-diffusion-reaction (ADR) equation is proposed. The scheme is implemented with the recently published central scheme [A. Kurganov, E. Tadmor, New high-resolution central schemes for non-linear conservation laws and convection-diffusion equations, J. Comput. Phys. 160 (2000) 241–282] to accurately simulate advection-reaction processes. The governing partial differential equation (PDE) is split into two PDEs, which are solved sequentially within each time step. Unlike traditional methods, the proposed scheme provides a very efficient method to solve the ADR equation for any value of the grid-Péclet number. An analytical mass balance error analysis shows that the proposed non-traditional scheme incurs a splitting error, which behaves differently to the splitting error incurred in traditional OS schemes. Numerical results are presented to illustrate the robustness of the proposed scheme.

Optimally-stable second-order accurate difference schemes for non-linear conservation laws in 3D

In one and two spatial dimensions, Lax–Wendroff schemes provide second-order accurate optimally-stable dispersive conservation-form approximations to non-linear conservation laws. These approximations are an important ingredient in sophisticated simulation algorithms for conservation laws whose solutions are discontinuous. Straightforward generalization of these Lax–Wendroff schemes to three dimensions produces an approximation that is unconditionally unstable. However, some dimensionally-split schemes do provide second-order accurate optimally-stable approximations in 3D (and 2D), and there are sub-optimally-stable non-split Lax–Wendroff-type schemes in 3D. The main result of this paper is the creation of new Lax–Wendroff-type second-order accurate optimally-stable dispersive non-split scheme that is in conservation form. The scheme is created by using linear equivalence to transform a symmetrized dimensionally-split scheme (based on a one-dimensional Lax–Wendroff scheme) to conservation form. We then create both composite and hybrid schemes by combining the new scheme with the diffusive first-order accurate Lax–Friedrichs scheme. Codes based on these schemes perform well on difficult fluid flow problems.

Relaxed High Resolution Schemes for Hyperbolic Conservation Laws

Relaxed, essentially non-oscillating schemes for nonlinear conservation laws are presented. Exploiting the relaxation approximation, it is possible to avoid the nonlinear Riemann problem, characteristic decompositions, and staggered grids. Nevertheless, convergence rates up to fourth order are observed numerically. Furthermore, a relaxed, piecewise hyperbolic scheme with artificial compression is constructed. Third order accuracy of this method is proved. Numerical results for two-dimensional Riemann problems in gas dynamics are presented. Finally, the relation to central schemes is discussed.

Highly-Accurate Schemes for Nonlinear Conservation Laws with Source Terms and Their Verification

Highly-Accurate Schemes for Nonlinear Conservation Laws with Source Terms and Their Verification

Localization effects and measure source terms in numerical schemes for balance laws

This paper investigates the behavior of numerical schemes for non-linear conservation laws with source terms. We concentrate on two significant examples: relaxation approximations and genuinely nonhomogeneous scalar laws. The main tool in our analysis is the extensive use of weak limits and nonconservative products which allow us to describe accurately the operations achieved in practice when using Riemann-based numerical schemes. Some illustrative and relevant computational results are provided.

Convergence of a staggered Lax-Friedrichs scheme for nonlinear conservation laws on unstructured two-dimensional grids

Based on Nessyahu and Tadmor's nonoscillatory central difference schemes for one-dimensional hyperbolic conservation laws [16], for higher dimensions several finite volume extensions and numerical results on structured and unstructured grids have been presented. The experiments show the wide applicability of these multidimensional schemes. The theoretical arguments which support this are some maximum-principles and a convergence proof in the scalar linear case. A general proof of convergence, as obtained for the original one-dimensional NT-schemes, does not exist for any of the extensions to multidimensional nonlinear problems. For the finite volume extension on two-dimensional unstructured grids introduced by Arminjon and Viallon [3,4] we present a proof of convergence for the first order scheme in case of a nonlinear scalar hyperbolic conservation law.

On numerical entropy inequalities for a class of relaxed schemes

In [4], Jin and Xin developed a class of first- and second-order relaxing schemes for nonlinear conservation laws. They also obtained the relaxed schemes for conservation laws by using a Hilbert expansion for the relaxing schemes. The relaxed schemes were proved to be total variational diminishing (TVD) in the zero relaxation limit for scalar equations. In this paper, by properly choosing the numerical entropy flux, we show that the relaxed schemes also satisfy the entropy inequalities. As a consequence, the L 1 {L^{1}} convergence rate of O ( Δ t ) O\left ( \sqrt {\Delta t} \right ) for the relaxed schemes can be established.

New High-Resolution Central Schemes for Nonlinear Conservation Laws and Convection–Diffusion Equations

Central schemes may serve as universal finite-difference methods for solving nonlinear convection–diffusion equations in the sense that they are not tied to the specific eigenstructure of the problem, and hence can be implemented in a straightforward manner as black-box solvers for general conservation laws and related equations governing the spontaneous evolution of large gradient phenomena. The first-order Lax–Friedrichs scheme (P. D. Lax, 1954) is the forerunner for such central schemes. The central Nessyahu–Tadmor (NT) scheme (H. Nessyahu and E. Tadmor, 1990) offers higher resolution while retaining the simplicity of the Riemann-solver-free approach. The numerical viscosity present in these central schemes is of order O((Δx)2r/Δt). In the convective regime where Δt∼Δx, the improved resolution of the NT scheme and its generalizations is achieved by lowering the amount of numerical viscosity with increasing r. At the same time, this family of central schemes suffers from excessive numerical viscosity when a sufficiently small time step is enforced, e.g., due to the presence of degenerate diffusion terms.In this paper we introduce a new family of central schemes which retain the simplicity of being independent of the eigenstructure of the problem, yet which enjoy a much smaller numerical viscosity (of the corresponding order O(Δx)2r−1)). In particular, our new central schemes maintain their high-resolution independent of O(1/Δt), and letting Δt ↓ 0, they admit a particularly simple semi-discrete formulation. The main idea behind the construction of these central schemes is the use of more precise information of the local propagation speeds. Beyond these CFL related speeds, no characteristic information is required. As a second ingredient in their construction, these central schemes realize the (nonsmooth part of the) approximate solution in terms of its cell averages integrated over the Riemann fans of varying size.The semi-discrete central scheme is then extended to multidimensional problems, with or without degenerate diffusive terms. Fully discrete versions are obtained with Runge–Kutta solvers. We prove that a scalar version of our high-resolution central scheme is nonoscillatory in the sense of satisfying the total-variation diminishing property in the one-dimensional case and the maximum principle in two-space dimensions. We conclude with a series of numerical examples, considering convex and nonconvex problems with and without degenerate diffusion, and scalar and systems of equations in one- and two-space dimensions. Time evolution is carried out by the third- and fourth-order explicit embedded integration Runge–Kutta methods recently proposed by A. Medovikov (1998). These numerical studies demonstrate the remarkable resolution of our new family of central scheme.