Systems Of Conservation Laws Research Articles

The influence of parasitic modes on stable lattice Boltzmann schemes and weakly unstable multi-step Finite Difference schemes

Numerical analysis for linear constant-coefficient multi-step Finite Difference schemes is a longstanding topic, developed approximately fifty years ago. It relies on the stability of the scheme, and thus—within the L2 setting—on the absence of multiple roots of the amplification polynomial on the unit circle. This allows for the decoupling, while discussing the convergence of the method, of the study of the consistency of the scheme from the precise knowledge of its parasitic/spurious modes, so that the methods can be essentially studied as if they had only one step. Furthermore, stability alleviates the need to delve into the complexities of floating-point arithmetic on computers, which can be challenging topics to address. In this paper, we demonstrate that in the case of “weakly” unstable Finite Difference schemes with multiple roots on the unit circle, although the schemes may remain stable, considering parasitic modes is essential in studying their consistency and, consequently, their convergence. This research was prompted by unexpected numerical results on stable lattice Boltzmann schemes, which can be rewritten in terms of multi-step Finite Difference schemes. Unlike Finite Difference schemes, rigorous numerical analysis for lattice Boltzmann schemes is a contemporary topic with much left for future discoveries. Initial expectations suggested that third-order initialization schemes would suffice to maintain the accuracy of fourth-order schemes. However, this assumption proved incorrect for weakly unstable Finite Difference schemes and for stable lattice Boltzmann methods. This borderline scenario underscores that particular care must be adopted for lattice Boltzmann schemes, and the significance of genuine stability in facilitating the construction of Lax-Richtmyer-like theorems and in mastering the impact of round-off errors concerning Finite Difference schemes. Despite the simplicity and apparent lack of practical usage of the linear transport equation at constant velocity considered throughout the paper, we demonstrate that high-order lattice Boltzmann schemes for this equation can be used to tackle nonlinear systems of conservation laws relying on a Jin-Xin approximation and high-order splitting formulæ.

A hybrid a posteriori MOOD limited lattice Boltzmann method to solve compressible fluid flows – LBMOOD

In this paper we blend two lattice-Boltzmann (LB) numerical schemes with an a posteriori Multi-dimensional Optimal Order Detection (MOOD) paradigm to solve hyperbolic systems of conservation laws in 1D and 2D. The first LB scheme is robust to the presence of shock waves but lacks accuracy on smooth flows. The second one has a second-order of accuracy but develops non-physical oscillations when solving steep gradients. The MOOD paradigm produces a hybrid LB scheme via smooth and positivity detectors allowing to gather the best properties of the two LB methods within one scheme. Indeed, the resulting scheme presents second order of accuracy on smooth solutions, essentially non-oscillatory behavior on irregular ones, and, an ‘almost fail-safe’ property concerning positivity issues. The numerical results on a set of sanity test cases and demanding ones are presented assessing the appropriate behavior of the hybrid LBMOOD scheme in 1D and 2D.

Exact solution of the generalized Riemann problem for the Eulerian droplet model with particle pressure

In this paper, we investigate the generalized Riemann problem for the Eulerian droplet model with particle pressure. By introducing two new state variables, the generalized Riemann problem for a system of balance law (nonhomogeneous system) is neatly transferred into the Riemann problem for a system of conservation law (homogeneous system). Four different kinds of exact solutions are presented in fully explicit forms, which are given in terms of two nonconstant states separated by a shock or a generalized rarefaction wave or by a combination of such wave profiles.

Local subcell monolithic DG/FV convex property preserving scheme on unstructured grids and entropy consideration

This article aims at presenting a new local subcell monolithic Discontinuous-Galerkin/Finite-Volume (DG/FV) convex property preserving scheme solving system of conservation laws on 2D unstructured grids. This is known that DG method needs some sort of nonlinear limiting to avoid spurious oscillations or nonlinear instabilities which may lead to the crash of the code. The main idea motivating the present work is to improve the robustness of DG schemes, while preserving as much as possible its high accuracy and very precise subcell resolution. To do so, a convex blending of high-order DG and first-order FV schemes will be locally performed, at the subcell scale, where it is needed. To this end, by means of the theory developed in [58,59], we first recall that it is possible to rewrite DG scheme as a subcell FV method, defined on a subgrid, provided with some specific numerical fluxes referred to as DG reconstructed fluxes. Then, the subcell monolithic DG/FV method will be defined as follows: to each face of each subcell we will assign two fluxes, a 1st-order FV one and a high-order reconstructed one, that in the end will be blended in a convex way. The goal is then to determine, through analysis, optimal blending coefficients to achieve the desired properties. Numerical results on various type problems will be presented to assess the very good performance of the design method.A particular emphasis will be put on entropy consideration. By means of this subcell monolithic framework, we will attempt to address the following questions: is this possible through this monolithic framework to ensure any entropy stability? What do we mean by entropy stability? What is the cost of such constraints? Is this absolutely needed while aiming for high-order accuracy?

Efficient spectral element method for the Euler equations on unbounded domains

Mitigating the impact of waves leaving a numerical domain has been a persistent challenge in numerical modeling. Reducing wave reflection at the domain boundary is crucial for accurate simulations. Absorbing layers, while common, often incur significant computational costs. This paper introduces an efficient application of a Legendre-Laguerre basis for absorbing layers for two-dimensional non-linear compressible Euler equations. The method couples a spectral-element bounded domain with a semi-infinite region, employing a tensor product of Lagrange and scaled Laguerre basis functions. Semi-infinite elements are used in the absorbing layer with Rayleigh damping. In comparison to existing methods with similar absorbing layer extensions, this approach, a pioneering application to the Euler equations of compressible and stratified flows, demonstrates substantial computational savings. The study marks the first application of semi-infinite elements to mitigate wave reflection in the solution of the Euler equations, particularly in nonhydrostatic atmospheric modeling. A comprehensive set of tests demonstrates the method's versatility for general systems of conservation laws, with a focus on its effectiveness in damping vertically propagating mountain gravity waves, a benchmark for atmospheric models. Across all tests, the model presented in this paper consistently exhibits notable performance improvements compared to a traditional Rayleigh damping approach.

Novel spectral methods for shock capturing and the removal of tygers in computational fluid dynamics

Spectral methods yield numerical solutions of the Galerkin-truncated versions of nonlinear partial differential equations (PDEs) involved especially in fluid dynamics. In the presence of discontinuities, such as shocks, spectral approximations develop Gibbs oscillations near the discontinuity. This causes the numerical solution to deviate quickly from the true solution. For spectral approximations of the inviscid Burgers equation in one-dimension (1D), nonlinear wave resonances lead to the formation of localised oscillatory structures called tygers in well-resolved areas of the flow, far from the shock. Recently, the author of [1] has proposed novel spectral relaxation (SR) and spectral purging (SP) schemes for the removal of tygers and Gibbs oscillations in spectral approximations of nonlinear conservation laws. For the 1D inviscid Burgers equation, it is shown in [1] that the novel SR and SP approximations of the solution converge strongly in L2 norm to the entropic weak solution, under an appropriate choice of kernels and related parameters. In this work, we carry out a detailed numerical investigation of SR and SP schemes when applied to the 1D inviscid Burgers equation and report the efficiency of shock capture and the removal of tygers. We then extend our study to systems of nonlinear hyperbolic conservation laws, such as the 2×2 system of the shallow water equations and the standard 3×3 system of 1D compressible Euler equations. For the latter, we generalise the implementation of SR methods to non-periodic problems using Chebyshev polynomials. We then turn to singular flow in the 1D wall approximation of the 3D-axisymmetric wall-bounded incompressible Euler equation [2]. Here, in order to determine the blowup time of the solution, we compare the decay of the width of the analyticity strip, obtained from the pure pseudospectral method (PPS), with the improved estimate obtained using the novel spectral relaxation scheme.

$$\delta '''$$-shock wave solution to a nonstrictly hyperbolic system of conservation laws using weak asymptotic method

$$\delta '''$$-shock wave solution to a nonstrictly hyperbolic system of conservation laws using weak asymptotic method

General boundary conditions for a Boussinesq model with varying bathymetry

AbstractThis paper is devoted to the theoretical and numerical investigation of the initial boundary value problem for a system of equations used for the description of waves in coastal areas, namely, the Boussinesq–Abbott system in the presence of topography. We propose a procedure that allows one to handle very general linear or nonlinear boundary conditions. It consists in reducing the problem to a system of conservation laws with nonlocal fluxes and coupled to an ordinary differential equation. This reformulation is used to propose two hybrid finite volumes/finite differences schemes of first and second order, respectively. The possibility to use many kinds of boundary conditions is used to investigate numerically the asymptotic stability of the boundary conditions, which is an issue of practical relevance in coastal oceanography since asymptotically stable boundary conditions would allow one to reconstruct a wave field from the knowledge of the boundary data only, even if the initial data are not known.

GRP – A direct Godunov extension

The classical paper [40] by S. K. Godunov had a revolutionary effect on the field of numerical simulations of compressible fluid flows. Yet, for some twenty years after its publication, it was mostly used by the mathematical community in the Soviet Union. The seminal paper of van Leer [85] has inaugurated the period of universal interest in high-resolution extensions of Godunov's scheme. The first step to take was to modify the (locally) self-similar solution to the Riemann Problem (at discontinuities) by allowing piecewise-polynomial (rather than piecewise-constant) initial data. The GRP (Generalized Riemann Problem) analysis [6] provided analytical solutions (for piecewise-linear data) that could be readily implemented in a high-resolution robust code. This review paper focuses on the evolution of some mathematical aspects of this method. It addresses the three concepts of consistency, stability and convergence in the context of compact finite difference (or finite volume) schemes for systems of nonlinear hyperbolic conservation laws. The treatment utilizes the framework of “balance laws”, a common viewpoint in relevant physical conservation laws. The first significant observation is that under very mild conditions a weak solution is indeed a solution to the balance law (obtained by a formal application of the Gauss-Green formula). Since high-resolution schemes require the computation of several quantities per mesh cell (e.g., slopes), the notion of “consistency” must be extended to this framework. A combination of consistency hypothesis with stability of the scheme leads to a suitable convergence theorem, generalizing the classical convergence theorem of Lax and Wendroff [52]. Finally, the limit functions are shown to be entropy solutions by using a notion of “Godunov compatibility”, which serves as a substitute to the entropy condition.

Prandtl-Meyer Reflection Configurations, Transonic Shocks, and Free Boundary Problems

We are concerned with the Prandtl-Meyer reflection configurations of unsteady global solutions for supersonic flow impinging upon a symmetric solid wedge. Prandtl (1936) first employed the shock polar analysis to show that there are two possible steady configurations: the steady weak shock solution and the steady strong shock solution, when a steady supersonic flow impinges upon the solid wedge – the half-angle of which is less than a critical angle (i.e., the detachment angle), and then conjectured that the steady weak shock solution is physically admissible since it is the one observed experimentally. The fundamental issue of whether one or both of the steady weak and strong shocks are physically admissible has been vigorously debated over the past eight decades and has not yet been settled in a definitive manner. On the other hand, the Prandtl-Meyer reflection configurations are core configurations in the structure of global entropy solutions of the two-dimensional Riemann problem, while the Riemann solutions themselves are local building blocks and determine local structures, global attractors, and large-time asymptotic states of general entropy solutions of multidimensional hyperbolic systems of conservation laws. In this sense, we have to understand the reflection configurations in order to understand fully the global entropy solutions of two-dimensional hyperbolic systems of conservation laws, including the admissibility issue for the entropy solutions. In this monograph, we address this longstanding open issue and present our analysis to establish the stability theorem for the steady weak shock solutions as the long-time asymptotics of the Prandtl-Meyer reflection configurations for unsteady potential flow for all the physical parameters up to the detachment angle. To achieve these, we first reformulate the problem as a free boundary problem involving transonic shocks and then obtain appropriate monotonicity properties and uniform a priori estimates for admissible solutions, which allow us to employ the Leray-Schauder degree argument to complete the theory for all the physical parameters up to the detachment angle.

Efficient entropy-stable discontinuous spectral-element methods using tensor-product summation-by-parts operators on triangles and tetrahedra

We present a new class of efficient and robust discontinuous spectral-element methods of arbitrary order for nonlinear hyperbolic systems of conservation laws on curved triangular and tetrahedral unstructured grids. Such discretizations employ a recently introduced family of sparse tensor-product summation-by-parts (SBP) operators in collapsed coordinates within an entropy-conservative modal formulation, which is rendered entropy stable when a dissipative numerical flux is used at element interfaces. The proposed algorithms exploit the structure of such SBP operators alongside that of the Proriol–Koornwinder–Dubiner polynomial basis used to represent the numerical solution on the reference triangle or tetrahedron, and a weight-adjusted approximation is employed in order to efficiently invert the local mass matrix for curvilinear elements. Using such techniques, we obtain an improvement in time complexity from O(p2d) to O(pd+1) relative to existing entropy-stable formulations using multidimensional SBP operators not possessing such a tensor-product structure, where p is the polynomial degree of the approximation and d is the number of spatial dimensions. The number of required entropy-conservative two-point flux evaluations between pairs of quadrature nodes is accordingly reduced by a factor ranging from 1.56 at p=2 to 4.57 at p=10 for triangles, and from 1.88 at p=2 to 10.99 at p=10 for tetrahedra. Through numerical experiments involving smooth solutions to the compressible Euler equations on isoparametric triangular and tetrahedral grids, the proposed methods using tensor-product SBP operators are shown to exhibit similar levels of accuracy for a given mesh and polynomial degree to those using multidimensional operators based on symmetric quadrature rules, with both approaches achieving order p+1 convergence with respect to the element size in the presence of interface dissipation as well as exponential convergence with respect to the polynomial degree. Furthermore, both operator families are shown to give rise to entropy-stable schemes which exhibit excellent robustness for test problems characteristic of under-resolved turbulence simulations. Such results suggest that the algorithmic advantages resulting from the use of tensor-product operators are obtained without compromising accuracy or robustness, enabling the efficient extension of the benefits of entropy stability to higher polynomial degrees than previously considered for triangular and tetrahedral elements.

Dynamical large deviations for long-range interacting inhomogeneous systems without collective effects.

We consider the long-term evolution of a spatially inhomogeneous long-range interacting N-body system. Placing ourselves in the dynamically hot limit, i.e., assuming that the system only weakly amplifies perturbations, we derive a large deviation principle for the system's empirical angle-averaged distribution function. This result extends the classical ensemble-averaged kinetic theory given by the so-called inhomogeneous Landau equation, as it specifies the probability of typical and large dynamical fluctuations. We detail the main properties of the associated large deviation Hamiltonian, particularly focusing on how it complies with the system's conservation laws and possesses a gradient structure.

Gradient-Based Monte Carlo Methods for Relaxation Approximations of Hyperbolic Conservation Laws

Particle methods based on evolving the spatial derivatives of the solution were originally introduced to simulate reaction-diffusion processes, inspired by vortex methods for the Navier–Stokes equations. Such methods, referred to as gradient random walk methods, were extensively studied in the ’90s and have several interesting features, such as being grid-free, automatically adapting to the solution by concentrating elements where the gradient is large, and significantly reducing the variance of the standard random walk approach. In this work, we revive these ideas by showing how to generalize the approach to a larger class of partial differential equations, including hyperbolic systems of conservation laws. To achieve this goal, we first extend the classical Monte Carlo method to relaxation approximation of systems of conservation laws, and subsequently consider a novel particle dynamics based on the spatial derivatives of the solution. The methodology, combined with asymptotic-preserving splitting discretization, yields a way to construct a new class of gradient-based Monte Carlo methods for hyperbolic systems of conservation laws. Several results in one spatial dimension for scalar equations and systems of conservation laws show that the new methods are very promising and yield remarkable improvements compared to standard Monte Carlo approaches, either in terms of variance reduction as well as in describing the shock structure.

Stabilizing Discontinuous Galerkin Methods Using Dafermos’ Entropy Rate Criterion: II—Systems of Conservation Laws and Entropy Inequality Predictors

A novel approach for the stabilization of the Discontinuous Galerkin method based on the Dafermos entropy rate crition is presented. First, estimates for the maximal possible entropy dissipation rate of a weak solution are derived. Second, families of conservative Hilbert–Schmidt operators are identified to dissipate entropy. Steering these operators using the bounds on the entropy dissipation results in high-order accurate shock-capturing DG schemes for the one-dimensional Euler equations, satisfying the entropy rate criterion and an entropy inequality. Other testcases include the one-dimensional Buckley–Leverett equation.

Extensions and investigations of space‐time generalized Riemann problems numerical schemes for linear systems of conservation laws with source terms

AbstractThe space‐time generalized Riemann problems method allows to obtain numerical schemes of arbitrary high order that can be used with very large time steps for systems of linear hyperbolic conservation laws with source term. They have been introduced in Berthon et al. (J. Sci. Comput. 55 (2013), 268–308.) in 1D and on 2D unstructured meshes made of triangles. The objective of this article is to complement them in order to answer some important questions arising when they are involved. The formulation is described in detail on quadrangle meshes, the choice of approximation basis is discussed and Legendre polynomials are used in practical cases. The addition of a limiter to preserve certain properties without compromising accuracy is also considered. Finally, the asymptotic behavior of the scheme in the diffusion regime is studied.

KFVM-WENO: A High-order Accurate Kernel-based Finite Volume Method for Compressible Hydrodynamics

This paper presents a fully multidimensional kernel-based reconstruction scheme for finite volume methods applied to systems of hyperbolic conservation laws, with a particular emphasis on the compressible Euler equations. Nonoscillatory reconstruction is achieved through an adaptive-order weighted essentially nonoscillatory (WENO) method cast into a form suited to multidimensional reconstruction. A kernel-based approach inspired by radial basis functions and Gaussian process modeling, which we call kernel-based finite volume method with WENO, is presented here. This approach allows the creation of a scheme of arbitrary order of accuracy with simply defined multidimensional stencils and substencils. Furthermore, the fully multidimensional nature of the reconstruction allows for a more straightforward extension to higher spatial dimensions and removes the need for complicated boundary conditions on intermediate quantities in modified dimension-by-dimension methods. In addition, a new simple yet effective set of reconstruction variables is introduced, which could be useful in existing schemes with little modification. The proposed scheme is applied to a suite of stringent and informative benchmark problems to demonstrate its efficacy and utility. A highly parallel multi-GPU implementation using Kokkos and the message-passing interface is also provided.

A first‐order hyperbolic arbitrary Lagrangian Eulerian conservation formulation for non‐linear solid dynamics

SummaryThe paper introduces a computational framework using a novel Arbitrary Lagrangian Eulerian (ALE) formalism in the form of a system of first‐order conservation laws. In addition to the usual material and spatial configurations, an additional referential (intrinsic) configuration is introduced in order to disassociate material particles from mesh positions. Using isothermal hyperelasticity as a starting point, mass, linear momentum and total energy conservation equations are written and solved with respect to the reference configuration. In addition, with the purpose of guaranteeing equal order of convergence of strains/stresses and velocities/displacements, the computation of the standard deformation gradient tensor (measured from material to spatial configuration) is obtained via its multiplicative decomposition into two auxiliary deformation gradient tensors, both computed via additional first‐order conservation laws. Crucially, the new ALE conservative formulation will be shown to degenerate elegantly into alternative mixed systems of conservation laws such as Total Lagrangian, Eulerian and Updated Reference Lagrangian. Hyperbolicity of the system of conservation laws will be shown and the accurate wave speed bounds will be presented, the latter critical to ensure stability of explicit time integrators. For spatial discretisation, a vertex‐based Finite Volume method is employed and suitably adapted. To guarantee stability from both the continuum and the semi‐discretisation standpoints, an appropriate numerical interface flux (by means of the Rankine–Hugoniot jump conditions) is carefully designed and presented. Stability is demonstrated via the use of the time variation of the Hamiltonian of the system, seeking to ensure the positive production of numerical entropy. A range of three dimensional benchmark problems will be presented in order to demonstrate the robustness and reliability of the framework. Examples will be restricted to the case of isothermal reversible elasticity to demonstrate the potential of the new formulation.

Mixing-phase model for shear-induced contractive/dilative effects in unsteady water-sediment mixture flows

Among the geophysical surface processes, mud and debris flows show one of the most complex and challenging behaviour for scientists and modellers. These flows consist of highly-unsteady gravity-driven movements of water-sediment mixtures with non-Newtonian rheology where the solid concentration could be about 40%–80% of the flow volume and which occur along steep and irregular terrains. Furthermore, the appearance of dynamic pressures in the fluid filling the intergranular pores increases the complexity and dominates the behaviour of the fluidized water-sediment material, leading to the appearance of significant density gradients during the movement. The dynamic pressure in the pore-fluid changes the effective normal stress within the mobilized material, affecting the frictional shear stress between grains and leading to the solid phase dilation/contraction. This must be properly accounted for when developing realistic models for water-sediment surface flows. In this work, a novel physically-based approach for modelling multi-grain dense-packed water-sediment flows is presented. A novel closure formulation for the pressure distribution within the pore-fluid during the movement of dense-packed water-sediment materials has been derived. This closure allows to relate the appearance of shear-induced dynamic pore pressures to the contractive/dilative behaviour of the solid aggregate. The resultant system of depth-averaged conservation laws includes continuity of the density-variable water-sediment material and the different solid classes transported in the flow, as well as the linear momentum equation for the fluidized bulk material, and it is solved using a well-balanced fully-coupled Finite Volume (FV) method. The resultant simulation tool is faced to synthetic, laboratory and real-scale benchmark cases to test its robustness and accuracy. The presence of dynamic pore pressures within the pore-fluid leads to the appearance of a deviatoric contribution to the solid flux, which causes the shear-induced separation of the solid and liquid phases and sustains the flow mobility for long distances, as it has been observed in real mud and debris events.

Existence of a global smooth solution for a degenerate problem of the hyperbolic conservation law systems

In this paper, we consider the existence of a global smooth solution for a degenerate problem of the hyperbolic conservation law systems. We use the characteristic decomposition to establish the global existence of smooth solutions to the degenerate Goursat problem up to a boundary and prove that the vacuum bubble is a point. This problem comes from the expansion of a wedge of gas with constant velocity into vacuum in gas dynamics.

Steady-state selection in multi-species driven diffusive systems

We introduce a general method to determine the large-scale non-equilibrium steady-state properties of one-dimensional multi-species driven diffusive systems with open boundaries, generalizing thus the max-min current principle known for systems with a single type of particles. This method is based on the solution of the Riemann problem of the associated system of conservation laws. We demonstrate that the effective density of a reservoir depends not only on the corresponding boundary hopping rates but also on the dynamics of the entire system, emphasizing the interplay between bulk and reservoirs. We highlight the role of Riemann variables in establishing the phase diagram of such systems. We apply our method to three models of multi-species interacting particle systems and compare the theoretical predictions with numerical simulations.