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Higher order finite difference weighted essentially non-oscillatory (WENO) schemes have been constructed for conservation laws. For multidimensional problems, they offer a high order accuracy at a fraction of the cost of a finite volume WENO or DG scheme of the comparable accuracy. This makes them quite attractive for several science and engineering applications. But, to the best of our knowledge, such schemes have not been extended to non-linear hyperbolic systems with non-conservative products. In this paper, we perform such an extension which improves the domain of the applicability of such schemes. The extension is carried out by writing the scheme in fluctuation form. We use the HLLI Riemann solver of Dumbser and Balsara (J. Comput. Phys. 304: 275–319, 2016) as a building block for carrying out this extension. Because of the use of an HLL building block, the resulting scheme has a proper supersonic limit. The use of anti-diffusive fluxes ensures that stationary discontinuities can be preserved by the scheme, thus expanding its domain of the applicability. Our new finite difference WENO formulation uses the same WENO reconstruction that was used in classical versions, making it very easy for users to transition over to the present formulation. For conservation laws, the new finite difference WENO is shown to perform as well as the classical version of finite difference WENO, with two major advantages: (i) It can capture jumps in stationary linearly degenerate wave families exactly. (ii) It only requires the reconstruction to be applied once. Several examples from hyperbolic PDE systems with non-conservative products are shown which indicate that the scheme works and achieves its design order of the accuracy for smooth multidimensional flows. Stringent Riemann problems and several novel multidimensional problems that are drawn from compressible Baer-Nunziato multiphase flow, multiphase debris flow and two-layer shallow water equations are also shown to document the robustness of the method. For some test problems that require well-balancing we have even been able to apply the scheme without any modification and obtain good results. Many useful PDEs may have stiff relaxation source terms for which the finite difference formulation of WENO is shown to provide some genuine advantages.

In this paper, we propose a new class of discontinuous Galerkin (DG) methods for solving 1D conservation laws on unfitted meshes. The standard DG method is used in the interior cells. For the small cut elements around the boundaries, we directly design approximation polynomials based on inverse Lax-Wendroff (ILW) principles for the inflow boundary conditions and introduce the post-processing to preserve the local conservation properties of the DG method. The theoretical analysis shows that our proposed methods have the same stability and numerical accuracy as the standard DG method in the inner region. An additional nonlinear limiter is designed to prevent spurious oscillations if a shock is near the boundary. Numerical results indicate that our methods achieve optimal numerical accuracy for smooth problems and do not introduce additional oscillations in discontinuous problems.

Higher order finite difference Weighted Essentially Non-oscillatory (WENO) schemes for conservation laws represent a technology that has been reasonably consolidated. They are extremely popular because, when applied to multidimensional problems, they offer high order accuracy at a fraction of the cost of finite volume WENO or DG schemes. They come in two flavors. There is the classical finite difference WENO (FD-WENO) method (Shu and Osher in J. Comput. Phys. 83: 32–78, 1989). However, in recent years there is also an alternative finite difference WENO (AFD-WENO) method which has recently been formalized into a very useful general-purpose algorithm for conservation laws (Balsara et al. in Efficient alternative finite difference WENO schemes for hyperbolic conservation laws, submitted to CAMC, 2023). However, the FD-WENO algorithm has only very recently been formulated for hyperbolic systems with non-conservative products (Balsara et al. in Efficient finite difference WENO scheme for hyperbolic systems with non-conservative products, to appear CAMC, 2023). In this paper, we show that there are substantial advantages in obtaining an AFD-WENO algorithm for hyperbolic systems with non-conservative products. Such an algorithm is documented in this paper. We present an AFD-WENO formulation in a fluctuation form that is carefully engineered to retrieve the flux form when that is warranted and nevertheless extends to non-conservative products. The method is flexible because it allows any Riemann solver to be used. The formulation we arrive at is such that when non-conservative products are absent it reverts exactly to the formulation in the second citation above which is in the exact flux conservation form. The ability to transition to a precise conservation form when non-conservative products are absent ensures, via the Lax-Wendroff theorem, that shock locations will be exactly captured by the method. We present two formulations of AFD-WENO that can be used with hyperbolic systems with non-conservative products and stiff source terms with slightly differing computational complexities. The speeds of our new AFD-WENO schemes are compared to the speed of the classical FD-WENO algorithm from the first of the above-cited papers. At all orders, AFD-WENO outperforms FD-WENO. We also show a very desirable result that higher order variants of AFD-WENO schemes do not cost that much more than their lower order variants. This is because the larger number of floating point operations associated with larger stencils is almost very efficiently amortized by the CPU when the AFD-WENO code is designed to be cache friendly. This should have great, and very beneficial, implications for the role of our AFD-WENO schemes in the Peta- and Exascale computing. We apply the method to several stringent test problems drawn from the Baer-Nunziato system, two-layer shallow water equations, and the multicomponent debris flow. The method meets its design accuracy for the smooth flow and can handle stringent problems in one and multiple dimensions. Because of the pointwise nature of its update, AFD-WENO for hyperbolic systems with non-conservative products is also shown to be a very efficient performer on problems with stiff source terms.

For the high-order diffusion and dispersion equations, the general practice of the explicit-implicit-null (EIN) method is to add and subtract an appropriately large linear highest derivative term with a constant coefficient at one side of the equation, and then apply the standard implicit-explicit method to the equivalent equation. We call this approach the constant-coefficient EIN method in this paper and hereafter denote it by “CC-EIN”. To reduce the error in the CC-EIN method, the variable-coefficient explicit-implicit-null (VC-EIN) method, which is obtained by adding and subtracting a linear highest derivative term with a variable coefficient, is proposed and studied in this paper. Coupled with the local discontinuous Galerkin (LDG) spatial discretization, the VC-EIN method is shown to be unconditionally stable and can achieve high order of accuracy for both one-dimensional and two-dimensional quasi-linear and nonlinear equations. In addition, although the computational cost slightly increases, the VC-EIN method can obtain more accurate results than the CC-EIN method, if the diffusion coefficient or the dispersion coefficient has a few high and narrow bumps and the bumps only account for a small part of the whole computational domain.

Higher order finite difference Weighted Essentially Non-Oscillatory (FD-WENO) schemes for conservation laws are extremely popular because, for multidimensional problems, they offer high order accuracy at a fraction of the cost of finite volume WENO or DG schemes. Such schemes come in two formulations. The very popular classical FD-WENO method (Shu and Osher J Comput Phys 83: 32–78, 1989) relies on two reconstruction steps applied to two split fluxes. However, the method cannot accommodate different types of Riemann solvers and cannot preserve free stream boundary conditions on curvilinear meshes. This limits its utility. The alternative FD-WENO (AFD-WENO) method can overcome these deficiencies, however, much less work has been done on this method. The reasons are three-fold. First, it is difficult for the casual reader to understand the intricate logic that requires higher order derivatives of the fluxes to be evaluated at zone boundaries. The analytical methods for deriving the update equation for AFD-WENO schemes are somewhat recondite. To overcome that difficulty, we provide an easily accessible script that is based on a computer algebra system in Appendix A of this paper. Second, the method relies on interpolation rather than reconstruction, and WENO interpolation formulae have not been documented in the literature as thoroughly as WENO reconstruction formulae. In this paper, we explicitly provide all necessary WENO interpolation formulae that are needed for implementing the AFD-WENO up to the ninth order. The third reason is that the AFD-WENO requires higher order derivatives of the fluxes to be available at zone boundaries. Since those derivatives are usually obtained by finite differencing the zone-centered fluxes, they become susceptible to a Gibbs phenomenon when the solution is non-smooth. The inclusion of those fluxes is also crucially important for preserving the order property when the solution is smooth. This has limited the utility of the AFD-WENO in the past even though the method per se has many desirable features. Some efforts to mitigate the effect of finite differencing of the fluxes have been tried, but so far they have been done on a case by case basis for the PDE being considered. In this paper we find a general-purpose strategy that is based on a different type of the WENO interpolation. This new WENO interpolation takes the first derivatives of the fluxes at zone centers as its inputs and returns the requisite non-linearly hybridized higher order derivatives of flux-like terms at the zone boundaries as its output. With these three advances, we find that the AFD-WENO becomes a robust and general-purpose solution strategy for large classes of conservation laws. It allows any Riemann solver to be used. The AFD-WENO has a computational complexity that is entirely comparable to the classical FD-WENO, because it relies on two interpolation steps which cost the same as the two reconstruction steps in the classical FD-WENO. We apply the method to several stringent test problems drawn from Euler flow, relativistic hydrodynamics (RHD), and ten-moment equations. The method meets its design accuracy for smooth flow and can handle stringent problems in one and multiple dimensions.

In this paper, we design high-order Runge-Kutta discontinuous Galerkin (RKDG) methods with multi-resolution weighted essentially non-oscillatory (multi-resolution WENO) limiters to compute compressible steady-state problems on triangular meshes. A troubled cell indicator extended from structured meshes to unstructured meshes is constructed to identify triangular cells in which the application of the limiting procedures is required. In such troubled cells, the multi-resolution WENO limiting methods are used to the hierarchical L2projection polynomial sequence of the DG solution. Through using the RKDG methods with multi-resolution WENO limiters, the optimal high-order accuracy can be gradually reduced to first-order in the triangular troubled cells, so that the shock wave oscillations can be well suppressed. In steady-state simulations on triangular meshes, the numerical residual converges to near machine zero. The proposed spatial reconstruction methods enhance the robustness of classical DG methods on triangular meshes. The good results of these RKDG methods with multi-resolution WENO limiters are verified by a series of two-dimensional steady-state problems.

A new type of high-order multi-resolution weighted essentially non-oscillatory (WENO) schemes (Zhu and Shu in J Comput Phys, 375: 659–683, 2018) is applied to solve for steady-state problems on structured meshes. Since the classical WENO schemes (Jiang and Shu in J Comput Phys, 126: 202–228, 1996) might suffer from slight post-shock oscillations (which are responsible for the residue to hang at a truncation error level), this new type of high-order finite-difference and finite-volume multi-resolution WENO schemes is applied to control the slight post-shock oscillations and push the residue to settle down to machine zero in steady-state simulations. This new type of multi-resolution WENO schemes uses the same large stencils as that of the same order classical WENO schemes, could obtain fifth-order, seventh-order, and ninth-order in smooth regions, and could gradually degrade to first-order so as to suppress spurious oscillations near strong discontinuities. The linear weights of such new multi-resolution WENO schemes can be any positive numbers on the condition that their sum is one. This is the first time that a series of unequal-sized hierarchical central spatial stencils are used in designing high-order finite-difference and finite-volume WENO schemes for solving steady-state problems. In comparison with the classical fifth-order finite-difference and finite-volume WENO schemes, the residue of these new high-order multi-resolution WENO schemes can converge to a tiny number close to machine zero for some benchmark steady-state problems.

This study addresses the existence and uniqueness of solutions to the Hoogendoorn–Bovy (HB) pedestrian flow model, which describes the dynamic user-optimal pedestrian flow assignment problem in continuous space and time. The HB model consists of a forward conservation law (CL) equation that governs density and a backward Hamilton–Jacobi–Bellman (HJB) equation that contains a maximum admissible speed constraint (MASC), in which the flow direction is determined by the path-choice strategy. The existence and uniqueness of solutions are significantly more difficult to determine when the HJB equation contains an MASC; however, we prove that the HB model can be formulated as a forward CL equation and backward Hamilton–Jacobi (HJ) equation in which the MASC is non-binding if suitable model parameters are selected. This model is formulated as a fixed-point problem upon the simultaneous satisfaction of both equations. To verify the existence and uniqueness results, we first demonstrate the existence and uniqueness of the solutions to the CL and HJ equations, and then show that the coupled HB model is well-posed and has a unique solution. A numerical example is presented to illustrate the properties of the HB model.

In this paper, we study the error estimates to sufficiently smooth solutions of the nonlinear scalar conservation laws for the semi-discrete central discontinuous Galerkin (DG) finite element methods on uniform Cartesian meshes. A general approach with an explicitly checkable condition is established for the proof of optimal L2error estimates of the semi-discrete CDG schemes, and this condition is checked to be valid in one and two dimensions for polynomials of degree up to k= 8. Numerical experiments are given to verify the theoretical results.

Fixed-point fast sweeping WENO methods are a class of efficient high-order numerical methods to solve steady-state solutions of hyperbolic partial differential equations (PDEs). The Gauss-Seidel iterations and alternating sweeping strategy are used to cover characteristics of hyperbolic PDEs in each sweeping order to achieve fast convergence rate to steady-state solutions. A nice property of fixed-point fast sweeping WENO methods which distinguishes them from other fast sweeping methods is that they are explicit and do not require inverse operation of nonlinear local systems. Hence, they are easy to be applied to a general hyperbolic system. To deal with the difficulties associated with numerical boundary treatment when high-order finite difference methods on a Cartesian mesh are used to solve hyperbolic PDEs on complex domains, inverse Lax-Wendroff (ILW) procedures were developed as a very effective approach in the literature. In this paper, we combine a fifth-order fixed-point fast sweeping WENO method with an ILW procedure to solve steady-state solution of hyperbolic conservation laws on complex computing regions. Numerical experiments are performed to test the method in solving various problems including the cases with the physical boundary not aligned with the grids. Numerical results show high-order accuracy and good performance of the method. Furthermore, the method is compared with the popular third-order total variation diminishing Runge-Kutta (TVD-RK3) time-marching method for steady-state computations. Numerical examples show that for most of examples, the fixed-point fast sweeping method saves more than half CPU time costs than TVD-RK3 to converge to steady-state solutions.

Capturing elaborated flow structures and phenomena is required for well-solved numerical flows. The finite difference methods allow simple discretization of mesh and model equations. However, they need simpler meshes, e.g., rectangular. The inverse Lax-Wendroff (ILW) procedure can handle complex geometries for rectangular meshes. High-resolution and high-order methods can capture elaborated flow structures and phenomena. They also have strong mathematical and physical backgrounds, such as positivity-preserving, jump conditions, and wave propagation concepts. We perceive an effort toward direct numerical simulation, for instance, regarding weighted essentially non-oscillatory (WENO) schemes. Thus, we propose to solve a challenging engineering application without turbulence models. We aim to verify and validate recent high-resolution and high-order methods. To check the solver accuracy, we solved vortex and Couette flows. Then, we solved inviscid and viscous nozzle flows for a conical profile. We employed the finite difference method, positivity-preserving Lax-Friedrichs splitting, high-resolution viscous terms discretization, fifth-order multi-resolution WENO, ILW, and third-order strong stability preserving Runge-Kutta. We showed the solver is high-order and captured elaborated flow structures and phenomena. One can see oblique shocks in both nozzle flows. In the viscous flow, we also captured a free-shock separation, recirculation, entrainment region, Mach disk, and the diamond-shaped pattern of nozzle flows.

In this paper, we propose a local discontinuous Galerkin (LDG) method for nonlinear and possibly degenerate parabolic stochastic partial differential equations, which is a high-order numerical scheme. It extends the discontinuous Galerkin (DG) method for purely hyperbolic equations to parabolic equations and shares with the DG method its advantage and flexibility. We prove the L2-stability of the numerical scheme for fully nonlinear equations. Optimal error estimates (O(h(k+1))) for smooth solutions of semi-linear stochastic equations is shown if polynomials of degree kare used. We use an explicit derivative-free order 1.5 time discretization scheme to solve the matrix-valued stochastic ordinary differential equations derived from the spatial discretization. Numerical examples are given to display the performance of the LDG method.

When interpolating data with certain regularity, spline functions are useful. They are defined as piecewise polynomials that satisfy certain regularity conditions at the joints. In the literature about splines it is possible to find several references that study the apparition of Gibbs phenomenon close to jump discontinuities in the results obtained by spline interpolation. This work is devoted to the construction and analysis of a new nonlinear technique that allows to improve the accuracy of splines near jump discontinuities eliminating the Gibbs phenomenon. The adaption is easily attained through a nonlinear modification of the right hand side of the system of equations of the spline, that contains divided differences. The modification is based on the use of a new limiter specifically designed to attain adaption close to jumps in the function. The new limiter can be seen as a nonlinear weighted mean that has better adaption properties than the linear weighted mean. We will prove that the nonlinear modification introduced in the spline keeps the maximum theoretical accuracy in all the domain except at the intervals that contain a jump discontinuity, where Gibbs oscillations are eliminated. Diffusion is introduced, but this is fine if the discontinuity appears due to a discretization of a high gradient with not enough accuracy. The new technique is introduced for cubic splines, but the theory presented allows to generalize the results very easily to splines of any order. The experiments presented satisfy the theoretical aspects analyzed in the paper.

In this paper, we study the central discontinuous Galerkin (DG) method on overlapping meshes for second order wave equations. We consider the first order hyperbolic system, which is equivalent to the second order scalar equation, and construct the corresponding central DG scheme. We then provide the stability analysis and the optimal error estimates for the proposed central DG scheme for one- and multi-dimensional cases with piecewise Pkelements. The optimal error estimates are valid for uniform Cartesian meshes and polynomials of arbitrary degree k≥ 0. In particular, we adopt the techniques in Liu et al. (SIAM J. Numer. Anal.56(2018) 520–541; ESAIM: M2AN54(2020) 705–726) and obtain the local projection that is crucial in deriving the optimal order of convergence. The construction of the projection here is more challenging since the unknowns are highly coupled in the proposed scheme. Dispersion analysis is performed on the proposed scheme for one dimensional problems, indicating that the numerical solution with P1elements reaches its minimum with a suitable parameter in the dissipation term. Several numerical examples including accuracy tests and long time simulation are presented to validate the theoretical results.

In this paper, we study superconvergence properties of the ultraweak-local discontinuous Galerkin (UWLDG) method in Tao et al.[To appear in Math. Comput.DOI: https://doi.org/10.1090/mcom/3562(2020).] for an one-dimensional linear fourth-order equation. With special initial discretizations, we prove the numerical solution of the semi-discrete UWLDG scheme superconverges to a special projection of the exact solution. The order of this superconvergence is proved to be k+ min(3, k) when piecewise ℙkpolynomials with k≥ 2 are used. We also prove a 2k-th order superconvergence rate for the cell averages and for the function values and derivatives of the UWLDG approximation at cell boundaries. Moreover, we prove superconvergence of (k+ 2)-th and (k+ 1)-th order of the function values and the first order derivatives of the UWLDG solution at a class of special quadrature points, respectively. Our proof is valid for arbitrary non-uniform regular meshes and for arbitrary k≥ 2. Numerical experiments verify that all theoretical findings are sharp.

A time discretization method is called strongly stable (or monotone), if the norm of its numerical solution is nonincreasing. Although this property is desirable in various of contexts, many explicit Runge-Kutta (RK) methods may fail to preserve it. In this paper, we enforce strong stability by modifying the method with superviscosity, which is a numerical technique commonly used in spectral methods. Our main focus is on strong stability under the inner-product norm for linear problems with possibly non-normal operators. We propose two approaches for stabilization: the modified method and the filtering method. The modified method is achieved by modifying the semi-negative operator with a high order superviscosity term; the filtering method is to post-process the solution by solving a diffusive or dispersive problem with small superviscosity. For linear problems, most explicit RK methods can be stabilized with either approach without accuracy degeneration. Furthermore, we prove a sharp bound (up to an equal sign) on diffusive superviscosity for ensuring strong stability. For nonlinear problems, a filtering method is investigated. Numerical examples with linear non-normal ordinary differential equation systems and for discontinuous Galerkin approximations of conservation laws are performed to validate our analysis and to test the performance.

In this paper, we discuss the local discontinuous Galerkin methods coupled with two specific explicit-implicit-null time discretizations for solving one-dimensional nonlinear diffusion problems Ut= (a(U)Ux)x. The basic idea is to add and subtract two equal terms a0Uxxon the right-hand side of the partial differential equation, then to treat the term a0Uxximplicitly and the other terms (a(U)Ux)x− a0Uxxexplicitly. We give stability analysis for the method on a simplified model by the aid of energy analysis, which gives a guidance for the choice of a0, i.e., a0≽ max{a(u)}/2 to ensure the unconditional stability of the first order and second order schemes. The optimal error estimate is also derived for the simplified model, and numerical experiments are given to demonstrate the stability, accuracy and performance of the schemes for nonlinear diffusion equations.

In this paper, we study the superconvergence properties of the energy-conserving discontinuous Galerkin (DG) method in [18] for one-dimensional linear hyperbolic equations. We prove the approximate solution superconverges to a particular projection of the exact solution. The order of this superconvergence is proved to be $$k+2$$k+2when piecewise $$\mathbb {P}^k$$Pkpolynomials with $$k \ge 1$$k≥1are used. The proof is valid for arbitrary non-uniform regular meshes and for piecewise $$\mathbb {P}^k$$Pkpolynomials with arbitrary $$k \ge 1$$k≥1. Furthermore, we find that the derivative and function value approximations of the DG solution are superconvergent at a class of special points, with an order of $$k+1$$k+1and $$k+2$$k+2, respectively. We also prove, under suitable choice of initial discretization, a ($$2k+1$$2k+1)-th order superconvergence rate of the DG solution for the numerical fluxes and the cell averages. Numerical experiments are given to demonstrate these theoretical results.

So far the theory and numerical practice of stochastic partial differential equations (SPDEs) have dealt almost exclusively with Gaussian noise or Lévy noise. Recently, Mikulevicius and Rozovskii (Stoch Partial Differ Equ Anal Comput 4:319–360, 2016) proposed a distribution-free Skorokhod–Malliavin calculus framework that is based on generalized stochastic polynomial chaos expansion, and is compatible with arbitrary driving noise. In this paper, we conduct systematic investigation on numerical results of these newly developed distribution-free SPDEs, exhibiting the efficiency of truncated polynomial chaos solutions in approximating moments and distributions. We obtain an estimate for the mean square truncation error in the linear case. The theoretical convergence rate, also verified by numerical experiments, is exponential with respect to polynomial order and cubic with respect to number of random variables included.

In this paper, we study the superconvergence behavior of discontinuous Galerkin methods using upwind numerical fluxes for one-dimensional linear hyperbolic equations with degenerate variable coefficients. The study establishes superconvergence results for the flux function approximation as well as for the DG solution itself. To be more precise, we first prove that the DG flux function is superconvergent towards a particular flux function of the exact solution, with an order of O(hk+2), when piecewise polynomials of degree kare used. We then prove that the highest superconvergence rate of the DG solution itself is O(hk+3/2)as the variable coefficient degenerates or achieves the value zero in the domain. As byproducts, we obtain superconvergence properties for the DG solution and the DG flux function at special points and for cell averages. All theoretical findings are confirmed by numerical experiments.

The main purpose of this paper is to give stability analysis and error estimates of the local discontinuous Galerkin (LDG) methods coupled with three specific implicit-explicit (IMEX) Runge–Kutta time discretization methods up to third order accuracy, for solving one-dimensional time-dependent linear fourth order partial differential equations. In the time discretization, all the lower order derivative terms are treated explicitly and the fourth order derivative term is treated implicitly. By the aid of energy analysis, we show that the IMEX-LDG schemes are unconditionally energy stable, in the sense that the time step τis only required to be upper-bounded by a constant which is independent of the mesh size h. The optimal error estimate is also derived by the aid of the elliptic projection and the adjoint argument. Numerical experiments are given to verify that the corresponding IMEX-LDG schemes can achieve optimal error accuracy.

In this paper, we analyze the Lax–Wendroff discontinuous Galerkin (LWDG) method for solving linear conservation laws. The method was originally proposed by Guo et al. in [W. Guo, J.-M. Qiu and J. Qiu, J. Sci. Comput. 65 (2015) 299–326], where they applied local discontinuous Galerkin (LDG) techniques to approximate high order spatial derivatives in the Lax–Wendroff time discretization. We show that, under the standard CFL condition τ≤ λh(where τand hare the time step and the maximum element length respectively and λ> 0is a constant) and uniform or non-increasing time steps, the second order schemes with piecewise linear elements and the third order schemes with arbitrary piecewise polynomial elements are stable in the L2norm. The specific type of stability may differ with different choices of numerical fluxes. Our stability analysis includes multidimensional problems with divergence-free coefficients. Besides solving the equation itself, the LWDG method also gives approximations to its time derivative simultaneously. We obtain optimal error estimates for both the solution uand its first order time derivative utin one dimension, and numerical examples are given to validate our analysis.

The main purpose of this paper is to analyze the stability and error estimates of the local discontinuous Galerkin (LDG) methods coupled with implicit-explicit (IMEX) time discretization schemes, for solving multi-dimensional convection-diffusion equations with nonlinear convection. By establishing the important relationship between the gradient and the interface jump of the numerical solution with the independent numerical solution of the gradient in the LDG method, on both rectangular and triangular elements, we can obtain the same stability results as in the one-dimensional case [H.J. Wang, C.-W. Shu and Q. Zhang, SIAM J. Numer. Anal. 53 (2015) 206–227; H.J. Wang, C.-W. Shu and Q. Zhang, Appl. Math. Comput. 272 (2015) 237–258], i.e., the IMEX LDG schemes are unconditionally stable for the multi-dimensional convection-diffusion problems, in the sense that the time-step τis only required to be upper-bounded by a positive constant independent of the spatial mesh size h. Furthermore, by the aid of the so-called elliptic projection and the adjoint argument, we can also obtain optimal error estimates in both space and time, for the corresponding fully discrete IMEX LDG schemes, under the same condition, i.e., if piecewise polynomial of degree kis adopted on either rectangular or triangular meshes, we can show the convergence accuracy is of order 𝒪(hk+1+ τs)for the sth order IMEX LDG scheme (s= 1,2,3) under consideration. Numerical experiments are also given to verify our main results.

We consider the drift-diffusion (DD) model of one dimensional semiconductor devices, which is a system involving not only first derivative convection terms but also second derivative diffusion terms and a coupled Poisson potential equation. Optimal error estimates are obtained for both the semi-discrete and fully discrete local discontinuous Galerkin (LDG) schemes with smooth solutions. In the fully discrete scheme, we couple the implicit-explicit (IMEX) time discretization with the LDG spatial discretization, in order to allow larger time steps and to save computational cost. The main technical difficulty in the analysis is to treat the inter-element jump terms which arise from the discontinuous nature of the numerical method and the nonlinearity and coupling of the models. A simulation is also performed to validate the analysis.

In this article, we introduce a new WENO algorithm that aims to calculate an approximation to derivative values of a function in a non-regular grid. We adapt the ideas presented in [Amat et al., SIAM J. Numer. Anal. (2020)] to design the nonlinear weights in a manner such that the order of accuracy is maximum in the intervals close to the discontinuities. Some proofs, remarks on the choice of the stencils and explicit formulas for the weights and smoothness indicators are given. We also present some numerical experiments to confirm the theoretical results.

We consider an incompressible viscous flow without surface tension in a finite-depth domain of two dimensions, with free top boundary and fixed bottom boundary. This system is governed by the Navier–Stokes equations in this moving domain and the transport equation on the moving boundary. In this paper, we construct a stable numerical scheme to simulate the evolution of this system by discontinuous Galerkin method, and discuss the error analysis of the fluid under certain assumptions. Our formulation is mainly based on the geometric structure introduced in [Y. Guo and Ian Tice, Anal. PDE 6 (2013) 287–369; Y. Guo and Ian Tice, Arch. Ration. Mech. Anal. 207 (2013) 459–531; L. Wu, SIAM J. Math. Anal. 46 (2014) 2084–2135], and the natural energy estimate, which is rarely used in the numerical study of this system before.

In this paper we present an a priori error estimate of the Runge–Kutta discontinuous Galerkin method for solving symmetrizable conservation laws, where the time is discretized with the third order explicit total variation diminishing Runge–Kutta method and the finite element space is made up of piecewise polynomials of degree k≥ 2. Quasi-optimal error estimate is obtained by energy techniques, for the so-called generalized E-fluxes under the standard temporal-spatial CFL condition τ≤ γh, where his the element length and τis time step, and γis a positive constant independent of hand τ. Optimal estimates are also considered when the upwind numerical flux is used.

In this paper, we generalize the so-called inverse Lax−Wendroff boundary treatment [S. Tan and C.-W. Shu, J. Comput. Phys. 229 (2010) 8144–8166] for the inflow boundary of a linear hyperbolic problem discretized by the recently introduced central compact schemes [X. Liu, S. Zhang, H. Zhang and C.-W. Shu, J. Comput. Phys. 248 (2013) 235–256]. The outflow boundary is treated by the classical extrapolation and a stability analysis for the resulting scheme is provided. To ensure the stability of the considered schemes provided with the chosen boundaries, the G-K-S theory [B. Gustafsson, H.-O. Kreiss and A. Sundström, Math. Comput. 26 (1972) 649–686] is used, first in the semidiscrete case then in the fully discrete case with the third-order TVD Runge−Kutta time discretization. Afterwards, due to the high algebraic complexity of the G-K-S theory, the stability is analyzed by visualizing the eigenspectrum of the discretized operators. We show in this paper that the results obtained with these two different approaches are perfectly consistent. We also illustrate the high accuracy of the presented schemes on simple test problems.

In this paper, we analyze the explicit Runge-Kutta discontinuous Galerkin (RKDG) methods for the semilinear hyperbolic system of a correlated random walk model describing movement of animals and cells in biology. The RKDG methods use a third order explicit total-variation-diminishing Runge-Kutta (TVDRK3) time discretization and upwinding numerical fluxes. By using the energy method, under a standard Courant-Friedrichs-Lewy (CFL) condition, we obtain L2stability for general solutions and a priori error estimates when the solutions are smooth enough. The theoretical results are proved for piecewise polynomials with any degree k⩾ 1. Finally, since the solutions to this system are non-negative, we discuss a positivity-preserving limiter to preserve positivity without compromising accuracy. Numerical results are provided to demonstrate these RKDG methods.

In this paper we present two versions of the central local discontinuous Galerkin (LDG) method on overlapping cells for solving diffusion equations, and provide their stability analysis and error estimates for the linear heat equation. A comparison between the traditional LDG method on a single mesh and the two versions of the central LDG method on overlapping cells is also made. Numerical experiments are provided to validate the quantitative conclusions from the analysis and to support conclusions for general polynomial degrees.

We are interested in the deterministic computation of the transients for the Boltzmann-Poisson system describing electron transport in semiconductor devices. The main difficulty of such computation arises from the very high dimensions of the model, making it necessary to use relatively coarse meshes and hence requiring the numerical solver to be stable and to have good resolution under coarse meshes. In this paper we give a brief survey of the discontinuous Galerkin (DG) method, which is a finite element method using discontinuous piecewise polynomials as basis functions and numerical fluxes based on upwinding for stability, for solving the Boltzmann-Poisson system. In many situations, the deterministic DG solver can produce accurate solutions with equal or less CPU time than the traditional DSMC (Direct Simulation Monte Carlo) solvers. In order to make the presentation more concise and to highlight the main ideas of the algorithm, we use a simplified model to describe the details of the DG method. Sample simulation results on the full Boltzmann-Poisson system are also given.

Abstract: In this paper we continue our effort in Liu-Shu (2004) and Liu-Shu (2007) for developing local discontinuous Galerkin (LDG) finite element methods to discretize moment models in semiconductor device simulations. We consider drift-diffusion (DD) and high-field (HF) models of one-dimensional devices, which involve not only first derivative convection terms but also second derivative diffusion terms, as well as a coupled Poisson potential equation. Error estimates are obtained for both models with smooth solutions. The main technical difficulties in the analysis include the treatment of the inter-element jump terms which arise from the discontinuous nature of the numerical method, the nonlinearity, and the coupling of the models. A simulation is also performed to validate the analysis.

In this paper, a reactive dynamic user equilibrium model is extended to simulate two groups of pedestrians traveling on crossing paths in a continuous walking facility. Each group makes path choices to minimize the travel cost to its destination in a reactive manner based on instantaneous information. The model consists of a conservation law equation coupled with an Eikonal-type equation for each group. The velocity-density relationship of pedestrian movement is obtained via an experimental method. The model is solved using a finite volume method for the conservation law equation and a fast-marching method for the Eikonal-type equation on unstructured grids. The numerical results verify the rationality of the model and the validity of the numerical method. Based on this continuum model, a number of results, e.g., the formation of strips or moving clusters composed of pedestrians walking to the same destination, are also observed.

We consider the enhancement of accuracy, by means of a simple post-processing technique, for finite element approximations to transient hyperbolic equations. The post-processing is a convolution with a kernel whose support has measure of order one in the case of arbitrary unstructured meshes; if the mesh is locally translation invariant, the support of the kernel is a cube whose edges are of size of the order of $\Delta x$ only. For example, when polynomials of degree $k$ are used in the discontinuous Galerkin (DG) method, and the exact solution is globally smooth, the DG method is of order $k+1/2$ in the $L^2$-norm, whereas the post-processed approximation is of order $2k+1$; if the exact solution is in $L^2$ only, in which case no order of convergence is available for the DG method, the post-processed approximation converges with order $k+1/2$ in $L^2(\Omega_0)$, where $\Omega_0$ is a subdomain over which the exact solution is smooth. Numerical results displaying the sharpness of the estimates are presented.