Search

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, J. Comput. Phys., 83 (1989) 32-78). 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., 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., 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 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 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 ..., Comment: Accepted in Communications on Applied Mathematics and Computation

Higher order finite difference Weighted Essentially Non-Oscillatory (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 finite difference WENO (FD-WENO) method (Shu and Osher, J. Comput. Phys., 83 (1989) 32-78) relies 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 finite difference 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 AFD-WENO up to ninth order. The third reason is that 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 ..., Comment: Accepted in Communications on Applied Mathematics and Computation

We propose a block finite difference, error inhibiting scheme that is fourth-order accurate for short to moderate times and has a six-order convergence rate for long times. This scheme outperforms the standard fourth-order Finite Difference scheme. We also demonstrate that the proposed scheme is a particular type of nodal-based Discontinuous Galerkin method with $p=1$., Comment: 16 pages

In this paper, we design a new kind of high order inverse Lax-Wendroff (ILW) boundary treatment for solving hyperbolic conservation laws with finite difference method on a Cartesian mesh. This new ILW method decomposes the construction of ghost point values near inflow boundary into two steps: interpolation and extrapolation. At first, we impose values of some artificial auxiliary points through a polynomial interpolating the interior points near the boundary. Then, we will construct a Hermite extrapolation based on those auxiliary point values and the spatial derivatives at boundary obtained via the ILW procedure. This polynomial will give us the approximation to the ghost point value. By an appropriate selection of those artificial auxiliary points, high-order accuracy and stable results can be achieved. Moreover, theoretical analysis indicates that comparing with the original ILW method, especially for higher order accuracy, the new proposed one would require fewer terms using the relatively complicated ILW procedure and thus improve computational efficiency on the premise of maintaining accuracy and stability. We perform numerical experiments on several benchmarks, including one- and two-dimensional scalar equations and systems. The robustness and efficiency of the proposed scheme is numerically verified.

The weighted essentially non-oscillatory {technique} using a stencil of $2r$ points (WENO-$2r$) is an interpolatory method that consists in obtaining a higher approximation order from the non-linear combination of interpolants of $r+1$ nodes. The result is an interpolant of order $2r$ at the smooth parts and order $r+1$ when an isolated discontinuity falls at any grid interval of the large stencil except at the central one. Recently, a new WENO method based on Aitken-Neville's algorithm has been designed for interpolation of equally spaced data at the mid-points and presents progressive order of accuracy close to discontinuities. This paper is devoted to constructing a general progressive WENO method for non-necessarily uniformly spaced data and several variables interpolating in any point of the central interval. Also, we provide explicit formulas for linear and non-linear weights and prove the order obtained. Finally, some numerical experiments are presented to check the theoretical results.

Higher order finite difference Weighted Essentially Non-Oscillatory (WENO) schemes have been constructed for conservation laws. For multidimensional problems, they offer high order accuracy at a fraction of the cost of a finite volume WENO or DG scheme of 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 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 (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 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:- 1) It can capture jumps in stationary linearly degenerate wave families exactly. 2) 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 accuracy for smooth multidimensional flows. Stringent Riemann ... *Abstract truncated, see PDF*, Comment: Accepted in Communications on Applied Mathematics and Computation

In the numerical simulation of ideal MHD, keeping the pressure and density positive is essential for both physical considerations and numerical stability. This is a challenge, due to the underlying relation between such positivity-preserving (PP) property and the magnetic divergence-free (DF) constraint as well as the strong nonlinearity of the MHD equations. This paper presents the first rigorous PP analysis of the central discontinuous Galerkin (CDG) methods and constructs arbitrarily high-order PP CDG schemes for ideal MHD. By the recently developed geometric quasilinearization (GQL) approach, our analysis reveals that the PP property of standard CDG methods is closely related to a discrete DF condition, whose form was unknown and differs from the non-central DG and finite volume cases in [K. Wu, SIAM J. Numer. Anal. 2018]. This result lays the foundation for the design of our PP CDG schemes. In 1D case, the discrete DF condition is naturally satisfied, and we prove the standard CDG method is PP under a condition that can be enforced with a PP limiter. However, in the multidimensional cases, the discrete DF condition is highly nontrivial yet critical, and we prove the the standard CDG method, even with the PP limiter, is not PP in general, as it fails to meet the discrete DF condition. We address this issue by carefully analyzing the structure of the discrete divergence and then constructing new locally DF CDG schemes for Godunov's modified MHD equations with an additional source. The key point is to find out the suitable discretization of the source term such that it exactly offsets all the terms in the discrete DF condition. Based on the GQL approach, we prove the PP property of the new multidimensional CDG schemes. The robustness and accuracy of PP CDG schemes are validated by several demanding examples, including the high-speed jets and blast problems with very low plasma beta.

In this work, we propose a novel framework for the numerical solution of time-dependent conservation laws with implicit schemes via primal-dual hybrid gradient methods. We solve an initial value problem (IVP) for the partial differential equation (PDE) by casting it as a saddle point of a min-max problem and using iterative optimization methods to find the saddle point. Our approach is flexible with the choice of both time and spatial discretization schemes. It benefits from the implicit structure and gains large regions of stability, and overcomes the restriction on the mesh size in time by explicit schemes from Courant--Friedrichs--Lewy (CFL) conditions (really via von Neumann stability analysis). Nevertheless, it is highly parallelizable and easy-to-implement. In particular, no nonlinear inversions are required! Specifically, we illustrate our approach using the finite difference scheme and discontinuous Galerkin method for the spatial scheme; backward Euler and backward differentiation formulas for implicit discretization in time. Numerical experiments illustrate the effectiveness and robustness of the approach. In future work, we will demonstrate that our idea of replacing an initial-value evolution equation with this primal-dual hybrid gradient approach has great advantages in many other situations.

In this paper, we perform stability analysis for a class of second and third order accurate strong-stability-preserving modified Patankar Runge-Kutta (SSPMPRK) schemes, which were introduced in [4,5] and can be used to solve convection equations with stiff source terms, such as reactive Euler equations, with guaranteed positivity under the standard CFL condition due to the convection terms only. The analysis allows us to identify the range of free parameters in these SSPMPRK schemes in order to ensure stability. Numerical experiments are provided to demonstrate the validity of the analysis., Comment: 23 pages, 10 figures

In this paper we propose and analyze finite element discontinuous Galerkin methods for the one- and two-dimensional stochastic Maxwell equations with multiplicative noise. The discrete energy law of the semi-discrete DG methods were studied. Optimal error estimate of the semi-discrete method is obtained for the one-dimensional case, and the two-dimensional case on both rectangular meshes and triangular meshes under certain mesh assumptions. Strong Taylor 2.0 scheme is used as the temporal discretization. Both one- and two-dimensional numerical results are presented to validate the theoretical analysis results.

In the numerical simulation of ideal MHD, keeping the pressure and density positive is essential for both physical considerations and numerical stability. This is a challenge, due to the underlying relation between such positivity-preserving (PP) property and the magnetic divergence-free (DF) constraint as well as the strong nonlinearity of the MHD equations. This paper presents the first rigorous PP analysis of the central discontinuous Galerkin (CDG) methods and constructs arbitrarily high-order PP CDG schemes for ideal MHD. By the recently developed geometric quasilinearization (GQL) approach, our analysis reveals that the PP property of standard CDG methods is closely related to a discrete DF condition, whose form was unknown and differs from the non-central DG and finite volume cases in [K. Wu, SIAM J. Numer. Anal. 2018]. This result lays the foundation for the design of our PP CDG schemes. In 1D case, the discrete DF condition is naturally satisfied, and we prove the standard CDG method is PP under a condition that can be enforced with a PP limiter. However, in the multidimensional cases, the discrete DF condition is highly nontrivial yet critical, and we prove the the standard CDG method, even with the PP limiter, is not PP in general, as it fails to meet the discrete DF condition. We address this issue by carefully analyzing the structure of the discrete divergence and then constructing new locally DF CDG schemes for Godunov's modified MHD equations with an additional source. The key point is to find out the suitable discretization of the source term such that it exactly offsets all the terms in the discrete DF condition. Based on the GQL approach, we prove the PP property of the new multidimensional CDG schemes. The robustness and accuracy of PP CDG schemes are validated by several demanding examples, including the high-speed jets and blast problems with very low plasma beta.

In this paper, a high-order moment-based multi-resolution Hermite weighted essentially non-oscillatory (HWENO) scheme is designed for hyperbolic conservation laws. The main idea of this scheme is derived from our previous work [J. Comput. Phys., 446 (2021) 110653], in which the integral averages of the function and its first order derivative are used to reconstruct both the function and its first order derivative values at the boundaries. However, in this paper, only the function values at the Gauss-Lobatto points in the one or two dimensional case need to be reconstructed by using the information of the zeroth and first order moments. In addition, an extra modification procedure is used to modify those first order moments in the troubled-cells, which leads to an improvement of stability and an enhancement of resolution near discontinuities. To obtain the same order of accuracy, the size of the stencil required by this moment-based multi-resolution HWENO scheme is still the same as the general HWENO scheme and is more compact than the general WENO scheme. Moreover, the linear weights can also be any positive numbers as long as their sum equals one and the CFL number can still be 0.6 whether for the one or two dimensional case. Extensive numerical examples are given to demonstrate the stability and resolution of such moment-based multi-resolution HWENO scheme., Comment: 36pages, 8 figures

In the numerical simulation of ideal MHD, keeping the pressure and density positive is essential for both physical considerations and numerical stability. This is a challenge, due to the underlying relation between such positivity-preserving (PP) property and the magnetic divergence-free (DF) constraint as well as the strong nonlinearity of the MHD equations. This paper presents the first rigorous PP analysis of the central discontinuous Galerkin (CDG) methods and constructs arbitrarily high-order PP CDG schemes for ideal MHD. By the recently developed geometric quasilinearization (GQL) approach, our analysis reveals that the PP property of standard CDG methods is closely related to a discrete DF condition, whose form was unknown and differs from the non-central DG and finite volume cases in [K. Wu, SIAM J. Numer. Anal. 2018]. This result lays the foundation for the design of our PP CDG schemes. In 1D case, the discrete DF condition is naturally satisfied, and we prove the standard CDG method is PP under a condition that can be enforced with a PP limiter. However, in the multidimensional cases, the discrete DF condition is highly nontrivial yet critical, and we prove the the standard CDG method, even with the PP limiter, is not PP in general, as it fails to meet the discrete DF condition. We address this issue by carefully analyzing the structure of the discrete divergence and then constructing new locally DF CDG schemes for Godunov's modified MHD equations with an additional source. The key point is to find out the suitable discretization of the source term such that it exactly offsets all the terms in the discrete DF condition. Based on the GQL approach, we prove the PP property of the new multidimensional CDG schemes. The robustness and accuracy of PP CDG schemes are validated by several demanding examples, including the high-speed jets and blast problems with very low plasma beta.

Solutions to many partial differential equations satisfy certain bounds or constraints. For example, the density and pressure are positive for equations of fluid dynamics, and in the relativistic case the fluid velocity is upper bounded by the speed of light, etc. As widely realized, it is crucial to develop bound-preserving numerical methods that preserve such intrinsic constraints. Exploring provably bound-preserving schemes has attracted much attention and is actively studied in recent years. This is however still a challenging task for many systems especially those involving nonlinear constraints. Based on some key insights from geometry, we systematically propose an innovative and general framework, referred to as geometric quasilinearization (GQL), which paves a new effective way for studying bound-preserving problems with nonlinear constraints. The essential idea of GQL is to equivalently transfer all nonlinear constraints into linear ones, through properly introducing some free auxiliary variables. We establish the fundamental principle and general theory of GQL via the geometric properties of convex regions, and propose three simple effective methods for constructing GQL. We apply the GQL approach to a variety of partial differential equations, and demonstrate its effectiveness and remarkable advantages for studying bound-preserving schemes, by diverse challenging examples and applications which cannot be easily handled by direct or traditional approaches.

One- and multi-dimensional stochastic Maxwell equations with additive noise are considered in this paper. It is known that such system can be written in the multi-symplectic structure, and the stochastic energy increases linearly in time. High order discontinuous Galerkin methods are designed for the stochastic Maxwell equations with additive noise, and we show that the proposed methods satisfy the discrete form of the stochastic energy linear growth property and preserve the multi-symplectic structure on the discrete level. Optimal error estimate of the semi-discrete DG method is also analyzed. The fully discrete methods are obtained by coupling with symplectic temporal discretizations. One- and two-dimensional numerical results are provided to demonstrate the performance of the proposed methods, and optimal error estimates and linear growth of the discrete energy can be observed for all cases.

In this paper, we construct high order energy dissipative and conservative local discontinuous Galerkin methods for the Fornberg-Whitham type equations. We give the proofs for the dissipation and conservation for related conservative quantities. The corresponding error estimates are proved for the proposed schemes. The capability of our schemes for different types of solutions is shown via several numerical experiments. The dissipative schemes have good behavior for shock solutions, while for a long time approximation, the conservative schemes can reduce the shape error and the decay of amplitude significantly

We propose and analyze a class of robust, uniformly high-order accurate discontinuous Galerkin (DG) schemes for multidimensional relativistic magnetohydrodynamics (RMHD) on general meshes. A distinct feature of the schemes is their physical-constraint-preserving (PCP) property, i.e., they are proven to preserve the subluminal constraint on the fluid velocity and the positivity of density, pressure, and specific internal energy. Developing PCP high-order schemes for RMHD is highly desirable but remains a challenging task, especially in the multidimensional cases, due to the inherent strong nonlinearity in the constraints and the effect of the magnetic divergence-free condition. Inspired by some crucial observations at the PDE level, we construct the provably PCP schemes by using the locally divergence-free DG schemes of the recently proposed symmetrizable RMHD equations as the base schemes, a limiting technique to enforce the PCP property of the DG solutions, and the strong-stability-preserving methods for time discretization. We rigorously prove the PCP property by using a novel "quasi-linearization" approach to handle the highly nonlinear physical constraints, technical splitting to offset the influence of divergence error, and sophisticated estimates to analyze the beneficial effect of the additional source term in the symmetrizable RMHD system. Several two-dimensional numerical examples are provided to confirm the PCP property and to demonstrate the accuracy, effectiveness and robustness of the proposed PCP schemes.

We propose and analyze a class of robust, uniformly high-order accurate discontinuous Galerkin (DG) schemes for multidimensional relativistic magnetohydrodynamics (RMHD) on general meshes. A distinct feature of the schemes is their physical-constraint-preserving (PCP) property, i.e., they are proven to preserve the subluminal constraint on the fluid velocity and the positivity of density, pressure, and specific internal energy. Developing PCP high-order schemes for RMHD is highly desirable but remains a challenging task, especially in the multidimensional cases, due to the inherent strong nonlinearity in the constraints and the effect of the magnetic divergence-free condition. Inspired by some crucial observations at the PDE level, we construct the provably PCP schemes by using the locally divergence-free DG schemes of the recently proposed symmetrizable RMHD equations as the base schemes, a limiting technique to enforce the PCP property of the DG solutions, and the strong-stability-preserving methods for time discretization. We rigorously prove the PCP property by using a novel "quasi-linearization" approach to handle the highly nonlinear physical constraints, technical splitting to offset the influence of divergence error, and sophisticated estimates to analyze the beneficial effect of the additional source term in the symmetrizable RMHD system. Several two-dimensional numerical examples are provided to confirm the PCP property and to demonstrate the accuracy, effectiveness and robustness of the proposed PCP schemes.

In this article we present a modification of the algorithm for data discretized in the point values introduced in [S. Amat, J. Ruiz, C.-W. Shu, On a new WENO algorithm of order 2r with improved accuracy close to discontinuities, App. Math. Lett. 105 (2020), 106-298]. In the aforementioned work, we managed to obtain an algorithm that reaches a progressive and optimal order of accuracy close to discontinuities for WENO-6. For higher orders, i.e. WENO-8, WENO-10, etc. We have found that the previous algorithm presents some shadows in the detection of discontinuities, meaning that the order of accuracy is better than the one attained by WENO of the same order, but not optimal. In this article we present a modification of the smoothness indicators used in the original algorithm, oriented to solve this problem and to attain a WENO-2r algorithm with progressive order of accuracy close to the discontinuities. We also present proofs for the accuracy and explicit formulas for all the weights used for any order 2r of the algorithm., Comment: 21 pages, 12 tables and 1 figure

In this paper, we develop a new discontinuous Galerkin method for solving several types of partial differential equations (PDEs) with high order spatial derivatives. We combine the advantages of local discontinuous Galerkin (LDG) method and ultra-weak discontinuous Galerkin (UWDG) method. Firstly, we rewrite the PDEs with high order spatial derivatives into a lower order system, then apply the UWDG method to the system. We first consider the fourth order and fifth order nonlinear PDEs in one space dimension, and then extend our method to general high order problems and two space dimensions. The main advantage of our method over the LDG method is that we have introduced fewer auxiliary variables, thereby reducing memory and computational costs. The main advantage of our method over the UWDG method is that no internal penalty terms are necessary in order to ensure stability for both even and odd order PDEs. We prove stability of our method in the general nonlinear case and provide optimal error estimates for linear PDEs for the solution itself as well as for the auxiliary variables approximating its derivatives. A key ingredient in the proof of the error estimates is the construction of the relationship between the derivative and the element interface jump of the numerical solution and the auxiliary variable solution of the solution derivative. With this relationship, we can then use the discrete Sobolev and Poincar\'{e} inequalities to obtain the optimal error estimates. The theoretical findings are confirmed by numerical experiments., Comment: 39 pages

We propose and analyze a class of robust, uniformly high-order accurate discontinuous Galerkin (DG) schemes for multidimensional relativistic magnetohydrodynamics (RMHD) on general meshes. A distinct feature of the schemes is their physical-constraint-preserving (PCP) property, i.e., they are proven to preserve the subluminal constraint on the fluid velocity and the positivity of density, pressure, and specific internal energy. Developing PCP high-order schemes for RMHD is highly desirable but remains a challenging task, especially in the multidimensional cases, due to the inherent strong nonlinearity in the constraints and the effect of the magnetic divergence-free condition. Inspired by some crucial observations at the PDE level, we construct the provably PCP schemes by using the locally divergence-free DG schemes of the recently proposed symmetrizable RMHD equations as the base schemes, a limiting technique to enforce the PCP property of the DG solutions, and the strong-stability-preserving methods for time discretization. We rigorously prove the PCP property by using a novel "quasi-linearization" approach to handle the highly nonlinear physical constraints, technical splitting to offset the influence of divergence error, and sophisticated estimates to analyze the beneficial effect of the additional source term in the symmetrizable RMHD system. Several two-dimensional numerical examples are provided to confirm the PCP property and to demonstrate the accuracy, effectiveness and robustness of the proposed PCP schemes.

In this paper, we theoretically and numerically verify that the discontinuous Galerkin (DG) methods with central fluxes for linear hyperbolic equations on non-uniform meshes have sub-optimal convergence properties when measured in the $L^2$-norm for even degree polynomial approximations. On uniform meshes, the optimal error estimates are provided for arbitrary number of cells in one and multi-dimensions, improving previous results. The theoretical findings are found to be sharp and consistent with numerical results., Comment: 27 pages, 1 figure

In this paper, we present error estimates of fully discrete Runge--Kutta discontinuous Galerkin (DG) schemes for linear time-dependent partial differential equations. The analysis applies to explicit Runge--Kutta time discretizations of any order. For spatial discretization, a general discrete operator is considered, which covers various DG methods, such as the upwind-biased DG method, the central DG method, the local DG method and the ultra-weak DG method. We obtain error estimates for stable and consistent fully discrete schemes, if the solution is sufficiently smooth and a spatial operator with certain properties exists. Applications to schemes for hyperbolic conservation laws, the heat equation, the dispersive equation and the wave equation are discussed. In particular, we provide an alternative proof of optimal error estimates of local DG methods for equations with high order derivatives in one dimension, which does not rely on energy inequalities of auxiliary unknowns.

Finite Difference methods (FD) are one of the oldest and simplest methods for solving partial differential equations (PDE). Block Finite Difference methods (BFD) are FD methods in which the domain is divided into blocks, or cells, containing two or more grid points, with a different scheme used for each grid point, unlike the standard FD method. It was shown in recent works that BFD schemes might be one to three orders more accurate than their truncation errors. Due to these schemes' ability to inhibit the accumulation of truncation errors, these methods were called Error Inhibiting Schemes (EIS). This manuscript shows that our BFD schemes can be viewed as a particular type of Discontinuous Galerkin (DG) method. Then, we prove the BFD scheme's stability using the standard DG procedure while using a Fourier-like analysis to establish its optimal convergence rate. We present numerical examples in one and two dimensions to demonstrate the efficacy of these schemes.

In this paper we translate to the cell-average setting the algorithm for the point-value discretization presented in S. Amat, J. Ruiz, C.-W. Shu, D. F. Y\'a\~nez, A new WENO-2r algorithm with progressive order of accuracy close to discontinuities, submitted to SIAM J. Numer. Anal.. This new strategy tries to improve the results of WENO-($2r-1$) algorithm close to the singularities, resulting in an optimal order of accuracy at these zones. The main idea is to modify the optimal weights so that they have a nonlinear expression that depends on the position of the discontinuities. In this paper we study the application of the new algorithm to signal processing using Harten's multiresolution. Several numerical experiments are performed in order to confirm the theoretical results obtained., Comment: 23 pages, 4 figures

This paper presents entropy symmetrization and high-order accurate entropy stable schemes for the relativistic magnetohydrodynamic (RMHD) equations. It is shown that the conservative RMHD equations are not symmetrizable and do not admit a thermodynamic entropy pair. To address this issue, a symmetrizable RMHD system, equipped with a convex thermodynamic entropy pair, is proposed by adding a source term into the equations, providing an analogue to the non-relativistic Godunov--Powell system. Arbitrarily high-order accurate entropy stable finite difference schemes are developed on Cartesian meshes based on the symmetrizable RMHD system. The crucial ingredients of these schemes include (i) affordable explicit entropy conservative fluxes which are technically derived through carefully selected parameter variables, (ii) a special high-order discretization of the source term in the symmetrizable RMHD system, and (iii) suitable high-order dissipative operators based on essentially non-oscillatory reconstruction to ensure the entropy stability. Several numerical tests demonstrate the accuracy and robustness of the proposed entropy stable schemes., Comment: 32 pages; 11 figures; add some references on entropy symmetrization

This paper presents entropy symmetrization and high-order accurate entropy stable schemes for the relativistic magnetohydrodynamic (RMHD) equations. It is shown that the conservative RMHD equations are not symmetrizable and do not admit a thermodynamic entropy pair. To address this issue, a symmetrizable RMHD system, equipped with a convex thermodynamic entropy pair, is proposed by adding a source term into the equations, providing an analogue to the non-relativistic Godunov--Powell system. Arbitrarily high-order accurate entropy stable finite difference schemes are developed on Cartesian meshes based on the symmetrizable RMHD system. The crucial ingredients of these schemes include (i) affordable explicit entropy conservative fluxes which are technically derived through carefully selected parameter variables, (ii) a special high-order discretization of the source term in the symmetrizable RMHD system, and (iii) suitable high-order dissipative operators based on essentially non-oscillatory reconstruction to ensure the entropy stability. Several numerical tests demonstrate the accuracy and robustness of the proposed entropy stable schemes., Comment: 32 pages; 11 figures; add some references on entropy symmetrization

A time discretization method is called strongly stable, if the norm of its numerical solution is nonincreasing. It is known that, even for linear semi-negative problems, many explicit Runge--Kutta (RK) methods fail to preserve this property. In this paper, we enforce strong stability by modifying the method with superviscosity, which is a numerical technique commonly used in spectral methods. We propose two approaches, the modified method and the filtering method for stabilization. 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. The bound we derived for general dispersive-diffusive superviscosity is also verified to be sharp numerically. For nonlinear problems, a filtering method is investigated for stabilization. Numerical examples with linear non-normal ordinary differential equation systems and for discontinuous Galerkin approximation of conservation laws are performed to validate our analysis and to test the performance., Comment: 40 pages

This paper presents entropy symmetrization and high-order accurate entropy stable schemes for the relativistic magnetohydrodynamic (RMHD) equations. It is shown that the conservative RMHD equations are not symmetrizable and do not admit a thermodynamic entropy pair. To address this issue, a symmetrizable RMHD system, equipped with a convex thermodynamic entropy pair, is proposed by adding a source term into the equations, providing an analogue to the non-relativistic Godunov--Powell system. Arbitrarily high-order accurate entropy stable finite difference schemes are developed on Cartesian meshes based on the symmetrizable RMHD system. The crucial ingredients of these schemes include (i) affordable explicit entropy conservative fluxes which are technically derived through carefully selected parameter variables, (ii) a special high-order discretization of the source term in the symmetrizable RMHD system, and (iii) suitable high-order dissipative operators based on essentially non-oscillatory reconstruction to ensure the entropy stability. Several numerical tests demonstrate the accuracy and robustness of the proposed entropy stable schemes., Comment: 32 pages; 11 figures; add some references on entropy symmetrization

This paper proposes and analyzes arbitrarily high-order discontinuous Galerkin (DG) and finite volume methods which provably preserve the positivity of density and pressure for the ideal MHD on general meshes. Unified auxiliary theories are built for rigorously analyzing the positivity-preserving (PP) property of MHD schemes with a HLL type flux on polytopal meshes in any space dimension. The main challenges overcome here include establishing relation between the PP property and discrete divergence of magnetic field on general meshes, and estimating proper wave speeds in the HLL flux to ensure the PP property. In 1D case, we prove that the standard DG and finite volume methods with the proposed HLL flux are PP, under condition accessible by a PP limiter. For multidimensional conservative MHD system, standard DG methods with a PP limiter are not PP in general, due to the effect of unavoidable divergence-error. We construct provably PP high-order DG and finite volume schemes by proper discretization of symmetrizable MHD system, with two divergence-controlling techniques: locally divergence-free elements and a penalty term. The former leads to zero divergence within each cell, while the latter controls the divergence error across cell interfaces. Our analysis reveals that a coupling of them is important for positivity preservation, as they exactly contribute the discrete divergence-terms absent in standard DG schemes but crucial for ensuring the PP property. Numerical tests confirm the PP property and the effectiveness of proposed PP schemes. Unlike conservative MHD system, the exact smooth solutions of symmetrizable MHD system are proved to retain the positivity even if the divergence-free condition is not satisfied. Our analysis and findings further the understanding, at both discrete and continuous levels, of the relation between the PP property and the divergence-free constraint., Comment: 49 pages, 11 figures

The density and pressure are positive physical quantities in magnetohydrodynamics (MHD). Design of provably positivity-preserving (PP) numerical schemes for ideal compressible MHD is highly desirable, but remains a challenge especially in the multidimensional cases. In this paper, we first develop uniformly high-order discontinuous Galerkin (DG) schemes which provably preserve the positivity of density and pressure for multidimensional ideal MHD. The schemes are constructed by using the locally divergence-free DG schemes for the symmetrizable ideal MHD equations as the base schemes, a PP limiter to enforce the positivity of the DG solutions, and the strong stability preserving methods for time discretization. The significant innovation is that we discover and rigorously prove the PP property of the proposed DG schemes by using a novel equivalent form of the admissible state set and very technical estimates. Several two-dimensional numerical examples further confirm the PP property, and demonstrate the accuracy, effectiveness and robustness of the proposed PP methods., Comment: Submitted for publication on Jan. 31, 2018

This paper proposes and analyzes arbitrarily high-order discontinuous Galerkin (DG) and finite volume methods which provably preserve the positivity of density and pressure for the ideal MHD on general meshes. Unified auxiliary theories are built for rigorously analyzing the positivity-preserving (PP) property of MHD schemes with a HLL type flux on polytopal meshes in any space dimension. The main challenges overcome here include establishing relation between the PP property and discrete divergence of magnetic field on general meshes, and estimating proper wave speeds in the HLL flux to ensure the PP property. In 1D case, we prove that the standard DG and finite volume methods with the proposed HLL flux are PP, under condition accessible by a PP limiter. For multidimensional conservative MHD system, standard DG methods with a PP limiter are not PP in general, due to the effect of unavoidable divergence-error. We construct provably PP high-order DG and finite volume schemes by proper discretization of symmetrizable MHD system, with two divergence-controlling techniques: locally divergence-free elements and a penalty term. The former leads to zero divergence within each cell, while the latter controls the divergence error across cell interfaces. Our analysis reveals that a coupling of them is important for positivity preservation, as they exactly contribute the discrete divergence-terms absent in standard DG schemes but crucial for ensuring the PP property. Numerical tests confirm the PP property and the effectiveness of proposed PP schemes. Unlike conservative MHD system, the exact smooth solutions of symmetrizable MHD system are proved to retain the positivity even if the divergence-free condition is not satisfied. Our analysis and findings further the understanding, at both discrete and continuous levels, of the relation between the PP property and the divergence-free constraint., Comment: 49 pages, 11 figures

The density and pressure are positive physical quantities in magnetohydrodynamics (MHD). Design of provably positivity-preserving (PP) numerical schemes for ideal compressible MHD is highly desirable, but remains a challenge especially in the multidimensional cases. In this paper, we first develop uniformly high-order discontinuous Galerkin (DG) schemes which provably preserve the positivity of density and pressure for multidimensional ideal MHD. The schemes are constructed by using the locally divergence-free DG schemes for the symmetrizable ideal MHD equations as the base schemes, a PP limiter to enforce the positivity of the DG solutions, and the strong stability preserving methods for time discretization. The significant innovation is that we discover and rigorously prove the PP property of the proposed DG schemes by using a novel equivalent form of the admissible state set and very technical estimates. Several two-dimensional numerical examples further confirm the PP property, and demonstrate the accuracy, effectiveness and robustness of the proposed PP methods., Comment: Submitted for publication on Jan. 31, 2018

Well balanced and free energy dissipative first- and second-order accurate finite volume schemes are proposed for a general class of hydrodynamic systems with linear and nonlinear damping. The natural Liapunov functional of the system, given by its free energy, allows for a characterization of the stationary states by its variation. An analog property at the discrete level enables us to preserve stationary states at machine precision while keeping the dissipation of the discrete free energy. These schemes allow for analysing accurately the stability properties of stationary states in challeging problems such as: phase transitions in collective behavior, generalized Euler-Poisson systems in chemotaxis and astrophysics, and models in dynamic density functional theories; having done a careful validation in a battery of relevant test cases., Comment: Videos from the simulations of this work are available at https://figshare.com/projects/Well-balanced_finite_volume_schemes_for_hydrodynamic_equations_with_general_free_energy/60122

In this small chapter, we review a few problems of classical Riemann solvers for the Euler equations. They are all related to the existence of linearly degenerate fields in this system and the averaging procedure of finite volume methods. © 2017 Elsevier B.V.

In this paper, we extend the high order finite-difference method with subcell resolution (SR) in [33] for two-species stiff one-reaction models to multispecies and multireaction chemical reactive flows, which are significantly more difficult because of the multiple scales generated by different reactions. For reaction problems, when the reaction time scale is very small, the reaction zone scale is also small and the governing equations become very stiff. Wrong propagation speed of discontinuity may occur due to the underresolved numerical solution in both space and time. The present SR method for reactive Euler system is a fractional step method. In the convection step, any high order shock-capturing method can be used. In the reaction step, an ODE solver is applied but with certain computed flow variables in the shock region modified by the Harten subcell resolution idea. Several numerical examples of multispecies and multireaction reactive flows are performed in both one and two dimensions. Studies demonstrate that the SR method can capture the correct propagation speed of discontinuities in very coarse meshes.

The purpose of this work is to incorporate numerically, in a discontinuous Galerkin (DG) solver of a Boltzmann-Poisson model for hot electron transport, an electronic conduction band whose values are obtained by the spherical averaging of the full band structure given by a local empirical pseudopotential method (EPM) around a local minimum of the conduction band for silicon, as a midpoint between a radial band model and an anisotropic full band, in order to provide a more accurate physical description of the electron group velocity and conduction energy band structure in a semiconductor. This gives a better quantitative description of the transport and collision phenomena that fundamentally define the behaviour of the Boltzmann - Poisson model for electron transport used in this work. The numerical values of the derivatives of this conduction energy band, needed for the description of the electron group velocity, are obtained by means of a cubic spline interpolation. The EPM-Boltzmann-Poisson transport with this spherically averaged EPM calculated energy surface is numerically simulated and compared to the output of traditional analytic band models such as the parabolic and Kane bands, numerically implemented too, for the case of 1D $n^+-n-n^+$ silicon diodes with 400nm and 50nm channels. Quantitative differences are observed in the kinetic moments related to the conduction energy band used, such as mean velocity, average energy, and electric current (momentum)., Comment: submission to CMAME (Computer Methods in Applied Mechanics and Engineering) Journal as a reply to the reviewers on February 2017

Research has been performed on weighted essentially non-oscillatory schemes and discontinuous Galerkin methods, and other related numerical methods, which are high order accurate numerical methods for solving problems with shocks and other complicated solution structures. New algorithm aspects include subcell resolution for non-conservative systems, high order well balanced schemes, stable Lagrangian schemes, schemes for front propagation with obstacles, and homotopy method for steady states. Applications include high order simulations for 3D gaseous detonations, sound generation study via vortex interactions, turbulence simulations, simulations of resonant photons, and dynamic continuum models for traffic flows in urban cities with efficient and stable numerical simulations.

The entropy solutions of the compressible Euler equations satisfy a minimum principle for the specific entropy (Tadmor in Appl Numer Math 2:211–219, 1986). First order schemes such as Godunov-type and Lax-Friedrichs schemes and the second order kinetic schemes (Khobalatte and Perthame in Math Comput 62:119–131, 1994) also satisfy a discrete minimum entropy principle. In this paper, we show an extension of the positivity-preserving high order schemes for the compressible Euler equations in Zhang and Shu (J Comput Phys 229:8918–8934, 2010) and Zhang et al. (J Scientific Comput, in press), to enforce the minimum entropy principle for high order finite volume and discontinuous Galerkin (DG) schemes., United States. Air Force Office of Scientific Research (Grant FA9550-09-1-0126), National Science Foundation (U.S.) (Grant DMS-1112700)

We have performed research on the design of new algorithms and improvement of existing algorithms for high order accurate finite difference and finite volume weighted essentially non-oscillatory (WENO) schemes and discontinuous Galerkin finite element methods, for solving partial differential equations with discontinuous, rapidly changing, or multiscale solutions. Applications to computational fluid dynamics, astrophysical problems, and pedestrian flows are addressed. The objective of improving the range of applicability, efficiency, robustness, and scalability in massive parallel environment of the proposed methods for various physical problems has been achieved. Particular attention has been paid to army related applications including the pedestrian flow problems.

We use a suite of cosmological hydrodynamic simulations, run by two fixed grid codes, to investigate the properties of solenoidal and dilatational motions of the intergalactic medium (IGM), and the impact of numerical viscosity on turbulence in a LCDM universe. The codes differ only in the spatial difference discretization. We find that (1) The vortical motion grows rapidly since $z=2$, and reaches $\sim 10 km/s -90 km/s$ at $z=0$. Meanwhile, the small-scale compressive ratio $r_{CS}$ drops from 0.84 to 0.47, indicating comparable vortical and compressive motions at present. (2) Power spectra of the solenoidal velocity possess two regimes, $\propto k^{-0.89}$ and $\propto k^{-2.02}$, while the total and dilatational velocity follow the scaling $k^{-1.88}$ and $k^{-2.20}$ respectively in the turbulent range. The IGM turbulence may contain two distinct phases, the supersonic and post-supersonic phases. (3) The non-thermal pressure support, measured by the vortical kinetic energy, is comparable with the thermal pressure for $\rho_b \simeq 10-100$, or $T <10^{5.5} K$ at $z=0.0$. The deviation of the baryon fraction from the cosmic mean shows a preliminary positive correlation with the turbulence pressure support. (4) A relatively higher numerical viscosity would dissipate both the compressive and vortical motions of the IGM into thermal energy more effectively, resulting in less developed vorticity, remarkably shortened inertial range, and leading to non-negligible uncertainty in the thermal history of gas accretion. Shocks in regions outside of clusters are significantly suppressed by numerical viscosity since $z=2$, which may directly cause the different levels of turbulence between two codes., Comment: 36 pages, 14 figures, Accepted for publication in The Astrophysical Journal

We use a suite of cosmological hydrodynamic simulations, run by two fixed grid codes, to investigate the properties of solenoidal and dilatational motions of the intergalactic medium (IGM), and the impact of numerical viscosity on turbulence in a LCDM universe. The codes differ only in the spatial difference discretization. We find that (1) The vortical motion grows rapidly since $z=2$, and reaches $\sim 10 km/s -90 km/s$ at $z=0$. Meanwhile, the small-scale compressive ratio $r_{CS}$ drops from 0.84 to 0.47, indicating comparable vortical and compressive motions at present. (2) Power spectra of the solenoidal velocity possess two regimes, $\propto k^{-0.89}$ and $\propto k^{-2.02}$, while the total and dilatational velocity follow the scaling $k^{-1.88}$ and $k^{-2.20}$ respectively in the turbulent range. The IGM turbulence may contain two distinct phases, the supersonic and post-supersonic phases. (3) The non-thermal pressure support, measured by the vortical kinetic energy, is comparable with the thermal pressure for $\rho_b \simeq 10-100$, or $T <10^{5.5} K$ at $z=0.0$. The deviation of the baryon fraction from the cosmic mean shows a preliminary positive correlation with the turbulence pressure support. (4) A relatively higher numerical viscosity would dissipate both the compressive and vortical motions of the IGM into thermal energy more effectively, resulting in less developed vorticity, remarkably shortened inertial range, and leading to non-negligible uncertainty in the thermal history of gas accretion. Shocks in regions outside of clusters are significantly suppressed by numerical viscosity since $z=2$, which may directly cause the different levels of turbulence between two codes., Comment: 36 pages, 14 figures, Accepted for publication in The Astrophysical Journal

This corrigendum contains a correction to some of the figures in the article ‘‘Spurious behavior of shock-capturing methods by the fractional step approach: Problems containing stiff source terms and discontinuities’’ [J. Comput. Phys. 241 (2013) 266–291]. There was a computer coding error in the computer code that generates the results. The coding error consists of failing to update the temperature from the final solution of the RK4 convection step time evolution before the reaction step using the Strang splitting in Eq. (29). In addition, if Nr > 1, the error includes no update to the temperature for each sub-iteration on the reaction step in Eq. (29). The error affects Figs. 5–12, 14–17, 19–22. By fixing the bug in the computer code, there are minor difference in the solution behavior by the studied numerical methods with the majority of the conclusion remains the same. There is however an improvement (reduction) in the spurious behavior by WENO5/SR. The correction to the text portion are: Page 277, line 5 from bottom should be replaced by ‘‘Fig. 8 indicates that as we increase the stiffness coefficient further, WENO5/SR still produces the correct shock speed for the 1000K0 stiffness, whereas WENO5fi/SR + split exhibit oscillatory solutions for the same grid and CFL = 0.05.’’ Page 278, second line below Section 4.1.3 should be replaced by ‘‘Fig. 9 shows the effect of the time steps for five CFL values that are under the CFL limit (left sub-figure), using 50 grid points and WENO5. The right sub-figure shows the error in terms of the number of grid points away from the reference shock location (Err) for three stiffness coefficients 100K0, 1000K0 and 10000K0’’ Page 287, the last five lines should be replaced by ‘‘Again, WENO5/SR,WENO5fi and WENO5fi + split are able to obtain the correct shock speed with similar accuracy.’’

The goal of this paper is to relate numerical dissipations that are inherited in high order shock-capturing schemes with the onset of wrong propagation speed of discontinuities. For pointwise evaluation of the source term, previous studies indicated that the phenomenon of wrong propagation speed of discontinuities is connected with the smearing of the discontinuity caused by the discretization of the advection term. The present study focuses only on solving the reactive system by the fractional step method using the Strang splitting. Studies shows that the degree of wrong propagation speed of discontinuities is highly dependent on the accuracy of the numerical method. The manner in which the smearing of discontinuities is contained by the numerical method and the overall amount of numerical dissipation being employed play major roles. Depending on the numerical method, time step and grid spacing, the numerical simulation may lead to (a) the correct solution (within the truncation error of the scheme), (b) a divergent solution, (c) a wrong propagation speed of discontinuities solution or (d) other spurious solutions that are solutions of the discretized counterparts but are not solutions of the governing equations. The findings might shed some light on the reported difficulties in numerical combustion and problems with stiff nonlinear (homogeneous) source terms and discontinuities in general.

The goal of this paper is to relate numerical dissipations that are inherited in high order shock-capturing schemes with the onset of wrong propagation speed of discontinuities. For pointwise evaluation of the source term, previous studies indicated that the phenomenon of wrong propagation speed of discontinuities is connected with the smearing of the discontinuity caused by the discretization of the advection term. The present study focuses only on solving the reactive system by the fractional step method using the Strang splitting. Studies shows that the degree of wrong propagation speed of discontinuities is highly dependent on the accuracy of the numerical method. The manner in which the smearing of discontinuities is contained by the numerical method and the overall amount of numerical dissipation being employed play major roles. Depending on the numerical method, time step and grid spacing, the numerical simulation may lead to (a) the correct solution (within the truncation error of the scheme), (b) a divergent solution, (c) a wrong propagation speed of discontinuities solution or (d) other spurious solutions that are solutions of the discretized counterparts but are not solutions of the governing equations. The findings might shed some light on the reported difficulties in numerical combustion and problems with stiff nonlinear (homogeneous) source terms and discontinuities in general.

Homotopy continuation is an efficient tool for solving polynomial systems. Its efficiency relies on utilizing adaptive stepsize and adaptive precision path tracking, and endgames. In this article, we apply homotopy continuation to solve steady state problems of hyperbolic conservation laws. The algorithm is based on discretization of the hyperbolic PDEs by a third order finite difference weighted essentially non-oscillatory (WENO) scheme with Lax-Friedrichs flux splitting. This new approach is free of CFL condition constraint. Extensive numerical examples in both scalar and system test problems in one and two dimensions demonstrate the efficiency and robustness of the new method.