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We introduce a new class of models for emergent dynamics. It is based on a new communication protocol which incorporates two main features: short-range kernels which restrict the communication to l...

In this work, the space of admissible entropy functions for the compressible multicomponent Euler equations is explored, following up on Harten (J. Comput. Phys. 49 (1983) 151–164). This effort allows us to prove a minimum entropy principle on entropy solutions, whether smooth or discrete, in the same way it was originally demonstrated for the compressible Euler equations by Tadmor (Appl. Numer. Math. 49 (1986) 211–219).

The high-order accuracy of Fourier method makes it the method of choice in many large scale simulations. We discuss here the stability of Fourier method for nonlinear evolution problems, focusing on the two prototypical cases of the inviscid Burgers' equation and the multi-dimensional incompressible Euler equations. The Fourier method for such problems with quadratic nonlinearities comes in two main flavors. One is the spectral Fourier method. The other is the $$2/3$$ 2 / 3 pseudo-spectral Fourier method, where one removes the highest $$1/3$$ 1 / 3 portion of the spectrum; this is often the method of choice to maintain the balance of quadratic energy and avoid aliasing errors. Two main themes are discussed in this paper. First, we prove that as long as the underlying exact solution has a minimal $$C^{1+\alpha }$$ C 1 + ? spatial regularity, then both the spectral and the $$2/3$$ 2 / 3 pseudo-spectral Fourier methods are stable. Consequently, we prove their spectral convergence for smooth solutions of the inviscid Burgers equation and the incompressible Euler equations. On the other hand, we prove that after a critical time at which the underlying solution lacks sufficient smoothness, then both the spectral and the $$2/3$$ 2 / 3 pseudo-spectral Fourier methods exhibit nonlinear instabilities which are realized through spurious oscillations. In particular, after shock formation in inviscid Burgers' equation, the total variation of bounded (pseudo-) spectral Fourier solutions must increase with the number of increasing modes and we stipulate the analogous situation occurs with the 3D incompressible Euler equations: the limiting Fourier solution is shown to enforce $$L^2$$ L 2 -energy conservation, and the contrast with energy dissipating Onsager solutions is reflected through spurious oscillations.

We review a general class of models for self-organized dynamics based on alignment. The dynamics of such systems is governed solely by interactions among individuals or “agents,” with the tendency to adjust to their “environmental averages.” This, in turn, leads to the formation of clusters, e.g., colonies of ants, flocks of birds, parties of people, rendezvous in mobile networks, etc. A natural question which arises in this context is to ask when and how clusters emerge through the self-alignment of agents, and what types of “rules of engagement” influence the formation of such clusters. Of particular interest to us are cases in which the self-organized behavior tends to concentrate into one cluster, reflecting a consensus of opinions, flocking of birds, fish, or cells, rendezvous of mobile agents, and, in general, concentration of other traits intrinsic to the dynamics. Many standard models for self-organized dynamics in social, biological, and physical sciences assume that the intensity of alignment in...

We develop a second-order well-balanced central-upwind scheme for the compressible Euler equations with gravitational source term. Here, we advocate a new paradigm based on a purely conservative reformulation of the equations using global fluxes. The proposed scheme is capable of exactly preserving steady-state solutions expressed in terms of a nonlocal equilibrium variable. A crucial step in the construction of the second-order scheme is a well-balanced piecewise linear reconstruction of equilibrium variables combined with a well-balanced central-upwind evolution in time, which is adapted to reduce the amount of numerical viscosity when the flow is at (near) steady-state regime. We show the performance of our newly developed central-upwind scheme and demonstrate importance of perfect balance between the fluxes and gravitational forces in a series of one- and two-dimensional examples.

We prove stability estimates for the ENO reconstruction and ENO interpolation procedures. In particular, we show that the jump of the reconstructed ENO pointvalues at each cell interface has the same sign as the jump of the underlying cell averages across that interface. We also prove that the jump of the reconstructed values can be upper-bounded in terms of the jump of the underlying cell averages. Similar sign properties hold for the ENO interpolation procedure. These estimates, which are shown to hold for ENO reconstruction and interpolation of arbitrary order of accuracy and on non-uniform meshes, indicate a remarkable rigidity of the piecewise-polynomial ENO procedure.

We design efficient numerical schemes for approximating the MHD equations in multi-dimensions. Numerical approximations must be able to deal with the complex wave structure of the MHD equations and the divergence constraint. We propose schemes based on the genuinely multi-dimensional (GMD) framework of [S. Mishra and E. Tadmor, Commun. Comput. Phys. 9 (2010) 688–710; S. Mishra and E. Tadmor, SIAM J. Numer. Anal. 49 (2011) 1023–1045]. The schemes are formulated in terms of vertex-centered potentials . A suitable choice of the potential results in GMD schemes that preserve a discrete version of divergence. First- and second-order divergence preserving GMD schemes are tested on a series of benchmark numerical experiments. They demonstrate the computational efficiency and robustness of the GMD schemes.

We design arbitrarily high-order accurate entropy stable schemes for systems of conservation laws. The schemes, termed TeCNO schemes, are based on two main ingredients: (i) high-order accurate entropy conservative fluxes and (ii) suitable numerical diffusion operators involving ENO reconstructed cell-interface values of scaled entropy variables. Numerical experiments in one and two space dimensions are presented to illustrate the robust numerical performance of the TeCNO schemes.

Spectral approximations to nonlinear hyperbolic conservation laws require dissipative regularization for stability. The dissipative mechanism must, on the other hand, be small enough in order to retain the spectral accuracy in regions where the solution is smooth. We introduce a new form of viscous regularization which is activated only in the local neighborhood of shock discontinuities. The basic idea is to employ a spectral edge detection algorithm as a dynamical indicator of where in physical space to apply numerical viscosity. The resulting spatially local viscosity is successfully combined with spectral viscosity, where a much higher than usual cut-off frequency can be used. Numerical results show that the new adaptive spectral viscosity scheme significantly improves the accuracy of the standard spectral viscosity scheme. In particular, results are improved near the shocks and at low resolutions. Examples include numerical simulations of Burgers' equation, shallow water with bottom topography, and the isothermal Euler equations. We also test the schemes on a nonconvex scalar problem, finding that the new scheme approximates the entropy solution more reliably than the standard spectral viscosity scheme.

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 consider the shallow water equations with non-flat bottom topography. The smooth solutions of these equations are energy conservative, whereas weak solutions are energy stable. The equations possess interesting steady states of lake at rest as well as moving equilibrium states. We design energy conservative finite volume schemes which preserve (i) the lake at rest steady state in both one and two space dimensions, and (ii) one-dimensional moving equilibrium states. Suitable energy stable numerical diffusion operators, based on energy and equilibrium variables, are designed to preserve these two types of steady states. Several numerical experiments illustrating the robustness of the energy preserving and energy stable well-balanced schemes are presented.

We introduce a class of numerical schemes that preserve a discrete version of vorticity in conservation laws which involve grad advection. These schemes are based on reformulating finite volume schemes in terms of vertex centered numerical potentials. The resulting potential-based schemes have a genuinely multidimensional structure. A suitable choice of potentials leads to discrete vorticity preserving schemes that are simple to code, computationally inexpensive, and proven to be stable. We extend our discussion to other classes of genuinely multidimensional schemes. Numerical examples for linear grad advection equations, linear and nonlinear wave equation systems, and the Euler equations of gas dynamics are presented.

We prove stability and derive error estimates for the recently introduced central discontinuous Galerkin method, in the context of linear hyperbolic equations with possibly discontinuous solutions. A comparison between the central discontinuous Galerkin method and the regular discontinuous Galerkin method in this context is also made. Numerical experiments are provided to validate the quantitative conclusions from the analysis.

We study the stabilizing effect of rotational forcing in the nonlinear setting of two-dimensional shallow-water and more general models of compressible Euler equations. In [Phys. D, 188 (2004), pp. 262–276] Liu and Tadmor have shown that the pressureless version of these equations admit a global smooth solution for a large set of subcritical initial configurations. In the present work we prove that when rotational force dominates the pressure, it prolongs the lifespan of smooth solutions for $t \stackrel{{}_

We consider the problem of detecting edges—jump discontinuities in piecewise smooth functions from their $N$-degree spectral content, which is assumed to be corrupted by noise. There are three scales involved: the “smoothness" scale of order $1/N$, the noise scale of order $\sqrt{\eta}$, and the $\mathcal{O}(1)$ scale of the jump discontinuities. We use concentration factors which are adjusted to the standard deviation of the noise $\sqrt{\eta} \gg 1/N$ in order to detect the underlying $\mathcal{O}(1)$-edges, which are separated from the noise scale $\sqrt{\eta} \ll 1$.

The central scheme of Nessyahu and Tadmor [J. Comput. Phys., 87 (1990), pp. 408-463] solves hyperbolic conservation laws on a staggered mesh and avoids solving Riemann problems across cell boundaries. To overcome the difficulty of excessive numerical dissipation for small time steps, the recent work of Kurganov and Tadmor [J. Comput. Phys., 160 (2000), pp. 241-282] employs a variable control volume, which in turn yields a semidiscrete nonstaggered central scheme. Another approach, which we advocate here, is to view the staggered meshes as a collection of overlapping cells and to realize the computed solution by its overlapping cell averages. This leads to a simple technique to avoid the excessive numerical dissipation for small time steps [Y. Liu, J. Comput. Phys., 209 (2005), pp. 82-104]. At the heart of the proposed approach is the evolution of two pieces of information per cell, instead of one cell average which characterizes all central and upwind Godunov-type finite volume schemes. Overlapping cells lend themselves to the development of a central-type discontinuous Galerkin (DG) method, following the series of works by Cockburn and Shu [J. Comput. Phys., 141 (1998), pp. 199-224] and the references therein. In this paper we develop a central DG technique for hyperbolic conservation laws, where we take advantage of the redundant representation of the solution on overlapping cells. The use of redundant overlapping cells opens new possibilities beyond those of Godunov-type schemes. In particular, the central DG is coupled with a novel reconstruction procedure which removes spurious oscillations in the presence of shocks. This reconstruction is motivated by the moments limiter of Biswas, Devine, and Flaherty [Appl. Numer. Math., 14 (1994), pp. 255-283] but is otherwise different in its hierarchical approach. The new hierarchical reconstruction involves a MUSCL or a second order ENO reconstruction in each stage of a multilayer reconstruction process without characteristic decomposition. It is compact, easy to implement over arbitrary meshes, and retains the overall preprocessed order of accuracy while effectively removing spurious oscillations around shocks.

We are concerned with the detection of edges--the location and amplitudes of jump discontinuities of piecewise smooth data realized in terms of its discrete grid values. We discuss the interplay between two approaches. One approach, realized in the physical space, is based on local differences and is typically limited to low-order of accuracy. An alternative approach developed in our previous work [Gelb and Tadmor, Appl. Comp. Harmonic Anal., 7, 101---135 (1999)] and realized in the dual Fourier space, is based on concentration factors; with a proper choice of concentration factors one can achieve higher-orders--in fact in [Gelb and Tadmor, SIAM J. Numer. Anal., 38, 1389---1408 (2001)] we constructed exponentially accurate edge detectors. Since the stencil of these highly-accurate detectors is global, an outside threshold parameter is required to avoid oscillations in the immediate neighborhood of discontinuities. In this paper we introduce an adaptive edge detection procedure based on a cross-breading between the local and global detectors. This is achieved by using the minmod limiter to suppress spurious oscillations near discontinuities while retaining high-order accuracy away from the jumps. The resulting method provides a family of robust, parameter-free edge-detectors for piecewise smooth data. We conclude with a series of one- and two-dimensional simulations.

We present a new family of high-resolution, nonoscillatory semidiscrete central schemes for the approximate solution of the ideal magnetohydrodynamics (MHD) equations. This is the second part of our work, where we are passing from the fully discrete staggered schemes in [J. Balbas, E. Tadmor, and C.-C. Wu, J. Comput. Phys., 201 (2004), pp. 261-285] to the semidiscrete formulation advocated in [A. Kurganov and E. Tadmor, J. Comput. Phys., 160 (2000), pp. 241-282]. This semidiscrete formulation retains the simplicity of fully discrete central schemes while enhancing efficiency and adding versatility. The semidiscrete algorithm offers a wider range of options to implement its two key steps: nonoscillatory reconstruction of point values followed by the evolution of the corresponding point valued fluxes. We present the solution of several prototype MHD problems. Solutions of one-dimensional Brio--Wu shock-tube problems and the two-dimensional Kelvin--Helmholtz instability, Orszag--Tang vortex system, and the disruption of a high density cloud by a strong shock are carried out using third- and fourth-order central schemes based on the central WENO reconstructions. These results complement those presented in our earlier work and confirm the remarkable versatility and simplicity of central schemes as black-box, Jacobian-free MHD solvers. Furthermore, our numerical experiments demonstrate that this family of semidiscrete central schemes preserves the $\nabla \cdot {\bf B} = 0$-constraint within machine round-off error; happily, no constrained-transport enforcement is needed.

We introduce a new class of exponentially accurate filters for processing piecewise smooth spectral data. Our study is based on careful error decompositions, focusing on a rather precise balance between physical space localization and the usual moments condition. Exponential convergence is recovered by optimizing the order of the filter as an adaptive function of both the projection order and the distance to the nearest discontinuity. Combined with the automated edge detection methods, e.g. Gelb & Tadmor (2002, Math. Model. Numer. Anal., 36, 155–175), adaptive filters provide a robust, computationally efficient, black box procedure for the exponentially accurate reconstruction of a piecewise smooth function from its spectral information.

The computations reported in this paper demonstrate the remarkable versatility of central schemes as black-box, Jacobian-free solvers for ideal magnetohydrodynamics (MHD) equations. Here we utilize a family of high-resolution, non-oscillatory central schemes for the approximate solution of the one- and two-dimensional MHD equations. We present simulations based on staggered grids of several MHD prototype problems. Solution of one-dimensional shock-tube problems is carried out using second- and third-order central schemes [Numer. Math. 79 (1998) 397; J. Comput. Phys. 87 (2) (1990) 408], and we use the second-order central scheme [SIAM J. Sci Comput. 19 (6) (1998) 1892] which is adapted for the solution of the two-dimensional Kelvin-Helmholtz and Orszag-Tang problems. A qualitative comparison reveals an excellent agreement with previous results based on upwind schemes. Central schemes, however, require little knowledge about the eigenstructure of the problem in fact, we even avoid an explicit evaluation of the corresponding Jacobians, while at the same time they eliminate the need for dimensional splitting.

We report here on our numerical study of the two-dimensional Riemann problem for the com- pressible Euler equations. Compared with the relatively simple 1-D congurations, the 2-D case consists of a plethora of geometric wave patterns which pose a computational challenge for high- resolution methods. The main feature in the present computations of these 2-D waves is the use of the Riemann-solvers-free central schemes presented in (11). This family of central schemes avoids the intricate and time-consuming computation of the eigensystem of the problem, and hence oers a considerably simpler alternative to upwind methods. The numerical results illustrate that despite their simplicity, the central schemes are able to recover with comparable high-resolution, the various features observed in the earlier, more expensive computations. AMS subject classication: Primary 65M10; Secondary 65M05

This paper addresses the recovery of piecewise smooth functions from their discrete data. Reconstruction methods using both pseudo-spectral coecients and physical space interpolants have been discussed extensively in the literature, and it is clear that an ap rioriknowledge of the jump discontinuity location is essential for any reconstruction technique to yield spectrally accurate results with high resolution near the discontinuities. Hence detection of the jump discontinuities is critical for all methods. Here we formulate a new localized reconstruction method adapted from the method developed in Gottlieb and Tadmor (1985) and recently revisited in Tadmor and Tanner (in press). Our procedure incorporates the detection of edges into the reconstruction technique. The method is robust and highly accurate, yielding spectral accuracy up to a small neighborhood of the jump discontinuities. Results are shown in one and two dimensions.

We discuss the reconstruction of piecewise smooth data from its (pseudo-) spectral information. Spectral projections enjoy superior resolution provided the data is globally smooth, while the presence of jump discontinuities is responsible for spurious ${\cal O}(1)$ Gibbs oscillations in the neighborhood of edges and an overall deterioration to the unacceptable first-order convergence rate. The purpose is to regain the superior accuracy in the piecewise smooth case, and this is achieved by mollification. Here we utilize a modified version of the two-parameter family of spectral mollifiers introduced by Gottlieb & Tadmor [GoTa85]. The ubiquitous one-parameter, finite-order mollifiers are based on dilation. In contrast, our mollifiers achieve their high resolution by an intricate process of high-order cancelation. To this end, we first implement a localization step using edge detection procedure, [GeTa00a, GeTa00b]. The accurate recovery of piecewise smooth data is then carried out in the direction of smoothness away from the edges, and adaptivity is responsible for the high resolution. The resulting adaptive mollifier greatly accelerates the convergence rate, recovering piecewise analytic data within exponential accuracy while removing spurious oscillations that remained in [GoTa85]. Thus, these adaptive mollifiers offer a robust, general-purpose ``black box'' procedure for accurate post processing of piecewise smooth data.

We study the $L^1$ -stability and error estimates of general approximate solutions for the Cauchy problem associated with multidimensional Hamilton-Jacobi (H-J) equations. For strictly convex Hamiltonians, we obtain a priori error estimates in terms of the truncation errors and the initial perturbation errors. We then demonstrate this general theory for two types of approximations: approximate solutions constructed by the vanishing viscosity method, and by Godunov-type finite difference methods. If we let $\epsilon$ denote the `small scale' of such approximations (– the viscosity amplitude $\epsilon$ , the spatial grad-size $\Delta x$ , etc.), then our $L^1$ -error estimates are of ${\cal O}(\epsilon)$ , and are sharper than the classical $L^\infty$ -results of order one half, ${\cal O}(\sqrt{\epsilon})$ . The main building blocks of our theory are the notions of the semi-concave stability condition and $L^1$ -measure of the truncation error. The whole theory could be viewed as a multidimensional extension of the $Lip^\prime$ -stability theory for one-dimensional nonlinear conservation laws developed by Tadmor et. al. [34,24,25]. In addition, we construct new Godunov-type schemes for H-J equations which consist of an exact evolution operator and a global projection operator. Here, we restrict our attention to linear projection operators (first-order schemes). We note, however, that our convergence theory applies equally well to nonlinear projections used in the context of modern high-resolution conservation laws. We prove semi-concave stability and obtain $L^1$ -bounds on their associated truncation errors; $L^1$ -convergence of order one then follows. Second-order (central) Godunov-type schemes are also constructed. Numerical experiments are performed; errors and orders are calculated to confirm our $L^1$ -theory.

In this work we consider a convolution model for nonlinear conservation laws. Due to the delicate balance between the nonlinear convection and the nonlocal forcing, this model allows for narrower shock layers than those in the viscous Burgers' equation and yet exhibits the conditional finite time breakdown as in the damped Burgers' equation. We show the critical threshold phenomenon by presenting a lower threshold for the breakdown of the solutions and an upper threshold for the global existence of the smooth solution. The threshold condition depends only on the relative size of the minimum slope of the initial velocity and its maximal variation. We show the exact blow-up rate when the slope of the initial profile is below the lower threshold. We further prove the L1 stability of the smooth shock profile, provided the slope of the initial profile is above the critical threshold.

In this paper we review and further develop a class of strong stability-preserving (SSP) high-order time discretizations for semidiscrete method of lines approximations of partial differential equations. Previously termed TVD (total variation diminishing) time discretizations, these high-order time discretization methods preserve the strong stability properties of first-order Euler time stepping and have proved very useful, especially in solving hyperbolic partial differential equations. The new developments in this paper include the construction of optimal explicit SSP linear Runge--Kutta methods, their application to the strong stability of coercive approximations, a systematic study of explicit SSP multistep methods for nonlinear problems, and the study of the SSP property of implicit Runge--Kutta and multistep methods.

We propose a new spectral viscosity (SV) scheme for the accurate solution of nonlinear conservation laws. It is proved that the SV solution converges to the unique entropy solution under appropriate reasonable conditions. The proposed SV scheme is implemented directly on high modes of the computed solution. This should be compared with the original nonperiodic SV scheme introduced by Maday, Ould Kaber, and Tadmor in [SIAM J. Numer. Anal., 30 (1993), 321--342], where SV is activated on the derivative of the SV solution. The new proposed SV method could be viewed as a correction of the former, and it offers an improvement which is confirmed by our numerical experiments. A postprocessing method is implemented to greatly enhance the accuracy of the computed SV solution. The numerical results show the efficiency of the new method.

In this paper we construct, analyze and implement a new procedure for the spectral approximations of nonlinear conservation laws. It is well known that using spectral methods for nonlinear conservation laws will result in the formation of the Gibbs phenomenon once spontaneous shock discontinuities appear in the solution. These spurious oscillations will in turn lead to loss of resolution and render the standard spectral approximations unstable. The Spectral Viscosity (SV-) method (Tadmor, 1989) was developed to stabilize the spectral method by adding a spectrally small amount of high-frequencies diffusion carried out in the dual space. The resulting SV-approximation is stable without sacrificing spectral accuracy. The SV-method recovers a spectrally accurate approximation to the projection of the entropy solution; the exact projection, however, is at best a first order approximation to the exact solution as a result of the formation of the shock discontinuities. The issue of spectral resolution is addressed by post-processing the SV-solution to remove the spurious oscillations at the discontinuities, as well as increase the first-order—O.1=N/ accuracy away from the shock discontinuities. Successful post-processing methods have been developed to eliminate the Gibbs phenomenon and recover spectral accuracy for the SV-approximation. However, such reconstruction methods require a priori knowledge of the locations of the shock discontinuities. Therefore, the detection of these discontinuities is essential to obtain an overall spectrally accurate solution. To this end, we employ the recently constructed enhanced edge detectorsbased on appropriate concentration factors (Gelb and Tadmor, 1999). Once the edges of these discontinuities are identified, we can utilize a post-processing reconstruction method, and show that the post-processed SV-solution recovers the exact entropy solution with remarkably high-resolution. We apply our new numerical method, the Enhanced SV-method, to two numerical examples, the scalar periodic Burgers’ equation and the one-dimensional system of Euler equations of gas dynamics. Both approximations exhibit high accuracy and resolution to the exact entropy solution. © 2000 IMACS. Published by Elsevier Science B.V. All rights reserved.

We introduce a new high-resolution central scheme for multidimensional Hamilton?Jacobi equations. The scheme retains the simplicity of the non-oscillatory central schemes developed by C.-T. Lin and E. Tadmor (in press, SIAM J. Sci. Comput.), yet it enjoys a smaller amount of numerical viscosity, independent of 1/?t. By letting ?t?0 we obtain a new second-order central scheme in the particularly simple semi-discrete form, along the lines of the new semi-discrete central schemes recently introduced by the authors in the context of hyperbolic conservation laws. Fully discrete versions are obtained with appropriate Runge?Kutta solvers. The smaller amount of dissipation enables efficient integration of convection-diffusion equations, where the accumulated error is independent of a small time step dictated by the CFL limitation. The scheme is non-oscillatory thanks to the use of nonlinear limiters. Here we advocate the use of such limiters on second discrete derivatives, which is shown to yield an improved high resolution when compared to the usual limitation of first derivatives. Numerical experiments demonstrate the remarkable resolution obtained by the proposed new central scheme.

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

We discuss a general framework for recovering edges in piecewise smooth functions with finitely many jump discontinuities, where $[f](x):=f(x+)-f(x-) \neq 0$. Our approach is based on two main aspects--- localization using appropriate concentration kernels and separation of scales by nonlinear enhancement. To detect such edges, one employs concentration kernels, $K_\epsilon(\cdot)$, depending on the small scale $\epsilon$. It is shown that odd kernels, properly scaled, and admissible (in the sense of having small $W^{-1,\infty}$-moments of order ${\cal O}(\epsilon)$) satisfy $K_\epsilon*f(x) = [f](x) +{\cal O}(\epsilon)$, thus recovering both the location and amplitudes of all edges. As an example we consider general concentration kernels of the form $K^\sigma_N(t)=\sum\sigma(k/N)\sin kt$ to detect edges from the first $1/\epsilon=N$ spectral modes of piecewise smooth f's. Here we improve in generality and simplicity over our previous study in [A. Gelb and E. Tadmor, Appl. Comput. Harmon. Anal., 7 (1999), pp. 101--135]. Both periodic and nonperiodic spectral projections are considered. We identify, in particular, a new family of exponential factors, $\sigma^{exp}(\cdot)$, with superior localization properties. The other aspect of our edge detection involves a nonlinear enhancement procedure which is based on separation of scales between the edges, where $K_\epsilon*f(x)\sim [f](x) \neq 0$, and the smooth regions where $K_\epsilon*f = {\cal O}(\epsilon) \sim 0$. Numerical examples demonstrate that by coupling concentration kernels with nonlinear enhancement one arrives at effective edge detectors.

We obtain sharp pointwise error estimates for relaxation approximation to scalar conservation laws with piecewise smooth solutions. We first prove that the first-order partial derivatives for the perturbation solutions are uniformly upper bounded (the so-called Lip+ stability). A one-sided interpolation inequality between classical L1 error estimates and Lip+ stability bounds enables us to convert a global L1 result into a (nonoptimal) local estimate. Optimal error bounds on the weighted error then follow from the maximum principle for weakly coupled hyperbolic systems. The main difficulties in obtaining the Lip+ stability and the optimal pointwise errors are how to construct appropriate "difference functions" so that the maximum principle can be applied.

We construct, analyze, and implement a new nonoscillatory high-resolution scheme for two-dimensional hyperbolic conservation laws. The scheme is a predictor-corrector method which consists of two steps: starting with given cell averages, we first predict pointvalues which are based on nonoscillatory piecewise-linear reconstructions from the given cell averages; at the second corrector step, we use staggered averaging, together with the predicted midvalues, to realize the evolution of these averages. This results in a second-order, nonoscillatory central scheme, a natural extension of the one-dimensional second-order central scheme of Nessyahu and Tadmor [J. Comput. Phys., 87 (1990), pp. 408--448]. As in the one-dimensional case, the main feature of our two-dimensional scheme is simplicity. In particular, this central scheme does not require the intricate and time-consuming (approximate) Riemann solvers which are essential for the high-resolution upwind schemes; in fact, even the computation of the exact Jacobians can be avoided. Moreover, the central scheme is "genuinely multidimensional" in the sense that it does not necessitate dimensional splitting. We prove that the scheme satisfies the scalar maximum principle, and in the more general context of systems, our proof indicates that the scheme is positive (in the sense of Lax and Liu [CFD Journal, 5 (1996), pp. 1--24]). We demonstrate the application of our central scheme to several prototype two-dimensional Euler problems. Our numerical experiments include the resolution of shocks oblique to the computational grid; they show how our central scheme solves with high resolution the intricate wave interactions in the so-called double Mach reflection problem [J. Comput. Phys., 54 (1988), pp. 115--173] without following the characteristics; and finally we report on the accurate ray solutions of a weakly hyperbolic system [J. Comput. Appl. Math., 74 (1996), pp. 175--192], rays which otherwise are missed by the dimensional splitting approach. Thus, a considerable amount of simplicity and robustness is gained while achieving stability and high resolution.

A third-order accurate Godunov-type scheme for the approximate solution of hyperbolic systems of conservation laws is presented. Its two main ingredients include: 1. A non-oscillatory piecewise-quadratic reconstruction of pointvalues from their given cell averages; and 2. A central differencing based on staggered evolution of the reconstructed cell averages. This results in a third-order central scheme, an extension along the lines of the second-order central scheme of Nessyahu and Tadmor \cite{NT}. The scalar scheme is non-oscillatory (and hence – convergent), in the sense that it does not increase the number of initial extrema (– as does the exact entropy solution operator). Extension to systems is carried out by componentwise application of the scalar framework. In particular, we have the advantage that, unlike upwind schemes, no (approximate) Riemann solvers, field-by-field characteristic decompositions, etc., are required. Numerical experiments confirm the high-resolution content of the proposed scheme. Thus, a considerable amount of simplicity and robustness is gained while retaining the expected third-order resolution.

The integration of semidiscrete approximations for time-dependent problems is encountered in a variety of applications. The Runge--Kutta (RK) methods are widely used to integrate the ODE systems which arise in this context, resulting in large ODE systems called methods of lines. These methods of lines are governed by possibly ill-conditioned systems with a growing dimension; consequently, the naive spectral stability analysis based on scalar eigenvalues arguments may be misleading. Instead, we present here a stability analysis of RK methods for well-posed semidiscrete approximations, based on a general energy method. We review the stability question for such RK approximations, and highlight its intricate dependence on the growing dimension of the problem. In particular, we prove the strong stability of general fully discrete RK methods governed by coercive approximations. We conclude with two nontrivial examples which demonstrate the versatility of our approach in the context of general systems of convection-diffusion equations with variable coefficients. A straightforward implementation of our results verify the strong stability of RK methods for local finite-difference schemes as well as global spectral approximations. Since our approach is based on the energy method (which is carried in the physical space), and since it avoids the von Neumann analysis (which is carried in the dual Fourier space), we are able to easily adapt additional extensions due to nonperiodic boundary conditions, general geometries, etc.

Entropy solutions have been widely accepted as the suitable solution framework for systems of conservation laws in several space dimensions. However, recent results in De Lellis and Szekelyhidi Jr (Ann Math 170(3):1417---1436, 2009) and Chiodaroli et al. (2013) have demonstrated that entropy solutions may not be unique. In this paper, we present numerical evidence that state-of-the-art numerical schemes need not converge to an entropy solution of systems of conservation laws as the mesh is refined. Combining these two facts, we argue that entropy solutions may not be suitable as a solution framework for systems of conservation laws, particularly in several space dimensions. We advocate entropy measure-valued solutions, first proposed by DiPerna, as the appropriate solution paradigm for systems of conservation laws. To this end, we present a detailed numerical procedure which constructs stable approximations to entropy measure-valued solutions, and provide sufficient conditions that guarantee that these approximations converge to an entropy measure-valued solution as the mesh is refined, thus providing a viable numerical framework for systems of conservation laws in several space dimensions. A large number of numerical experiments that illustrate the proposed paradigm are presented and are utilized to examine several interesting properties of the computed entropy measure-valued solutions.

We are concerned with $2\times2$ nonlinear relaxation systems of conservation laws of the form $u_t+f(u)_x=-\frac{1}{\delta}S(u,v), v_t=\frac{1}{\delta}S(u,v)$ which are coupled through the stiff source term $\frac{1}{\delta}S(u,v)$. Such systems arise as prototype models for combustion, adsorption, etc. Here we study the convergence of $(u,v)\equiv(\ud,\vd)$ to its equilibrium state, $(\bar{u},\bar{v})$, governed by the limiting equations, $\bar{u}_t+\bar{v}_t+ f(\bar{u})_x=0, S(\bar{u},\bar{v})=0$. In particular, we provide sharp convergence rate estimates as the relaxation parameter $\delta \downarrow 0$. The novelty of our approach is the use of a weak $W^{-1}(L^1)$-measure of the error, which allows us to obtain sharp error estimates. It is shown that the error consists of an initial contribution of size ${||S(u_0^\delta,v_0^\delta)||}_{L^1}$, together with accumulated relaxation error of order ${\cal O}(\delta)$. The sharpness of our results is found to be in complete agreement with the numerical ex...

Godunov type schemes form a special class of transport projection methods for the approximate solution of nonlinear hyperbolic conservation laws. The authors study the convergence rate of such sche...

It has been a long open question whether the pseudospectral Fourier method without smoothing is stable for hyperbolic equations with variable coefficients that change signs. In this work we answer this question with a detailed stability analysis of prototype cases of the Fourier method. We show that due to weighted \(L^2\)-stability, the \(N\)-degree Fourier solution is algebraically stable in the sense that its \(L^2\) amplification does not exceed \({O}(N)\). Yet, the Fourier method is weakly \(L^2\) -unstable in the sense that it does experience such \({O}(N)\) amplification. The exact mechanism of this weak instability is due the aliasing phenomenon, which is responsible for an \({O}(N)\) amplification of the Fourier modes at the boundaries of the computed spectrum. Two practical conclusions emerge from our discussion. First, the Fourier method is required to have sufficiently many modes in order to resolve the underlying phenomenon. Otherwise, the lack of resolution will excite the weak instability which will propagate from the slowly decaying high modes to the lower ones. Second -- independent of whether smoothing was used or not, the small scale information contained in the highest modes of the Fourier solution will be destroyed by their \({O}(N)\) amplification. Happily, with enough resolution nothing worse can happen.

We study the behavior of spectral viscosity approximations to non-linear scalar conservation laws. We show how the spectral viscosity method compromises between the total-variation bounded viscosity approximations— which are restricted to first-order accuracy—and the spectrally accurate, yet unstable, Fourier method. In particular, we prove that the spectral viscosity method is L 1 {L^1} -stable and hence total-variation bounded. Moreover, the spectral viscosity solutions are shown to be Lip + {\text {Lip}^ + } -stable, in agreement with Oleinik’s E-entropy condition. This essentially nonoscillatory behavior of the spectral viscosity method implies convergence to the exact entropy solution, and we provide convergence rate estimates of both global and local types.

We study the spectral viscosity (SV) method in the context of multidimensional scalar conservation laws with periodic boundary conditions. We show that the spectral viscosity, which is sufficiently small to retain the formal spectral accuracy of the underlying Fourier approximation, is large enough to enforce the correct amount of entropy dissipation (which is otherwise missing in the standard Fourier method). Moreover, we prove that because of the presence of the spectral viscosity, the truncation error in this case becomes spectrally small, independent of whether the underlying solution is smooth or not. Consequently, the SV approximation remains uniformly bounded and converges to a measure-valued solution satisfying the entropy condition, that is, the unique entropy solution. We also show that the SV solution has a bounded total variation, provided that the total variation of the initial data is bounded, thus confirming its strong convergence to the entropy solution. We obtain an L 1 {L^1} convergence rate of the usual optimal order one-half.

Let u(x,t) be the possibly discontinuous entropy solution of a nonlinear scalar conservation law with smooth initial data. Suppose u sub epsilon(x,t) is the solution of an approximate viscosity regularization, where epsilon greater than 0 is the small viscosity amplitude. It is shown that by post-processing the small viscosity approximation u sub epsilon, pointwise values of u and its derivatives can be recovered with an error as close to epsilon as desired. The analysis relies on the adjoint problem of the forward error equation, which in this case amounts to a backward linear transport with discontinuous coefficients. The novelty of this approach is to use a (generalized) E-condition of the forward problem in order to deduce a W(exp 1,infinity) energy estimate for the discontinuous backward transport equation; this, in turn, leads one to an epsilon-uniform estimate on moments of the error u(sub epsilon) - u. This approach does not follow the characteristics and, therefore, applies mutatis mutandis to other approximate solutions such as E-difference schemes.

We study the stability of spectral approximations to scalar hyperbolic initial-boundary value problems with variable coefficients. Time is discretized by explicit multi-level or Runge-Kutta methods of order ≤ 3 \leq 3 (forward Euler time-differencing is included), and we study spatial discretizations by spectral and pseudospectral approximations associated with the general family of Jacobi polynomials. We prove that these fully explicit spectral approximations are stable provided their time step, Δ t \Delta t , is restricted by the CFL-like condition Δ t > Const ∙ N − 2 \Delta t > {\text {Const}} \bullet {N^{ - 2}} , where N equals the spatial number of degrees of freedom. We give two independent proofs of this result, depending on two different choices of appropriate L 2 {L^2} -weighted norms. In both approaches, the proofs hinge on a certain inverse inequality interesting for its own sake. Our result confirms the commonly held belief that the above CFL stability restriction, which is extensively used in practical implementations, guarantees the stability (and hence the convergence) of fully-explicit spectral approximations in the nonperiodic case.

Many of the recently developed high resolution schemes for hyperbolic conservation laws are based on upwind differencing. The building block for these schemes is the averaging of an appropriate Godunov solver; its time consuming part involves the field-by-field decomposition which is required in order to identify the direction of the wind. Instead, the use of the more robust Lax-Friedrichs (LxF) solver is proposed. The main advantage is simplicity: no Riemann problems are solved and hence field-by-field decompositions are avoided. The main disadvantage is the excessive numerical viscosity typical to the LxF solver. This is compensated for by using high-resolution MUSCL-type interpolants. Numerical experiments show that the quality of results obtained by such convenient central differencing is comparable with those of the upwind schemes.

Let u(@?x, t) be a weak solution of the Euler equation, governing the inviscid polytropic gas dynamics; in addition, u(@?x, t) is assumed to respect the usual entropy conditions connected with the conservative Euler equations. We show that such entropy solutions of the gas dynamics equations satisfy a minimum entropy principle, namely, that the spatial minimum of their specific entropy, Ess inf"@?"xS(u(@?x, t)), is an increasing function of time. This principle equally applies to discrete approximations of the Euler equations such as the Godunov-type and Lax-Friedrichs schemes. Our derivation of this minimum principle makes use of the fact that there is a family of generalized entropy functions connected with the conservative Euler equations.

Consider a scalar, nonlinear conservative difference scheme satisfying the entropy condition. It is shown that difference schemes containing more numerical viscosity will necessarily converge to the unique, physically relevant weak solution of the approximated conservative equation. In particular, entropy satisfying convergence follows for E schemes—those containing more numerical viscosity than Godunov’s scheme.

We consider finite-difference, pseudospectral and Fourier—Galerkin methods for the approximate solution of time-dependent problems. The paper provides a unified framework for the stability analysis of all three discrete methods. In particular, the problem of stability for highly accurate stencils is studied in some detail.